Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Probability
2010-11-09 v1 Numerical Analysis
Abstract
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains O\subset R^d. The Besov smoothness determines the order of convergence that can be achieved by nonlinear approximation schemes. The proofs are based on a combination of weighted Sobolev estimates and characterizations of Besov spaces by wavelet expansions.
Keywords
Cite
@article{arxiv.1011.1814,
title = {Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains},
author = {Petru A. Cioica and Stephan Dahlke and Stefan Kinzel and Felix Lindner and Thorsten Raasch and Klaus Ritter and René L. Schilling},
journal= {arXiv preprint arXiv:1011.1814},
year = {2010}
}
Comments
32 pages, 3 figures