On the Peaks of a Stochastic Heat Equation on a Sphere with a Large Radius
arXiv:1810.06754
Abstract
For every , consider the stochastic heat equation on , where are centered Gaussian noises with the covariance structure given by , where is symmetric and semi-positive definite and there exist some fixed constants and such that for all and , , denotes the Laplace-Beltrami operator defined on and is Lipschitz continuous, positive and uniformly bounded away from and . Under the assumption that is a nonrandom continuous function on and the initial condition that there exists a finite positive such that , we prove that for every finite positive , there exist finite positive constants and which only depend on such that as , is asymptotically bounded below by and asymptotically bounded above by with high probability.