Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise (Q2391166): Difference between revisions

The authors consider a system of \(d\) non-linear stochastic partial differential equations driven by \(d\) independent space-time white noises on \([0,T] \times [0,1]\). The non-linearities appear as additive drift terms and as multipliers of the noise. The aim is to present a potential theory for the \(d\) dimensional process \(u(t,x)\) solution of the SPDE. The existence, smoothness and uniform boundedness of the density function \(p_{t,x}\) of the random vector \(u(t,x)\) is established. Using Malliavin calculus the authors obtain upper and lower bounds on the density \(p_{t,x}\) and upper bounds of Gaussian type on the two-point density function \(p_{s,y;t,x}\). The proof of this last upper bound is the main technical effort in the paper since the authors give a detailed analysis of the behaviour of the Malliavin matrix of \((u(s,y),u(t,x))\) as a function of \((s,t;y,x)\) using a perturbation method. Then, they are able to obtain upper and lower bounds on hitting probabilities of the process \(\{u(t,x); t \geq 0, x \in[0,1] \}\) in terms of Hausdorff measure and Newtonian capacity. They show that points are polar when \(d \geq 7\) and are not polar when \(d \leq 5\). Moreover, the Hausdorff dimension of the range of the process is 6 when \(d >6\).