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

DOI10.1007/S40072-015-0047-9zbMATH Open1329.60213OpenAlexW1531866306WikidataQ59225623 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

Recommendations

• Stochastic partial differential equations driven by Lévy space-time white noise
• An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• An \(L_{p}\)-theory for non-divergence form SPDEs driven by Lévy processes
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process
• An introduction to infinite-dimensional analysis
• Densities for Ornstein-Uhlenbeck processes with jumps
• Differentiability of the Feynman-Kac semigroup and a control application
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Evolution equations with white-noise boundary conditions
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Exponential ergodicity and regularity for equations with Lévy noise
• Gibbsian dynamics and ergodicity for the stochastically forced Navier-Stokes equation
• Linear operator inequality and null controllability with vanishing energy for unbounded control systems
• Malliavin calculus for parabolic SPDEs with jumps.
• Maximal regularity for stochastic convolutions driven by Lévy processes
• Motion planning for the heat equation
• Null Controllability with Vanishing Energy
• Observation and control for operator semigroups
• On a unique ergodicity of some Markov processes
• On processes of ornstein-uhlenbeck type in hilbert space
• On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
• Probabilistic approach to the strong Feller property
• Representation and control of infinite dimensional systems
• Semigroups of linear operators and applications to partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic Partial Differential Equations with Levy Noise
• Structural properties of semilinear SPDEs driven by cylindrical stable processes

Cited In (4)

• Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
• Approximate controllability of second-order stochastic differential systems driven by a Lévy process
• Advection-diffusion equation on a half-line with boundary Lévy noise
• Title not available (Why is that?)

This page was built for publication: Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q744875)