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

DOI10.4064/SM210120-2-9MaRDI QIDQ5070102zbMATH OpenOpenAlexFDO

Authors John Noble

Publication date 19 April 2022

Published in Studia Mathematica (Search for Journal in Brave)

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

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)

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 ). ]

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• 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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