Non-autonomous rough semilinear PDEs and the multiplicative Sewing Lemma

DOI10.1016/J.JFA.2021.109200MaRDI QIDQ6322945arXivWikidataFDO

Authors Andris Gerasimovičs, Antoine Hocquet, Torstein Nilssen

Publication date 31 July 2019

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear parabolic equations (35K58) Functional analysis techniques applied to functions of several complex variables (32A70) Rough partial differential equations (60L50)

Abstract: We investigate existence, uniqueness and regularity for local solutions of rough parabolic equations with subcritical noise of the form $d{u}_t-L_t{u}_{t}dt=N(u_t)dt+su{m}_{i=1}^d{F}_i(u_t)dmathbf{X}_t^i$ where $(L_t{)}_{tin[0,T]}$ is a time-dependent family of unbounded operators acting on some scale of Banach spaces, while $mathbfXequiv(X,mathbbX)$ is a two-step (non-necessarily geometric) rough path of H"older regularity $gamma>1/3.$ Besides dealing with non-autonomous evolution equations, our results also allow for unbounded operations in the noise term (up to some critical loss of regularity depending on that of the rough path $mathbfX$). As a technical tool, we introduce a version of the multiplicative sewing lemma, which allows to construct the so-called product integrals in infinite dimensions. We later use it to construct a semigroup analogue for the non-autonomous linear PDEs as well as show how to deduce the semigroup version of the usual sewing lemma from it.

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