L^p solutions for a stochastic evolution equation with nonlinear potential

DOI10.4064/SM210120-2-9zbMATH Open1486.60081arXiv1406.0970OpenAlexW2435781150MaRDI QIDQ5070102FDOQ5070102

Authors: John Noble 

Publication date: 19 April 2022

Published in: Studia Mathematica (Search for Journal in Brave)

Abstract: This article considers the stochastic partial differential equation [ left{ �egin{array}{l} u_t = frac{1}{2} u_{xx} + u^gamma xi u(0,.) = u_0 end{array} ight. ]

oindent where $xi$ is a space / time white noise Gaussian random field, $gamma>1$ and $u_0$ is a non-negative initial condition independent of $xi$ satisfying [ u_0 geq 0, qquad lim_{n ightarrow +infty} mathbb{E} left [ left (int_{mathbb{S}^1} u_0 (x)wedge n dx ight)^2 ight ] = mathbb{E} left [ left (int_{mathbb{S}^1} u_0 (x) dx ight)^2 ight ]< +infty.] oindent The {em space} variable is $xinmathbb{S}^1=[0,1]$ with the identification $0=1$. The definition of the stochastic term, taken in the sense of Walsh, will be made clear in the article. The result is that there exists a unique non-negative solution $u$ such that for all $alphain[0,1)$, [mathbb{E} left [ left( int_0^infty int_{mathbb{S}^1} u(t,x)^{2gamma} dx dt ight)^{alpha / 2 } ight ] leq C( alpha) < + infty. ]

oindent where the constant $C(alpha)$ arises in the Burkholder-Davis-Gundy inequality. The solution is also shown to satisfy [ mathbb{E} left [ int_0^T left(int_{mathbb{S}^1} u (t,x)^p dx ight)^{alpha / p} dt ight ] < +infty qquad forall T < +infty, qquad p < +infty, qquad alpha in left (0, frac{1}{2} ight ). ]

Full work available at URL: https://arxiv.org/abs/1406.0970

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zbMATH Keywords

stochastic partial differential equationsheat equationwhite noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

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Cited In (5)

• The scaling limit of the interface of the continuous-space symbiotic branching model
• The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations
• Properties of single layer potentials for a pseudo-differential equation related to a linear transformation of a rotationally invariant stable stochastic process
• Maximal \(L^p\)-regularity for stochastic evolution equations
• New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

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