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We analyze the regular oblique boundary problem for the Poisson equation on a C^1-domain with stochastic inhomogeneities. At first we investigate the deterministic problem. Since our assumptions on the inhomogeneities and coefficients are very weak, already in order to formulate the problem we have to work out properties of functions from Sobolev spaces on submanifolds. An further analysis of Sobolev spaces on submanifolds together with the Lax-Milgram lemma enables us to prove an existence and uniqueness result for weak solution to the oblique boundary problem under very weak assumptions on coefficients and inhomogeneities. Then we define the spaces of stochastic functions with help of the tensor product. These spaces enable us to extend the deterministic formulation to the stochastic setting. Under as weak assumptions as in the deterministic case we are able to prove the existence and uniqueness of a stochastic weak solution to the regular oblique boundary problem for the Poisson equation. Our studies are motivated by problems from geodesy and through concrete examples we show the applicability of our results. Finally a Ritz-Galerkin approximation is provided. This can be used to compute the stochastic weak solution numerically.
In this article we prove existence and uniqueness results for solutions to the outer oblique boundary problem for the Poisson equation under very weak assumptions on boundary, coefficients and inhomogeneities. Main tools are the Kelvin transformation and the solution operator for the regular inner problem, provided in [1]. Moreover we prove regularisation results for the weak solutions of both, the inner and the outer problem. We investigate the non-admissible direction for the oblique vector field, state results with stochastic inhomogeneities and provide a Ritz-Galerkinm approximation. The results are applicable to problems from Geomathematics, see e.g. [2] and [3].
In this article we combine the modern theory of Sobolev spaces with the classical theory of limit formulae and jump relations of potential theory. Also other authors proved the convergence in Lebesgue spaces for integrable functions. The achievement of this paper is the L2 convergence for the weak derivatives of higher orders. Also the layer functions F are elements of Sobolev spaces and a two dimensional suitable smooth submanifold in R3, called regular Cm-surface. We are considering the potential of the single layer, the potential of the double layer as well as their first order normal derivatives. Main tool is the convergence in Cm-norm which is proved with help of some results taken from [14]. Additionally, we need a result about the limit formulae in L2-norm, which can be found in [16], and a reduction result which we took from [19]. Moreover we prove the convergence in the Hölder spaces Cm,alpha. Finally, we give an application of the limit formulae and jump relations to Geomathematics. We generalize a density results, see e.g. [11], from L2 to Hm,2. For it we prove the limit formula for U1 in (Hm,2)' also.
A characterisation of the spaces \({\mathcal {G}}_K\) and \({\mathcal {G}}_K'\) introduced in Grothaus et al. (Methods Funct Anal Topol 3(2):46–64, 1997) and Potthoff and Timpel (Potential Anal 4(6):637–654, 1995) is given. A first characterisation of these spaces provided in Grothaus et al. (Methods Funct Anal Topol 3(2):46–64, 1997) uses the concepts of holomorphy on infinite dimensional spaces. We, instead, give a characterisation in terms of U-functionals, i.e., classic holomorphic function on the one dimensional field of complex numbers. We apply our new characterisation to derive new results concerning a stochastic transport equation and the stochastic heat equation with multiplicative noise.
First essential m-dissipativity of an infinite-dimensional Ornstein-Uhlenbeck operator N, perturbed by the gradient of a potential, on a domain FC
∞
b
of finitely based, smooth and bounded functions, is shown. Our considerations allow unbounded diffusion operators as coefficients. We derive corresponding second order regularity estimates for solutions f of the Kolmogorov equation ◂−▸αf−Nf=g, ◂+▸α∈(0,∞), generalizing some results of Da Prato and Lunardi. Second, we prove essential m-dissipativity for generators (◂,▸LΦ,FC
∞
b
) of infinite-dimensional degenerate diffusion processes. We emphasize that the essential m-dissipativity of (◂,▸LΦ,FC
∞
b
) is useful to apply general resolvent methods developed by Beznea, Boboc and Röckner, in order to construct martingale/weak solutions to infinite-dimensional non-linear degenerate stochastic differential equations. Furthermore, the essential m-dissipativity of (◂,▸LΦ,FC
∞
b
) and (◂,▸N,FC
∞
b
), as well as the regularity estimates are essential to apply the general abstract Hilbert space hypocoercivity method from Dolbeault, Mouhot, Schmeiser and Grothaus, Stilgenbauer, respectively, to the corresponding diffusions.
We provide a complete elaboration of the L2-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behavior of the strongly continuous contraction semigroup solving the abstract Cauchy problem for the associated backward Kolmogorov operator. Hypocoercivity for the Langevin dynamics with constant diffusion matrix was proven previously by Dolbeault, Mouhot and Schmeiser in the corresponding Fokker–Planck framework and made rigorous in the Kolmogorov backwards setting by Grothaus and Stilgenbauer. We extend these results to weakly differentiable diffusion coefficient matrices, introducing multiplicative noise for the corresponding stochastic differential equation. The rate of convergence is explicitly computed depending on the choice of these coefficients and the potential giving the outer force. In order to obtain a solution to the abstract Cauchy problem, we first prove essential self-adjointness of non-degenerate elliptic Dirichlet operators on Hilbert spaces, using prior elliptic regularity results and techniques from Bogachev, Krylov and Röckner. We apply operator perturbation theory to obtain essential m-dissipativity of the Kolmogorov operator, extending the m-dissipativity results from Conrad and Grothaus. We emphasize that the chosen Kolmogorov approach is natural, as the theory of generalized Dirichlet forms implies a stochastic representation of the Langevin semigroup as the transition kernel of a diffusion process which provides a martingale solution to the Langevin equation with multiplicative noise. Moreover, we show that even a weak solution is obtained this way.