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Mark Veraar

Publications and source records attributed to Mark Veraar.

At least 37 records · Page 2Linked to original sources
arXiv2024

Reaction-diffusion equations with transport noise and critical superlinear diffusion: Global well-posedness of weakly dissipative systems

In this paper, we investigate the global well-posedness of reaction-diffusion systems with transport noise on the $d$-dimensional torus. We show new global well-posedness results for a large class of scalar equations (e.g. the Allen-Cahn equation), and dissipative systems (e.g. equations in coagulation dynamics). Moreover, we prove global well-posedness for two weakly dissipative systems: Lotka-Volterra equations for $d\in\{1, 2, 3, 4\}$ and the Brusselator for $d\in \{1, 2, 3\}$. Many of the results are also new without transport noise. The proofs are based on maximal regularity techniques, positivity results, and sharp blow-up criteria developed in our recent works, combined with energy estimates based on Itô's formula and stochastic Gronwall inequalities. Key novelties include the introduction of new $L^ζ$-coercivity/dissipativity conditions and the development of an $L^p(L^q)$-framework for systems of reaction-diffusion equations, which are needed when treating dimensions $d\in \{2, 3\}$ in the case of cubic or higher order nonlinearities.

math.AP↗
arXiv2024

Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly continuous semigroup $S$ on a Hilbert space $X$, and the focus is on non-parabolic problems. The main results are optimal bounds for the uniform strong error $$\mathrm{E}_{k}^{\infty} := \Big(\mathbb{E} \sup_{j\in \{0, \ldots, N_k\}} \|U(t_j) - U^j\|^p\Big)^{1/p},$$ where $p \in [2,\infty)$, $U$ is the mild solution, $U^j$ is obtained from a time discretisation scheme, $k$ is the step size, and $N_k = T/k$. The usual schemes such as the exponential Euler, the implicit Euler, and the Crank-Nicolson method, etc. are included as special cases. Under conditions on the nonlinearity and the noise, we show - $\mathrm{E}_{k}^{\infty}\lesssim k \sqrt{\log(T/k)}$ (linear equation, additive noise, general $S$); - $\mathrm{E}_{k}^{\infty}\lesssim \sqrt{k} \sqrt{\log(T/k)}$ (nonlinear equation, multiplicative noise, contractive $S$); - $\mathrm{E}_{k}^{\infty}\lesssim k \sqrt{\log(T/k)}$ (nonlinear wave equation, multiplicative noise) for a large class of time discretisation schemes. The logarithmic factor can be removed if the exponential Euler method is used with a (quasi)-contractive $S$. The obtained bounds coincide with the optimal bounds for SDEs. Most of the existing literature is concerned with bounds for the simpler pointwise strong error $$\mathrm{E}_k:=\bigg(\sup_{j\in \{0,\ldots,N_k\}}\mathbb{E} \|U(t_j) - U^{j}\|^p\bigg)^{1/p}.$$ Applications to Maxwell equations, Schrödinger equations, and wave equations are included. For these equations, our results improve and reprove several existing results with a unified method and provide the first results known for the implicit Euler and the Crank-Nicolson method.

math.NA↗
arXiv2024

Strongly Kreiss Bounded Operators in UMD Banach Spaces

In this paper we give growth estimates for $\|T^n\|$ for $n\to \infty$ in the case $T$ is a strongly Kreiss bounded operator on a UMD Banach space $X$. In several special cases we provide explicit growth rates. This includes known cases such as Hilbert and $L^p$-spaces, but also intermediate UMD spaces such as non-commutative $L^p$-spaces and variable Lebesgue spaces.

math.FA↗
arXiv2024

The critical variational setting for stochastic evolution equations

In this paper we introduce the critical variational setting for parabolic stochastic evolution equations of quasi- or semi-linear type. Our results improve many of the abstract results in the classical variational setting. In particular, we are able to replace the usual weak or local monotonicity condition by a more flexible local Lipschitz condition. Moreover, the usual growth conditions on the multiplicative noise are weakened considerably. Our new setting provides general conditions under which local and global existence and uniqueness hold. In addition, we prove continuous dependence on the initial data. We show that many classical SPDEs, which could not be covered by the classical variational setting, do fit in the critical variational setting. In particular, this is the case for the Cahn-Hilliard equation, tamed Navier-Stokes equations, and Allen-Cahn equation.

