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Davide Addona

Publications and source records attributed to Davide Addona.

At least 19 recordsLinked to original sources
arXiv2026

Stochastic damped wave and Euler-Bernoulli equations with singular locally H\"older continuous drift

Let $U$ and $H$ be two separable Hilbert spaces and $T>0$. We consider a stochastic differential equation which evolves in the Hilbert space $H$ of the form \begin{align} \label{SDEa} dX(t)=AX(t)dt+B(t,X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align} where $A:D(A)\subseteq H\to H$ is the infinitesimal generator of a strongly continuous semigroup $(e^{tA})_{t\geq0}$, $W=(W(t))_{t\geq0}$ is a $U$-cylindrical Wiener process defined on a normal filtered probability space $(\Omega,\mathcal{F},\{\mathcal{F}_t\}_{t\in [0,T]},\mathbb{P})$, $G:U\to H$ is a linear bounded operator and $B:[0,T]\times H\to H_\beta$ is a locally $\theta$-H\"older continuous function with respect to the second variable, uniformly with respect to the first one, for some suitable $\theta\in(0,1)$. Here, $H_\beta$ is a Hilbert space which contains $H$ with continuous embedding, so that the drift term is singular: it is not well-defined from the ambient space $H$ into itself. The coefficient $\beta\geq0$ measures the order of such a singularity and the case $\beta=0$ corresponds to a drift term with values in $H$. We prove that, under suitable assumptions on the coefficients, weak and pathwise uniqueness hold true for equation \eqref{SDEa}. In particular, the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension $1$ and the stochastic damped Euler--Bernoulli beam equation up to dimension $3$, even in the hyperbolic case.

math.PR↗
arXiv2026

Maximal inequalities and Riesz transforms for vector-valued magnetic Schr\"odinger operators

We consider vector-valued magnetic Schr\"odinger operators $-\bm \Delta_{\bm a}+V$ with magnetic potential $\bm a \in L^2_{\mathrm{loc}}(\mathbb{R}^d;\mathbb{R}^d)$ and electric potential $V$ given by a matrix-valued function whose entries belong to $L^1_{\mathrm{loc}}(\mathbb{R}^d)$. We prove maximal inequalities in $L^p(\mathbb{R}^d;\mathbb{C}^m)$, $p\in[1,\infty)$ and the boundedness of the Riesz transforms $(\nabla - i\bm a)(-\bm \Delta_{\bm a}+V)^{-\frac{1}{2}}$ and $V^{\alpha}(-\bm \Delta_{\bm a}+V)^{-\alpha}$ on $L^p(\mathbb{R}^d;\mathbb{C}^m)$ for every $p \in (1,2]$ and every $\alpha\in[0,1/p]$.

math.AP↗
arXiv2026

A Bismut-Elworthy formula for BSDEs with degenerate noise

In this paper we derive a Bismut-Elworthy formula under assumptions weaker than the non degeneracy of the noise. By Bismut-Elworthy formula we mean a gradient type estimate on the transition semigroup of a stochastic differential equation in a possibly infinite dimensional Hilbert space. We also consider a nonlinear version of the Bismut formula for a backward stochastic differential equation, in analogy to what is done in \cite{futeBismut}, where a non-degenerate noise is considered. Our study is motivated by applications to stochastic wave equations and to stochastic damped wave equation.

math.PR↗
arXiv2025

Pathwise uniqueness by noise for singular stochastic PDEs

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution equations on separable Hilbert spaces and provides a first result to address such an issue. The singularity of the drift allows to achieve novel uniqueness results for several classes of examples, ranging from fluid-dynamics to phase-separation models.

math.PR↗
arXiv2025

Bounded $H^\infty$-calculus for vectorial-valued operators with Gaussian kernel estimates

We prove that the vector-valued generator of a bounded holomorphic semigroup represented by a kernel satisfying Gaussian estimates with bounded $H^\infty$-calculus in $L^2(\mathbb R^d;\mathbb C^m)$ admits bounded $H^\infty$-calculus for every $p\in (1,\infty)$. We apply this result to the elliptic operator $-{\rm div}(Q\nabla)+V$, where the potential term V is a matrix-valued function whose entries belong to $L^1_{\rm loc}(\mathbb R^d)$ and, for almost every $x\in \mathbb R^d$, $V(x)$ is a symmetric and nonnegative definite matrix.

math.AP↗
arXiv2025

Weak uniqueness for stochastic partial differential equations in Hilbert spaces

Let $U,H$ be two separable Hilbert spaces. The main goal of this paper is to study the weak uniqueness of the Stochastic Differential Equation evolving in $H$ \begin{align*} dX(t)=AX(t)dt+\mathcal{V}B(X(t))dt+GdW(t), \quad t>0, \quad X(0)=x \in H, \end{align*} where $\{W(t)\}_{t\geq 0}$ is a $U$-cylindrical Wiener process, $A:D(A)\subseteq H\to H$ is the infinitesimal generator of a strongly continuous semigroup, $\mathcal{V},G:U\rightarrow H$ are linear bounded operators and $B:H\rightarrow U$ is a uniformly continuous function. The abstract result in this paper gives the weak uniqueness for large classes of heat and damped equations in any dimension without any H\"older continuity assumption on $B$.

