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Matthias Geissert

Publications and source records attributed to Matthias Geissert.

5 recordsLinked to original sources

Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise

We consider a class of semilinear Volterra type stochastic evolution equation driven by multiplicative Gaussian noise. The memory kernel, not necessarily analytic, is such that the deterministic linear equation exhibits a parabolic character. Under appropriate Lipschitz-type and linear growth assumptions on the nonlinear terms we show that the unique mild solution is mean-$p$ Hölder continuous with values in an appropriate Sobolev space depending on the kernel and the data. In particular, we obtain pathwise space-time (Sobolev-Hölder) regularity of the solution together with a maximal type bound on the spatial Sobolev norm. As one of the main technical tools we establish a smoothing property of the derivative of the deterministic evolution operator family.

math.PR

A non-autonomous model problem for the Oseen-Navier-Stokes flow with rotating effects

Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity. After rewriting the problem on a fixed domain, one obtains a non-autonomous system of equations with unbounded drift terms. It is shown that the solution to a model problem in the whole space case $\R^d$ is governed by a strongly continuous evolution system on $L^p_σ(\R^d)$ for $1<p<\infty$. The strategy is to derive a representation formula, similar to the one known in the case of non-autonomous Ornstein-Uhlenbeck equations. This explicit formula allows to prove $L^p$-$L^q$ estimates and gradient estimates for the evolution system. These results are key ingredients to obtain (local) mild solutions to the full nonlinear problem by a version of Kato's iteration scheme.

math.AP

$L^p$--regularity for parabolic operators with unbounded time--dependent coefficients

We establish the maximal regularity for nonautonomous Ornstein-Uhlenbeck operators in $L^p$-spaces with respect to a family of invariant measures, where $p\in (1,+\infty)$. This result follows from the maximal $L^p$-regularity for a class of elliptic operators with unbounded, time-dependent drift coefficients and potentials acting on $L^p(\R^N)$ with Lebesgue measure.

math.AP

Invariant Measures and Maximal L^2 Regularity for Nonautonomous Ornstein-Uhlenbeck Equations

We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the associated evolution semigroup. As a byproduct, we obtain optimal L^2 regularity results for evolution equations with time-depending Ornstein-Uhlenbeck operators.

math.AP