math.PR↗
arXiv2024

Temporal approximation of stochastic evolution equations with irregular nonlinearities

In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on $2$-smooth Banach spaces $X$. The leading operator $A$ is assumed to generate a strongly continuous semigroup $S$ on $X$, and the focus is on non-parabolic problems. The main result concerns convergence of the uniform strong error $$E_{k}^{\infty} := \Big(\mathbb{E} \sup_{j\in \{0, \ldots, N_k\}} \|U(t_j) - U^j\|_X^p\Big)^{1/p} \to 0\quad (k \to 0),$$ where $p \in [2,\infty)$, $U$ is the mild solution, $U^j$ is obtained from a time discretisation scheme, $k$ is the step size, and $N_k = T/k$ for final time $T>0$. This generalises previous results to a larger class of admissible nonlinearities and noise, as well as rough initial data from the Hilbert space case to more general spaces. We present a proof based on a regularisation argument. Within this scope, we extend previous quantified convergence results for more regular nonlinearity and noise from Hilbert to $2$-smooth Banach spaces. The uniform strong error cannot be estimated in terms of the simpler pointwise strong error $$E_k := \bigg(\sup_{j\in \{0,\ldots,N_k\}}\mathbb{E} \|U(t_j) - U^{j}\|_X^p\bigg)^{1/p},$$ which most of the existing literature is concerned with. Our results are illustrated for a variant of the Schrödinger equation, for which previous convergence results were not applicable.

math.NA↗
arXiv2023

Stochastic maximal $L^p(L^q)$-regularity for second order systems with periodic boundary conditions

In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,ω)$, and Hölder continuous in space. Assuming stochastic parabolicity conditions, we prove $L^p((0,T)\times Ω, t^κ\, \mathrm{d} t;H^{σ,q}(\mathbb{T}^d))$-estimates. The main novelty is that we do not require $p=q$. Moreover, we allow arbitrary $σ\in \mathbb{R}$ and weights in time. Such mixed regularity estimates play a crucial role in applications to nonlinear SPDEs which is clear from our previous work. To prove our main results we develop a general perturbation theory for SPDEs. Moreover, we prove a new result on pointwise multiplication in spaces with fractional smoothness.

math.PR↗
arXiv2023

Stochastic Navier-Stokes equations for turbulent flows in critical spaces

In this paper we study the stochastic Navier-Stokes equations on the $d$-dimensional torus with transport noise, which arise in the study of turbulent flows. Under very weak smoothness assumptions on the data we prove local well-posedness in the critical case $\mathbb{B}^{d/q-1}_{q,p}$ for $q\in [2,2d)$ and $p$ large enough. Moreover, we obtain new regularization results for solutions, and new blow-up criteria which can be seen as a stochastic version of the Serrin blow-up criteria. The latter is used to prove global well-posedness with high probability for small initial data in critical spaces in any dimensions $d\geq 2$. Moreover, for $d=2$, we obtain new global well-posedness results and regularization phenomena which unify and extend several earlier results.

math.AP↗
arXiv2023

Reaction-diffusion equations with transport noise and critical superlinear diffusion: local well-posedness and positivity

In this paper we consider a class of stochastic reaction-diffusion equations. We provide local well-posedness, regularity, blow-up criteria and positivity of solutions. The key novelties of this work are related to the use transport noise, critical spaces and the proof of higher order regularity of solutions -- even in case of non-smooth initial data. Crucial tools are $L^p(L^q)$-theory, maximal regularity estimates and sharp blow-up criteria. We view the results of this paper as a general toolbox for establishing global well-posedness for a large class of reaction-diffusion systems of practical interest, of which many are completely open. In our follow-up work (Agresti and Veraar: Global existence ... ), the results of this paper are applied in the specific cases of the Lotka-Volterra equations and the Brusselator model.

