Non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions

Pengyu Chen; Xuping Zhang

doi:10.3934/dcdsb.2020308

Article Contents

2021, Volume 26, Issue 9: 4681-4695. Doi: 10.3934/dcdsb.2020308

This issue Previous Article Analytic solution to an interfacial flow with kinetic undercooling in a time-dependent gap Hele-Shaw cell Next Article Sub-critical and critical stochastic quasi-geostrophic equations with infinite delay

Non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions

Pengyu Chen^, and
Xuping Zhang

Department of Mathematics, Northwest Normal University, Lanzhou 730070, China

^* Corresponding author: Pengyu Chen
^* Corresponding author: Pengyu Chen

Received: April 30, 2020

Early access: October 2020

Published: September 2021

Research supported by National Natural Science Foundation of China (No. 12061063), Project of NWNU-LKQN2019-3, Project of NWNU-LKQN2019-13 and China Scholarship Council (No. 201908625016)

Abstract Full Text(HTML) Related Papers Cited by

Abstract

In this paper, we study the non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions in Hilbert spaces, where the operators in linear part (possibly unbounded) depend on time $ t $ and generate an evolution family. New existence result of mild solutions is established under more weaker conditions by introducing a new Green's function. The discussions are based on Schauder's fixed-point theorem as well as the theory of evolution family. At last, an example is also given to illustrate the feasibility of our theoretical results. The result obtained in this paper is a supplement to the existing literature and essentially extends some existing results in this area.

Keywords:

Non-autonomous stochastic evolution equations,
parabolicity condition,
nonlocal initial conditions,
Wiener process,
evolution family.

Mathematics Subject Classification: Primary: 34F05; Secondary: 60H15.

Citation:

Full Text(HTML)

