Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case

DOI10.1007/S00440-010-0291-XzbMATH Open1227.60088arXiv0908.2701OpenAlexW3098762811MaRDI QIDQ644786FDOQ644786

Authors: Viorel Barbu, Michael Röckner, Francesco Russo 

Publication date: 7 November 2011

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We consider a possibly degenerate porous media type equation over all of $R^d$ with $d=1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.

Full work available at URL: https://arxiv.org/abs/0908.2701

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zbMATH Keywords

probabilistic representationsingular degenerate porous media type equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Representations of solutions to partial differential equations (35C99)

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Cited In (22)

• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
• A trajectorial approach to entropy dissipation for degenerate parabolic equations
• Probabilistic representation for solutions of an irregular porous media type equation
• On a random scaled porous media equation
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• Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations
• Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• Large deviation principle of occupation measures for non-linear monotone SPDEs
• Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
• Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
• Stochastic porous media equations in \(\mathbb R^d\)
• Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line.
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
• A semigroup approach to a reaction-diffusion system with cross-diffusion
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation
• A probabilistic algorithm approximating solutions of a singular PDE of porous media type
• Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
• Doubly probabilistic representation for the stochastic porous media type equation
• Degenerate nonlinear parabolic equations with discontinuous diffusion coefficients
• Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations

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