arXiv subjects

Jaeyun Yi

Publications and source records attributed to Jaeyun Yi.

10 recordsLinked to original sources

arXiv2026

Instantaneous shrinking of supports for stochastic PDEs

We study instantaneous shrinking of supports for nonnegative solutions of the stochastic partial differential equation \[ \partial_t u=a(t,x)\,\partial_x^2 u + b(t,x)\,\partial_x u + c(t,x)\,u +\sigma(u)\,\xi(t,x), \qquad (t,x)\in(0,\infty)\times\mathbb R, \] where $\xi$ is space-time white noise, the coefficients $a$, $b$, $c$ may be random, and the noise coefficient $\sigma$ vanishes at the origin and is sublinear there. The model case is $\sigma(u)=u^\gamma$ with $\gamma\in(0,1)$. We show that, under a uniqueness-in-law assumption, if the initial datum has a sufficiently light spatial tail, then every nonnegative solution has compact support at every positive time, even though the initial support is not compact. The initial datum may also be a measure, such as a Dirac mass. When $\gamma\in(0,1/2]$, finite initial mass suffices; this covers the super-Brownian case $\gamma=1/2$. When $\gamma\in(1/2,1)$, we identify a polynomial moment condition on the initial state whose order diverges as $\gamma\uparrow1$, quantifying the trade-off between the strength of the noise near zero and the decay of the initial data required for instantaneous shrinking. As a step of independent interest, we establish weak existence of solutions started from measure-valued initial data for non-Lipschitz $\sigma$ and random operators. Our results provide a stochastic counterpart of the instantaneous shrinking phenomenon of Evans and Knerr for deterministic parabolic equations with strong absorption, in which the role of the absorption term is played entirely by the noise.

math.PR↗

arXiv2025

Ergodicity of infinite volume $Φ^4_3$ at high temperature

We consider the infinite volume $Φ^4_3$ dynamic and show that it is globally well-posed in a suitable weighted Besov space of distributions. At high temperatures / small coupling, we furthermore show that the difference between any two solutions driven by the same realisation of the noise converges to zero exponentially fast. This allows us to characterise the infinite-volume $Φ^4_3$ measure at high temperature as the unique invariant measure of the dynamic, and to prove that it satisfies all Osterwalder--Schrader axioms, including invariance under translations, rotations, and reflections, as well as exponential decay of correlations.

math.PR↗

arXiv2024

On the support of solutions to nonlinear stochastic heat equations

We investigate the strict positivity and the compact support property of solutions to the one-dimensional nonlinear stochastic heat equation: $$\partial_t u(t,x) = \frac{1}{2}\partial^2_x u(t,x) + σ(u(t,x))\dot{W}(t,x), \quad (t,x)\in \mathbf{R}_+\times\mathbf{R},$$ with nonnegative and compactly supported initial data $u_0$, where $\dot{W}$ is the space-time white noise and $σ:\mathbf{R} \to \mathbf{R} $ is a continuous function with $σ(0)=0$. We prove that (i) if $v/ σ(v)$ is sufficiently large near $v=0$, then the solution $u(t,\cdot)$ is strictly positive for all $t>0$, and (ii) if $v/σ(v)$ is sufficiently small near $v= 0$, then the solution $u(t,\cdot)$ has compact support for all $t>0$. These findings extend previous results concerning the strict positivity and the compact support property, which were analyzed only for the case $σ(u)\approx u^γ$ for $γ>0$. Additionally, we establish the uniqueness of a solution and the weak comparison principle in case (i).

math.PR↗

arXiv2024

Lower bounds on the top Lyapunov exponent for linear PDEs driven by the 2D stochastic Navier-Stokes equations

We consider the top Lyapunov exponent associated to the advection-diffusion and linearised Navier-Stokes equations on the two-dimensional torus. The velocity field is given by the stochastic Navier-Stokes equations driven by a non-degenerate white-in-time noise with a power-law correlation structure. We show that the top Lyapunov exponent is bounded from below by a negative power of the diffusion parameter. This partially answers a conjecture of Doering and Miles and provides a first lower bound on the Batchelor scale in terms of the diffusivity. The proof relies on a robust analysis of the projective process associated to the linear equation, through its spectral median dynamics. We introduce a probabilistic argument to show that high-frequency states for the projective process are unstable under stochastic perturbations, leading to a Lyapunov drift condition and quantitative-in-diffusivity estimates.

math.PR↗

arXiv2023

$L_p$-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity

We study the existence, uniqueness, and regularity of the solution to the stochastic reaction-diffusion equation (SRDE) with colored noise $\dot{F}$: $$ \partial_t u = a^{ij}u_{x^ix^j} + b^i u_{x^i} + cu - \bar{b} u^{1+β} + ξu^{1+γ}\dot F,\quad (t,x)\in \mathbb{R}_+\times\mathbb{R}^d; \quad u(0,\cdot) = u_0, $$ where $a^{ij},b^i,c, \bar{b}$ and $ξ$ are $C^2$ or $L_\infty$ bounded random coefficients. Here $β>0$ denotes the degree of the strong dissipativity and $γ>0$ represents the degree of stochastic force. Under the reinforced Dalang's condition on $\dot{F}$, we show the well-posedness of the SRDE provided $γ< \frac{κ(β+1)}{d+2}$ where $κ>0$ is the constant related to $\dot F$. Our result assures that strong dissipativity prevents the solution from blowing up. Moreover, we provide the maximal Hölder regularity of the solution in time and space.

