On the H\"older regularity of a linear stochastic partial-integro-differential equation with memory

TL;DR

This paper investigates the regularity of solutions to a linear stochastic partial-integro-differential equation with memory, establishing conditions for existence and H"older regularity, and compares these results to classical stochastic heat equation cases.

Contribution

It provides new sufficient conditions for existence and H"older regularity of solutions to equations with memory driven by stationary noise, extending classical results to viscoelastic diffusion models.

Findings

Solutions exhibit H"older $(1/2- ext{epsilon})$ in space and time for certain noise structures.

Memory effects satisfying Fluctuation--Dissipation lead to higher regularity in solutions.

Comparison with classical stochastic heat equation highlights the impact of memory and noise structure.

Abstract

In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the framework of generalized stationary solutions introduced in~\cite{mckinley2018anomalous}, we provide sufficient conditions on the differential operator and the noise to obtain the existence as well as H\"older regularity of the stationary solutions for the concerned equation. As an application of the regularity results, we compare to analogous classical results for the stochastic heat equation. When the 1d stochastic heat equation is driven by white noise, solutions are continuous with space and time regularity that is H\"older $(1/2-\ep)$ and $(1/4-\ep)$ respectively. When driven by colored-in-space noise, solutions can have a range of regularity properties depending on the structure of the noise. Here, we show that the particular form of colored-in-time memory that arises in viscoelastic diffusion applications, satisfying what is called the Fluctuation--Dissipation relationship, yields sample paths that are H\"older $(1/2-\ep)$ and $(1/2-\ep)$ in space and time.