Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

TL;DR

This paper investigates non-autonomous stochastic evolution equations on Banach spaces, establishing existence, uniqueness, and regularity of solutions, and applies the results to improve known outcomes for certain stochastic PDEs.

Contribution

It extends the factorization method to non-autonomous equations on Banach spaces and provides new regularity results, improving previous literature.

Findings

Existence and uniqueness of mild solutions under Lipschitz conditions

Space-time regularity results for solutions

Application to improve results on stochastic PDEs by Sanz-Solé and Vuillermot

Abstract

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T], U(0) & = u_0. {aligned}. {equation} Here $(A(t))_{t\in [0,T]}$ are unbounded operators with domains $(D(A(t)))_{t\in [0,T]}$ which may be time dependent. We assume that $(A(t))_{t\in [0,T]}$ satisfies the conditions of Acquistapace and Terreni. The functions $F$ and $B$ are nonlinear functions defined on certain interpolation spaces and $u_0\in E$ is the initial value. $W_H$ is a cylindrical Brownian motion on a separable Hilbert space $H$. Under Lipschitz and linear growth conditions we show that there exists a unique mild solution of \eqref{eq:SEab}. Under assumptions on the interpolation spaces we extend the factorization method of Da Prato, Kwapie\'n, and Zabczyk, to obtain space-time regularity results for the solution $U$ of \eqref{eq:SEab}. For Hilbert spaces $E$ we obtain a maximal regularity result. The results improve several previous results from the literature. The theory is applied to a second order stochastic partial differential equation which has been studied by Sanz-Sol\'e and Vuillermot. This leads to several improvements of their result.