L_p-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise

DOI10.1016/J.JMAA.2022.126366MaRDI QIDQ2673031zbMATH OpenOpenAlexWikidataFDO

Authors Beom-Seok Han

Publication date 13 June 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.03302

zbMATH Keywords

Hölder regularitysemilinearstochastic generalized Burgers' equationstochastic partial differential equationsuper-linearWiener process

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Abstract: We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: ${\displaystyle }$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + �ar b^{i}|u|^lambda u_{x^i})dt + sigma^k(u)dw_t^k,quad (t,x)in(0,infty) imes�R^d; quad u(0,cdot) = u_0, ${\displaystyle }$ where $lambda>0$, the set $w_t^k,k=1,2,dots$ is a set of one-dimensional independent Wiener processes, and the function $u_0=u_0(omega,x)$ is a nonnegative random initial data. The coefficients $a^{ij},b^i,c$ depend on $(omega,t,x)$, and $$ depends on $(omega,t,x^1,dots,x^{i-1},x^{i+1},dots,x^d)$. The coefficients $$ are uniformly bounded and twice continuous differentiable. The leading coefficient $a$ satisfies ellipticity condition. Depending on the diffusion coefficient $sigm{a}^k(u)$, we consider two different cases; (i) $lambdain(0,infty)$ and $sigm{a}^k(u)$ has Lipschitz continuity and linear growth in $u$, (ii) $lambda,lambd{a}_{0}in(0,1/d)$ and $sigm{a}^k(u)=m{u}^k|u{|}^{1+lambd{a}_0}$ ($sigm{a}^k(u)$ is super-linear). Each case has different regularity results. For example, in the case of $(i)$, for $varepsilon>0$ ${\displaystyle }$u in C^{1/2 - varepsilon,1 - varepsilon}_{t,x}([0,T] imes�R^d)quad forall T<infty, ${\displaystyle }$ almost surely. On the other hand, in the case of $(ii)$, if $lambda,lambd{a}_{0}in(0,1/d)$, for $varepsilon>0$ ${\displaystyle }$ u in C^{frac{1-(lambda d) vee (lambda_0 d)}{2} - varepsilon,1-(lambda d) vee (lambda_0 d) - varepsilon}_{t,x}([0,T] imes�R^d)quad forall T<infty ${\displaystyle }$ almost surely. It should be noted that $lambda$ can be any positive number and the solution regularity is independent of nonlinear terms in case $(i)$. In case $(ii)$, however, $lambda,lambd{a}_0$ should satisfy $lambda,lambd{a}_{0}in(0,1/d)$ and the regularities of the solution are affected by $lambda,lambd{a}_0$ and $d$.

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