Degenerate parabolic stochastic partial differential equations: quasilinear case (Q726797)

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Degenerate parabolic stochastic partial differential equations: quasilinear case
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    Degenerate parabolic stochastic partial differential equations: quasilinear case (English)
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    14 July 2016
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    The authors consider a quasilinear degenerate parabolic stochastic partial differential equation on the \(N\)-dimensional torus: \[ du+\operatorname{div}(B(u))\,dt=\operatorname{div}(A(u)\nabla u)\,dt+\Phi(u)\,dW,\qquad u(0)=u_0, \] where \(B:\mathbb R\to\mathbb R^N\) is \(C^2\)-smooth with a polynomially growing derivative, \(A:\mathbb R\to\mathbb R^N\otimes\mathbb R^N\) takes values in the set of symmetric and positive semidefinite matrices such that \(A^{1/2}\) is bounded and \(\gamma\)-Hölder continuous for some \(\gamma>1/2\), \(\Phi\) is, roughly speaking, of linear growth and locally \(\alpha\)-Hölder continuous with \(\alpha>1/2\), \(W\) is a cylindrical Wiener process and \(u_0\in L^p(\Omega\times\mathbb T^N)\) for all \(p<\infty\). A modified definition of a kinetic solution is presented, the relation between the kinetic and the weak solution is discussed, and finally the authors prove the existence of a unique global kinetic solution, the continuity of the paths of the kinetic solution in \(L^p(\mathbb T^N)\), a comparison principle for kinetic solutions, an \(L^1(\mathbb T^N)\)-contraction property for kinetic solutions and a generalized Itô formula for weak solutions to general stochastic differential equations.
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    quasilinear degenerate parabolic stochastic partial differential equations
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    cylindrical Wiener process
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    kinetic solution
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