Polarity of points for systems of nonlinear stochastic heat equations in the critical dimension

Cheuk Yin Lee, Yimin Xiao

Published 2023-05-30Version 1

Let $u(t, x) = (u_1(t, x), \dots, u_d(t, x))$ be the solution to the systems of nonlinear stochastic heat equations \[ \begin{split} \frac{\partial}{\partial t} u(t, x) &= \frac{\partial^2}{\partial x^2} u(t, x) + \sigma(u(t, x)) \dot{W}(t, x),\\ u(0, x) &= u_0(x), \end{split} \] where $t \ge 0$, $x \in \mathbb{R}$, $\dot{W}(t, x) = (\dot{W}_1(t, x), \dots, \dot{W}_d(t, x))$ is a vector of $d$ independent space-time white noises, and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d\times d}$ is a matrix-valued function. We say that a subset $S$ of $\mathbb{R}^d$ is polar for $\{u(t, x), t \ge 0, x \in \mathbb{R}\}$ if \[ \mathbb{P}\{u(t,x) \in S \text{ for some } t>0 \text{ and } x\in\mathbb{R} \}=0. \] The main result of this paper shows that, in the critical dimension $d=6$, all points in $\mathbb{R}^d$ are polar for $\{u(t, x), t \ge 0, x \in \mathbb{R}\}$. This solves an open problem of Dalang, Khoshnevisan and Nualart (2009, 2013) and Dalang, Mueller and Xiao (2021). We also provide a sufficient condition for a subset $S$ of $\mathbb{R}^d$ to be polar.