The Initial Value Problem for Singular SPDEs via Rough Paths

MaRDI QIDQ6332191zbMATH OpenFDO

Authors Claudia Raithel, Jonas Sauer

Publication date 2 January 2020

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this contribution we are interested in developing a solution theory for singular quasilinear stochastic partial differential equations subject to an initial condition. We obtain our solution theory via a perturbation of the rough path approach developed to handle the space-time periodic problem by Otto and Weber (2019). As in their work, we assume that the forcing is of class $C^{alpha-2}$ for $alphain(frac23,1)$ and space-time periodic and, additionally, that the initial condition is of class $C^{alpha}$ and periodic. We observe that, thanks to bounds for the heat semigroup, enforcing an initial condition within the framework of Otto and Weber does not require any new stochastic results.

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