Stochastic porous media equations in R^d

DOI10.1016/J.MATPUR.2014.10.004MaRDI QIDQ1756299zbMATH OpenOpenAlexFDO

Authors Francesco Russo, Viorel Barbu, Michael Röckner

Publication date 14 January 2019

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.6234

zbMATH Keywords

distributionsmaximal monotone graphporous mediastochasticWiener process

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Singular parabolic equations (35K67) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Flows in porous media; filtration; seepage (76S05)

Abstract: Existence and uniqueness of solutions to the stochastic porous media equation $dX-Dpsi(X)dt=XdW$ in $r^d$ are studied. Here, $W$ is a Wiener process, $psi$ is a maximal monotone graph in $rimesr$ such that $psi(r)leC|r{|}^m$, $ffrinr$, $W$ is a coloured Wiener process. In this general case the dimension is restricted to $dge3$, the main reason being the absence of a convenient multiplier result in the space $calh=varphiinmathcal{S}^{\prime }(r^d);|xi|(calfvarphi)(xi)in{L}^2(r^d)$, for $dle2$. When $psi$ is Lipschitz, the well-posedness, however, holds for all dimensions on the classical Sobolev space $H^{-1}(r^d)$. If $psi(r)rgeho|r{|}^{m+1}$ and $m=fracd-2d+2$, we prove the finite time extinction with strictly positive probability.

Recommendations

• Stochastic porous medium equations with flux boundary conditions
• Existence and uniqueness of nonnegative solutions to the stochastic porous media equation
• Stochastic porous media equations
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Existence and extinction in finite time for Stratonovich gradient noise porous media equations

Cites work

• A concise course on stochastic partial differential equations
• A probabilistic algorithm approximating solutions of a singular PDE of porous media type
• Existence and uniqueness of nonnegative solutions to the stochastic porous media equation
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Finite time extinction of solutions to fast diffusion equations driven by linear multiplicative noise
• Functional analysis, Sobolev spaces and partial differential equations
• scientific article; zbMATH DE number 3756945 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 5058450 (Why is no real title available?)
• scientific article; zbMATH DE number 3272471 (Why is no real title available?)
• Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
• Non-monotone stochastic generalized porous media equations
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• On a random scaled porous media equation
• Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation
• Probabilistic representation for solutions of an irregular porous media type equation
• Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
• Stochastic Equations in Infinite Dimensions
• Stochastic generalized porous media and fast diffusion equations
• Stochastic porous media equations and self-organized criticality
• Stochastic porous media equations and self-organized criticality: Convergence to the critical state in all dimensions
• The two phase stochastic Stefan problem
• Uniqueness of solutions of the initial-value problem for \(u_t- \Delta\varphi (u)=0\)

Cited in

(49)

• General solution to random advective-dispersive equation in porous media. II: Stochasticity in the parameters
• Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
• Uniqueness for a class of stochastic Fokker-Planck and porous media equations
• Doubly probabilistic representation for the stochastic porous media type equation
• Entropy solutions for stochastic porous media equations
• Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
• Large deviations for stochastic porous media equations
• Stochastic generalized porous media equations driven by Lévy noise with increasing Lipschitz nonlinearities
• Finite time extinction for the 1D stochastic porous medium equation with transport noise
• Porous media equations with multiplicative space-time white noise
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
• Large deviations for stochastic porous media equation on general measure spaces
• Stochastic models associated to a nonlocal porous medium equation
• Existence and extinction in finite time for Stratonovich gradient noise porous media equations
• Stochastic generalized porous media equations with reflection
• Stochastic generalized porous media and fast diffusion equations
• Stochastic porous media equations and self-organized criticality: Convergence to the critical state in all dimensions
• Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case
• State-constrained porous media control systems with application to stabilization
• Generalized solutions to nonlinear Fokker-Planck equations
• scientific article; zbMATH DE number 5812484 (Why is no real title available?)
• One-dimensional stochastic equations in layered media with semi-permeable barriers
• scientific article; zbMATH DE number 2131670 (Why is no real title available?)
• scientific article; zbMATH DE number 5320536 (Why is no real title available?)
• STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS
• Stochastic porous medium equations with flux boundary conditions
• Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality
• Finite speed of propagation and waiting times for the stochastic porous medium equation: a unifying approach
• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
• Existence and uniqueness of nonnegative solutions to the stochastic porous media equation
• Stochastic porous media equations
• Distribution-dependent stochastic porous media equations
• The stochastic p -Laplace equation on ℝ ^d
• The obstacle problem for stochastic porous media equations
• Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• The ergodicity of stochastic generalized porous media equations with Lévy jump
• The stochastic fast logarithmic equation in \(\mathbb{R}^d\) with multiplicative Stratonovich noise
• Stochastic generalized porous media equations over \(\sigma\)-finite measure spaces with non-continuous diffusivity function
• SVI solutions to stochastic nonlinear diffusion equations on general measure spaces
• Stochastic partial differential equations arising in self-organized criticality
• Generalized Yosida approximation and multi-valued stochastic evolution inclusions
• Stochastic porous media equations and self-organized criticality
• Conservative stochastic PDEs on the whole space
• A Trotter type result for the stochastic porous media equations
• Stochastic porous media equations with divergence Itô noise
• A Markov process associated with a porous medium equation
• Non-monotone stochastic generalized porous media equations
• Existence and uniqueness of solutions to the stochastic porous media equations of saturated flows

This page was built for publication: Stochastic porous media equations in \(\mathbb R^d\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1756299)