{"title":"带有彩色噪声的随机热方程的小球概率","authors":"Jiaming Chen","doi":"10.1016/j.spa.2024.104455","DOIUrl":null,"url":null,"abstract":"<div><p>We consider the stochastic heat equation on the 1-dimensional torus <span><math><mrow><mi>T</mi><mo>≔</mo><mfenced><mrow><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn></mrow></mfenced></mrow></math></span> with periodic boundary conditions: <span><span><span><math><mrow><msub><mrow><mi>∂</mi></mrow><mrow><mi>t</mi></mrow></msub><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>=</mo><msubsup><mrow><mi>∂</mi></mrow><mrow><mi>x</mi></mrow><mrow><mn>2</mn></mrow></msubsup><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>+</mo><mi>σ</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>,</mo><mi>u</mi><mo>)</mo></mrow><mover><mrow><mi>F</mi></mrow><mrow><mo>̇</mo></mrow></mover><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>,</mo><mspace></mspace><mi>x</mi><mo>∈</mo><mi>T</mi><mo>,</mo><mi>t</mi><mo>∈</mo><msub><mrow><mi>R</mi></mrow><mrow><mo>+</mo></mrow></msub><mo>,</mo></mrow></math></span></span></span>where <span><math><mrow><mover><mrow><mi>F</mi></mrow><mrow><mo>̇</mo></mrow></mover><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow></mrow></math></span> is a generalized Gaussian noise, which is white in time but colored in space. Assuming that <span><math><mi>σ</mi></math></span> is Lipschitz in <span><math><mi>u</mi></math></span> and uniformly bounded, we estimate small ball probabilities for the solution <span><math><mi>u</mi></math></span> when <span><math><mrow><mi>u</mi><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>≡</mo><mn>0</mn></mrow></math></span>.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"177 ","pages":"Article 104455"},"PeriodicalIF":1.1000,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Small ball probabilities for the stochastic heat equation with colored noise\",\"authors\":\"Jiaming Chen\",\"doi\":\"10.1016/j.spa.2024.104455\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>We consider the stochastic heat equation on the 1-dimensional torus <span><math><mrow><mi>T</mi><mo>≔</mo><mfenced><mrow><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn></mrow></mfenced></mrow></math></span> with periodic boundary conditions: <span><span><span><math><mrow><msub><mrow><mi>∂</mi></mrow><mrow><mi>t</mi></mrow></msub><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>=</mo><msubsup><mrow><mi>∂</mi></mrow><mrow><mi>x</mi></mrow><mrow><mn>2</mn></mrow></msubsup><mi>u</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>+</mo><mi>σ</mi><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>,</mo><mi>u</mi><mo>)</mo></mrow><mover><mrow><mi>F</mi></mrow><mrow><mo>̇</mo></mrow></mover><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>,</mo><mspace></mspace><mi>x</mi><mo>∈</mo><mi>T</mi><mo>,</mo><mi>t</mi><mo>∈</mo><msub><mrow><mi>R</mi></mrow><mrow><mo>+</mo></mrow></msub><mo>,</mo></mrow></math></span></span></span>where <span><math><mrow><mover><mrow><mi>F</mi></mrow><mrow><mo>̇</mo></mrow></mover><mrow><mo>(</mo><mi>t</mi><mo>,</mo><mi>x</mi><mo>)</mo></mrow></mrow></math></span> is a generalized Gaussian noise, which is white in time but colored in space. Assuming that <span><math><mi>σ</mi></math></span> is Lipschitz in <span><math><mi>u</mi></math></span> and uniformly bounded, we estimate small ball probabilities for the solution <span><math><mi>u</mi></math></span> when <span><math><mrow><mi>u</mi><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mi>x</mi><mo>)</mo></mrow><mo>≡</mo><mn>0</mn></mrow></math></span>.</p></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"177 \",\"pages\":\"Article 104455\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2024-07-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414924001613\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001613","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
我们考虑具有周期性边界条件的一维环上的随机热方程:其中 是广义高斯噪声,它在时间上是白色的,但在空间上是彩色的。假定 是 Lipschitz in 且均匀有界,我们估算了当 时解的小球概率。
Small ball probabilities for the stochastic heat equation with colored noise
We consider the stochastic heat equation on the 1-dimensional torus with periodic boundary conditions: where is a generalized Gaussian noise, which is white in time but colored in space. Assuming that is Lipschitz in and uniformly bounded, we estimate small ball probabilities for the solution when .
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.