Higher order moments for SPDE with monotone nonlinearities*
Manuel V. Gnann (TU Delft - Mathematical Physics)
Jochem Hoogendijk (Universiteit Utrecht)
Mark C. Veraar (TU Delft - Analysis)
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Abstract
This paper introduces a new p-dependent coercivity condition through which (Formula presented.) -moments for solutions can be obtained for a large class of SPDEs in the variational framework. If p = 2, our condition reduces to the classical coercivity condition, which only yields second moments for the solution. The abstract result is shown to be optimal. Moreover, the results are applied to obtain (Formula presented.) -moments of solutions for several classical SPDEs such as stochastic heat equations with Dirichlet and Neumann boundary conditions, Burgers' equation and the Navier–Stokes equations in two spatial dimensions. Furthermore, we can recover recent results for systems of SPDEs and higher-order SPDEs using our unifying coercivity condition.
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