Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise

From MaRDI portal
Publication:2656191



Abstract: We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem raised in [Barbu, R"ockner; JDE, 2011], [Barbu, R"ockner; JDE, 2018+], and [Gess, AoP, 2014].


In this interesting work, the authors consider a class of stochastic porous media and fast diffusion equations with multiplicative noise, and nonnegative initial data, for which they prove path-by-path well-posedness. The general equation is reformulated in the kinetic setting and the notion of pathwise kinetic solution is introduced; this approach is motivated by the theory of stochastic viscosity solutions for fully-nonlinear second-order SPDEs and stochastic scalar conservation laws. The existence of such solutions is established in the vanishing viscosity limit through and a priori estimates are obtained for an approximate problem with regularized noise. As a result, a corresponding random dynamical system exists when for example a fractional Brownian motion appears in the noise definition.



Cites work


Cited in
(19)








This page was built for publication: Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2656191)