Global solvability and convergence to stationary solutions in singular quasilinear stochastic PDEs

Tadahisa Funaki*, Bin Xie

*この研究の対応する著者

研究成果: Article査読

抄録

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in Funaki et al. (Ann Inst Henri Poincaré Probab Stat 57:1702-1735, 2021), which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a particular class of SPDEs with origin in particle systems and, under a certain additional condition on the noise, prove the convergence of the solutions to stationary solutions as t→ ∞. We apply the method of energy inequality and Poincaré inequality. It is essential that the Poincaré constant can be taken uniformly in an approximating sequence of the noise. We also use the continuity of the solutions in the enhanced noise, initial values and coefficients of the equation, which we prove in this article for general SPDEs discussed in Funaki et al. (Ann Inst Henri Poincaré Probab Stat 57:1702-1735, 2021) except that in the enhanced noise. Moreover, we apply the initial layer property of improving regularity of the solutions in a short time.

本文言語English
ページ(範囲)858-897
ページ数40
ジャーナルStochastics and Partial Differential Equations: Analysis and Computations
10
3
DOI
出版ステータスPublished - 2022 9月
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • モデリングとシミュレーション
  • 応用数学

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