Stability of solutions to stochastic partial differential equations

DOI10.1016/J.JDE.2015.11.039MaRDI QIDQ907791zbMATH OpenOpenAlexFDO

Authors Benjamn Gess, Jonas M. Toelle

Publication date 26 January 2016

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.01230

zbMATH Keywords

differential inclusionshomogenizationnonlocal stochastic partial differential equationsrandom Mosco convergencesingular-degenerate SPDEstochastic variational inequalityTrotter type results

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Quasilinear parabolic equations with (p)-Laplacian (35K92) Stability problems for infinite-dimensional dissipative dynamical systems (37L15) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Methods involving semicontinuity and convergence; relaxation (49J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.

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