The obstacle problem for stochastic porous media equations

DOI10.1016/J.SPA.2023.104238MaRDI QIDQ6145599zbMATH OpenOpenAlexFDO

Authors Ruoyang Liu, Shanjian Tang

Publication date 9 January 2024

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

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

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)

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.

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