English

Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises

Probability 2023-05-09 v2

Abstract

In this paper, we study the stochastic nonlinear heat equations (SNLH) and stochastic nonlinear wave equations (SNLW) on two-dimensional torus driven by a subordinate cylindrical Brownian noise, which we define by the time-derivative of a cylindrical Brownian motion subordinated to a nondecreasing cadlag stochastic process. To construct the solution, we introduce a suitable renormalization. For SNLH, we cannot expect the time-continuity for the solutions because the noise is jump-type. Moreover, due to the low time-integrability of the solutions, we could establish a local well-posedness result for SNLH only with a quadratic nonlinearity. On the other hand, for SNLW, the solutions have time-continuity and we can show the local well-posedness for general polynomial nonlinearities. Through this example, we can see that the heat case behaves worse than the wave case in the singular noise of jump-type cases.

Keywords

Cite

@article{arxiv.2201.08010,
  title  = {Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises},
  author = {Hirotatsu Nagoji},
  journal= {arXiv preprint arXiv:2201.08010},
  year   = {2023}
}

Comments

27 pages