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

DOI10.1007/S00028-022-00843-1MaRDI QIDQ2095435zbMATH OpenOpenAlexFDO

Authors Florian Kunick

Publication date 16 November 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1061253 (Why is no real title available?)
• scientific article; zbMATH DE number 947827 (Why is no real title available?)
• A theory of regularity structures
• Controlling rough paths
• Quasi-linear SPDEs in divergence form
• Quasilinear SPDEs via rough paths
• Strong solutions to the stochastic quantization equations.

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