Paper
Global Geometry within an SPDE Well-Posedness Problem
Authors
Hongyi Chen, Cheng Ouyang
Abstract
On a closed Riemannian manifold, we construct a family of intrinsic Gaussian noises indexed by a regularity parameter to study the well-posedness of the parabolic Anderson model. We show that with rough initial conditions, the equation is well-posed assuming non-positive curvature with a condition on similar to that of Riesz kernel-correlated noise in Euclidean space. Non-positive curvature was used to overcome a new difficulty introduced by non-uniqueness of geodesics in this setting, which required exploration of global geometry. The well-posedness argument also produces exponentially growing in time upper bounds for the moments. Using Feynman-Kac formula for moments, we also obtain exponentially growing in time second moment lower bounds for our solutions with bounded initial condition.