arXiv subjects

Zdzislaw Brzezniak

Publications and source records attributed to Zdzislaw Brzezniak.

24 records · Page 2Linked to original sources

arXiv2012

On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact riemannian manifold

We prove the existence and the uniqueness of a solution to the stochastic NSLE on a two-dimensional compact riemannian manifold. Thus we generalize a recent work by Burq, Gérard and Tzvetkov in the deterministic setting, and a series of papers by de Bouard and Debussche, who have examined similar questions in the case of the flat euclidean space with random perturbation. We prove the existence and the uniqueness of a local maximal solution to stochastic nonlinear Schrödinger equations with multiplicative noise on a compact d-dimensional riemannian manifold. Under more regularity on the noise, we prove that the solution is global when the nonlinearity is of defocusing or of focusing type, d=2 and the initial data belongs to the finite energy space. Our proof is based on improved stochastic Strichartz inequalities.

math.PR↗

arXiv2012

Is the stochastic parabolicity condition dependent on $p$ and $q$?

In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus $\T =[0,2π]$. The equation is considered in $L^p(Ø\times(0,T);L^q(\T))$ for $p,q\in (1, \infty)$. It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with $p=q=2$. In this paper we investigate whether the well-posedness depends on $p$ and $q$. It turns out that this condition does depend on $p$, but not on $q$. Moreover, we show that if $1<p<2$ the classical stochastic parabolicity condition can be weakened.

math.PR↗

arXiv2012

Stochastic evolution equations driven by Liouville fractional Brownian motion

Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval (0,1). For Hurst parameters in (0,1/2) we show that a function F:(0,T)\to L(H,E) is stochastically integrable with respect to an H-cylindrical Liouville fBm if and only if it is stochastically integrable with respect to an H-cylindrical fBm with the same Hurst parameter. As an application we show that second-order parabolic SPDEs on bounded domains in \mathbb{R}^d, driven by space-time noise which is white in space and Liouville fractional in time with Hurst parameter in (d/4,1) admit mild solution which are Hölder continuous both and space.

math.PR↗

arXiv2011

Attractivity, invariance and ergodicity for SDEs on Riemannian manifolds

We give a sufficient condition on nonlinearities of an SDE on a compact connected Riemannian manifold $M$ which implies that laws of all solutions converge weakly to the normalized Riemannian volume measure on $M$. This result is further applied to characterize invariant and ergodic measures for various SDEs on manifolds.

math.PR↗

arXiv2011

On the splitting method for some complex-valued quasilinear equations

Using the approach of the splitting method developed by I. Gyöngy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given in general Sobolev spaces and the model considered here contains both the parabolic quasi-linear equations under some (non strict) stochastic parabolicity condition as well as linear Schrödinger equations

math.PR↗

arXiv2010

Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces

We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part of the drift coefficient which satisfies a dissipative-type condition with respect to the state variable. The main tools of our study are the factorization method for stochastic convolutions in UMD type-2 Banach spaces and certain compactness properties of the factorization operator and of the class of Young measures on Suslin metrisable control sets.

math.PR↗