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: equation* ∂2u -P( a(u)∂12u - σ(u)f ) =0 equation* where P is the projection on mean-zero functions, and f is a distribution and only controlled in the low regularity norm of Cα-2 for α > 23 on the parabolic H\"older scale. The example we have in mind is a random forcing f and our assumptions allow, for example, for an f which is white in the time variable x2 and only mildly coloured in the space variable x1; any spatial covariance operator (1 + |∂1|)-λ1 with λ1 > 13 is admissible. On the deterministic side we obtain a Cα-estimate for u, assuming that we control products of the form v∂12v and vf with v solving the constant-coefficient equation ∂2 v-a0∂12v=f. As a consequence, we obtain existence, uniqueness and stability with respect to (f, vf, v ∂12v) 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 f using stochastic arguments. For this we extend the treatment of the singular product σ(u)f via a space-time version of Gubinelli's notion of controlled rough paths to the product a(u)∂12u, which has the same degree of singularity but is more nonlinear since the solution u appears in both factors. The PDE ingredient mimics the (kernel-free) Krylov-Safanov approach to ordinary Schauder theory.
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.