Regularity of the solutions to SPDEs in metric measure spaces

DOI10.1007/S40072-015-0048-8zbMATH Open1323.60084arXiv1409.3399OpenAlexW3100521324WikidataQ59897096 ScholiaQ59897096MaRDI QIDQ744877FDOQ744877

Authors: E. Issoglio, Martina Zähle 

Publication date: 12 October 2015

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

Abstract: In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique solution is H"older continuous in time with values in a suitable fractional Sobolev space. As this analysis is done via a-priori estimates, we can apply this result to stochastic PDEs on metric measure spaces and solve the equation in a pathwise sense for almost all paths. The main example of noise term is of fractional Brownian type and the metric measure spaces can be classical as well as given by various fractal structures. The whole approach is low dimensional and works for spectral dimensions less than 4.

Full work available at URL: https://arxiv.org/abs/1409.3399

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zbMATH Keywords

fractalsmetric measure spacespathwise solutionsregularity of solutionssemigroupsnonlinear parabolic PDEsstochastic nonlinear PDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Potential theory on fractals and metric spaces (31E05)

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Cited In (9)

• A Feynman-Kac result via Markov BSDEs with generalised drivers
• Semigroups, potential spaces and applications to (S)PDE
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• Existence and space-time regularity for stochastic heat equations on p.c.f. fractals
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• Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces
• A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis
• A numerical scheme for stochastic differential equations with distributional drift

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