Regularity theory for nonlinear systems of SPDEs

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Publication:2017731



Abstract: We consider systems of stochastic evolutionary equations of the type du=mathrm{div},S(

abla u),dt+Phi(u)dW_t where S is a non-linear operator, for instance the p-Laplacian S(xi)=(1+|xi|)^{p-2}xi,quad xiinmathbb R^{d imes D}, with pin(1,infty) and Phi grows linearly. We extend known results about the deterministic problem to the stochastic situation. First we verify the natural regularity: mathbb E�igg[sup_{tin(0,T)}int_{G'}| abla u(t)|^2,dx+int_0^Tint_{G'}| abla F(

abla u)|^2,dx,dt�igg]<infty, where F(xi)=(1+|xi|)fracp−22xi. If we have Uhlenbeck-structure then is finite for all q<infty.


Let \(T>0,D\in\mathbb N\) and \(G\) a bounded open domain in \(\mathbb R^d\). The following SPDE is considered for \(u: (0,T)\times G\to \mathbb R^D\): \[ d u_t= \text{div} S(\nabla u_t) d t +\Phi(u_t) d W_t, \] where \(W_t\) is the cylindrical Brownian motion on \(L^2(G)\), \(S\) is a nonlinear operator including the \(p\)-Laplacian on \(G\), and \(\Phi\) is a functional of linear growth. Under reasonable assumptions on the derivatives of \(S\) and \(\Phi\), it is proved that, for any \(u_0\in H^{1,2}(G)\), the equation has a unique strong solution which satisfies \[ \mathbb E \bigg[\sup_{t\in (0,T)}\int_{G'}|\nabla u_t(x)|^2 d x+ \int_0^T \int_{G'} |\nabla F(\nabla u_t)|^2 d x d t\bigg]<\infty \] for any compact subset \(G'\) of \(G\), where \[ F(\xi):= (1+|\xi|)^{\frac{p-2}2}\xi \] and \(p\geq 2\) is corresponding to the derivatives of \(S\). This extends the corresponding known result in the deterministic case.



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