A time-splitting approach to quasilinear degenerate parabolic stochastic partial differential equations.

zbMATH Open1389.35214arXiv1606.01596MaRDI QIDQ504277FDOQ504277

Authors: Kazuo Kobayasi, Dai Noboriguchi 

Publication date: 13 January 2017

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

Abstract: In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanov'a and Vovelle [8] proved the existence of a kinetic solution. On the other hand, we propose to construct a sequence of approximations by applying a time splitting method and prove that this converges strongly in $L^1$ to a kinetic solution. This method will somewhat give us not only a simpler and more direct argument but an improvement over the existence result.

Full work available at URL: https://arxiv.org/abs/1606.01596

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zbMATH Keywords

existencekinetic solutionpurely stochastic equationstochastic source

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for first-order hyperbolic equations (35L04)

Cited In (8)

• Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source
• Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE
• Well-posedness for stochastic scalar conservation laws with the initial-boundary condition
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Title not available (Why is that?)
• Degenerate parabolic stochastic partial differential equations
• Existence results for a doubly degenerate quasilinear stochastic parabolic equation
• Pathwise mild solutions for quasilinear stochastic partial differential equations

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