A first order description of a nonlinear SPDE in the spirit of rough paths

DOI10.1007/S00028-022-00843-1zbMATH Open1501.60033arXiv2202.01127OpenAlexW4304701170MaRDI QIDQ2095435FDOQ2095435

Authors: Florian Kunick 

Publication date: 16 November 2022

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Abstract: We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H"older-continuous, but not differentiable. Then, we prove a generalized Taylor expansion of the difference between the solution to the SPDE and the solution to its linearization around a fixed basepoint. The result is reminiscent of the theory of (controlled) rough paths and agrees with the general observation, that, in settings with a rough driver, subtracting the solution to the linearized equation yields a more regular object.

Full work available at URL: https://arxiv.org/abs/2202.01127

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zbMATH Keywords

rough paths theoryregularity theorytochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) White noise theory (60H40) Rough paths (60L20)

Cites Work

• Title not available (Why is that?)
• Controlling rough paths
• Title not available (Why is that?)
• A theory of regularity structures
• Strong solutions to the stochastic quantization equations.
• Quasi-linear SPDEs in divergence form
• Quasilinear SPDEs via rough paths

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