Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions

Abstract

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb{R}$, driven by space–time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb{R}$, such as the Dirac delta function, but this measure may also have noncompact support and even be nontempered (e.g., with exponentially growing tails). Existence and uniqueness of a random field solution is proved without appealing to Gronwall’s lemma, by keeping tight control over moments in the Picard iteration scheme. Upper bounds on all $p$th moments $(p\ge2)$ are obtained as well as a lower bound on second moments. These bounds become equalities for the parabolic Anderson model when $p=2$. We determine the growth indices introduced by Conus and Khoshnevisan [Probab. Theory Related Fields 152 (2012) 681–701].