An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise

DOI10.4171/JEMS/545zbMATH Open1327.60122arXiv1402.4940OpenAlexW1807107269MaRDI QIDQ496465FDOQ496465

Authors: Viorel Barbu, Michael Röckner 

Publication date: 21 September 2015

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Abstract: In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator from V to V', coercive and with polynomial growth. Here, V is a reflexive Banach space continuously and densely embedded in a Hilbert space H of (generalized) functions on a domain $Osubsetmathbb{R}^d$ and V' is the dual of V in the duality induced by H as pivot space. Furthermore, W is a Wiener process in H. The new approach is based on an operatorial reformulation of the stochastic equation which is quite robust under perturbation of A(t). This leads to new existence and uniqueness results of a larger class of equations with linear multiplicative noise than the one treatable by the known approaches. In addition, we obtain regularity results for the solutions with respect to both the time and spatial variable which are sharper than the classical ones. New applications include stochastic partial differential equations, as e.g. stochastic transport equations.

Full work available at URL: https://arxiv.org/abs/1402.4940

Recommendations

• A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
• Stochastic evolution equations with multiplicative noise
• Stochastic equations with an unbounded operator coefficient and multiplicative noise
• Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
• Well-posedness of monotone semilinear SPDEs with semimartingale noise

zbMATH Keywords

stochastic partial differential equationsmaximal monotone operatorstochastic integrallinear multiplicative noiseoperatorial equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Functional analysis, Sobolev spaces and partial differential equations
• Stochastic generalized porous media and fast diffusion equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Title not available (Why is that?)
• A concise course on stochastic partial differential equations
• Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
• Optimal control approach to nonlinear diffusion equations driven by Wiener noise
• A variational approach to stochastic nonlinear parabolic problems
• On a random scaled porous media equation
• Stochastic evolution equations
• Sur une classe de problèmes d'évolution non linéaires
• Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
• A convergence result for stochastic partial differential equations

Cited In (46)

• Rescaling approach for a stochastic population dynamics equation perturbed by a linear multiplicative Gaussian noise
• Stochastic evolution equations with multiplicative noise
• On linear stochastic flows
• Large deviations for stochastic 3D Leray-\( \alpha \) model with fractional dissipation
• The monotonicity inequality for linear stochastic partial differential equations
• Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
• Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
• Scattering for stochastic nonlinear Schrödinger equations
• Stochastic equations with an unbounded operator coefficient and multiplicative noise
• Total variation flow perturbed by gradient linear multiplicative noise
• A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise
• Global solutions to random 3D vorticity equations for small initial data
• A solution theory for a general class of SPDEs
• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise
• Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case
• Doubly nonlinear stochastic evolution equations
• Nonlinear diffusion equations with nonlinear gradient noise
• On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective
• Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality
• Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases
• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
• Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
• Variational approach to nonlinear stochastic differential equations in Hilbert spaces
• Stochastic PDEs via convex minimization
• Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
• Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing
• Kolmogorov operators and SPDEs
• Stability of solutions to stochastic partial differential equations
• Strichartz and local smoothing estimates for stochastic dispersive equations with linear multiplicative noise
• Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• Stability and moment estimates for the stochastic singular \(\Phi\)-Laplace equation
• Stochastic nonlinear parabolic equations with Stratonovich gradient noise
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions
• Optimal regularity in time and space for stochastic porous medium equations
• Entropy solutions for stochastic porous media equations
• Operator differential-algebraic equations with noise arising in fluid dynamics
• Boundary stabilisation to non-stationary solutions for deterministic and stochastic parabolic-type equations
• Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
• A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
• Construction of minimal mass blow-up solutions to rough nonlinear Schrödinger equations
• A self-dual variational approach to stochastic partial differential equations
• The stochastic logarithmic Schrödinger equation

This page was built for publication: An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496465)