math.AP↗
arXiv2022

Singular stochastic integral operators

In this paper we introduce Calderón-Zygmund theory for singular stochastic integrals with operator-valued kernel. In particular, we prove $L^p$-extrapolation results under a Hörmander condition on the kernel. Sparse domination and sharp weighted bounds are obtained under a Dini condition on the kernel, leading to a stochastic version of the solution to the $A_2$-conjecture. The results are applied to obtain $p$-independence and weighted bounds for stochastic maximal $L^p$-regularity both in the complex and real interpolation scale. As a consequence we obtain several new regularity results for the stochastic heat equation on $\mathbb{R}^d$ and smooth and angular domains.

math.FA↗
arXiv2022

On the trace embedding and its applications to evolution equations

In this paper we consider traces at initial times for functions with mixed time-space smoothness. Such results are often needed in the theory of evolution equations. Our result extends and unifies many previous results. Our main improvement is that we can allow general interpolation couples. The abstract results are applied to regularity problems for fractional evolution equations and stochastic evolution equation, where uniform trace estimates on the half-line are shown.

math.AP↗
arXiv2022

Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases of nonlinear parabolic problems which are of quasi- or semilinear type. This first part is on local existence and well-posedness. A second part in preparation is on blow-up criteria and regularization. Our theory is formulated in an $L^p$-setting, and because of this we can deal with nonlinearities in a very efficient way. Applications to several concrete problems and their quasilinear variants are given. This includes Burger's equation, the Allen-Cahn equation, the Cahn-Hilliard equation, reaction-diffusion equations, and the porous media equation. The interplay of the nonlinearities and the critical spaces of initial data leads to new results and insights for these SPDEs. The proofs are based on recent developments in maximal regularity theory for the linearized problem for deterministic and stochastic evolution equations. In particular, our theory can be seen as a stochastic version of the theory of critical spaces due to Prüss-Simonett-Wilke (2018). Sharp weighted time-regularity allow us to deal with rough initial values and obtain instantaneous regularization results. The abstract well-posedness results are obtained by a combination of several sophisticated splitting and truncation arguments.

math.FA↗
arXiv2022

Nonlinear parabolic stochastic evolution equations in critical spaces Part II. Blow-up criteria and instantaneous regularization

This paper is a continuation of Part I of this project, where we developed a new local well-posedness theory for nonlinear stochastic PDEs with Gaussian noise. In the current Part II we consider blow-up criteria and regularization phenomena. As in Part I we can allow nonlinearities with polynomial growth, and rough initial values from critical spaces. In the first main result we obtain several new blow-up criteria for quasi- and semilinear stochastic evolution equations. In particular, for semilinear equations we obtain a Serrin type blow-up criterium, which extends a recent result of Prüss-Simonett-Wilke (2018) to the stochastic setting. Blow-up criteria can be used to prove global well-posedness for SPDEs. As in Part I, maximal regularity techniques and weights in time play a central role in the proofs. Our second contribution is a new method to bootstrap Sobolev and Hölder regularity in time and space, which does not require smoothness of the initial data. The blow-up criteria are at the basis of these new methods. Moreover, in applications the bootstrap results can be combined with our blow-up criteria, to obtain efficient ways to prove global existence. This gives new results even in classical $L^2$-settings, which we illustrate for a concrete SPDE. In future works in preparation we apply the results of the current paper to obtain global well-posedness results, and regularity for several concrete SPDEs. These include stochastic Navier-Stokes, reaction diffusion equations, and Allen-Cahn equations. Our setting allows to put these SPDEs into a more flexible framework, where less restrictions on the nonlinearities are needed, and we are able to treat rough initial values from critical spaces. Moreover, we will obtain higher order regularity results.

