Finite speed of propagation for stochastic porous media equations
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Publication:2870588
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Flows in porous media; filtration; seepage (76S05)
Abstract: We prove finite speed of propagation for stochastic porous media equations perturbed by linear multiplicative space-time rough signals. Explicit and optimal estimates for the speed of propagation are given. The result applies to any continuous driving signal, thus including fractional Brownian motion for all Hurst parameters. The explicit estimates are then used to prove that the corresponding random attractor has infinite fractal dimension.
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Cited in
(17)- scientific article; zbMATH DE number 5812484 (Why is no real title available?)
- Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
- Localization of solutions to stochastic porous media equations: finite speed of propagation
- The finite speed of propagation for solutions to nonlinear stochastic wave equations driven by multiplicative noise
- On stochastic porous-medium equations with critical-growth conservative multiplicative noise
- Enlarged Numerical Attractors for Lattice Systems with Porous Media Degeneracies
- Stochastic generalized porous media and fast diffusion equations
- Zero-contact angle solutions to stochastic thin-film equations
- Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
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- Nonnegativity preserving convergent schemes for stochastic porous-medium equations
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