Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms∗ a) b,e) a,c) a,d, Michael R¨ockner , Bo Wu , Rongchan Zhu †, Xiangchan Zhu ‡ a) Department of Mathematics, University of Bielefeld, D-33615 Bielefeld, Germany b) School of Mathematical Sciences, Fudan University, Shanghai 200433, China c)Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China d)School of Science, Beijing Jiaotong University, Beijing 100044, China e) Institute for Applied Mathematics, University of Bonn,Bonn 53115, Germany Abstract In this paper, we prove the existence of martingale solutions to the stochas- tic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approxima- tion, we heuristically derive a form of the equation solved by the process given by the Dirichlet form. Moreover, we establish the log-Sobolev inequality for the Dirichlet form in the path space. In addition, some characterizations for the lower bound of the Ricci curvature are presented related to the stochastic heat equation. Keywords: Stochastic heat equation; Ricci curvature; Functional inequality; Quasi- arXiv:1711.09570v3 [math.PR] 8 Sep 2018 regular Dirichlet form ∗Supported in part by NSFC (11771037, 11671035, 11371099). Financial support by the DFG through the CRC 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” is acknowledged. †Corresponding author ‡E-mail address:
[email protected](M.R¨ockner),
[email protected](B.Wu),
[email protected](R.C.Zhu),
[email protected](X.C.Zhu) 1 1 Introduction This work is motivated by Tadahisa Funaki’s pioneering work [26] and Martin Hairer’s recent work [35].