English

Global martingale solutions for a stochastic population cross-diffusion system

Probability 2020-03-20 v1

Abstract

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a multiplicative noise term. The diffusion matrix is generally neither symmetric nor positive definite, but it possesses a quadratic entropy structure. This structure allows us to work in a Hilbert space framework and to apply a stochastic Galerkin method. The existence proof is based on energy-type estimates, the tightness criterion of Brze\'zniak and co-workers, and Jakubowski's generalization of the Skorokhod theorem. The nonnegativity is proved by an extension of Stampacchia's truncation method due to Chekroun, Park, and Temam.

Keywords

Cite

@article{arxiv.1806.01124,
  title  = {Global martingale solutions for a stochastic population cross-diffusion system},
  author = {Gaurav Dhariwal and Ansgar Jüngel and Nicola Zamponi},
  journal= {arXiv preprint arXiv:1806.01124},
  year   = {2020}
}
R2 v1 2026-06-23T02:18:12.946Z