Parabolic Anderson model in bounded domains of recurrent metric measure spaces

Fabrice Baudoin; Li Chen; Che-Hung Huang; Cheng Ouyang; Samy Tindel; Jing Wang

Parabolic Anderson model in bounded domains of recurrent metric measure spaces

Fabrice Baudoin, Li Chen, Che-Hung Huang, Cheng Ouyang, Samy Tindel, Jing Wang

Department of Mathematics

Research output: Working paper/Preprint › Preprint

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Abstract

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 \[ \partial_{t} u(t,x) = \Delta u(t,x) + \beta u(t,x) \, \dot{W}_\alpha(t,x) \] where the noise $W_\alpha$ is white in time and colored in space when $\alpha >0$ while for $\alpha=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the It\^o 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 Sierpi\'nski gasket for which we prove scaling invariance properties of the models.

Original language	English
Publication status	Published - 3 Jan 2024

Keywords

math.PR
math-ph
math.AP
math.MG
math.MP

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title = "Parabolic Anderson model in bounded domains of recurrent metric measure spaces",

abstract = "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 \[ \partial_{t} u(t,x) = \Delta u(t,x) + \beta u(t,x) \, \dot{W}_\alpha(t,x) \] where the noise $W_\alpha$ is white in time and colored in space when $\alpha >0$ while for $\alpha=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the It\^o 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 Sierpi\'nski gasket for which we prove scaling invariance properties of the models.",

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AU - Baudoin, Fabrice

AU - Chen, Li

AU - Huang, Che-Hung

AU - Ouyang, Cheng

AU - Tindel, Samy

AU - Wang, Jing

N1 - 50 pages, 3 figures

PY - 2024/1/3

Y1 - 2024/1/3

N2 - 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 \[ \partial_{t} u(t,x) = \Delta u(t,x) + \beta u(t,x) \, \dot{W}_\alpha(t,x) \] where the noise $W_\alpha$ is white in time and colored in space when $\alpha >0$ while for $\alpha=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the It\^o 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 Sierpi\'nski gasket for which we prove scaling invariance properties of the models.

AB - 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 \[ \partial_{t} u(t,x) = \Delta u(t,x) + \beta u(t,x) \, \dot{W}_\alpha(t,x) \] where the noise $W_\alpha$ is white in time and colored in space when $\alpha >0$ while for $\alpha=0$ it is also white in space. Both Dirichlet and Neumann boundary conditions are considered. Besides proving existence and uniqueness in the It\^o 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 Sierpi\'nski gasket for which we prove scaling invariance properties of the models.

KW - math.PR

KW - math-ph

KW - math.AP

KW - math.MG

KW - math.MP

M3 - Preprint

BT - Parabolic Anderson model in bounded domains of recurrent metric measure spaces

ER -

Parabolic Anderson model in bounded domains of recurrent metric measure spaces

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