math.FA↗
arXiv2021

Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a $2$-smooth Banach space $X$ and $(W_t)_{t\in [0,T]}$ is a cylindrical Brownian motion on a probability space $(Ω,P)$, then for every $0<p<\infty$ there exists a constant $C_{p,X}$ such that for all progressively measurable processes $g: [0,T]\times Ω\to X$ the process $(\int_0^t S(t,s)g_sdW_s)_{t\in [0,T]}$ has a continuous modification and $$E\sup_{t\in [0,T]}\Big\| \int_0^t S(t,s)g_sdW_s \Big\|^p\leq C_{p,X}^p \mathbb{E} \Bigl(\int_0^T \| g_t\|^2_{γ(H,X)}dt\Bigr)^{p/2}.$$ Moreover, for $2\leq p<\infty$ one may take $C_{p,X} = 10 D \sqrt{p},$ where $D$ is the constant in the definition of $2$-smoothness for $X$. Our result improves and unifies several existing maximal estimates and is even new in case $X$ is a Hilbert space. Similar results are obtained if the driving martingale $g_tdW_t$ is replaced by more general $X$-valued martingales $dM_t$. Moreover, our methods allow for random evolution systems, a setting which appears to be completely new as far as maximal inequalities are concerned. As a second application, for a large class of time discretisation schemes we obtain stability and pathwise uniform convergence of time discretisation schemes for solutions of linear SPDEs $$ du_t = A(t)u_tdt + g_tdW_t, \quad u_0 = 0,$$ Under spatial smoothness assumptions on the inhomogeneity $g$, contractivity is not needed and explicit decay rates are obtained. In the parabolic setting this sharpens several know estimates in the literature; beyond the parabolic setting this seems to provide the first systematic approach to pathwise uniform convergence to time discretisation schemes.

math.PR↗
arXiv2020

The heat equation with rough boundary conditions and holomorphic functional calculus

In this paper we consider the Laplace operator with Dirichlet boundary conditions on a smooth domain. We prove that it has a bounded $H^\infty$-calculus on weighted $L^p$-spaces for power weights which fall outside the classical class of $A_p$-weights. Furthermore, we characterize the domain of the operator and derive several consequences on elliptic and parabolic regularity. In particular, we obtain a new maximal regularity result for the heat equation with rough inhomogeneous boundary data.

math.AP↗
arXiv2019

On temporal regularity of stochastic convolutions in $2$-smooth Banach spaces

We show that paths of solutions to parabolic stochastic differential equations have the same regularity in time as the Wiener process (as of the current state of art). The temporal regularity is considered in the Besov-Orlicz space $B^{1/2}_{Φ_2,\infty}(0,T;X)$ where $Φ_2(x)=\exp(x^2)-1$ and $X$ is a $2$-smooth Banach space.

math.PR↗
arXiv2019

Extensions of the vector-valued Hausdorff-Young inequalities

In this paper we study the vector-valued analogues of several inequalities for the Fourier transform. In particular, we consider the inequalities of Hausdorff--Young, Hardy--Littlewood, Paley, Pitt, Bochkarev and Zygmund. The Pitt inequalities include the Hausdorff--Young and Hardy--Littlewood inequalities and state that the Fourier transform is bounded from $L^p(\mathbb{R}^d,|\cdot|^{βp})$ into $L^q(\mathbb{R}^d,|\cdot|^{-γq})$ under certain condition on $p,q,β$ and $γ$. Vector-valued analogues are derived under geometric conditions on the underlying Banach space such as Fourier type and related geometric properties. Similar results are derived for $\mathbb{T}^d$ and $\mathbb{Z}^d$ by a transference argument. We prove sharpness of our results by providing elementary examples on $\ell^p$-spaces. Moreover, connections with Rademacher (co)type are discussed as well.

math.FA↗
arXiv2019

Stochastic maximal regularity for rough time-dependent problems

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only progressively measurable in the time variable. For $2m$-th order systems with $VMO$ regularity in space, we obtain $L^{p}(L^{q})$ estimates for all $p>2$ and $q\geq 2$, leading to optimal space-time regularity results. For second order systems with continuous coefficients in space, we also include a first order linear term, under a stochastic parabolicity condition, and obtain $L^{p}(L^{p})$ estimates together with optimal space-time regularity. For linear second order equations in divergence form with random coefficients that are merely measurable in both space and time, we obtain estimates in the tent spaces $T^{p,2}_σ$ of Coifman-Meyer-Stein. This is done in the deterministic case under no extra assumption, and in the stochastic case under the assumption that the coefficients are divergence free.

math.AP↗