Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
From MaRDI portal
(Redirected from Publication:1732860)
Smoothness and regularity of solutions to PDEs (35B65) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Abstract: In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the considered Kolmogorov equations are -times continuously Fr'{e}chet differentiable, then so are the generalized solutions at every positive time. In addition, a key contribution of this work is to prove suitable enhanced regularity properties for the derivatives of the generalized solutions of the Kolmogorov equations in the sense that the dominating linear operator in the drift coefficient of the Kolmogorov equation regularizes the higher order derivatives of the solutions. Such enhanced regularity properties are of major importance for establishing weak convergence rates for spatial and temporal numerical approximations of stochastic partial differential equations.
Recommendations
- Sobolev regularity for a class of second order elliptic PDE's in infinite dimension
- Regularity results for Kolmogorov equations in L 2 (H, μ) spaces and applications
- scientific article; zbMATH DE number 1054897
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
- Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces
Cites work
- A new approach to Kolmogorov equations in infinite dimensions and applications to stochastic generalized Burgers equations
- A new approach to Kolmogorov equations in infinite dimensions and applications to the stochastic 2D Navier-Stokes equation
- An analytic approach to Kolmogorov’s equations in infinite dimensions and probabilistic consequences
- An introduction to partial differential equations
- Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
- Calculus on normed vector spaces
- Dynamics of evolutionary equations
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
- Geometric theory of semilinear parabolic equations
- scientific article; zbMATH DE number 1375553 (Why is no real title available?)
- scientific article; zbMATH DE number 1375554 (Why is no real title available?)
- scientific article; zbMATH DE number 1776363 (Why is no real title available?)
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Kolmogorov equations for stochastic PDE's with multiplicative noise
- Kolmogorov equations for stochastic PDEs.
- Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
- On the differentiability of solutions of stochastic evolution equations with respect to their initial values
- Second order PDE's in finite and infinite dimension
- Stochastic Equations in Infinite Dimensions
- Strong convergence of full-discrete nonlinearity-truncated accelerated exponential Euler-type approximations for stochastic Kuramoto-Sivashinsky equations
- Weak approximation of stochastic partial differential equations: the nonlinear case
- Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
Cited in
(20)- Kolmogorov equations in Hilbert spaces with application to essential self-adjointness of symmetric diffusion operators
- Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
- An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
- Homogenization for stochastic reaction-diffusion equations with singular perturbation term
- Loss of regularity for Kolmogorov equations
- Regularity of solutions to Kolmogorov equations with perturbed drifts
- Nonlinear-estimate approach to the regularity of infinite-dimensional parabolic problems
- scientific article; zbMATH DE number 1054897 (Why is no real title available?)
- scientific article; zbMATH DE number 1088176 (Why is no real title available?)
- Sobolev regularity for a class of second order elliptic PDE's in infinite dimension
- On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
- Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions
- Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
- Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations
- Weak error estimates for Galerkin approximations of the stochastic Burgers equation driven by additive trace-class noise
- Counterexamples to regularities for the derivative processes associated to stochastic evolution equations
- Analysis of a modified regularity-preserving Euler scheme for parabolic semilinear SPDEs: total variation error bounds for the numerical approximation of the invariant distribution
- Total variation error bounds for the approximation of the invariant distribution of parabolic semilinear SPDEs using the standard Euler scheme
- From Lévy jumps to Gaussian fluctuations: a weak error analysis
This page was built for publication: Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1732860)
