Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

DOI10.1007/S40072-015-0047-9zbMATH Open1329.60213arXiv1207.2603OpenAlexW1531866306WikidataQ59225623 ScholiaQ59225623MaRDI QIDQ744875FDOQ744875

Authors: Erika Hausenblas, Paul André Razafimandimby 

Publication date: 12 October 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B sigma(u(t,x)) dL(t),quad t>0; u(0,x) = x taking values in an Hilbert space $HH$, where $L$ is a $RR$ valued L'evy process, $A:HoH$ an infinitesimal generator of a strongly continuous semigroup, $sigma:HoRR$ bounded from below and Lipschitz continuous, and $B:RRoH$ a possible unbounded operator. A typical example of such an equation is a stochastic Partial differential equation with boundary L'evy noise. Let $CP=(C{P}_t{)}_{tge0}$ %{CP_t:0le t<infty}$thecorrespondingMarkoviansemigroup.Weshowthat,ifthesystem(2)du(t)=Au(t):dt+Bv(t),quadt>0u(0)=xisapproximatecontrollableintime$T>0$,thenundersomeadditionalconditionson$B$and$A$,forany$xin H$theprobabilitymeasure$CP_T^star delta_x$ispositiveonopensetsof$H$.Secondly,asanapplication,weinvestigateunderwhichconditionon\mathrm{\%}$HH$andonthe{L}^{\prime }evyprocess$L$andontheoperator$A$and$B$ the solution of Equation [1] is asymptotically strong Feller, respective, has a unique invariant measure. We apply these results to the damped wave equation driven by L'evy boundary noise.

Full work available at URL: https://arxiv.org/abs/1207.2603

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zbMATH Keywords

stochastic partial differential equationscontrollabilityinvariant measurePoisson random measuressupport theoremasymptotically strong Feller propertyboundary Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Controllability (93B05)

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Cited In (4)

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• Advection-diffusion equation on a half-line with boundary Lévy noise
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