L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence

DOI10.1016/J.JDE.2015.08.033MaRDI QIDQ496773zbMATHOpenAlexFDO

Authors Hassan Allouba

Publication date 22 September 2015

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

Full work available at URL https://arxiv.org/abs/1409.3202

zbMATH Keywords

imaginary-Brownian-time-Brownian-angle processL-KS kernelL-Kuramoto-Sivashinsky (S)PDElinear and nonlinear fourth order (S)PDESwift-Hohenberg (S)PDEGaussian average of angle modified Schrödinger propagator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Brownian motion (60J65) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random integral equations (45R05) Integral equations with miscellaneous special kernels (45H05)

Abstract: Generalizing the L-Kuramoto-Sivashinsky (L-KS) kernel from our earlier work, we give a novel explicit-kernel formulation useful for a large class of fourth order deterministic, stochastic, linear, and nonlinear PDEs in multispatial dimensions. These include pattern formation equations like the Swift-Hohenberg and many other prominent and new PDEs. We first establish existence, uniqueness, and sharp dimension-dependent spatio-temporal H"older regularity for the canonical (zero drift) L-KS SPDE, driven by white noise on ${RpimesRd}_{d=1}^3$. The spatio-temporal H"older exponents are exactly the same as the striking ones we proved for our recently introduced Brownian-time Brownian motion (BTBM) stochastic integral equation, associated with time-fractional PDEs. The challenge here is that, unlike the positive BTBM density, the L-KS kernel is the Gaussian average of a modified, highly oscillatory, and complex Schr"odinger propagator. We use a combination of harmonic and delicate analysis to get the necessary estimates. Second, attaching order parameters $vepo$ to the L-KS spatial operator and $vept$ to the noise term, we show that the dimension-dependent critical ratio $vept/vep{o}^{d/8}$ controls the limiting behavior of the L-KS SPDE, as $vepo,veptsearrow0$; and we compare this behavior to that of the less regular second order heat SPDEs. Finally, we give a change-of-measure equivalence between the canonical L-KS SPDE and nonlinear L-KS SPDEs. In particular, we prove uniqueness in law for the Swift-Hohenberg and the law equivalence---and hence the same H"older regularity---of the Swift-Hohenberg SPDE and the canonical L-KS SPDE on compacts in one-to-three dimensions.

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Cited in

(5)

• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
• Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises
• Long time behavior for stochastic Burgers equations with jump noises
• Moderate deviations for fourth-order stochastic heat equations with fractional noises
• L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: exact continuity and gradient moduli, 1/2-derivative criticality, and laws

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