TY  - JOUR
AB  - We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by geometric rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation in a suitable Sobolev space of negative order. Weak solutions are then shown to satisfy the corresponding energy estimates which are deduced directly from the equation. Existence is obtained by showing compactness of a suitable sequence of approximate solutions whereas uniqueness relies on a doubling of variables argument and a careful analysis of the passage to the diagonal. Our result is optimal in the sense that the assumptions on the deterministic part of the equation as well as the initial condition are the same as in the classical PDEs theory. (C) 2018 Elsevier Inc. All rights reserved.
DA  - 2018
DO  - 10.1016/j.jde.2018.04.006
KW  - Rough paths
KW  - Rough PDEs
KW  - Energy method
KW  - Weak solutions
LA  - eng
IS  - 4
M2  - 1407
PY  - 2018
SN  - 0022-0396
SP  - 1407-1466
T2  - JOURNAL OF DIFFERENTIAL EQUATIONS
TI  - An energy method for rough partial differential equations
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-29206756
Y2  - 2024-11-22T00:47:55
ER  -