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Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains

Petru Cioica

ISBN 978-3-8325-3920-7
162 pages, year of publication: 2015
price: 35.00 €
Stochastic partial differential equations (SPDEs, for short) are the mathematical models of choice for space time evolutions corrupted by noise. Although in many settings it is known that the resulting SPDEs have a unique solution, in general, this solution is not given explicitly. Thus, in order to make those mathematical models ready to use for real life applications, appropriate numerical algorithms are needed. To increase efficiency, it would be tempting to design suitable adaptive schemes based, e.g., on wavelets. However, it is not a priori clear whether such adaptive strategies can outperform well-established uniform alternatives. Their theoretical justification requires a rigorous regularity analysis in so-called non-linear approximation scales of Besov spaces.

In this thesis the regularity of (semi-)linear second order SPDEs of Itô type on general bounded Lipschitz domains is analysed. The non-linear approximation scales of Besov spaces are used to measure the regularity with respect to the space variable, the time regularity being measured first in terms of integrability and afterwards in terms of Hölder norms. In particular, it is shown that in specific situations the spatial Besov regularity of the solution in the non-linear approximation scales is generically higher than its corresponding classical Sobolev regularity. This indicates that it is worth developing spatially adaptive wavelet methods for solving SPDEs instead of using uniform alternatives.

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Table of contents (PDF)

Keywords:

  • Stochastische partielle Differentialgleichung
  • Regularitätstheorie
  • Besov-Raum
  • Gewichteter Sobolev-Raum
  • Adpative Wavelet-Methode

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