On a modelled rough heat equation (Q328775): Difference between revisions

This paper treats the stochastic heat equation of the type \[ \left\{ \begin{aligned} \partial_t u(t,x) &= \partial_x^2 u + F(x, u(t,x)) \cdot \partial_t \partial_x X(t,x), \\ u(0, \cdot) &= \psi, \qquad t \geq 0, \;x \in {\mathbb R}, \end{aligned} \right. \tag{1} \] where \(F : {\mathbb R} \times {\mathbb R} \to {\mathbb R}\) is a smooth vector field and \(X\) is a space-time fractional Brownian motion. Let \(C_{\mathfrak K}^{\infty}({\mathbb R}^2)\) be the set of functions \(F:{\mathbb R}^2 \to {\mathbb R}\) with bounded derivatives of any order and \(F(x,y) = 0\) for all \((x,y)\) \(\in\) \(( {\mathbb R} \setminus {\mathfrak K}) \times {\mathbb R}\), where \({\mathfrak K}\) \(\subset\) \({\mathbb R}\) is compact, \(C^{\gamma}({\mathbb R})\) denotes the space of \(\gamma\)-Hölder functions on \({\mathbb R}\) with \(\gamma \in (0,1)\), and \(C_{\mathfrak S}^{\gamma}({\mathfrak K})\) is the parabolic Hölder space with scaled norm \(\| \cdot \|_{ {\mathfrak S} }\). For every \(H_1, H_2\in (0,1)\), let \(X^n\) be a smooth approximation of the fractional sheet with Hurst index \((H_1, H_2)\), and let \(\{ \Psi^n \}\) be a sequence of bounded deterministic initial conditions satisfying that \(\Psi^n \to \Psi\) in \(L^{\infty}({\mathbb R})\), and a non-linear \(F \in\) \(C_{ {\mathfrak K}}^{\infty}({\mathbb R}^2)\) for some compact set \({\mathfrak K}\subset {\mathbb R}\). Suppose that \(2 H_1 + H_2 > 2\). Then, it is shown that for \(T > 0\), the sequence of solutions to the equation \[ \left\{ \begin{aligned} {\mathcal L} Y^n (t,x) &= F(x, Y^n) \cdot \partial_t \partial_x X^n(t,x), \\ Y^n(0, x) &= \Psi^n(x) \end{aligned} \right. \tag{2} \] converges to a limit \(Y\) in \(L^{\infty}([0, T] \times {\mathbb R})\) and also in \(C_{{\mathfrak S}}^{\gamma} ( [s,T] \times {\mathfrak K} )\), \(0 < s < T\), for all compact sets \({\mathfrak K}\subset {\mathbb R}\) and all \(\gamma\in ( 3 - 2 H_1 - H_2, 1)\), where \({\mathcal L} = \partial_t - \partial_x^2\). Next assume that \(2 \geq 2 H_1 + H_2 > \frac{5}{3}\). Then, it is verified that there exists some constant \(C^n=C^n( H_1, H_2) > 0\) such that for \(T > 0\), the sequence \(\{ Y^n \}\) of solutions to the renormalized equation \[ \left\{ \begin{aligned} {\mathcal L} Y^n(t,x) &= F(x, Y^n) \cdot \partial_t \partial_xX^n - C^n \cdot F(x, Y^n) \cdot \partial_2 F(x, Y^n), \\ Y^n(0, x) &= \Psi^n(x) \end{aligned} \right. \tag{3} \] converges to \(Y\) in \(L^{\infty}( [0, T] \times {\mathbb R})\) and in \(C_{{\mathfrak S}}^{\gamma}( [s,T] \times {\mathfrak K})\), \(0 < s < T\), for all compact sets \({\mathfrak K}\subset {\mathbb R}\) and all \(\gamma\in ( \frac{2}{3}, - 1 + 2 H_1 + H_2)\). Finally, the author proves that the limit process \(Y\) almost surely coincides with the solution to (1) in the classical Itō sense. The leading philosophy of the proof is essentially due to the theory of regularity structures, cf. [\textit{M. Hairer}, Invent. Math. 198, No. 2, 269--504 (2014; Zbl 1332.60093)], and it relies technically on \textit{M. Gubinelli}'s rough path theory [J. Funct. Anal. 216, No. 1, 86--140 (2004; Zbl 1058.60037); J. Differ. Equations 248, No. 4, 693--721 (2010; Zbl 1315.60065)]. For other related works, see, e.g., [\textit{A. Deya} et al., Probab. Theory Relat. Fields 153, No. 1--2, 97--147 (2012; Zbl 1255.60106)] for nonlinear rough heat equations, and [\textit{P. Friz} and \textit{H. Oberhauser}, Probab. Theory Relat. Fields 158, No. 1--2, 401--434 (2014; Zbl 1292.60064)] for rough path stability of SPDEs.