arXiv subjects

Kunwoo Kim

Publications and source records attributed to Kunwoo Kim.

At least 19 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↗

arXiv2026

The ergodic theory of SPDEs in a weak-noise regime

Consider a parabolic SPDE \[ \partial_t u = \Delta u + \sigma(u)\eta, \] on $(0\,,\infty)\times\mathbb{R}^d$, where $\eta$ is a centered, generalized Gaussian noise with $\text{Cov}[\eta(t\,,x)\,,\eta(s\,,y)]=\delta_0(t-s)\Lambda(x-y)$ for a tempered Borel measure $\Lambda$ that is positive definite and satisfies a mild weak-noise. The existence of invariant measures of versions of these types of SPDEs has been studied at great length, particularly in the ``weak-noise regime''; see for example Assing and Manthey \cite{AssingManthey2003}, Chen and Eisenberg \cite{ChenEisenberg2024}, Chen, Ouyang, Tindel, and Xia \cite{ChenOuyangTindelXia2024}, Eckmann and Hairer \cite{EckmannHairer2001}, Misiats and Stanzhytskyi \cite{MSY2020}, Yu Gu and Jiawei Li \cite{GuLi2020}, and Tessitore and Zabczyk \cite{TessitoreZabczyk1998}. Here, we characterize all annealed, ergodic, invariant measures for the above SPDE in the weak-noise regime.

math.PR↗

arXiv2025

An Invariance Principle for some Reaction-Diffusion Equations with a Multiplicative Random Source

We establish a notion of universality for the parabolic Anderson model via an invariance principle for a wide family of parabolic stochastic partial differential equations. We then use this invariance principle in order to provide an asymptotic theory for a wide class of non-linear SPDEs. A novel ingredient of this invariance principle is the dissipativity of the underlying stochastic PDE.

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↗

arXiv2023

Small-ball constants, and exceptional flat points of SPDEs

We study small-ball probabilities for the stochastic heat equation with multiplicative noise in the moderate-deviations regime. We prove the existence of a small-ball constant and related it to other known quantities in the literature. These small-ball estimates are known to imply Chung-type laws of the iterated logarithm (LIL) at typical spatial points; these points can be thought of as "points of flat growth". For this result in a similar context in SPDEs see, for example, the recent work of Chen \cite{Ch2023}. We establish the existence of a new family of exceptional spatial points where the Chung-type LIL fails.

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↗

arXiv2022

On the valleys of the stochastic heat equation

We consider a generalization of the parabolic Anderson model driven by space-time white noise, also called the stochastic heat equation, on the real line. High peaks of solutions have been extensively studied under the name of intermittency, but less is known about spatial regions between peaks, which may loosely refer to as valleys. We present two results about the valleys of the solution. Our first theorem provides information about the size of valleys and the supremum of the solution over a valley. More precisely, we show that the supremum of the solution over a valley vanishes as $t\to\infty$, and we establish an upper bound of $\exp\{-\text{const}\cdot t^{1/3}\}$ for the rate of decay. We demonstrate also that the length of a valley grows at least as $\exp\{+\text{const}\cdot t^{1/3}\}$ as $t\to\infty$. Our second theorem asserts that the length of the valleys are eventually infinite when the initial data has subgaussian tails.

math.PR↗

arXiv2022

Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation

We consider the stochastic heat equation on $[0,\,1]$ with periodic boundary conditions and driven by space-time white noise. Under various natural conditions, we study small ball probabilities for the Hölder semi-norms of the solutions, and provide near optimal bounds on these probabilities. As an application, we prove a support theorem in these Hölder semi-norms.

math.PR↗

arXiv2022

Dissipation in Parabolic SPDEs II: Oscillation and decay of the solution

We consider a stochastic heat equation of the type, $\partial_t u = \partial^2_x u + σ(u)\dot{W}$ on $(0\,,\infty)\times[-1\,,1]$ with periodic boundary conditions and on-degenerate positive initial data, where $σ:\mathbb{R} \to\mathbb{R}$ is a non-random Lipschitz continuous function and $\dot{W}$ denotes space-time white noise. If additionally $σ(0)=0$ then the solution is known to be strictly positive; see Mueller '91. In that case, we prove that the oscillation of the logarithm of the solution decays sublinearly as time tends to infinity. Among other things, it follows that, with probability one, all limit points of $t^{-1}\, \sup_{x\in[-1,1]}\, \log u(t\,,x)$ and $t^{-1}\, \inf_{x\in[-1,1]}\, \log u(t\,,x)$ must coincide. As a consequence of this fact, we prove that, when $σ$ is linear, there is a.s. only one such limit point and hence the entire path decays almost surely at an exponential rate.

math.PR↗

arXiv2021

Tracing out the Berry curvature dipole and multipoles in second harmonic Hall responses of time-reversal symmetric insulators

Various nonlinear characteristics of solid states, such as the circular photogalvanic effect of time-reversal symmetric insulators, the quantized photogalvanic effect of Weyl semimetals, and the nonlinear Hall effect of time-reversal symmetric metals, have been associated with the Berry curvature dipole (BCD). Here, we explore the question of whether the Berry curvature dipole and multipoles of time-reversal symmetric insulators can be traced in the nonlinear optical responses. We performed real-time time-dependent density functional theory calculations and examined the second harmonic generation susceptibility tensors. The two-band term of the susceptibility tensor is sharply proportional to the interband BCD, dominating over the Hall response once the cancellation effect of the multiple reflection symmetries is lifted. We suggest that the nonlinear Hall component of the second-harmonic spectra of insulators can also be utilized as an effective tool to extract the band structure geometry through Berry curvature dipole and possibly multipoles.

