English

Quasilinear SPDEs via rough paths

Analysis of PDEs 2018-11-07 v3 Probability

Abstract

We are interested in (uniformly) parabolic PDEs with a nonlinear dependance of the leading-order coefficients, driven by a rough right hand side. For simplicity, we consider a space-time periodic setting with a single spatial variable: \begin{equation*} \partial_2u -P( a(u)\partial_1^2u - \sigma(u)f ) =0 \end{equation*} where PP is the projection on mean-zero functions, and ff is a distribution and only controlled in the low regularity norm of Cα2 C^{\alpha-2} for α>23\alpha > \frac{2}{3} on the parabolic H\"older scale. The example we have in mind is a random forcing ff and our assumptions allow, for example, for an ff which is white in the time variable x2x_2 and only mildly coloured in the space variable x1x_1; any spatial covariance operator (1+1)λ1(1 + |\partial_1|)^{-\lambda_1 } with λ1>13\lambda_1 > \frac13 is admissible. On the deterministic side we obtain a CαC^\alpha-estimate for uu, assuming that we control products of the form v12vv\partial_1^2v and vfvf with vv solving the constant-coefficient equation 2va012v=f\partial_2 v-a_0\partial_1^2v=f. As a consequence, we obtain existence, uniqueness and stability with respect to (f,vf,v12v)(f, vf, v \partial_1^2v) of small space-time periodic solutions for small data. We then demonstrate how the required products can be bounded in the case of a random forcing ff using stochastic arguments. For this we extend the treatment of the singular product σ(u)f\sigma(u)f via a space-time version of Gubinelli's notion of controlled rough paths to the product a(u)12ua(u)\partial_1^2u, which has the same degree of singularity but is more nonlinear since the solution uu appears in both factors. The PDE ingredient mimics the (kernel-free) Krylov-Safanov approach to ordinary Schauder theory.

Keywords

Cite

@article{arxiv.1605.09744,
  title  = {Quasilinear SPDEs via rough paths},
  author = {Felix Otto and Hendrik Weber},
  journal= {arXiv preprint arXiv:1605.09744},
  year   = {2018}
}

Comments

65 pages

R2 v1 2026-06-22T14:14:06.260Z