English

Well-posedness for a class of doubly nonlinear stochastic PDEs of divergence type

Analysis of PDEs 2017-05-23 v1 Probability

Abstract

We prove well-posedness for doubly nonlinear parabolic stochastic partial differential equations of the form dXtdivγ(Xt)dt+β(Xt)dtB(t,Xt)dWtdX_t-\text{div}\,\gamma(\nabla X_t)\,dt+\beta(X_t)\,dt\ni B(t,X_t)\,dW_t, where γ\gamma and β\beta are the two nonlinearities, assumed to be multivalued maximal monotone operators everywhere defined on Rd\mathbb{R}^d and R\mathbb{R} respectively, and WW is a cylindrical Wiener process. Using variational techniques, suitable uniform estimates (both pathwise and in expectation) and some compactness results, well-posedness is proved under the classical Leray-Lions conditions on γ\gamma and with no restrictive smoothness or growth assumptions on β\beta. The operator BB is assumed to be Hilbert-Schmidt and to satisfy some classical Lipschitz conditions in the second variable.

Keywords

Cite

@article{arxiv.1611.06790,
  title  = {Well-posedness for a class of doubly nonlinear stochastic PDEs of divergence type},
  author = {Luca Scarpa},
  journal= {arXiv preprint arXiv:1611.06790},
  year   = {2017}
}

Comments

Key words and phrases: doubly nonlinear stochastic equation, divergence, variational approach, existence of solutions, continuous dependence, multiplicative noise