Doubly nonlinear stochastic evolution equations

DOI10.1142/S0218202520500219MaRDI QIDQ5128713zbMATH OpenFDO

Authors Luca Scarpa, Ulisse Stefanelli

Publication date 23 October 2020

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.11294

zbMATH Keywords

doubly nonlinear stochastic equationsexistencegeneralized Itô's formulamaximal monotone operatorsstrong and martingale solutions

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Monotone operators and generalizations (47H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form ${\displaystyle }$d(Au) + Bu,dt i F(u),dt + G(u),dW${\displaystyle }$ where both $A$ and $B$ are maximal monotone operators, possibly multivalued, $F$ and $G$ are Lipschitz-continuous, and $W$ is a cylindrical Wiener process. Via regularization and passage-to-the-limit we show the existence of martingale solutions. The identification of the limit is obtained by a lower-semicontinuity argument based on a suitably generalized It^o's formula. If either $A$ or $B$ is linear and symmetric, existence and uniqueness of strong solutions follows. Eventually, several applications are discussed, including doubly nonlinear stochastic Stefan-type problems.

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Cited in

(12)

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