Existence, uniqueness and stability of semi-linear rough partial differential equations

DOI10.1016/J.JDE.2019.09.033MaRDI QIDQ2279560zbMATH OpenOpenAlexFDO

Authors Torstein Nilssen, Wilhelm Stannat, Peter Friz

Publication date 13 December 2019

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

Full work available at URL https://arxiv.org/abs/1809.00841

zbMATH Keywords

stochastic partial differential equationsFeynman-Kac formulaZakai equationrough pathsvariational solutionsrough partial differential equations

Mathematics Subject Classification ID

Rough partial differential equations (60L50)

Abstract: We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in $L^p(mathbb{R}^d)$, and then -- based on a new method -- energy estimates for non-degenerate linear rough PDE's. We accomplish this by controlling the energy in a properly chosen weighted $L^2$-space, where the weight is given as a solution of an associated backward equation. These estimates then allow us to extend well-posedness for linear rough PDE's to semi-linear perturbations.

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Cites work

• A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
• A course on rough paths. With an introduction to regularity structures
• An energy method for rough partial differential equations
• Controlling rough paths
• Integrability of (Non-)Linear Rough Differential Equations and Integrals
• Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
• Unbounded rough drivers

Cited in

(8)

• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• Rough nonlocal diffusions
• Global Solutions to Rough Differential Equations with Unbounded Vector Fields
• Random attractors for rough stochastic partial differential equations
• Generalized Burgers equation with rough transport noise
• Global solutions for semilinear rough partial differential equations
• The stochastic p -Laplace equation on ℝ ^d
• Global Strong Well-Posedness of the Stochastic Bidomain Equations with FitzHugh–Nagumo Transport

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