English

Non-linear Rough Heat Equations

Probability 2009-11-04 v1 Analysis of PDEs

Abstract

This article is devoted to define and solve an evolution equation of the form dyt=Δytdt+dXt(yt)dy_t=\Delta y_t dt+ dX_t(y_t), where Δ\Delta stands for the Laplace operator on a space of the form Lp(Rn)L^p(\mathbb{R}^n), and XX is a finite dimensional noisy nonlinearity whose typical form is given by Xt(φ)=i=1Nxtifi(φ)X_t(\varphi)=\sum_{i=1}^N x^{i}_t f_i(\varphi), where each x=(x(1),...,x(N))x=(x^{(1)},...,x^{(N)}) is a γ\gamma-H\"older function generating a rough path and each fif_i is a smooth enough function defined on Lp(Rn)L^p(\mathbb{R}^n). The generalization of the usual rough path theory allowing to cope with such kind of systems is carefully constructed.

Keywords

Cite

@article{arxiv.0911.0618,
  title  = {Non-linear Rough Heat Equations},
  author = {A. Deya and M. Gubinelli and S. Tindel},
  journal= {arXiv preprint arXiv:0911.0618},
  year   = {2009}
}

Comments

36 pages

R2 v1 2026-06-21T14:07:02.258Z