math.PR↗

arXiv2023

Fractal geometry of the PAM in 2D and 3D with white noise potential

We study the parabolic Anderson model (PAM) \begin{equation} {\partial \over \partial t}u(t,x) =\frac{1}{2}Δu(t,x) + u(t,x)ξ(x), \quad t>0, x\in \mathbb{R}^d, \quad \text{and} \quad u(0,x) \equiv 1, \quad \forall x\in \mathbb{R}^d, \end{equation} where $ξ$ is spatial white noise on $\mathbb{R}^d$ with $d \in\{2,3\}$. We show that the peaks of the PAM are macroscopically multifractal. More precisely, we prove that the spatial peaks of the PAM have infinitely many distinct values and we compute the macroscopic Hausdorff dimension (introduced by Barlow and Taylor) of those peaks. As a byproduct, we obtain the exact spatial asymptotics of the solution of the PAM. We also study the spatio-temporal peaks of the PAM and show their macroscopic multifractality. Some of the major tools used in our proof techniques include paracontrolled calculus and tail probabilities of the largest point in the spectrum of the Anderson Hamiltonian.

math.PR↗

arXiv2023

The compact support property for solutions to the stochastic partial differential equations with colored noise

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in (0,\infty)\times{\bf{R}}^d,$$ where $\dot{F}$ is a spatially homogeneous Gaussian noise that is white in time and colored in space, and $h(t, x, u)$ satisfies $K^{-1}|u|^λ\leq h(t, x, u)\leq K(1+|u|)$ for $λ\in(0,1)$ and $K\geq 1$. We show that if the initial data $u_0\geq 0$ has a compact support, then, under the reinforced Dalang's condition on $\dot{F}$ (which guarantees the existence and the Hölder continuity of a weak solution), all nonnegative weak solutions $u(t, \cdot)$ have the compact support for all $t>0$ with probability 1. Our results extend the works by Mueller-Perkins [Probab. Theory Relat. Fields, 93(3):325--358, 1992] and Krylov [Probab. Theory Relat. Fields, 108(4):543--557, 1997], in which they show the compact support property only for the one-dimensional SPDEs driven by space-time white noise on $(0, \infty)\times \bf{R}$.

math.PR↗

arXiv2021

Fractal Geometry of the Valleys of the Parabolic Anderson Equation

We study the macroscopic fractal properties of the deep valleys of the solution of the $(1+1)$-dimensional parabolic Anderson equation $${\partial \over \partial t}u(t,x) =\frac{1}{2} {\partial^2 \over \partial x^2} u(t,x) + u(t,x)\dot{W}(t,x),t>0, x\in {\bf R},\quad u(0,x) \equiv u_0(x),x\in {\bf R}, $$ where $\dot{W}$ is the time-space white noise and $0<\inf_{x\in {\bf R}} u_0(x)\leq \sup_{x\in {\bf R}} u_0(x)<\infty.$ Unlike the macroscopic multifractality of the tall peaks, we show that valleys of the parabolic Anderson equation are macroscopically monofractal. In fact, the macroscopic Hausdorff dimension (introduced by Barlow and Taylor [J. Phys. A 22 (1989) 2621--2628; Proc. Lond. Math. Soc. (3) 64 (1992) 125--152]) of the valleys undergoes a phase transition at a point which does not depend on the initial data. The key tool of our proof is a lower bound to the lower tail probability of the parabolic Anderson equation. Such lower bound is obtained for the first time in this paper and will be derived by utilizing the connection between the parabolic Anderson equation and the Kardar-Parisi-Zhang equation. Our techniques of proving this lower bound can be extended to other models in the KPZ universality class including the KPZ fixed point.

math.PR↗

arXiv2021

Macroscopic multi-fractality of Gaussian random fields and linear SPDEs with colored noise

We consider the linear stochastic heat and wave equations with generalized Gaussian noise that is white in time and spatially correlated. Under the assumption that the homogeneous spatial correlation $f$ satisfies some mild conditions, we show that the solutions to the linear stochastic heat and wave equations exhibit tall peaks in macroscopic scales, which means they are macroscopically multi-fractal. We compute the macroscopic Hausdorff dimension of the peaks for Gaussian random fields with vanishing correlation and then apply this result to the solution of the linear stochastic heat and wave equations. We also study the spatio-temporal multi-fractality of the linear stochastic heat and wave equations. Our result is an extension of Khoshnevisan, Kim, and Xiao \cite{KKX,KKX2} and Kim \cite{K} to a more general class of the linear stochastic partial differential equations and Gaussian random fields.

math.PR↗

arXiv2020

Limit theorems for time-dependent averages of nonlinear stochastic heat equations

We study limit theorems for time-dependent averages of the form $X_t:=\frac{1}{2L(t)}\int_{-L(t)}^{L(t)} u(t, x) \, dx$, as $t\to \infty$, where $L(t)=\exp(λt)$ and $u(t, x)$ is the solution to a stochastic heat equation on $\mathbb{R}_+\times \mathbb{R}$ driven by space-time white noise with $u_0(x)=1$ for all $x\in \mathbb{R}$. We show that for $X_t$ (i) the weak law of large numbers holds when $λ>λ_1$, (ii) the strong law of large numbers holds when $λ>λ_2$, (iii) the central limit theorem holds when $λ>λ_3$, but fails when $λ<λ_4\leq λ_3$, (iv) the quantitative central limit theorem holds when $λ>λ_5$, where $λ_i$'s are positive constants depending on the moment Lyapunov exponents of $u(t, x)$.

math.PR↗