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有界域上随机热方程的尖锐正则性与小球概率

Sharp regularity and small ball probabilities for the stochastic heat equation on bounded domains

Jingwu Hu, Cheuk Yin Lee

arXiv 2609.08718首次发表:更新:

发表机构

Michigan State University; The Chinese University of Hong Kong (Shenzhen)(密歇根州立大学; 香港中文大学(深圳))

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本文研究有界域上带分数阶空间相关噪声的随机热方程,证明温和解存在唯一性的充要条件,并给出最优Holder正则性、连续模、重对数律及尖锐小球概率估计。

AI 中文摘要

我们考虑有界Lipschitz域上具有零Dirichlet边界条件和零初始条件的随机热方程$\partial_t u(t,x) = \Delta u(t,x) + \dot{W}_\alpha(t,x)$,其中$\dot{W}_\alpha$是时间上为白噪声的高斯噪声,其空间协方差为$(-\Delta)^{-\alpha}$的核,且$\alpha>0$。我们证明,当且仅当$\alpha>d/2-1$时,存在唯一的逐点定义的温和解。在这种情况下,若域额外为$C^2$,我们还建立了解的空间和时间Holder正则性。当$d/2-1<\alpha<d/2$时,我们证明Holder指数是最优的,并获得解的精确局部和一致连续模、Chung型重对数律以及尖锐的小球概率估计。

英文摘要

We consider the stochastic heat equation $\partial_t u(t,x) = Δu(t,x) + \dot{W}_α(t,x)$ on a bounded Lipschitz domain with zero Dirichlet boundary condition and zero initial condition, where $\dot{W}_α$ is a Gaussian noise that is white in time and whose spatial covariance is the kernel of $(-Δ)^{-α}$ with $α>0$. We prove that a unique pointwise defined mild solution exists if and only if $α>d/2-1$. In this case, if in addition the domain is $C^2$, we also establish spatial and temporal Holder regularity of the solution. When $d/2-1<α<d/2$, we show that the Holder exponents are optimal and obtain exact local and uniform moduli of continuity, a Chung-type law of the iterated logarithm, and sharp small ball probability estimates for the solution.

Comments30 pages

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