Global geometry within an SPDE well-posedness problem
Abstract On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter $$\alpha \ge 0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>α</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:math> to study the well-posedness of the parabolic Anderson model. We show that with rough initial conditions, the equation is well-posed assuming non-positive curvature with a condition on $$\alpha $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>α</mml:mi> </mml:math> similar to that of Riesz kernel-correlated noise in Euclidean space. Non-positive curvature was used to overcome a new difficulty introduced by non-uniqueness of geodesics in this setting, which required exploration of global geometry. The well-posedness argument also produces exponentially growing in time upper bounds for the moments. Using the Feynman-Kac formula for moments, we also obtain exponentially growing in time second moment lower bounds for our solutions with bounded initial condition.
Authors
- Cheng Ouyang (ORCID: https://orcid.org/0000-0003-0836-176X)
- Hongyi Chen
Institutions
- University of Illinois Chicago (US)
Publication Details
- Journal
- Probability Theory and Related Fields
- Published
- 2025-12-23
- DOI
- https://doi.org/10.1007/s00440-025-01460-y
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00