Maximal regularity for non-autonomous stochastic evolution equations in UMD Banach spaces

A non-autonomous stochastic linear evolution equation in UMD Banach spaces of type 2 is considered. We construct unique strict solutions to the equation and show their maximal regularity. The abstract results are then applied to a stochastic partial differential equation.     

Stochastic evolution equations in UMD Banach spaces

We discuss existence, uniqueness, and space-time Hölder regularity for solutions of the parabolic stochastic evolution equation

     

Continuous local martingales and stochastic integration in UMD Banach spaces

Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitrary real-valued continuous local martingale. We give several characterizations of integrability and prove a version of the Itô isometry, the Burkholder–Davis–Gundy inequality, the Itô formula and the martingale representation theorem.     

Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

In this paper, we study the existence-uniqueness and large deviation estimate for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then we apply them to a large class of semilinear stochastic partial differential equations (SPDE), and obtain the existence of unique maximal strong solutions (in the sense of SDE and PDE) under local Lipschitz conditions. Moreover, stochastic Navier-Stokes equations are also investigated.     

On semi-linear degenerate backward stochastic partial differential equations

 In this paper we study a class of one-dimensional, degenerate, semilinear backward stochastic partial differential equations (BSPDEs, for short) of parabolic type. By establishing some new a priori estimates for both linear and semilinear BSPDEs, we show that the regularity and uniform boundedness of the adapted solution to the semilinear BSPDE can be determined by those of the coefficients, a special feature that one usually does not expect from a stochastic differential equation. The proof follows the idea of the so-called bootstrap method, which enables us to analyze each of the derivatives of the solution under consideration. Some related results, including some comparison theorems of the adapted solutions for semilinear BSPDEs, as well as a nonlinear stochastic Feynman-Kac formula, are also given. Received: 16 January 2001 / Revised version: 11 October 2001 / Published online: 14 June 2002     

Irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces

We prove coerciveness with a defect and Fredholmness of nonlocal irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces. Then, we prove coerciveness with a defect in both the space variable and the spectral parameter of the problem with a linear parameter in the equation. The results do not imply maximal L _p -regularity in contrast to previously considered regular case. In fact, a counterexample shows that there is no maximal L _p -regularity in the irregular case. When studying Fredholmness, the boundary conditions may also contain unbounded operators in perturbation terms. Finally, application to nonlocal irregular boundary value problems for elliptic equations of the second order in cylindrical domains are presented. Equations and boundary conditions may contain differential-integral parts. The spaces of solvability are Sobolev type spaces ${W_{p,q}^{2,2}}$ .     

Multivalued differential equations in separable Banach spaces

This paper is concerned with multivalued differential equations of the form F(t,x), whereF is a multivalued mapping taking as its values nonempty compact, but not necessarily convex, subsets in a separable Banach space. The main result is connected with the existence of solutions of these equations.     

Oscillation of differential equations in Banach spaces

Summary In this paper some properties of solutions of the differential equation Y″(t)++P(t) Y(t)=0 in Banach spaces are investigated. In particular, conditions are given for some solutions of such equations to possess an infinite number of zeros as t → ∞ while another condition ensures some solutions possess only a finite number of zeros, Some examples and a theorem show the concept of an oscillatory solution of a differential equation in a Banach space involves pathologies not found in the case of finite dimensional spaces. Upon specialization of the Banach spaces involved the results reduce to known theorems. Entrata in Redazione il 13 maggio 1969.     

Causal functional differential equations in Banach spaces

The aim of this paper is to establish the existence of solutions and some properties of set solutions for a Cauchy problem with causal operator in a separable Banach space.     

Geometric singular perturbation theory for stochastic differential equations

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths of the stochastic system are concentrated in a neighbourhood of the slow manifold, which we construct explicitly. Depending on the dynamics of the reduced system, the results cover time spans which can be exponentially long in the noise intensity squared (that is, up to Kramers’ time). We obtain exponentially small upper and lower bounds on the probability of exceptional paths. If the slow manifold contains bifurcation points, we show similar concentration properties for the fast variables corresponding to non-bifurcating modes. We also give conditions under which the system can be approximated by a lower-dimensional one, in which the fast variables contain only bifurcating modes.     

Decay characteristics for nonlinear differential equations in Banach spaces

A standard procedure for optimizing the transient response of a system of nonlinear differential equations near an asymptotically stable equilibrium point involves choosing the system parameters so that the right-most eigenvalue of the linearized system is furthest to the left in the complex plane. This procedure is shown to also apply for nonlinear systems in infinite dimensional Banach spaces.     

Regular boundary value problems for complete second order elliptic differential-operator equations in UMD Banach spaces

We consider coerciveness and Fredholmness of nonlocal boundary value problems for complete second order elliptic differential-operator equations in UMD Banach spaces. In some special cases, the main coefficients of the boundary conditions may be bounded operators and not only complex numbers. Then, we prove an isomorphism, in particular, maximal L _p -regularity, of the problem with a linear parameter in the equation. In both cases, the boundary conditions may also contain unbounded operators in perturbation terms. Finally, application to regular nonlocal boundary value problems for elliptic equations of the second order in non-smooth domains are presented. Equations and boundary conditions may contain differential-integral parts. The spaces of solvability are Sobolev type spaces W _p,q ^2,2. The first author is a member of G.N.A.M.P.A. and the paper fits the 60% research program of G.N.A.M.P.A.-I.N.D.A.M.; The third author was supported by the Israel Ministry of Absorption.     

Systems of degenerate differential equations in Banach spaces

We consider systems of degenerate differential equations in Banach spaces of a special form. The main instrument of research is the technique of distributions in Banach spaces; namely, the construction of a fundamental operator function introduced by the first author. We translate the results obtained previously for a single equation to the systems of various types and illustrate them with examples.     

Accretive sets and differential equations in Banach spaces

This paper is concerned with global solutions of the initial value problem (1)du/dt +Au∋0,u(0)=x whereA is a (nonlinear) accretive set in a Banach spaceX. We show that various approximation processes converge to the solution (whenever it exists). In particular we obtain an exponential formula for the solutions of (1). AssumingX* is uniformly convex, we also prove the existence of a solution under weaker assumptions ofA than those made by previous authors (F. Browder, T. Kato). Results obtained at the Courant Institute of Mathematical Sciences, New York University, with the National Science Foundation, Grant NSF-GP-11600.