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Robert Denk

Publications and source records attributed to Robert Denk.

At least 19 recordsLinked to original sources
arXiv2026

Higher-order regularity for a structurally damped plate equation on rough domains

We prove well-posedness and higher-order regularity for a linear structurally damped plate equation with inhomogeneous Dirichlet--Neumann boundary conditions on the half-space and on bounded domains. To this end, we study maximal regularity properties of the related first-order system on weighted Sobolev spaces of arbitrarily high smoothness. In particular, we consider Sobolev spaces with power weights that measure the distance to the boundary. This allows us to avoid unnatural compatibility conditions for the data and treat the plate equation with rough inhomogeneous boundary conditions on bounded $C^{1,\kappa}$-domains, where $\kappa\in (0,1)$ depends on the exponent of the spatial power weight, but is independent of the smoothness of the data. Our methods can serve as an example to treat more complicated mixed-order systems as well.

math.AP↗
arXiv2026

Traces of Sobolev functions and higher integrability

We give a sharp characterization of how additional integrability in the interior improves the integrability of boundary traces of $\mathrm{W}^{1,p}$-Sobolev functions. The optimality of our results relies on a novel nonlinear extension or lifting operator.

math.FA↗
arXiv2025

Trace theory for parabolic boundary value problems with rough boundary conditions

We characterise the trace spaces arising from intersections of weighted, vector-valued Sobolev spaces, where the weights are powers of the distance to the boundary. These weighted function spaces are particularly suitable for treating boundary value problems where derivatives of the solution blow up at the boundary. As an application of our trace theory, we prove well-posedness for the heat equation with rough inhomogeneous boundary data in Sobolev spaces of higher regularity in domains of fixed regularity $C^{1,\kappa}$, with $\kappa \in [0,1)$.

math.AP↗
arXiv2025

On the Singular Limit in Hibler's Sea Ice Model

We establish the existence of energy-driven solutions to the momentum balance equation in Hibler's sea ice model. As a main novelty and different from previous results, we deal with the singular limit and therefore cover the true unregularized Hibler stress. To this end, we introduce an energy-based notion of solution that is able to capture plasticity effects of sea ice. This requires certain relaxations of the Hibler energies and, by the different function space set-up, comes with novel challenges. In particular, we establish a bulk approximation result of the boundary terms in the evolutionary relaxed Hibler energies. This is achieved by developing a novel reduction scheme for nonlinear trace expressions which should be of independent interest. Finally, based on our main results, we classify our findings within a broader concept of solutions that is applicable to the non-constant mass case too.

math.AP↗
arXiv2025

Martingales and Path-Dependent PDEs via Evolutionary Semigroups

In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) - \int_0^t\Psi(s)\, ds \] is a martingale with respect to an expectation operator $\mathbb{E}$ if and only if a time-shifted version of $V$ is a mild solution of a final value problem involving a path-dependent differential operator that is intrinsically connected to $\mathbb{E}$. We prove existence and uniqueness of strong and mild solutions for such final value problems with measurable terminal conditions using the concept of evolutionary semigroups. To characterise the compensator $\Psi$, we introduce the notion of $\mathbb{E}$-derivative of $V$, which in special cases coincides with Dupire's time derivative. We also compare our findings to path-dependent partial differential equations in terms of Dupire derivatives such as the path-dependent heat equation.

math.PR↗
arXiv2025

$R$-boundedness of Poisson operators

We investigate the $R$-boundedness of parameter-dependent families of Poisson operators on the half-space $\mathbb R^n_+$ in various scales of function spaces. Applications concern maximal $L_q$-regularity for boundary value problems with dynamic boundary conditions.

math.AP↗
arXiv2024

Evolutionary semigroups on path spaces

We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular, prove that they always arise as the composition of the shift semigroup and a single operator called the expectation operator of the semigroup. We also prove that the transition semigroup of a Markov process can always be extended to an evolutionary semigroup on the path space whenever the Markov process can be realized with the appropriate path regularity. As first examples of evolutionary semigroups associated to non-Markovian processes, we discuss deterministic evolution equations and stochastic flows driven by L\'evy processes. The latter in particular include certain stochastic delay equations.

math.FA↗
arXiv2023

Adjoint-based calibration of nonlinear stochastic differential equations

To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain several parameters which have to be chosen carefully to match the experimental data and to validate the effectiveness of the model. In the present paper the calibration of these parameters is described by nonlinear SDE-constrained optimization problems. In the optimize-before-discretize setting a rigorous analysis is carried out to ensure the existence of optimal solutions and to derive necessary first-order optimality conditions. For the numerical solution a Monte-Carlo method is applied using parallelization strategies to compensate for the high computational time. In the numerical examples an Ornstein-Uhlenbeck and a stochastic Prandtl-Tomlinson bath model are considered.

math.OC↗
arXiv2022

Boundary value problems with rough boundary data

We consider linear boundary value problems for higher-order parameter-elliptic equations, where the boundary data do not belong to the classical trace spaces. We employ a class of Sobolev spaces of mixed smoothness that admits a generalized boundary trace with values in Besov spaces of negative order. We prove unique solvability for rough boundary data in the half-space and in sufficiently smooth domains. As an application, we show that the operator related to the linearized Cahn--Hilliard equation with dynamic boundary conditions generates a holomorphic semigroup in $L^p(\mathbb R^n_+)\times L^p(\mathbb R^{n-1})$.