cond-mat.mes-hall↗

arXiv2020

Phase Analysis for a family of Stochastic Reaction-Diffusion Equations

We consider a reaction-diffusion equation of the type \[ \partial_tψ= \partial^2_xψ+ V(ψ) + λσ(ψ)\dot{W} \qquad\text{on $(0\,,\infty)\times\mathbb{T}$}, \] subject to a "nice" initial value and periodic boundary, where $\mathbb{T}=[-1\,,1]$ and $\dot{W}$ denotes space-time white noise. The reaction term $V:\mathbb{R}\to\mathbb{R}$ belongs to a large family of functions that includes Fisher--KPP nonlinearities [$V(x)=x(1-x)$] as well as Allen-Cahn potentials [$V(x)=x(1-x)(1+x)$], the multiplicative nonlinearity $σ:\mathbb{R}\to\mathbb{R}$ is non random and Lipschitz continuous, and $λ>0$ is a non-random number that measures the strength of the effect of the noise $\dot{W}$. The principal finding of this paper is that: (i) When $λ$ is sufficiently large, the above equation has a unique invariant measure; and (ii) When $λ$ is sufficiently small, the collection of all invariant measures is a non-trivial line segment, in particular infinite. This proves an earlier prediction of Zimmerman et al. (2000). Our methods also say a great deal about the structure of these invariant measures.

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↗

arXiv2019

Stochastic comparisons for stochastic heat equation

We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}Δ\right) u(t,x) = ρ(u(t,x)) \:\dot{M}(t,x), \] where $\dot{M}$ is a spatially homogeneous Gaussian noise that is white in time and colored in space, and $ρ$ is a Lipschitz continuous function that vanishes at zero. These results are obtained for rough initial data and under Dalang's condition, namely, $\int_{\mathbb{R}^d}(1+|ξ|^2)^{-1}\hat{f}(\text{d} ξ)<\infty$, where $\hat{f}$ is the spectral measure of the noise. We establish the comparison principles by comparing either the diffusion coefficient $ρ$ or the correlation function of the noise $f$. As corollaries, we obtain Slepian's inequality for SPDEs and SDEs.

math.PR↗

arXiv2019

Dissipation in parabolic SPDEs

The study of intermittency for the parabolic Anderson problem usually focuses on the moments of the solution which can describe the high peaks in the probability space. In this paper we set up the equation on a finite spatial interval, and study the other part of intermittency, i.e., the part of the probability space on which the solution is close to zero. This set has probability very close to one, and we show that on this set, the supremum of the solution over space is close to 0. As a consequence, we find that almost surely the spatial supremum of the solution tends to zero exponentially fast as time increases. We also show that if the noise term is very large, then the probability of the set on which the supremum of the solution is very small has a very high probability.

math.PR↗

arXiv2017

A macroscopic multifractal analysis of parabolic stochastic PDEs

It is generally argued that the solution to a stochastic PDE with multiplicative noise---such as $\dot{u}=\frac12 u"+uξ$, where $ξ$ denotes space-time white noise---routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (2005), Gibbon and Titi (2005), and Zimmermann et al (2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (1989; 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

math.PR↗

arXiv2017

Dense blowup for parabolic SPDEs

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12Δu +σ(u)η\qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that the solution exists and is unique as a random field in the sense of Dalang and Walsh, yet the solution has unbounded oscillations in every open neighborhood of every space-time point. We are not aware of the existence of such a construction in spatial dimensions below $3$. En route, it will be proved that there exist a large family of parabolic SPDEs whose moment Lyapunov exponents grow at least sub exponentially in its order parameter in the sense that there exist $A_1,β\in(0\,,1)$ such that \[ \underlineγ(k) := \liminf_{t\to\infty}t^{-1}\inf_{x\in\mathbb{R}^3} \log\mathbb{E}\left(|u(t\,,x)|^k\right) \ge A_1\exp(A_1 k^β) \qquad\text{for all $k\ge 2$}. \] This sort of "super intermittency" is combined with a local linearization of the solution, and with techniques from Gaussian analysis in order to establish the unbounded oscillations of the sample functions of the solution to our SPDE.

math.PR↗

arXiv2015

Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and nonnegative-definite function that satisfies {\it Dalang's condition}. We establish the existence and uniqueness of a random field solution starting from measure-valued initial data. We find the upper and lower bounds for the second moment. As a first application of these moments bounds, we find the necessary and sufficient conditions for the solution to have phase transition for the second moment Lyapunov exponents. As another application, we prove a localization result for the intermittency fronts.

math.PR↗

arXiv2015

A Boundedness Trichotomy for the Stochastic Heat Equation

We consider the stochastic heat equation with a multiplicative white noise forcing term under standard "intermitency conditions." The main finding of this paper is that, under mild regularity hypotheses, the a.s.-boundedness of the solution $x\mapsto u(t\,,x)$ can be characterized generically by the decay rate, at $\pm\infty$, of the initial function $u_0$. More specifically, we prove that there are 3 generic boundedness regimes, depending on the numerical value of $Λ:= \lim_{|x|\to\infty} |\log u_0(x)|/(\log|x|)^{2/3}$.

math.PR↗