Singular-degenerate multivalued stochastic fast diffusion equations

DOI10.1137/151003726zbMATH Open1330.60080arXiv1501.01544OpenAlexW1871997478MaRDI QIDQ3196646FDOQ3196646

Authors: Benjamn Gess, Michael Röckner 

Publication date: 30 October 2015

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld model for self-organized criticality. A well-posedness framework based on stochastic variational inequalities (SVI) is developed, characterizing solutions to the stochastic sign fast diffusion equation, previously obtained in a limiting sense only. Aside from generalizing the SVI approach to stochastic fast diffusion equations we develop a new proof of well-posedness, applicable to general diffusion coefficients. In case of linear multiplicative noise, we prove the existence of (generalized) strong solutions, which entails higher regularity properties of solutions than previously known.

Full work available at URL: https://arxiv.org/abs/1501.01544

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zbMATH Keywords

stochastic variational inequalitiesmultivalued stochastic partial differential equationsingular-degenerate stochastic partial differential equationstochastic fast diffusion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Variational inequalities (49J40) Flows in porous media; filtration; seepage (76S05) Stochastic analysis (60H99)

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Cited In (19)

• Finite time extinction for stochastic sign fast diffusion and self-organized criticality
• Ergodicity and Local Limits for Stochastic Local and Nonlocal $p$-Laplace Equations
• Existence and uniqueness of the solution for stochastic super-fast diffusion equations with multiplicative noise
• Improved regularity for the stochastic fast diffusion equation
• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise
• Doubly nonlinear stochastic evolution equations
• Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organized criticality
• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions
• Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
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• Supremum estimates for degenerate, quasilinear stochastic partial differential equations
• Stochastic porous media equations with divergence Itô noise
• Ergodicity for singular-degenerate stochastic porous media equations
• The fast logarithmic equation with multiplicative Gaussian noise

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