Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
From MaRDI portal
Publication:644786
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)
Abstract: We consider a possibly degenerate porous media type equation over all of with , 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.
Recommendations
- Probabilistic representation for solutions of an irregular porous media type equation
- Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case
- Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line.
- Doubly probabilistic representation for the stochastic porous media type equation
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation
Cites work
- scientific article; zbMATH DE number 4018678 (Why is no real title available?)
- scientific article; zbMATH DE number 5547571 (Why is no real title available?)
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 3678487 (Why is no real title available?)
- scientific article; zbMATH DE number 3738164 (Why is no real title available?)
- scientific article; zbMATH DE number 3756945 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3483022 (Why is no real title available?)
- scientific article; zbMATH DE number 3491518 (Why is no real title available?)
- scientific article; zbMATH DE number 3491650 (Why is no real title available?)
- scientific article; zbMATH DE number 3514556 (Why is no real title available?)
- scientific article; zbMATH DE number 3602126 (Why is no real title available?)
- scientific article; zbMATH DE number 979133 (Why is no real title available?)
- scientific article; zbMATH DE number 1054244 (Why is no real title available?)
- scientific article; zbMATH DE number 1059167 (Why is no real title available?)
- scientific article; zbMATH DE number 3288812 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- Analysis and control of nonlinear infinite dimensional systems
- Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
- Nonlinear evolution equations in an arbitrary Banach space
- On the relation of the operator \(\partial/\partial s+partial/\tau\) to evolution governed by accretive operators
- Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995
- Propagation of chaos and fluctuations for a moderate model with smooth initial data
- Self-organized criticality via stochastic partial differential equations
- Stochastic porous media equations and self-organized criticality
- Uniqueness of solutions of the initial-value problem for \(u_t- \Delta\varphi (u)=0\)
Cited in
(22)- Stochastic porous media equations in \(\mathbb R^d\)
- Probabilistic representation for solutions of an irregular porous media type equation
- Superposition principle for non-local Fokker-Planck-Kolmogorov operators
- Doubly probabilistic representation for the stochastic porous media type equation
- Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
- A trajectorial approach to entropy dissipation for degenerate parabolic equations
- On a random scaled porous media equation
- A semigroup approach to a reaction-diffusion system with cross-diffusion
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- Degenerate nonlinear parabolic equations with discontinuous diffusion coefficients
- Probabilistic approximation for a porous medium equation.
- Large deviation principle of occupation measures for non-linear monotone SPDEs
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation
- Probabilistic representation for solutions to nonlinear Fokker-Planck equations
- Probabilistic representation of a class of non-conservative nonlinear partial differential equations
- Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
- A probabilistic algorithm approximating solutions of a singular PDE of porous media type
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
- Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line.
- Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
- Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
This page was built for publication: Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q644786)