math.PR↗
arXiv2025

Second Quantization and Evolution Operators in infinite dimension

In an infinite dimensional separable Hilbert space $X$, we study compactness properties and the hypercontractivity of the Ornstein-Uhlenbeck evolution operators $P_{s,t}$ in the spaces $L^p(X,\gamma_t)$, $\{\gamma_t\}_{t\in\R}$ being a suitable evolution system of measures for $P_{s,t}$. Moreover, we study the asymptotic behavior of $P_{s,t}$. Our results are produced thanks to a representation formula for $P_{s,t}$ through the second quantization operator. Among the examples, we consider the transition evolution operator associated to a non-autonomous stochastic parabolic PDE.

math.FA↗
arXiv2024

Pathwise uniqueness in infinite dimension under weak structure conditions

Let $U,H$ be two separable Hilbert spaces and $T>0$. We consider an SDE which evolves in the Hilbert space $H$ of the form \begin{align} dX(t)=AX(t)dt+\widetilde{\mathscr L}B(X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align} where $A:D(A)\subseteq H\to H$ is the infinitesimal generator of a strongly continuous semigroup $(e^{tA})_{t\geq0}$, $W=(W(t))_{t\geq0}$ is a $U$-cylindrical Wiener process defined on a normal filtered probability space $(\Omega,\mathcal{F},\{\mathcal{F}_t\}_{t\in [0,T]},\mathbb{P})$, $B:H\to H$ is a bounded and $\theta$-H\"older continuous function, for some suitable $\theta\in(0,1)$, and $\widetilde{\mathscr L}:H\to H$ and $G:U\to H$ are linear bounded operators. We prove that, under suitable assumptions on the coefficients, the weak mild solution to the equation depends on the initial datum in a Lipschitz way. This implies that pathwise uniqueness holds true. Here, the presence of the operator $\Lambda$ plays a crucial role. In particular the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension $1$ and the stochastic damped Euler--Bernoulli Beam equation upto dimension $3$ even in the hyperbolic case.

math.PR↗
arXiv2024

Gradient contractivity of a rescaled resolvent on domains in Wiener spaces

Given an abstract Wiener space $(X,\gamma,H)$, we consider an open set $O\subseteq X$ which satisfies certain smoothness and mean-curvature conditions. We prove that the rescaled resolvent operator associated to the Ornstein-Uhlenbeck operator with homogeneous Dirichlet boundary conditions on $O$ is gradient contractive in $L^p(X,\gamma)$ for every $p\in(1,\infty)$. This is the Gaussian counterpart of an analogous result for the rescaled resolvent operator associated to the Laplace operator $\Delta$ in $L^p$ with respect to the Lebesgue measure, $p\in[1,\infty)$, with homogeneous Dirichlet boundary conditions on a bounded convex open set $O\subseteq \mathbb R^n$.

math.AP↗
arXiv2024

Space Regularity of Evolution Equations Driven by Rough Paths

In this paper, we consider the linear evolution equation $dy(t)=Ay(t)dt+Gy(t)dx(t)$, where $A$ is a closed operator, associated to a semigroup, with good smoothing effects in a Banach space $E$, $x$ is a nonsmooth path, which is $\eta$-H\"older continuous for some $\eta\in (1/3,1/2]$, and $G$ is a non-smoothing linear operator on $E$. We prove that the Cauchy problem associated with the previous equation admits a unique mild solution and we also show that the solution increases the regularity of the initial datum as soon as time evolves. Then, we show that the mild solution is also an integral solution and this allows us to prove a It\^o formula.

math.AP↗
arXiv2023

$L^p$ Maximal regularity for vector-valued Schr\"{o}dinger operators

In this paper we consider the vector-valued Schr\"{o}dinger operator $-\Delta + V$, where the potential term $V$ is a matrix-valued function whose entries belong to $L^1_{\rm loc}(\mathbb{R}^d)$ and, for every $x\in\mathbb{R}^d$, $V(x)$ is a symmetric and nonnegative definite matrix, with non positive off-diagonal terms and with eigenvalues comparable each other. For this class of potential terms we obtain maximal inequality in $L^1(\mathbb{R}^d,\mathbb{R}^m).$ Assuming further that the minimal eigenvalue of $V$ belongs to some reverse H\"older class of order $q\in(1,\infty)\cup\{\infty\}$, we obtain maximal inequality in $L^p(\mathbb{R}^d,\mathbb{R}^m)$, for $p$ in between $1$ and some $q$.

math.AP↗
arXiv2023

Pathwise uniqueness for stochastic heat and damped equations with H\"older continuous drift

In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension $3$, the stochastic damped wave equation in dimension $1$ and the stochastic Euler-Bernoulli damped beam equation up to dimension $3$. We do not require that the so-called {\it structure condition} holds true.

