Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise

DOI10.1007/S00205-013-0632-XzbMATH Open1286.35202arXiv1209.0351OpenAlexW2594402535MaRDI QIDQ394010FDOQ394010

Michael Röckner, Viorel Barbu

Publication date: 24 January 2014

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Abstract: In this work, we introduce a new method to prove the existence and uniqueness of a variational solution to the stochastic nonlinear diffusion equation $dX(t)=mdiv[fracablaX(t)|ablaX(t)|]dt+X(t)dW(t)in(0,infty)imesmathcalO,$ where $mathcalO$ is a bounded and open domain in $mathbb{R}^N$, $Nge1$, and $W(t)$ is a Wiener process of the form $$, $$ and $$, $kinmathbbN$, are independent Brownian motions. This is a stochastic diffusion equation with a highly singular diffusivity term and one main result established here is that, for all initial conditions in $L^2(mathcalO)$, it is well posed in a class of continuous solutions to the corresponding stochastic variational inequality. Thus one obtains a stochastic version of the (minimal) total variation flow. The new approach developed here also allows to prove the finite time extinction of solutions in dimensions $1leNle3$, which is another main result of this work. Keywords: stochastic diffusion equation, Brownian motion, bounded variation, convex functions, bounded variation flow.

Full work available at URL: https://arxiv.org/abs/1209.0351

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zbMATH Keywords

multiplicative noisevariational inequalitiesflowlinearcontinuous flowmotions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with fluid mechanics (35Q35) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Variational methods applied to PDEs (35A15) Diffusion (76R50)

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Cited In (38)

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