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.

Recommendations

Cites Work

Cited In (54)

This page was built for publication: Non-linear rough heat equations