Strong Solutions for Stochastic Partial Differential Equations of Gradient Type
Abstract
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a genuinely new method of weighted Galerkin approximations based on the "distance" defined by the quasi-convex function. Spatial regularization of the initial condition analogous to the deterministic case is obtained. The results yield a unified framework which is applied to stochastic generalized porous media equations, stochastic generalized reaction diffusion equations and stochastic generalized degenerated p-Laplace equations. In particular, higher regularity for solutions of such SPDE is obtained.
Cite
@article{arxiv.1104.4243,
title = {Strong Solutions for Stochastic Partial Differential Equations of Gradient Type},
author = {Benjamin Gess},
journal= {arXiv preprint arXiv:1104.4243},
year = {2011}
}
Comments
30 pages