English

Analytically weak and mild solutions to stochastic heat equation with irregular drift

Probability 2025-01-22 v3 Analysis of PDEs

Abstract

Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where bb is a generalized function, DD is either [0,1][0,1] or R\mathbb{R}, and W˙\dot W is space-time white noise on R+×D\mathbb{R}_+\times D. If the drift bb is a sufficiently regular function, then it is well-known that any analytically weak solution to this equation is also analytically mild, and vice versa. We extend this result to drifts that are generalized functions, with an appropriate adaptation of the notions of mild and weak solutions. As a corollary of our results, we show that for bLp(R)b\in L_p(\mathbb{R}), p1p\ge1, this equation has a unique analytically weak and mild solution, thus extending the classical results of Gy\"ongy and Pardoux (1993).

Keywords

Cite

@article{arxiv.2410.06599,
  title  = {Analytically weak and mild solutions to stochastic heat equation with irregular drift},
  author = {Siva Athreya and Oleg Butkovsky and Khoa Lê and Leonid Mytnik},
  journal= {arXiv preprint arXiv:2410.06599},
  year   = {2025}
}
R2 v1 2026-06-28T19:13:53.539Z