math.PR↗
arXiv2022

Characterizations of Sobolev spaces on sublevel sets in abstract Wiener spaces

In this paper we consider an abstract Wiener space $(X,\gamma,H)$ and an open subset $O\subseteq X$ which satisfies suitable assumptions. For every $p\in(1,+\infty)$ we define the Sobolev space $W_{0}^{1,p}(O,\gamma)$ as the closure of Lipschitz continuous functions which support with positive distance from $\partial O$ with respect to the natural Sobolev norm, and we show that under the assumptions on $O$ the space $W_{0}^{1,p}(O,\gamma)$ can be characterized as the space of functions in $W^{1,p}(O,\gamma)$ which have null trace at the boundary $\partial O$, or, equivalently, as the space of functions defined on $O$ whose trivial extension belongs to $W^{1,p}(X,\gamma)$.

math.FA↗
arXiv2021

On weakly coupled systems of partial differential equations with different diffusion terms

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled second-order elliptic operators $\bf{\mathcal A}$, with possibly unbounded coefficients and diffusion and drift terms which vary from equation to equation. We also provide estimates of the spatial derivatives up to the third-order and continuity properties both of the evolution operator ${\bf G}(t,s)$ associated to the Cauchy problem $D_t{\bf u}=\bf{\mathcal A}(t){\bf u}$ in $C_b(\mathbb{R}^d;\mathbb{R}^m)$, and, for fixed $\overline t$, of the semigroup ${\bf T}_{\overline t}(\tau)$ associated to the autonomous Cauchy problem $D_{\tau}{\bf u}={\bf{\mathcal A}}(\overline t){\bf u}$ in $C_b(\mathbb{R}^d;\mathbb{R}^m)$. These results allow us to deal with elliptic problems whose coefficients also depend on time.

math.AP↗
arXiv2021

Regularity results for non-linear Young equations and applications

In this paper we provide sufficient conditions which ensure that the non-linear equation $dy(t)=Ay(t)dt+\sigma(y(t))dx(t)$, $t\in(0,T]$, with $y(0)=\psi$ and $A$ being an unbounded operator, admits a unique mild solution which is classical, i.e., $y(t)\in D(A)$ for any $t\in (0,T]$, and we compute the blow-up rate of the norm of $y(t)$ as $t\rightarrow 0^+$. We stress that the regularity of $y$ is independent on the smoothness of the initial datum $\psi$, which in general does not belong to $D(A)$. As a consequence we get an integral representation of the mild solution $y$ which allows us to prove a chain rule formula for smooth functions of $y$ and necessary conditions for the invariance of hyperplanes with respect to the non-linear evolution equation.

math.AP↗
arXiv2021

A BSDEs approach to pathwise uniqueness for stochastic evolution equations

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic systems with structural damping (for such equations even existence of solutions in the linear case is a delicate issue) and semilinear stochastic 3D heat equations. In the deterministic case, there are examples of non-uniqueness in our framework. Strong (or pathwise) uniqueness is restored by means of a suitable additive Wiener noise. The proof of uniqueness relies on the study of related systems of infinite dimensional forward-backward SDEs (FBSDEs). This is a different approach with respect to the well-known method based on the Ito formula and the associated Kolmogorov equation (the so-called Zvonkin transformation or Ito-Tanaka trick). We deal with approximating FBSDEs in which the linear part generates a group of bounded linear operators in H; such approximations depend on the type of SPDEs we are considering. We also prove Lipschitz dependence of solutions from their initial conditions.

math.PR↗
arXiv2021

On the equivalence of Sobolev norms in Malliavin spaces

We investigate the problem of the equivalence of $L^q$-Sobolev norms in Malliavin spaces for $q\in [1,\infty)$, focusing on the graph norm of the $k$-th Malliavin derivative operator and the full Sobolev norm involving all derivatives up to order $k$, where $k$ is any positive integer. The case $q=1$ in the infinite-dimensional setting is challenging, since at such extreme the standard approach involving Meyer's inequalities fails. In this direction, we are able to establish the mentioned equivalence for $q=1$ and $k=2$ relying on a vector-valued Poincar\'e inequality that we prove independently and that turns out to be new at this level of generality, while for $q=1$ and $k>2$ the equivalence issue remains open, even if we obtain some functional estimates of independent interest. With our argument (that also resorts to the Wiener chaos) we are able to recover the case $q\in (1,\infty)$ in the infinite-dimensional setting; the latter is known since the eighties, however our proof is more direct than those existing in the literature, and allows to give explicit bounds on all the multiplying constants involved in the functional inequalities. Finally, we also deal with the finite-dimensional case for all $q\in [1,\infty)$ (where the equivalence, without explicit constants, follows from standard compactness arguments): our proof in such setting is much simpler, relying on Gaussian integration-by-parts formulas and an adaptation of Sobolev inequalities in Euclidean spaces, and it provides again quantitative bounds on the multiplying constants, which however blow up when the dimension diverges to $\infty$ (whence the need for a different approach in the infinite-dimensional setting).

math.FA↗