English

$L^p$-estimates and regularity for SPDEs with monotone semilinearity

Probability 2019-09-25 v3

Abstract

Semilinear stochastic partial differential equations on bounded domains D\mathscr{D} are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical examples are the stochastic Allen--Cahn and Ginzburg--Landau equations. The first main result of this article are LpL^p-estimates for such equations. The LpL^p-estimates are subsequently employed in obtaining higher regularity. This is motivated by ongoing work to obtain rate of convergence estimates for numerical approximations to such equations. It is shown, under appropriate assumptions, that the solution is continuous in time with values in the Sobolev space H2(D)H^2(\mathscr{D}') and 2\ell^2-integrable with values in H3(D)H^3(\mathscr{D}'), for any compact DD\mathscr{D}' \subset \mathscr{D}. Using results from LpL^p-theory of SPDEs obtained by Kim~\cite{kim04} we get analogous results in weighted Sobolev spaces on the whole D\mathscr{D}. Finally it is shown that the solution is H\"older continuous in time of order 122q\frac{1}{2} - \frac{2}{q} as a process with values in a weighted LqL^q-space, where qq arises from the integrability assumptions imposed on the initial condition and forcing terms.

Keywords

Cite

@article{arxiv.1705.10232,
  title  = {$L^p$-estimates and regularity for SPDEs with monotone semilinearity},
  author = {Neelima and David Šiška},
  journal= {arXiv preprint arXiv:1705.10232},
  year   = {2019}
}