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A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
Stochastic Processes and their Applications ( IF 1.4 ) Pub Date : 2021-01-29 , DOI: 10.1016/j.spa.2021.01.006
Jae-Hwan Choi , Beom-Seok Han

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise F and its super-linear diffusion coefficient: du=(aijuxixj+biuxi+cu)dt+ξ|u|1+λdF,(t,x)(0,)×Rd, where λ0 and the coefficients depend on (ω,t,x). The strategy of handling nonlinearity of the diffusion coefficient is to find a sharp estimation for a general Lipschitz case and apply it to the super-linear case. Moreover, investigation for the estimate provides a range of λ, a sufficient condition for the unique solvability, where the range depends on the spatial covariance of F and the spatial dimension d.



中文翻译:

具有超线性扩散系数和空间均匀色噪声的随机偏微分方程的正则性理论

对于带有彩色噪声的随机PDE,可以获得强解的存在性,唯一性和规则性 F 及其超线性扩散系数: dü=一种一世ĴüX一世XĴ+b一世üX一世+CüdŤ+ξ|ü|1个+λdFŤX0×[Rd 在哪里 λ0 系数取决于 ωŤX。处理扩散系数非线性的策略是为一般的Lipschitz情况找到一个清晰的估计,并将其应用于超线性情况。此外,对估算的调查提供了λ,这是获得独特可溶性的充分条件,其中范围取决于...的空间协方差 F 和空间维度 d

更新日期:2021-02-10
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