Related Papers

Cited by

References

[1]	P. Acquistapace, Evolution operators and strong solution of abstract parabolic equations, Differential Integral Equations, 1 (1988), 433-457.
[2]	P. Acquistapace and B. Terreni, A unified approach to abstract linear parabolic equations, Rend. Semin. Mat. Univ. Padova, 78 (1987), 47-107.
[3]	H. Amann, Parabolic evolution equations and nonlinear boundary conditions, J. Differential Equations, 72 (1988), 201-269. doi: 10.1016/0022-0396(88)90156-8.
[4]	J. Bao, Z. Hou and C. Yuan, Stability in distribution of mild solutions to stochastic partial differential equations, Proc. Amer. Math. Soci., 138 (2010), 2169-2180. doi: 10.1090/S0002-9939-10-10230-5.
[5]	L. Byszewski, Application of preperties of the right hand sides of evolution equations to an investigation of nonlocal evolution problems, Nonlinear Anal., 33 (1998), 413-426. doi: 10.1016/S0362-546X(97)00594-4.
[6]	P. Chen and Y. Li, Monotone iterative technique for a class of semilinear evolution equations with nonlocal conditions, Results Math., 63 (2013), 731-744. doi: 10.1007/s00025-012-0230-5.
[7]	P. Chen and Y. Li, Existence of mild solutions for fractional evolution equations with mixed monotone nonlocal conditions, Z. Angew. Math. Phys., 65 (2014), 711-728. doi: 10.1007/s00033-013-0351-z.
[8]	P. Chen, X. Zhang and Y. Li, Approximation technique for fractional evolution equations with nonlocal integral conditions, Mediterr. J. Math., 14 (2017), Art. 226. doi: 10.1007/s00009-017-1029-0.
[9]	P. Chen, Y. Li and X. Zhang, On the initial value problem of fractional stochastic evolution equations in Hilbert spaces, Commun. Pure Appl. Anal., 14 (2015), 1817-1840. doi: 10.3934/cpaa.2015.14.1817.
[10]	P. Chen and Y. Li, Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces, Collect. Math., 66 (2015), 63-76. doi: 10.1007/s13348-014-0106-y.
[11]	P. Chen, X. Zhang and Y. Li, Nonlocal problem for fractional stochastic evolution equations with solution operators, Fract. Calcu. Appl. Anal., 19 (2016), 1507-1526. doi: 10.1515/fca-2016-0078.
[12]	P. Chen, A. Abdelmonem and Y. Li, Global existence and asymptotic stability of mild solutions for stochastic evolution equations with nonlocal initial conditions, J. Integral Equations Appl., 29 (2017), 325-348. doi: 10.1216/JIE-2017-29-2-325.
[13]	P. Chen, X. Zhang, Y. Li, Study on fractional non-autonomous evolution equations with delay, Comput. Math. Appl., 73 (2017), 794-803. doi: 10.1016/j.camwa.2017.01.009.
[14]	P. Chen, X. Zhang and Y. Li, A blowup alternative result for fractional nonautonomous evolution equation of Volterra type, Commun. Pure Appl. Anal., 17 (2018), 1975-1992. doi: 10.3934/cpaa.2018094.
[15]	P. Chen, X. Zhang and Y. Li, Approximate controllability of non-autonomous evolution system with nonlocal conditions, J. Dyn. Control. Syst., 26 (2020), 1-16. doi: 10.1007/s10883-018-9423-x.
[16]	P. Chen, X. Zhang and Y. Li, Fractional non-autonomous evolution equation with nonlocal conditions, J. Pseudo-Differ. Oper. Appl., 10 (2019), 955-973. doi: 10.1007/s11868-018-0257-9.
[17]	P. Chen, X. Zhang and Y. Li, Cauchy problem for fractional non-autonomous evolution equations, Banach J. Math. Anal., 14 (2020), 559-584. doi: 10.1007/s43037-019-00008-2.
[18]	P. Chen, X. Zhang and Y. Li, Existence and approximate controllability of fractional evolution equations with nonlocal conditions via resolvent operators, Fract. Calcu. Appl. Anal., 23 (2020), 268-291. doi: 10.1515/fca-2020-0011.
[19]	P. Chen, Y. Li and X. Zhang, Cauchy problem for stochastic non-autonomous evolution equations governed by noncompact evolution families, Discrete Contin. Dyn. Syst. Ser. B. doi: 10.3934/dcdsb.2020171.
[20]	J. Cui, L. Yan and X. Wu, Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces, J. Korean Stat. Soci., 41 (2012), 279-290. doi: 10.1016/j.jkss.2011.10.001.
[21]	R. F. Curtain and P. L. Falb, Stochastic differential equations in Hilbert space, J. Differential Equations, 10 (1971), 412-430. doi: 10.1016/0022-0396(71)90004-0.
[22]	G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions, Cambridge University Press, Cambridge, 1992. doi: 10.1017/CBO9780511666223.
[23]	K. Deng, Exponential decay of solutions of semilinear parabolic equations with nonlocal initial conditions, J. Math. Anal. Appl., 179 (1993), 630-637. doi: 10.1006/jmaa.1993.1373.
[24]	M. M. EI-Borai, O. L. Mostafa and H. M. Ahmed, Asymptotic stability of some stochastic evolution equations, Appl. Math. Comput., 144 (2003), 273-286. doi: 10.1016/S0096-3003(02)00406-X.
