On time regularity of stochastic evolution equations with monotone coefficients

被引:4
作者
Breit, Dominic [1 ]
Hofmanova, Martina [2 ]
机构
[1] Heriot Watt Univ, Dept Math, Edinburgh EH14 4AS, Midlothian, Scotland
[2] Tech Univ Berlin, Inst Math, Str 17 Juni 136, D-10623 Berlin, Germany
关键词
D O I
10.1016/j.crma.2015.09.031
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity, we obtain a fractional Sobolev-type time regularity of order up to 1/2 for a certain functional G(u) of the solution. Namely, G(u) = del u in the case of the heat equation and G(u) = vertical bar del u vertical bar(p-2/2) del u for the p-Laplacian. The motivation is twofold. On the one hand, it turns out that this is the natural time regularity result that allows us to establish the optimal rates of convergence for numerical schemes based on a time discretization. On the other hand, in the linear case, i.e. when the solution is given by a stochastic convolution, our result complements the known stochastic maximal space time regularity results for the borderline case not covered by other methods. (C) 2015 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.
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页码:33 / 37
页数:5
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