Linear parabolic equation with Dirichlet white noise boundary conditions

DOI10.1016/J.JDE.2023.03.003MaRDI QIDQ6042665zbMATH OpenOpenAlexFDO

Authors B. Goldys, Szymon Peszat

Publication date 3 May 2023

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

Full work available at URL https://arxiv.org/abs/2109.05428

zbMATH Keywords

stochastic partial differential equationsOrnstein-Uhlenbeck processDirichlet boundary conditionswhite noise boundary conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) White noise theory (60H40)

Abstract: We study inhomogeneous Dirichlet boundary value problems associated to a linear parabolic equation $fracdudt=Au$ with strongly elliptic operator $A$ on bounded and unbounded domains with white noise boundary data. Our main assumption is that the heat kernel of the corresponding homogeneous problem enjoys the Gaussian type estimates taking into account the distance to the boundary. Under mild assumptions about the domain, we show that $A$ generates a $C_0$-semigroup in weighted $L^p$-spaces where the weight is a proper power of the distance from the boundary. We also prove some smoothing properties and exponential stability of the semigroup. Finally, we reformulate the Cauchy-Dirichlet problem with white noise boundary data as an evolution equation in the weighted space and prove the existence of Markovian solutions.

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Cited in

(3)

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