SINGULAR-DEGENERATE MULTIVALUED STOCHASTIC FAST DIFFUSION EQUATIONS

被引:17
|
作者
Gess, Benjamin [1 ]
Roeckner, Michael [2 ]
机构
[1] Univ Chicago, Dept Math, Chicago, IL 60637 USA
[2] Univ Bielefeld, Fac Math, Bielefeld, Germany
关键词
singular-degenerate SPDE; multivalued SPDE; self-organized criticality; stochastic fast diffusion; sign fast diffusion; regularity; stochastic variational inequalities; PARTIAL-DIFFERENTIAL-EQUATIONS; FINITE-TIME EXTINCTION; POROUS-MEDIA;
D O I
10.1137/151003726
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld model for self-organized criticality. A well-posedness framework based on stochastic variational inequalities (SVI) is developed, characterizing solutions to the stochastic sign fast diffusion equation, previously obtained in a limiting sense only. Aside from generalizing the SVI approach to stochastic fast diffusion equations we develop a new proof of well-posedness, applicable to general diffusion coefficients. In case of linear multiplicative noise, we prove the existence of (generalized) strong solutions, which entails higher regularity properties of solutions than previously known.
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页码:4058 / 4090
页数:33
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