Well-posedness of stochastic partial differential equations with fully local monotone coefficients
Abstract
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple : \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in (0,T], X(0) & = x\in H, \end{aligned} \right. \end{align*} where \begin{align*} A: [0,T]\times V \rightarrow V^* , \quad B: [0,T]\times V \rightarrow L_2(U,H) \end{align*} are measurable maps, is the space of Hilbert-Schmidt operators from to and is a -cylindrical Wiener process. Such SPDEs include many interesting models in applied fields like fluid dynamics etc. In this paper, we establish the well-posedness of the above SPDEs under fully local monotonicity condition solving a longstanding open problem. The conditions on the diffusion coefficient are allowed to depend on both the -norm and -norm. In the case of classical SPDEs, this means that could also depend on the gradient of the solution. The well-posedness is obtained through a combination of pseudo-monotonicity techniques and compactness arguments.
Keywords
Cite
@article{arxiv.2206.01107,
title = {Well-posedness of stochastic partial differential equations with fully local monotone coefficients},
author = {Michael Röckner and Shijie Shang and Tusheng Zhang},
journal= {arXiv preprint arXiv:2206.01107},
year = {2025}
}
Comments
This version updates the earlier preprint corresponding to our published article [Math. Ann., 2024, 390(3): 3419-3469], incorporating corrections for errors identified after publication. An erratum is appended at the end of the document