Degenerate parabolic stochastic partial differential equations: quasilinear case

DOI10.1214/15-AOP1013zbMATH Open1346.60094arXiv1309.5817MaRDI QIDQ726797FDOQ726797

Authors: A. Debussche, Martina Hofmanová, Julien Vovelle 

Publication date: 14 July 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized It^{o} formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.

Full work available at URL: https://arxiv.org/abs/1309.5817

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zbMATH Keywords

kinetic solutioncylindrical Wiener processquasilinear degenerate parabolic stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Degenerate parabolic equations (35K65) PDEs with randomness, stochastic partial differential equations (35R60)

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