Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension k 1

DOI10.1007/S40072-013-0005-3zbMATH Open1274.60199arXiv1206.7003OpenAlexW2169422958MaRDI QIDQ373232FDOQ373232

Authors: Robert C. Dalang, D. Khoshnevisan, Eulalia Nualart 

Publication date: 22 October 2013

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $kgeq1$, whose solution is an $R^d$-valued random field $u=u(t,,x),,(t,x)in{R}_{+}imes{R}^k$. The $d$-dimensional driving noise is white in time and with a spatially homogeneous covariance defined as a Riesz kernel with exponent $$, where $$. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques of Malliavin calculus, we establish an upper bound on the two-point density, with respect to Lebesgue measure, of the $R^{2d}$-valued random vector $(u(s,y),u(t,x))$, that, in particular, quantifies how this density degenerates as $(s,y)o(t,x)$. From this result, we deduce a lower bound on hitting probabilities of the process $u$, in terms of Newtonian capacity. We also establish an upper bound on hitting probabilities of the process in terms of Hausdorff measure. These estimates make it possible to show that points are polar when $$ and are not polar when $$. %(if $$ is an integer, then the case $$ is open). In the first case, we also show that the Hausdorff dimension of the range of the process is $$ a.s.

Full work available at URL: https://arxiv.org/abs/1206.7003

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zbMATH Keywords

Malliavin calculushitting probabilitiesspatially homogeneous Gaussian noisesystems of non-linear stochastic heat equations

Mathematics Subject Classification ID

Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic potential theory (60J45)

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Cited In (15)

• Optimal regularity of SPDEs with additive noise
• Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
• Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
• Criteria for hitting probabilities with applications to systems of stochastic wave equations
• Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
• Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices
• Hitting probabilities of a class of Gaussian random fields
• Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise
• Hitting probabilities and intersections of time-space anisotropic random fields
• Hitting with probability one for stochastic heat equations with additive noise
• Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
• Hitting probabilities for nonlinear systems of stochastic waves
• Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\)
• On the density of systems of non-linear spatially homogeneous SPDEs
• Temporal properties of the stochastic fractional heat equation with spatially-colored noise

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