Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

DOI10.1007/S00028-009-0041-7MaRDI QIDQ423396zbMATH OpenOpenAlexFDO

Authors Mark Veraar

Publication date 2 June 2012

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

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://arxiv.org/abs/0806.4439

zbMATH Keywords

factorization methodmultiplicative noisestochastic convolutionvariational solutionstochastic partial differential equationmaximal regularitymild solution\(H ^{\infty }\)-calculusnon-autonomous equationsparabolic stochastic evolution equationspace-time regularitytype 2UMD

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) One-parameter semigroups and linear evolution equations (47D06)

Abstract: In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}label{eq:SEab} ag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), quad tin [0,T], U(0) & = u_0. {aligned}. {equation} Here $(A(t){)}_{tin[0,T]}$ are unbounded operators with domains $(D(A(t)){)}_{tin[0,T]}$ which may be time dependent. We assume that $(A(t){)}_{tin[0,T]}$ satisfies the conditions of Acquistapace and Terreni. The functions $F$ and $B$ are nonlinear functions defined on certain interpolation spaces and $u_{0}inE$ is the initial value. $W_H$ is a cylindrical Brownian motion on a separable Hilbert space $H$. Under Lipschitz and linear growth conditions we show that there exists a unique mild solution of eqref{eq:SEab}. Under assumptions on the interpolation spaces we extend the factorization method of Da Prato, Kwapie'n, and Zabczyk, to obtain space-time regularity results for the solution $U$ of eqref{eq:SEab}. For Hilbert spaces $E$ we obtain a maximal regularity result. The results improve several previous results from the literature. The theory is applied to a second order stochastic partial differential equation which has been studied by Sanz-Sol'e and Vuillermot. This leads to several improvements of their result.

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Cited in

(21)

• Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations
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• Global solutions for semilinear rough partial differential equations
• A note on single-step difference scheme for the solution of stochastic differential equation
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