Non-autonomous stochastic Cauchy problems in Banach spaces

Mark Veraar; Jan Zimmerschied

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Displaying similar documents to “Non-autonomous stochastic Cauchy problems in Banach spaces”

Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

Zdzisław Brzeźniak, Jan van Neerven (2000)

Studia Mathematica

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Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process ${W_{t}^{H}}_{t \in [0, T]}$ with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) $d X_{t} = A X_{t} d t + B d W_{t}^{H}$ (t∈ [0,T]), $X_{0} = 0$ almost surely, where A is the generator of a $C_{0}$ -semigroup ${S (t)}_{t \geq 0}$ of bounded linear...

Bi-spaces global attractors in abstract parabolic equations

J. W. Cholewa, T. Dłotko (2003)

Banach Center Publications

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An abstract semilinear parabolic equation in a Banach space X is considered. Under general assumptions on nonlinearity this problem is shown to generate a bounded dissipative semigroup on $X^{α}$ . This semigroup possesses an $(X^{α} - Z)$ -global attractor that is closed, bounded, invariant in $X^{α}$ , and attracts bounded subsets of $X^{α}$ in a ’weaker’ topology of an auxiliary Banach space Z. The abstract approach is finally applied to the scalar parabolic equation in Rⁿ and to the partly dissipative system. ...

The regularity of the positive part of functions in $L^{2} (I; H^{1} (Ω)) \cap H^{1} (I; H^{1} {(Ω)}^{*})$ with applications to parabolic equations

Daniel Wachsmuth (2016)

Commentationes Mathematicae Universitatis Carolinae

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Let $u \in L^{2} (I; H^{1} (Ω))$ with $\partial_{t} u \in L^{2} (I; H^{1} {(Ω)}^{*})$ be given. Then we show by means of a counter-example that the positive part $u^{+}$ of $u$ has less regularity, in particular it holds $\partial_{t} u^{+} \notin L^{1} (I; H^{1} {(Ω)}^{*})$ in general. Nevertheless, $u^{+}$ satisfies an integration-by-parts formula, which can be used to prove non-negativity of weak solutions of parabolic equations.

Pointwise regularity associated with function spaces and multifractal analysis

Stéphane Jaffard (2006)

Banach Center Publications

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The purpose of multifractal analysis of functions is to determine the Hausdorff dimensions of the sets of points where a function (or a distribution) f has a given pointwise regularity exponent H. This notion has many variants depending on the global hypotheses made on f; if f locally belongs to a Banach space E, then a family of pointwise regularity spaces $C_{E}^{α} (x ₀)$ are constructed, leading to a notion of pointwise regularity with respect to E; the case $E = L^{\infty}$ corresponds to the usual Hölder regularity,...

On $L^{p}$ -estimates for solutions of the Cauchy problem for parabolic differential equations

P. Besala (1971)

Annales Polonici Mathematici

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Sums of commuting operators with maximal regularity

Christian Le Merdy, Arnaud Simard (2001)

Studia Mathematica

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Let Y be a Banach space and let $S \subset L_{p}$ be a subspace of an $L_{p}$ space, for some p ∈ (1,∞). We consider two operators B and C acting on S and Y respectively and satisfying the so-called maximal regularity property. Let ℬ and be their natural extensions to $S (Y) \subset L_{p} (Y)$ . We investigate conditions that imply that ℬ + is closed and has the maximal regularity property. Extending theorems of Lamberton and Weis, we show in particular that this holds if Y is a UMD Banach lattice and $e^{- t B}$ is a positive contraction...

Global regularity for the 3D MHD system with damping

Zujin Zhang, Xian Yang (2016)

Colloquium Mathematicae

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We study the Cauchy problem for the 3D MHD system with damping terms ${ε | u |}^{α - 1} u$ and ${δ | b |}^{β - 1} b$ (ε, δ > 0 and α, β ≥ 1), and show that the strong solution exists globally for any α, β > 3. This improves the previous results significantly.

Three examples of brownian flows on $ℝ$

Yves Le Jan, Olivier Raimond (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We show that the only flow solving the stochastic differential equation (SDE) on $ℝ$ $d X_{t} = 1_{{X_{t} g t; 0}} W^{+} (d t) + 1_{{X_{t} l t; 0}} d W^{-} (d t),$ where $W^{+}$ and $W^{-}$ are two independent white noises, is a coalescing flow we will denote by $ϕ^{\pm}$ . The flow $ϕ^{\pm}$ is a Wiener solution of the SDE. Moreover, $K^{+} = 𝖤 [δ_{ϕ^{\pm}} | W^{+}]$ is the unique solution (it is also a Wiener solution) of the SDE $K_{s, t}^{+} f (x) = f (x) + \int_{s}^{t} K_{s, u} (1_{ℝ}^{+} f^{'}) (x) W^{+} (d u) + \frac{1}{2} \int_{s}^{t} K_{s, u} f ` ` (x) d u$ for $s l t; t$ , $x \in ℝ$ and $f$ a twice continuously differentiable function. A third flow $ϕ^{+}$ can be constructed out of the $n$ -point motions of $K^{+}$ . This flow is coalescing and its $n$ -point motion...

On higher-order semilinear parabolic equations with measures as initial data

Victor Galaktionov (2004)

Journal of the European Mathematical Society

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We consider $2 m$ th-order $(m \geq 2)$ semilinear parabolic equations $u_{t} = - {(- Δ)}^{m} u \pm {| u |}^{p - 1} u$ in $ℛ^{N} \times ℝ_{+}$ $(p > 1)$ , with Dirac’s mass $δ (x)$ as the initial function. We show that for $p < p_{0} = 1 + 2 m / N$ , the Cauchy problem admits a solution $u (x, t)$ which is bounded and smooth for small $t > 0$ , while for $p \geq p_{0}$ such a local in time solution does not exist. This leads to a boundary layer phenomenon in constructing a proper solution via regular approximations.

