<p>On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\alpha \ge 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>≥</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> 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 <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation> 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.</p>

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Global geometry within an SPDE well-posedness problem

  • Hongyi Chen,
  • Cheng Ouyang

摘要

On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter \(\alpha \ge 0\) α 0 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 \(\alpha \) α 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.