Non-linear rough heat equations

Abstract: This article is devoted to define and solve an evolution equation of the form

d y_{t} = D e l t a y_{t} d t + d X_{t} (y_{t})

, where

D e l t a

stands for the Laplace operator on a space of the form

L^{p} (m a t h b b R^{n})

, and

X

is a finite dimensional noisy nonlinearity whose typical form is given by

X_{t} (v a r p h i) = s u m_{i = 1}^{N} x_{t}^{i} f_{i} (v a r p h i)

, where each

x = (x^{(1)}, ..., x^{(N)})

is a

g a m m a

-H"older function generating a rough path and each

f_{i}

is a smooth enough function defined on

L^{p} (m a t h b b R^{n})

. The generalization of the usual rough path theory allowing to cope with such kind of systems is carefully constructed.

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