Small Ball Probabilities for the Stochastic Heat Equation on Compact Manifolds
Probability
2026-01-29 v1
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}\Delta_Mu(t,x)+\sigma(t,x,u)\dot{W}(t,x),\quad (t,x)\in\mathbb{R}_+\times M, \end{equation*} where is a centered Gaussian noise that is white in time and colored in space. Assuming that is Lipschitz in and uniformly bounded, we estimate small ball probabilities for the solution when .
Keywords
Cite
@article{arxiv.2601.20794,
title = {Small Ball Probabilities for the Stochastic Heat Equation on Compact Manifolds},
author = {Jiaming Chen},
journal= {arXiv preprint arXiv:2601.20794},
year = {2026}
}