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Parabolic Anderson model with colored noise on torus
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abstract
We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high dimensions. With this noise, we consider the parabolic Anderson model (PAM) with measure-valued initial conditions and establish some basic properties of the solution, including a sharp upper and lower bound for the moments and H\"{o}lder continuity in space and time. The study of the toy model of $\mathbb{T}^d$ in the present paper is a first step towards our effort in understanding how geometry and topology play an role in the behavior of stochastic PDEs on general (compact) manifolds.
Forward citations
Cited by 3 Pith papers
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A stochastic heat equation with non-locally Lipschitz coefficients
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For the parabolic Anderson model in dimension d≥3 with weak multiplicative noise, the solution converges in distribution to a limiting random field, extending earlier ergodicity results to broader noises and initial c...
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For the Parabolic Anderson model on Cartan-Hadamard manifolds, the paper establishes a curvature-dependent Dalang condition, exponential moment upper bounds with a spectral-gap term, and asymptotically matching lower bounds.
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