English

Boundary behavior and interior H\"older regularity of solution to nonlinear stochastic partial differential equations driven by space-time white noise

Probability 2019-05-29 v1

Abstract

We present uniqueness and existence in weighted Sobolev spaces of the equation ut=(auxx+bux+cu)+ξu1+λB˙,t>0,x(0,1) u_t=(au_{xx}+bu_x+cu)+ \xi |u|^{1+\lambda} {\dot{B}}, \quad\,\, t>0, \, x\in (0,1) with initial data u(0,)=u0u(0,\cdot)=u_0 and zero boundary data. Here λ[0,1/2)\lambda\in [0,1/2), B˙\dot{B} is a space-time white noise, and the coefficients a,b,ca,b,c and the function ξ\xi depend on (ω,t,x)(\omega,t,x) and the initial data u0u_0 depends on (ω,x)(\omega,x). More importantly, we obtain various interior H\"older regularities and boundary behaviors of the solution. For instance, if the initial data is in appropriate LpL_p spaces, then for any small ε>0\varepsilon>0 and T<T<\infty, almost surely ρ1/2κuCt,x14κ2ε,12κε([0,T]×(0,1)),κ(λ,1/2), \rho^{-1/2-\kappa}u \in C^{\frac{1}{4}-\frac{\kappa}{2}-\varepsilon, \frac{1}{2}-\kappa-\varepsilon}_{t,x}([0,T]\times (0,1)), \quad \forall\, \kappa\in (\lambda, 1/2), where ρ(x)\rho(x) is the distance from xx to the boundary. Taking κλ\kappa \downarrow \lambda, one gets the the maximal H\"older exponents in time and space, which are 1/4λ/2ε1/4-\lambda/2-\varepsilon and 1/2λε1/2-\lambda-\varepsilon respectively. Also, letting κ1/2\kappa \uparrow 1/2, one gets better decay or behavior near the boundary.

Keywords

Cite

@article{arxiv.1905.11609,
  title  = {Boundary behavior and interior H\"older regularity of solution to nonlinear stochastic partial differential equations driven by space-time white noise},
  author = {Beom-seok Han and Kyeong-hun Kim},
  journal= {arXiv preprint arXiv:1905.11609},
  year   = {2019}
}

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29 pages