Uniform dimension theorems for parabolic SPDEs
Abstract
Consider the following -dimensional system of It\^o type stochastic PDEs, \begin{align*}\left[\begin{aligned} &\partial_t u(t\,,x) = \partial^2_x u(t\,,x) + b(u(t\,,x)) + \sigma(u(t\,,x)) \xi(t\,,x)\\ &\text{for , subject to on }, \end{aligned}\right.\end{align*} where denotes a given one-dimensional torus, the initial data is assumed to be fixed and non-random and in , and denotes a -dimensional space-time white noise. Under certain regularity conditions on and , it is proved that, if , then \begin{equation*} \mathrm{P}\{\operatorname{dim_{_H}} u(\{t\}\times F) = 2\operatorname{dim_{_H}} F \ \text{compact , }\}=1. \end{equation*} If in addition the matrix does not depend on , and is nonsingular, then the above equality holds for all .
Keywords
Cite
@article{arxiv.2511.04938,
title = {Uniform dimension theorems for parabolic SPDEs},
author = {Davar Khoshnevisan and Cheuk Yin Lee and Fei Pu and Yimin Xiao},
journal= {arXiv preprint arXiv:2511.04938},
year = {2025}
}