Well-posedness of stochastic partial differential equations with fully local monotone coefficients

arXiv2206.01107MaRDI QIDQ6400939FDOQ6400939

Authors: Michael Röckner, Shijie Shang, Tu-Sheng Zhang 

Publication date: 2 June 2022

Abstract: Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $VsubseteqHsubseteq{V}^{\ast }$: �egin{align*} left{ �egin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), quad tin (0,T], \ X(0) & = xin H, end{aligned} ight. end{align*} where �egin{align*} A: [0,T] imes V ightarrow V^* , quad B: [0,T] imes V ightarrow L_2(U,H) end{align*} are measurable maps, $L_2(U,H)$ is the space of Hilbert-Schmidt operators from $U$ to $H$ and $W$ is a $U$-cylindrical Wiener process. Such SPDEs include many interesting models in applied fields like fluid dynamics etc. In this paper, we establish the well-posedness of the above SPDEs under fully local monotonicity condition solving a longstanding open problem. The conditions on the diffusion coefficient $B(t,cdot)$ are allowed to depend on both the $H$-norm and $V$-norm. In the case of classical SPDEs, this means that $B(cdot,cdot)$ could also depend on the gradient of the solution. The well-posedness is obtained through a combination of pseudo-monotonicity techniques and compactness arguments.

Mathematics Subject Classification ID

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

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