English

Uniform dimension theorems for parabolic SPDEs

Probability 2025-11-10 v1

Abstract

Consider the following pp-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 (t,x)(0,)×T(t\,,x)\in(0\,,\infty)\times\mathbb{T}, subject to u(0)u0u(0) \equiv u_0 on T\mathbb{T}}, \end{aligned}\right.\end{align*} where T\mathbb{T} denotes a given one-dimensional torus, the initial data u0:TRpu_0:\mathbb{T}\to\mathbb{R}^p is assumed to be fixed and non-random and in C1/2(T;Rp)C^{1/2}(\mathbb{T}\,;\mathbb{R}^p), and ξ\xi denotes a pp-dimensional space-time white noise. Under certain regularity conditions on bb and σ\sigma, it is proved that, if p4p \ge 4, then \begin{equation*} \mathrm{P}\{\operatorname{dim_{_H}} u(\{t\}\times F) = 2\operatorname{dim_{_H}} F \ \text{\forallcompact FTF\subset\mathbb{T}, t>0t>0}\}=1. \end{equation*} If in addition the matrix σ(v)\sigma(v) does not depend on vRpv\in\mathbb{R}^p, and is nonsingular, then the above equality holds for all p2p\ge2.

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}
}
R2 v1 2026-07-01T07:25:35.149Z