A linear stochastic biharmonic heat equation: hitting probabilities

dc.contributor.authorHinojosa Calleja, Adrián
dc.contributor.authorSanz-Solé, Marta
dc.date.accessioned2023-01-31T17:48:42Z
dc.date.available2023-01-31T17:48:42Z
dc.date.issued2022-01-09
dc.date.updated2023-01-31T17:48:42Z
dc.description.abstractConsider the linear stochastic biharmonic heat equation on a $d$-dimensional torus ( $d=1,2,3)$, driven by a space-time white noise and with periodic boundary conditions: $$ \left(\frac{\partial}{\partial t}+(-\Delta)^2\right) v(t, x)=\sigma \dot{W}(t, x),(t, x) \in(0, T] \times \mathbb{T}^d, $$ $v(0, x)=v_0(x)$. We find the canonical pseudo-distance corresponding to the random field solution, therefore the precise description of the anisotropies of the process. We see that for $d=2$, they include a $z\left(\log \frac{c}{z}\right)^{1 / 2}$ term. Consider $D$ independent copies of the random field solution to (0.1). Applying the criteria proved in Hinojosa-Calleja and Sanz-Solé (Stoch PDE Anal Comp 2021. https://doi.org/10.1007/s40072-021-001901), we establish upper and lower bounds for the probabilities that the path process hits bounded Borel sets.This yields results on the polarity of sets and on the Hausdorff dimension of the path process.
dc.format.extent22 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec716274
dc.identifier.issn2194-0401
dc.identifier.urihttps://hdl.handle.net/2445/192887
dc.language.isoeng
dc.publisherSpringer
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.1007/s40072-021-00234-6
dc.relation.ispartofStochastics And Partial Differential Equations-Analysis And Computations, 2022, vol. 10, num. 3, p. 735-756
dc.relation.urihttps://doi.org/10.1007/s40072-021-00234-6
dc.rights(c) Springer, 2022
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)
dc.subject.classificationProbabilitats
dc.subject.classificationProcessos estocàstics
dc.subject.classificationEquacions en derivades parcials
dc.subject.classificationProcessos gaussians
dc.subject.otherProbabilities
dc.subject.otherStochastic processes
dc.subject.otherPartial differential equations
dc.subject.otherGaussian processes
dc.titleA linear stochastic biharmonic heat equation: hitting probabilities
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

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