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

MaRDI QIDQ504277zbMATH OpenFDO

Authors Kazuo Kobayasi, Dai Noboriguchi

Publication date 13 January 2017

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

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

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)

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.

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Cited in

(8)

• Pathwise mild solutions for quasilinear stochastic partial differential equations
• Convergence of time-splitting approximations for degenerate convection-diffusion equations with a random source
• Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE
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• Degenerate parabolic stochastic partial differential equations
• Existence results for a doubly degenerate quasilinear stochastic parabolic equation

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