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.

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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
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article

Global geometry within an SPDE well-posedness problem

Cheng Ouyang, Hongyi Chen
Probability Theory and Related Fields
Stochastic processes and financial applications
article

Global geometry within an SPDE well-posedness problem

Cheng Ouyang, Hongyi Chen
article en

Abstract

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.

Probability Theory and Related Fields
University of Illinois Chicago (US)
Openalex Percentile: Top 28%
Stochastic processes and financial applications
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