Parabolic Anderson model in bounded domains of recurrent metric measure spaces

Fuente: arXiv
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Hauptverfasser: Baudoin, Fabrice, Chen, Li, Huang, Che-Hung, Ouyang, Cheng, Tindel, Samy, Wang, Jing
Format: Preprint
Veröffentlicht: 2024
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author Baudoin, Fabrice
Chen, Li
Huang, Che-Hung
Ouyang, Cheng
Tindel, Samy
Wang, Jing
author_facet Baudoin, Fabrice
Chen, Li
Huang, Che-Hung
Ouyang, Cheng
Tindel, Samy
Wang, Jing
contents A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = Δu(t,x) + βu(t,x) \, \dot{W}_α(t,x) \] where the noise $W_α$ is white in time and colored in space when $α>0$ while for $α=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the Itô sense we also get precise $L^p$ estimates for the moments and intermittency properties of the solution as a consequence. Our study reveals new exponents which are intrinsically associated to the geometry of the underlying space and the results for instance apply in metric graphs or fractals like the Sierpiński gasket for which we prove scaling invariance properties of the models.
format Preprint
id arxiv_https___arxiv_org_abs_2401_01797
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Parabolic Anderson model in bounded domains of recurrent metric measure spaces
Baudoin, Fabrice
Chen, Li
Huang, Che-Hung
Ouyang, Cheng
Tindel, Samy
Wang, Jing
Probability
Mathematical Physics
Analysis of PDEs
Metric Geometry
A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = Δu(t,x) + βu(t,x) \, \dot{W}_α(t,x) \] where the noise $W_α$ is white in time and colored in space when $α>0$ while for $α=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the Itô sense we also get precise $L^p$ estimates for the moments and intermittency properties of the solution as a consequence. Our study reveals new exponents which are intrinsically associated to the geometry of the underlying space and the results for instance apply in metric graphs or fractals like the Sierpiński gasket for which we prove scaling invariance properties of the models.
title Parabolic Anderson model in bounded domains of recurrent metric measure spaces
topic Probability
Mathematical Physics
Analysis of PDEs
Metric Geometry
url https://arxiv.org/abs/2401.01797