A solution theory for a general class of SPDEs

DOI10.1007/S40072-016-0088-8zbMATH Open1375.60110arXiv1603.00239OpenAlexW2963793841WikidataQ59614375 ScholiaQ59614375MaRDI QIDQ2014312FDOQ2014312

Authors: Marcus Waurick, André Süss 

Publication date: 11 August 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of cite{picardbook}, where a general solution theory for deterministic evolutionary equations has been developed. This allows us to present a unified solution theory for a general class of SPDEs which we believe has great potential for further generalizations. We will show that many standard stochastic PDEs fit into this class as well as many other SPDEs such as the stochastic Maxwell equation and time-fractional stochastic PDEs with multiplicative noise on sub-domains of $Rd$. The approach is in spirit similar to the approach in cite{dapratozabczyk}, but complementing it in the sense that it does not involve semi-group theory and allows for an effective treatment of coupled systems of SPDEs. In particular, the existence of a (regular) fundamental solution or Green's function is not required.

Full work available at URL: https://arxiv.org/abs/1603.00239

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zbMATH Keywords

stochastic partial differential equationsweak solutionsevolutionary equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial-boundary value problems for systems of linear first-order PDEs (35F46)

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Cited In (7)

• A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
• Well-posedness and exponential stability of nonlinear Maxwell equations for dispersive materials with interface
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective
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• Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise

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