[25]	K. Ezzinbi, X. Fu and K. Hilal, Existence and regularity in the $\alpha$-norm for some neutral partial differential equations with nonlocal conditions, Nonlinear Anal., 67 (2007), 1613-1622. doi: 10.1016/j.na.2006.08.003.
[26]	Z. Fan and G. Li, Existence results for semilinear differential equations with nonlocal and impulsive conditions, J. Funct. Anal., 258 (2010), 1709-1727. doi: 10.1016/j.jfa.2009.10.023.
[27]	S. Farahi and T. Guendouzi, Approximate controllability of fractional neutral stochastic evolution equations with nonlocal conditions, Results. Math., 65 (2014), 501-521. doi: 10.1007/s00025-013-0362-2.
[28]	W. E. Fitzgibbon, Semilinear functional equations in Banach space, J. Differential Equations, 29 (1978), 1-14. doi: 10.1016/0022-0396(78)90037-2.
[29]	X. Fu, Existence of solutions for non-autonomous functional evolution equations with nonlocal conditions, Electron. J. Differential Equations, 2012 (2012), No. 110, 15 pp.
[30]	X. Fu, Approximate controllability of semilinear non-autonomous evolution systems with state-dependent delay, Evol. Equ. Control Theory, 6 (2017), 517-534. doi: 10.3934/eect.2017026.
[31]	W. Grecksch and C. Tudor, Stochastic Evolution Equations: A Hilbert Space Approach, Akademic Verlag, Berlin, 1995.
[32]	D. Henry, Geometric Theory of Semilinear Parabolic Equations, Lecture Notes in Math., vol. 840, Springer-Verlag, New York, 1981.
[33]	J. Liang, J. Liu and T.-J. Xiao, Nonlocal Cauchy problems governed by compact operator families, Nonlinear Anal., 57 (2004), 183-189. doi: 10.1016/j.na.2004.02.007.
[34]	J. Liang, J. H. Liu and T.-J. Xiao, Nonlocal Cauchy problems for nonautonomous evolution equations, Commun. Pure Appl. Anal., 5 (2006), 529-535. doi: 10.3934/cpaa.2006.5.529.
[35]	K. Liu, Stability of Infinite Dimensional Stochastic Differential Equations with Applications, Chapman and Hall/CRC, Boca Raton, FL, 2006.
[36]	J. Luo, Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays, J. Math. Anal. Appl., 342 (2008), 753-760. doi: 10.1016/j.jmaa.2007.11.019.
[37]	X. Mao, Stochastic Differential Equations and Their Applications, Horwood Publishing Ltd., Chichester, 1997.
[38]	M. McKibben, Discoving Evolution Equations with Applications, Vol. I Deterministic Models, Chapman and Hall/CRC Appl. Math. Nonlinear Sci. Ser., 2011.
[39]	A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer-Verlag, New York, 1983. doi: 10.1007/978-1-4612-5561-1.
[40]	Y. Ren, Q. Zhou and L. Chen, Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with poisson jumps and infinite delay, J. Optim. Theory Appl., 149 (2011), 315-331. doi: 10.1007/s10957-010-9792-0.
[41]	R. Sakthivel, Y. Ren, A. Debbouche and N. I. Mahmudov, Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions, Appl. Anal., 95 (2016), 2361-2382. doi: 10.1080/00036811.2015.1090562.
[42]	K. Sobczyk, Stochastic Differential Equations with Applications to Physics and Engineering, Kluwer Academic Publishers, Dordrecht, 1991. doi: 10.1007/978-94-011-3712-6.
[43]	H. Tanabe, Functional Analytic Methods for Partial Differential Equations, Marcel Dekker, New York, USA, 1997.
[44]	T. Taniguchi, K. Liu and A. Truman, Existence, uniqueness and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces, J. Differential Equations, 181 (2002), 72-91. doi: 10.1006/jdeq.2001.4073.
[45]	I. I. Vrabie, Delay evolution equations with mixed nonlocal plus local initial conditions, Commun. Contemp. Math., 17 (2015), 1350035. doi: 10.1142/S0219199713500351.
[46]	R.-N. Wang, K. Ezzinbi and P.-X. Zhu, Non-autonomous impulsive Cauchy problems of parabolic type involving nonlocal initial conditions, J. Integral Equations Appl., 26 (2014), 275-299. doi: 10.1216/JIE-2014-26-2-275.
[47]	R. N. Wang and P. X. Zhu, Non-autonomous evolution inclusions with nonlocal history conditions: Global integral solutions, Nonlinear Anal., 85 (2013), 180-191. doi: 10.1016/j.na.2013.02.026.
[48]	X. Zhang, P. Chen, A. Abdelmonem and Y. Li, Fractional stochastic evolution equations with nonlocal initial conditions and noncompact semigroups, Stochastics, 90 (2018), 1005-1022. doi: 10.1080/17442508.2018.1466885.
[49]	X. Zhang, P. Chen, A. Abdelmonem and Y. Li, Mild solution of stochastic partial differential equation with nonlocal conditions and noncompact semigroups, Math. Slovaca, 69 (2019), 111-124. doi: 10.1515/ms-2017-0207.
[50]	B. Zhu, L. Liu and Y. Wu, Local and global existence of mild solutions for a class of nonlinear fractional reaction-diffusion equations with delay, Appl. Math. Lett., 61 (2016), 73-79. doi: 10.1016/j.aml.2016.05.010.