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

arXiv2301.00536MaRDI QIDQ6422293FDOQ6422293

Authors: Beom-Seok Han 

Publication date: 2 January 2023

Abstract: We present the $L_p$-solvability for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise: ${\displaystyle }$ 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, ${\displaystyle }$ where $alphain(0,1)$, $$, and $$. The operators $partia{l}_t^{a}lpha$ and $$ are the Caputo fractional derivatives of order $alpha$ and $$, respectively. The process $W_t$ is an $L_2(mathbb{R}^d)$-valued cylindrical Wiener process, and the coefficients $a^{ij},b^i,c$ and $sigma(u)$ 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 $T<infty$, small $varepsilon>0$, and almost sure $omegainOmega$, we have ${\displaystyle }$ 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. ${\displaystyle }$ 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 $alpha/2$ times the one in space.

Mathematics Subject Classification ID

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)

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