Doubly nonlinear stochastic evolution equations. II.

DOI10.1007/S40072-021-00229-3zbMATH Open1518.35708arXiv2009.08209OpenAlexW4205590262WikidataQ114219541 ScholiaQ114219541MaRDI QIDQ6163567FDOQ6163567

Authors: Luca Scarpa, Ulisse Stefanelli 

Publication date: 26 June 2023

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between conservative and nonconservative dynamics. We extend the reach of the classical deterministic case by allowing for stochasticity. The existence of martingale solutions is proved via a regularization technique, hinging on the validity of a It^o formula in a minimal regularity setting. Under additional assumptions, the well-posedness of stochastically strong solutions is also shown.

Full work available at URL: https://arxiv.org/abs/2009.08209

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zbMATH Keywords

existencemaximal monotone operatorsgeneralized Itô's formuladoubly nonlinear stochastic equationsstrong and martingale solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (6)

• Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
• On a doubly nonlinear PDE with stochastic perturbation
• Doubly nonlinear stochastic evolution equations
• The critical variational setting for stochastic evolution equations
• Rate-independent stochastic evolution equations: parametrized solutions
• A note on doubly nonlinear SPDEs with singular drift in divergence form

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