Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method

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Publication:2041808

DOI10.1214/20-AIHP1088zbMATH Open1478.35173arXiv1909.08892OpenAlexW3136299396MaRDI QIDQ2041808FDOQ2041808

Alexandra Neamţu, Christian Kuehn, Ansgar Jüngel, Florian Huber, Gaurav Dhariwal

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with volume-filling effects and possess a formal gradient-flow or entropy structure. This structure allows for the derivation of almost surely positive lower and upper bounds for the stochastic processes. The existence result holds under some assumptions on the interplay between the entropy density and the multiplicative noise terms. The proof is based on a stochastic Galerkin method, a Wong--Zakai type approximation of the Wiener process, the boundedness-by-entropy method, and the tightness criterion of Brze'{z}niak and coworkers. Three-species Maxwell--Stefan systems and n-species biofilm models are examples that satisfy the general assumptions.


Full work available at URL: https://arxiv.org/abs/1909.08892





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