Small Ball Probabilities for the Stochastic Heat Equation on Compact Manifolds
Abstract
We consider the stochastic heat equation on a compact smooth Riemannian manifold without boundary satisfying \begin{equation*} \partial_tu(t,x)=\frac{1}{2}Δ_Mu(t,x)+σ(t,x,u)\dot{W}(t,x),\quad (t,x)\in\mathbb{R}_+\times M, \end{equation*} where $\dot{W}$ is a centered Gaussian noise that is white in time and colored in space. Assuming that $σ$ is Lipschitz in $u$ and uniformly bounded, we estimate small ball probabilities for the solution $u$ when $u(0,x)\equiv 0$.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Stochastic processes and financial applications
Nonlinear Partial Differential Equations
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 28 January 2026
- Document type
- Preprint