Stochastic heat equations with values in a manifold via Dirichlet forms

Michael Röckner, Bo Wu, Rongchan Zhu*, Xiangchan Zhu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

13 Citations (Scopus)

Abstract

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits the Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we heuristically derive a form of the equation solved by the process given by the Dirichlet form. Moreover, we establish the log-Sobolev inequality for the Dirichlet form in the path space. In addition, some characterizations for the lower bound of the Ricci curvature are presented related to the stochastic heat equation.

Original languageEnglish
Pages (from-to)2237-2274
Number of pages38
JournalSIAM Journal on Mathematical Analysis
Volume52
Issue number3
DOIs
Publication statusPublished - 2020

Keywords

  • Functional inequality
  • Quasi-regular Dirichlet form
  • Ricci curvature
  • Stochastic heat equation

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