Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case

DOI10.1016/J.JFA.2006.01.021MaRDI QIDQ2497898zbMATH OpenOpenAlexFDO

Authors Viorel Barbu, Guiseppe Da Prato, Vladimir I. Bogachev, Michael Röckner

Publication date 4 August 2006

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512266

zbMATH Keywords

infinitesimally excessive measures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space $L^2(H,u)$ where $u$ is an infinitesimally excessive measure. Then a weak solution is constructed.

Review text

The paper deals with the equation \(dX(t)=\Delta(\Psi(X(t)))dt + \sqrt{C}dW(t)\) with state space \(H=H^{-1}(D)\). To construct a strong Markov weak solution for this equation, a solution to the corresponding Kolmogorov equation in \(L^2(H,\nu)\) is first constructed, where \(\nu\) is an infinitesimally excessive measure. Main tools are Yosida approximations and generalized Dirichlet forms. Under weak additional conditions, then \(\nu\) charges every nonempty open set of \(H\).

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Cited in

(19)

• Martingale solutions and Markov selections for stochastic partial differential equations
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
• Weak solutions to stochastic porous media equations
• Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
• On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
• Stochastic generalized porous media and fast diffusion equations
• Ergodicity and local limits for stochastic local and nonlocal p-Laplace equations
• CONCENTRATION OF INVARIANT MEASURES FOR STOCHASTIC GENERALIZED POROUS MEDIA EQUATIONS
• Optimal control of nonlinear stochastic differential equations on Hilbert spaces
• Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality
• Kolmogorov Equations Associated to the Stochastic Two Dimensional Euler Equations
• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
• Well-posedness of the generalised Dean-Kawasaki equation with correlated noise on bounded domains
• Stochastic partial differential equations arising in self-organized criticality
• On a random scaled porous media equation
• Well-posedness of Dean-Kawasaki equation with singular interactions

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