Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line.

MaRDI QIDQ484308zbMATH OpenFDO

Authors Ioana Ciotir, Francesco Russo

Publication date 6 January 2015

Published in Differential and Integral Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.3729

zbMATH Keywords

stochastic differential equationdiffusionNeumann boundary conditiongeneralized solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Representations of solutions to partial differential equations (35C99)

Abstract: The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated microscopic diffusion. The main idea is to construct a stochastic differential equation with reflection which has a solution in law and whose marginal law densities provide the unique solution of the porous media type equation.

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• Doubly probabilistic representation for the stochastic porous media type equation
• A trajectorial approach to entropy dissipation for degenerate parabolic equations
• Probabilistic approximation for a porous medium equation.
• Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case

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