math.AP↗
arXiv2022

Convex monotone semigroups and their generators with respect to $\Gamma$-convergence

We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under the semigroup. To overcome this issue, we consider different versions of invariant Lipschitz sets which turn out to be suitable domains for weaker notions of the generator. The so-called $\Gamma$-generator is defined as the time derivative with respect to $\Gamma$-convergence in the space of upper semicontinuous functions. Under suitable assumptions, we show that the $\Gamma$-generator uniquely characterizes the semigroup and is determined by its evaluation at smooth functions. Furthermore, we provide Chernoff approximation results for convex monotone semigroups and show that approximation schemes based on the same infinitesimal behaviour lead to the same semigroup. Our results are applied to semigroups related to stochastic optimal control problems in finite and infinite-dimensional settings as well as Wasserstein perturbations of transition semigroups.

math.AP↗
arXiv2020

The Bi-Laplacian with Wentzell boundary conditions on Lipschitz domains

We investigate the Bi-Laplacian with Wentzell boundary conditions in a bounded domain $Ω\subseteq\mathbb{R}^d$ with Lipschitz boundary $Γ$. More precisely, using form methods, we show that the associated operator on the ground space $L^2(Ω)\times L^2(Γ)$ has compact resolvent and generates a holomorphic and strongly continuous real semigroup of self-adjoint operators. Furthermore, we give a full characterization of the domain in terms of Sobolev spaces, also proving Hölder regularity of solutions, allowing classical interpretation of the boundary condition. Finally, we investigate spectrum and asymptotic behavior of the semigroup, as well as eventual positivity.

math.AP↗
arXiv2020

Convex semigroups on $L^p$-like spaces

In this paper, we investigate convex semigroups on Banach lattices with order continuous norm, having $L^p$-spaces in mind as a typical application. We show that the basic results from linear $C_0$-semigroup theory extend to the convex case. We prove that the generator of a convex $C_0$-semigroup is closed and uniquely determines the semigroup whenever the domain is dense. Moreover, the domain of the generator is invariant under the semigroup; a result that leads to the well-posedness of the related Cauchy problem. In a last step, we provide conditions for the existence and strong continuity of semigroup envelopes for families of $C_0$-semigroups. The results are discussed in several examples such as semilinear heat equations and nonlinear integro-differential equations.

math.PR↗
arXiv2020

Convex monotone semigroups on lattices of continuous functions

We consider convex monotone $C_0$-semigroups on a Banach lattice, which is assumed to be a Riesz subspace of a $\sigma$-Dedekind complete Banach lattice. Typical examples include the space of all bounded uniformly continuous functions and the space of all continuous functions vanishing at infinity. We show that the domain of the classical generator of a convex semigroup is typically not invariant. Therefore, we propose alternative versions for the domain, such as the monotone domain and the Lipschitz set, for which we prove invariance under the semigroup. As a main result, we obtain the uniqueness of the semigroup in terms of an extended version of the generator. The results are illustrated with several examples related to Hamilton-Jacobi-Bellman equations, including nonlinear versions of the shift semigroup and the heat equation. In particular, we determine their symmetric Lipschitz sets, which are invariant and allow to understand the generators in a weak sense.

math.AP↗
arXiv2020

Elliptic problems with rough boundary data in generalized Sobolev spaces

We investigate regular elliptic boundary-value problems in bounded domains and show the Fredholm property for the related operators in an extended scale formed by inner product Sobolev spaces (of arbitrary real orders) and corresponding interpolation Hilbert spaces. In particular, we can deal with boundary data with arbitrary low regularity. In addition, we show interpolation properties for the extended scale, embedding results, and global and local a priori estimates for solutions to the problems under investigation. The results are applied to elliptic problems with homogeneous right-hand side and to elliptic problems with rough boundary data in Nikoskii spaces, which allows us to treat some cases of white noise on the boundary.

math.AP↗
arXiv2020

An introduction to maximal regularity for parabolic evolution equations

In this note, we give an introduction to the concept of maximal $L^p$-regularity as a method to solve nonlinear partial differential equations. We first define maximal regularity for autonomous and non-autonomous problems and describe the connection to Fourier multipliers and $\mathcal R$-boundedness. The abstract results are applied to a large class of parabolic systems in the whole space and to general parabolic boundary value problems. For this, both the construction of solution operators for boundary value problems and a characterization of trace spaces of Sobolev spaces are discussed. For the nonlinear equation, we obtain local in time well-posedness in appropriately chosen Sobolev spaces. This manuscript is based on known results and consists of an extended version of lecture notes on this topic.

math.AP↗
arXiv2019

Long-time asymptotics for a coupled thermoelastic plate-membrane system

In this paper we consider a transmission problem for a system of a thermoelastic plate with (or without) rotational inertia term coupled with a membrane with different variants of damping for the plate and/or the membrane. We prove well-posedness of the problem and higher regularity of the solution and study the asymptotic behaviour of the solution, depending on the damping and on the presence of the rotational term.

math.AP↗
arXiv2019

$L^p$-theory for a fluid-structure interaction model

We consider a fluid-structure interaction model for an incompressible fluid where the elastic response of the free boundary is given by a damped Kirchhoff plate model. Utilizing the Newton polygon approach, we first prove maximal regularity in $L^p$-Sobolev spaces for a linearized version. Based on this, we show existence and uniqueness of the strong solution of the nonlinear system for small data.

math.AP↗