The obstacle problem for stochastic porous media equations

DOI10.1016/J.SPA.2023.104238arXiv2111.10736OpenAlexW4387818269MaRDI QIDQ6145599FDOQ6145599

Authors: Ruoyang Liu, Shanjian Tang 

Publication date: 9 January 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We prove the existence and uniqueness of non-negative entropy solutions of the obstacle problem for stochastic porous media equations. The core of the method is to combine the entropy formulation with the penalization method.

Full work available at URL: https://arxiv.org/abs/2111.10736

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zbMATH Keywords

obstacle problempenalization methodentropy solutionsstochastic porous media

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Quasilinear parabolic equations (35K59) PDEs with randomness, stochastic partial differential equations (35R60)

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