Geometry property of stochastic parabolic equations and Prékopa-Leindler inequality on bounded domains
Year: 2026
Type: preprint
Abstract: We study the preservation of spatial concavity and log-concavity for stochastic parabolic equations posed on bounded convex domains. For the linear noise, by using Minkowski convolutions, we establish the convexity preservation of solution almost surely. For the nonlinear noise, by using Itô formula, the impact of noise is given. Moreover, we establish the relationship between the weighted (stochastic) Prékopa-Leindler inequality and properties of (stochastic) parabolic equation on bounded domain, which is new even for deterministic case.
Source: arXiv (Cornell University)
Author: Lv, Guangying
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7223701419
