On time regularity of stochastic evolution equations with monotone coefficients

DOI10.1016/J.CRMA.2015.09.031MaRDI QIDQ282700zbMATH OpenOpenAlexFDO

Authors D. Breit, Martina Hofmanová

Publication date 12 May 2016

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.01643

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence, uniqueness, and regularity theory for incompressible viscous fluids (76D03)

Abstract: We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of order up to $frac12$ for a certain functional $G(u)$ of the solution. Namely, $G(u)=ablau$ in the case of the heat equation and $G(u)=|ablau{|}^{fracp-22}ablau$ for the $p$-Laplacian. The motivation is twofold. On the one hand, it turns out that this is the natural time regularity result that allows to establish the optimal rates of convergence for numerical schemes based on a time discretization. On the other hand, in the linear case, i.e. where the solution is given by a stochastic convolution, our result complements the known stochastic maximal space-time regularity results for the borderline case not covered by other methods.

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Cited in

(6)

• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
• On approximations of solutions of stochastic equations with monotone coefficients
• scientific article; zbMATH DE number 3565846 (Why is no real title available?)
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• On Temporal Regularity of Strong Solutions to Stochastic \(p\)-Laplace Systems
• A note on a threshold for temporal regularity of stochastic PDEs

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