A class of stochastic Besov spaces $B^p L^2(\Omega;\dot H^\alpha(\mathcal{O}))$, $1\le p\le\infty$ and $\alpha\in[-2,2]$, is introduced to characterize the regularity of the noise in the semilinear stochastic heat equation \begin{equation*} {\rm d} u -\Delta u {\rm d} t =f(u) {\rm d} t + {\rm d} W(t) , \end{equation*} under the following conditions for some $\alpha\in(0,1]$: $$ \Big\| \int_0^te^{-(t-s)A}{\rm d} W(s) \Big\|_{L^2(\Omega;L^2(\mathcal{O}))} \le C t^{\frac{\alpha}{2}} \quad\mbox{and}\quad \Big\| \int_0^te^{-(t-s)A}{\rm d} W(s) \Big\|_{B^\infty L^2(\Omega;\dot H^\alpha(\mathcal{O}))}\le C. $$ The conditions above are shown to be satisfied by both trace-class noises (with $\alpha=1$) and one-dimensional space-time white noises (with $\alpha=\frac12$). The latter would fail to satisfy the conditions with $\alpha=\frac12$ if the stochastic Besov norm $\|\cdot\|_{B^\infty L^2(\Omega;\dot H^\alpha(\mathcal{O}))}$ is replaced by the classical Sobolev norm $\|\cdot\|_{L^2(\Omega;\dot H^\alpha(\mathcal{O}))}$, and this often causes reduction of the convergence order in the numerical analysis of the semilinear stochastic heat equation. In this article, the convergence of a modified exponential Euler method, with a spectral method for spatial discretization, is proved to have order $\alpha$ in both time and space for possibly nonsmooth initial data in $L^4(\Omega;\dot{H}^{\beta}(\mathcal{O}))$ with $\beta>-1$, by utilizing the real interpolation properties of the stochastic Besov spaces and a class of locally refined stepsizes to resolve the singularity of the solution at $t=0$.
翻译:引入了一类随机Besov空间$B^p L^2(\Omega;\dot H^\alpha(\mathcal{O}))$(其中$1\le p\le\infty$,$\alpha\in[-2,2]$),用于刻画半线性随机热方程
\begin{equation*} {\rm d} u -\Delta u {\rm d} t =f(u) {\rm d} t + {\rm d} W(t) , \end{equation*}
中噪声的正则性,条件为对于某个$\alpha\in(0,1]$:
$$ \Big\| \int_0^te^{-(t-s)A}{\rm d} W(s) \Big\|_{L^2(\Omega;L^2(\mathcal{O}))} \le C t^{\frac{\alpha}{2}} \quad\mbox{和}\quad \Big\| \int_0^te^{-(t-s)A}{\rm d} W(s) \Big\|_{B^\infty L^2(\Omega;\dot H^\alpha(\mathcal{O}))}\le C. $$
上述条件对迹类噪声($\alpha=1$)和一维时空白噪声($\alpha=\frac12$)均成立。若将随机Besov范数$\|\cdot\|_{B^\infty L^2(\Omega;\dot H^\alpha(\mathcal{O}))}$替换为经典Sobolev范数$\|\cdot\|_{L^2(\Omega;\dot H^\alpha(\mathcal{O}))}$,则后者在$\alpha=\frac12$时无法满足条件,这常导致半线性随机热方程数值分析的收敛阶降低。本文通过利用随机Besov空间的实插值性质及一类局部细化步长以解析$t=0$处的解奇异性,证明了采用谱方法进行空间离散的修正指数欧拉方法,对于$L^4(\Omega;\dot{H}^{\beta}(\mathcal{O}))$($\beta>-1$)中可能非光滑的初值,在时间和空间上均具有$\alpha$阶收敛性。