Quasilinear SPDEs via rough paths
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 is the projection on mean-zero functions, and is a distribution and only controlled in the low regularity norm of for on the parabolic H\"older scale. The example we have in mind is a random forcing and our assumptions allow, for example, for an which is white in the time variable and only mildly coloured in the space variable ; any spatial covariance operator with is admissible. On the deterministic side we obtain a -estimate for , assuming that we control products of the form and with solving the constant-coefficient equation . As a consequence, we obtain existence, uniqueness and stability with respect to 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 using stochastic arguments. For this we extend the treatment of the singular product via a space-time version of Gubinelli's notion of controlled rough paths to the product , which has the same degree of singularity but is more nonlinear since the solution appears in both factors. The PDE ingredient mimics the (kernel-free) Krylov-Safanov approach to ordinary Schauder theory.
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