Local times for systems of non-linear stochastic heat equations

被引:0
作者
Brahim Boufoussi
Yassine Nachit
机构
[1] Cadi Ayyad University,Department of Mathematics, Faculty of Sciences Semlalia
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2023年 / 11卷
关键词
Local time; Stochastic heat equation; Fourier transform; Malliavin calculus; Space-time white noise; 60H15; 60J55; 60H07;
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摘要
We consider u(t,x)=(u1(t,x),⋯,ud(t,x))\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u(t,x)=(u_1(t,x),\cdots ,u_d(t,x))$$\end{document} the solution to a system of non-linear stochastic heat equations in spatial dimension one driven by a d-dimensional space-time white noise. We prove that, when d≤3\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$d\le 3$$\end{document}, the local time L(ξ,t)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L(\xi ,t)$$\end{document} of {u(t,x),t∈[0,T]}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{u(t,x)\,,\;t\in [0,T]\}$$\end{document} exists and L(·,t)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L(\cdot ,t) $$\end{document} belongs a.s. to the Sobolev space Hα(Rd)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ H^{\alpha }({\mathbb {R}}^d)$$\end{document} for α<4-d2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha <\frac{4-d}{2}$$\end{document}, and when d≥4\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$d\ge 4$$\end{document}, the local time does not exist. We also show joint continuity and establish Hölder conditions for the local time of {u(t,x),t∈[0,T]}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{u(t,x)\,,\;t\in [0,T]\}$$\end{document}. These results are then used to investigate the irregularity of the coordinate functions of {u(t,x),t∈[0,T]}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{u(t,x)\,,\;t\in [0,T]\}$$\end{document}. Comparing to similar results obtained for the linear stochastic heat equation (i.e., the solution is Gaussian), we believe that our results are sharp. Finally, we get a sharp estimate for the partial derivatives of the joint density of (u(t1,x)-u(t0,x),⋯,u(tn,x)-u(tn-1,x))\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(u(t_1,x)-u(t_0,x),\cdots ,u(t_n,x)-u(t_{n-1},x))$$\end{document}, which is a new result and of independent interest.
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页码:388 / 425
页数:37
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