English

Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise

Analysis of PDEs 2016-08-17 v4 Probability

Abstract

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich gradient-type noise. We derive a commutator relation for the unbounded noise coefficients in terms of a geometric Killing vector condition. The drift term is given by the total variation flow, respectively, by a singular pp-Laplace-type operator. We impose nonlinear zero Neumann boundary conditions and precisely investigate their connection with the coefficient fields of the noise. This solves an open problem posed in [Barbu, Brze\'{z}niak, Hausenblas, Tubaro; Stoch. Proc. Appl., 123 (2013)] and [Barbu, R\"ockner; J. Eur. Math. Soc., 17 (2015)].

Keywords

Cite

@article{arxiv.1507.02576,
  title  = {Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise},
  author = {Ioana Ciotir and Jonas M. Tölle},
  journal= {arXiv preprint arXiv:1507.02576},
  year   = {2016}
}

Comments

23 pages, 54 references, to appear in Journal of Functional Analysis

R2 v1 2026-06-22T10:08:53.907Z