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

DOI10.1016/J.JDE.2019.09.033zbMATH Open1471.60163arXiv1809.00841OpenAlexW2891371802MaRDI QIDQ2279560FDOQ2279560

Authors: Torstein Nilssen, Wilhelm Stannat, Peter Friz 

Publication date: 13 December 2019

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

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.

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

Recommendations

• Rough path stability of (semi-)linear SPDEs
• Rough stochastic PDEs
• An energy method for rough partial differential equations
• Global solutions for semilinear rough partial differential equations
• Partial differential equations driven by rough paths

zbMATH Keywords

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

Mathematics Subject Classification ID

Rough partial differential equations (60L50)

Cites Work

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

Cited In (8)

• Rough nonlocal diffusions
• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• 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

This page was built for publication: Existence, uniqueness and stability of semi-linear rough partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2279560)