Maximal regularity of discrete and continuous time evolution equations

Sönke Blunck (2001)

Studia Mathematica

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We consider the maximal regularity problem for the discrete time evolution equation $u_{n + 1} - T u ₙ = f ₙ$ for all n ∈ ℕ₀, u₀ = 0, where T is a bounded operator on a UMD space X. We characterize the discrete maximal regularity of T by two types of conditions: firstly by R-boundedness properties of the discrete time semigroup ${(T ⁿ)}_{n \in ℕ ₀}$ and of the resolvent R(λ,T), secondly by the maximal regularity of the continuous time evolution equation u’(t) - Au(t) = f(t) for all t > 0, u(0) = 0, where A:= T - I. By recent...

The initial value problem for parabolic equations with data in $L^{p} (R^{n})$

Eugene Fabes (1972)

Studia Mathematica

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On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b$ , $σ$ . When $α \in (1, 2)$ , we investigate pathwise uniqueness for this equation. When $α \in (0, 1)$ , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $α \in (0, 1)$ or $α \in (1, 2)$ and on whether the driving stable process is symmetric or not. Our...

Maximal regularity for second order non-autonomous Cauchy problems

Charles J. K. Batty, Ralph Chill, Sachi Srivastava (2008)

Studia Mathematica

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We consider some non-autonomous second order Cauchy problems of the form ü + B(t)u̇ + A(t)u = f(t ∈ [0,T]), u(0) = u̇(0) = 0. We assume that the first order problem u̇ + B(t)u = f(t ∈ [0,T]), u(0) = 0, has $L^{p}$ -maximal regularity. Then we establish $L^{p}$ -maximal regularity of the second order problem in situations when the domains of B(t₁) and A(t₂) always coincide, or when A(t) = κB(t).

Evolution equations governed by Lipschitz continuous non-autonomous forms

Ahmed Sani, Hafida Laasri (2015)

Czechoslovak Mathematical Journal

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We prove $L^{2}$ $\dot{u} (t) + A (t) u (t) = f (t) for a.e. t \in [0, T], u (0) = u_{0},$ where the operator $A (t)$ arises from a time depending sesquilinear form $𝔞 (t, \cdot, \cdot)$ on a Hilbert space $H$ with constant domain $V .$ We prove the maximal regularity in $H$ when these forms are time Lipschitz continuous. We proceed by approximating the problem using the frozen coefficient method developed by El-Mennaoui, Keyantuo, Laasri (2011), El-Mennaoui, Laasri (2013), and Laasri (2012). As a consequence, we obtain an invariance criterion for convex and closed...

Existence results for a class of nonlinear parabolic equations with two lower order terms

Ahmed Aberqi, Jaouad Bennouna, M. Hammoumi, Mounir Mekkour, Ahmed Youssfi (2014)

Applicationes Mathematicae

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We investigate the existence of renormalized solutions for some nonlinear parabolic problems associated to equations of the form ⎧ $\partial (e^{β u} - 1) / \partial t - {d i v (| \nabla u |}^{p - 2} \nabla u) + d i v (c (x, t) {| u |}^{s - 1} u) + b (x, t) {| \nabla u |}^{r} = f$ in Q = Ω×(0,T), ⎨ u(x,t) = 0 on ∂Ω ×(0,T), ⎩ $(e^{β u} - 1) (x, 0) = (e^{β u ₀} - 1) (x)$ in Ω. with s = (N+2)/(N+p) (p-1), $c (x, t) \in {(L^{τ} (Q T))}^{N}$ , τ = (N+p)/(p-1), r = (N(p-1) + p)/(N+2), $b (x, t) \in L^{N + 2, 1} (Q T)$ and f ∈ L¹(Q).

Initial measures for the stochastic heat equation

Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a family of nonlinear stochastic heat equations of the form $\partial_{t} u = ℒ u + σ (u) \dot{W}$ , where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$ , and $σ$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_{0}$ . Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $ℒ f = c f^{''}$ for some $c g t; 0$ , we prove that if $u_{0}$ is a finite measure of compact support, then the...

$L^{p}$ Maximal Regularity for Second Order Cauchy Problems is Independent of $p$

Ralph Chill, Sachi Srivastava (2008)

Bollettino dell'Unione Matematica Italiana

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If the second order problem $\ddot{u}+\dot{u}+Au=f$ has $L^{p}$ maximal regularity for some $p\in(1,\infty)$ , then it has $L^{p}$ maximal regularity for every $p\in(1,\infty)$ .

Existence and regularity results for abstract non autonomous parabolic equations

Paolo Acquistapace, Brunello Terreni (1982)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

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Si studiano esistenza, unicità e regolarità delle soluzioni strette, classiche e forti dell’equazione di evoluzione non autonoma $u^{\prime}(t)—A(t)u(t)=f(t)$ , con il dato iniziale $u(0)=x$ , in spazi di Banach. I dominii degli operatori $A(t)$ variano in $t$ e non sono necessariamente densi in $E$ . Si danno condizioni necessarie e sufficienti per l'esistenza e la regolarità holderiana della soluzione e della sua derivata.

Existence and regularity results for abstract non autonomous parabolic equations

Paolo Acquistapace, Brunello Terreni (1982)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti

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