Statistical null-controllability of stochastic nonlinear parabolic equations

DOI10.1007/S40072-021-00197-8MaRDI QIDQ2125630zbMATH OpenOpenAlexWikidataFDO

Authors Víctor Hernández-Santamaría, Kévin Le Balc'h, Liliana Peralta

Publication date 14 April 2022

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

Full work available at URL https://arxiv.org/abs/2009.11914

zbMATH Keywords

Allen-Cahn equationLebeau-Robbiano methodlocal null-controllabilityobservabilitysemilinear stochastic parabolic equationsstochastic Burgers equationstochastic source term method

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Controllability (93B05) Observability (93B07) Control/observation systems governed by partial differential equations (93C20)

Abstract: In this paper, we consider forward stochastic nonlinear parabolic equations, with a control localized in the drift term. Under suitable assumptions, we prove the small-time global null-controllability, with a truncated nonlinearity. We also prove the statistical local null-controllability of the true system. The proof relies on a precise estimation of the cost of null-controllability of the stochastic heat equation and on an adaptation of the source term method to the stochastic setting. The main difficulty comes from the estimation of the nonlinearity in the fixed point argument due to the lack of regularity (in probability) of the functional spaces where stochastic parabolic equations are well-posed. This main issue is tackled through a truncation procedure. As relevant examples that are covered by our results, let us mention the stochastic Burgers equation in the one dimensional case and the Allen-Cahn equation up to the three-dimensional setting.

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Cited in

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