Print Email Facebook Twitter Regularity theory for a new class of fractional parabolic stochastic evolution equations Title Regularity theory for a new class of fractional parabolic stochastic evolution equations Author Kirchner, K. (TU Delft Analysis) Willems, J. (TU Delft Analysis) Date 2023 Abstract A new class of fractional-order parabolic stochastic evolution equations of the form (∂t+A)γX(t)=W˙Q(t) , t∈ [0 , T] , γ∈ (0 , ∞) , is introduced, where - A generates a C -semigroup on a separable Hilbert space H and the spatiotemporal driving noise W˙ Q is the formal time derivative of an H-valued cylindrical Q-Wiener process. Mild and weak solutions are defined; these concepts are shown to be equivalent and to lead to well-posed problems. Temporal and spatial regularity of the solution process X are investigated, the former being measured by mean-square or pathwise smoothness and the latter by using domains of fractional powers of A. In addition, the covariance of X and its long-time behavior are analyzed. These abstract results are applied to the cases when A: = Lβ and Q: = L~ -α are fractional powers of symmetric, strongly elliptic second-order differential operators defined on (i) bounded Euclidean domains or (ii) smooth, compact surfaces. In these cases, the Gaussian solution processes can be seen as generalizations of merely spatial (Whittle–)Matérn fields to space–time. Subject Matérn covarianceMean-square differentiabilityMild solutionNonlocal space–time differential operatorsSpatiotemporal Gaussian processesStrongly continuous semigroups To reference this document use: http://resolver.tudelft.nl/uuid:3a1578ce-3739-4dba-bc90-2bcc4105c5c6 DOI https://doi.org/10.1007/s40072-023-00316-7 ISSN 2194-0401 Source Stochastic Partial Differential Equations: analysis and computations Part of collection Institutional Repository Document type journal article Rights © 2023 K. Kirchner, J. Willems Files PDF s40072_023_00316_7.pdf 895.11 KB Close viewer /islandora/object/uuid:3a1578ce-3739-4dba-bc90-2bcc4105c5c6/datastream/OBJ/view