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Small Ball Probabilities for the Stochastic Heat Equation on Closed Manifolds

Jiaming Chen (Imperial College London)
Tuesday 26 May 2026 14:15 – 15:15 Aud. D2 (1531-119)
Stochastics Seminar

We consider the stochastic heat equation on a closed Riemannian manifold $M$ 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 $\Delta_M$ denotes the Laplace-Beltrami operator, and $\dot{W}$ is a centered Gaussian noise that is white in time and colored in space. Assuming that $\sigma$ is Lipschitz in $u$ and uniformly bounded, we estimate small ball probabilities for the solution $u$ when $u(0,x)\equiv 0$.

Contact: Fabrice Baudoin Revised: 23.03.2026