On a doubly nonlinear PDE with stochastic perturbation

被引:0
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作者
Niklas Sapountzoglou
Petra Wittbold
Aleksandra Zimmermann
机构
[1] University of Duisburg-Essen,Faculty of Mathematics
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2019年 / 7卷
关键词
Doubly nonlinear; Multiplicative noise; Martingale solution; Strong solution; Pathwise uniqueness; 35R60; 60H15; 35K55;
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摘要
We consider a doubly nonlinear evolution equation with multiplicative noise and show existence and pathwise uniqueness of a strong solution. Using a semi-implicit time discretization we get approximate solutions with monotonicity arguments. We establish a-priori estimates for the approximate solutions and show tightness of the sequence of image measures induced by the sequence of approximate solutions. As a consequence of the theorems of Prokhorov and Skorokhod we get a.s. convergence of a subsequence on a new probability space which allows to show the existence of martingale solutions. Pathwise uniqueness is obtained by an L1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^1$$\end{document}-method. Using this result, we are able to show existence and uniqueness of strong solutions.
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页码:297 / 330
页数:33
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