L_p-solvability and H\"older regularity for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise

Publication date 2 January 2023

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We present the

L_{p}

-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise:

partial_t^alpha u = a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + �ar b^i u u_{x^i} + partial_t^�etaint_0^t sigma(u)dW_t,,t>0;,,u(0,cdot) = u_0,

where

a l p h a i n (0, 1)

,

, and

. The operators

p a r t i a l_{t}^{a} l p h a

and

are the Caputo fractional derivatives of order

a l p h a

and

, respectively. The process

W_{t}

is an

L_{2} (m a t h b b R^{d})

-valued cylindrical Wiener process, and the coefficients

a^{i j}, b^{i}, c

and

s i g m a (u)

are random. In addition to the existence and uniqueness of a solution, we also suggest the H"older regularity of the solution. For example, for any constant

T < i n f t y

, small

v a r e p s i l o n > 0

, and almost sure

o m e g a i n O m e g a

, we have

sup_{xinmathbb{R}^d}|u(omega,cdot,x)|_{C^{[ frac{alpha}{2}( ( 2-(2�eta-1)_+/alpha-d/2 )wedge1 )+frac{(2�eta-1)_{-}}{2} ]wedge 1-varepsilon}([0,T])}<infty quad ext{and}quad sup_{tleq T}|u(omega,t,cdot)|_{C^{( 2-(2�eta-1)_+/alpha-d/2 )wedge1 - varepsilon}(mathbb{R}^d)} < infty.

The H"older regularity of the solution in time changes behavior at

. Furthermore, if

, then the H"older regularity of the solution in time is

a l p h a / 2

times the one in space.

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