Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE
 
research article

THE COMPACT SUPPORT PROPERTY FOR SOLUTIONS TO THE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH COLORED NOISE

Han, Beom-Seok
•
Kim, Kunwoo
•
Yi, Jaeyun  
January 1, 2023
Siam Journal On Mathematical Analysis

We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a spatially homogeneous Gaussian noise that is white in time and colored in space, and h(t,x,u) satisfies K-1|u|lambda <= h(t,x,u)<= K(1+|u|) for lambda is an element of(0,1) and K >= 1. We show that if the initial data u0 >= 0 has a compact support, then, under the reinforced Dalang's condition on F-center dot (which guarantees the existence and the H & ouml;lder continuity of a weak solution), all nonnegative weak solutions u(t,& sdot;) have the compact support for all t>0 with probability 1. Our results extend the works by Mueller-Perkins [Probab. Theory Relat. Fields, 93(3):325--358, 1992] and Krylov [Probab. Theory Relat. Fields, 108(4):543--557, 1997], in which they show the compact support property only for the one-dimensional SPDEs driven by space-time white noise on (0,infinity)xR

  • Details
  • Metrics
Type
research article
DOI
10.1137/23M1557283
Web of Science ID

WOS:001114759300006

Author(s)
Han, Beom-Seok
Kim, Kunwoo
Yi, Jaeyun  
Date Issued

2023-01-01

Publisher

Siam Publications

Published in
Siam Journal On Mathematical Analysis
Volume

55

Issue

6

Start page

7665

End page

7703

Subjects

Physical Sciences

•

Stochastic Partial Differential Equation

•

Compact Support Property

•

Colored Noise

•

Lp-Theory

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROPDE  
FunderGrant Number

National Research Foundation of Korea (NRF)

NRF-2021R1C1C2007792

NRF

2019R1A5A1028324

Available on Infoscience
February 21, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/204930
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés