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We study a nonlinear porous medium type equation involving the infinity Laplacian operator. We first consider the problem posed on a bounded domain and prove existence of maximal nonnegative viscosity solutions. Uniqueness is obtained for…

Analysis of PDEs · Mathematics 2011-09-20 Manuel Portilheiro , Juan Luis Vazquez

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We consider a stochastic parabolic partial differential equation with Dirichlet boundary conditions, multiplicative stochastic noise, and a monotone parabolic operator A. The growth and coercivity of A is controlled by a general N-function…

Analysis of PDEs · Mathematics 2025-06-17 Piotr Gwiazda , Jakub Woźnicki , Aneta Wróblewska-Kamińska , Aleksandra Zimmermann

We establish pathwise existence of solutions for porous media and fast diffusion equations with nonlinear gradient noise, in the full regime $m\in(0,\infty)$ and for any initial data in $L^2$. Moreover, if the initial data is positive,…

Analysis of PDEs · Mathematics 2023-02-07 Andrea Clini

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…

Probability · Mathematics 2020-06-02 Jie Xiong , Xu Yang

In this article, we consider the stochastic wave equation on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a linear multiplicative space-time homogeneous Gaussian noise whose temporal and spatial covariance structures are given by locally…

Probability · Mathematics 2019-01-03 Raluca M. Balan , Lluís Quer-Sardanyons , Jian Song

We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…

Analysis of PDEs · Mathematics 2023-09-26 Noemi David , Filippo Santambrogio

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random…

Probability · Mathematics 2016-08-10 Viorel Barbu , Michael Röckner , Francesco Russo

The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…

Probability · Mathematics 2025-11-18 Antonio Agresti , Max Sauerbrey , Mark Veraar

The existence of martingale solutions for stochastic porous media equations driven by nonlinear multiplicative space-time white noise is established in spatial dimension one. The Stroock-Varopoulos inequality is identified as a key tool in…

Probability · Mathematics 2024-09-25 Konstantinos Dareiotis , Máté Gerencsér , Benjamin Gess

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Numerical Analysis · Mathematics 2019-06-20 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

We study quasilinear parabolic stochastic partial differential equations with general multiplicative noise on a bounded domain in $\mathbb{R}^{d}$, with homogeneous Dirichlet boundary condition. We establish the existence and uniqueness of…

Probability · Mathematics 2023-10-26 Mengzi Xie

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

Probability · Mathematics 2020-05-05 Benjamin Fehrman , Benjamin Gess

The long time behaviour of solutions to generalised stochastic porous media equations on bounded domains with Dirichlet boundary data is studied. We focus on a degenerate form of nonlinearity arising in self-organised criticality. Based on…

Probability · Mathematics 2019-09-12 Marius Neuß

We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…

Probability · Mathematics 2020-07-15 Zhao Dong , Rangrang Zhang , Tusheng Zhang

We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum.…

Probability · Mathematics 2020-01-30 Sebastian Hensel

We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…

Probability · Mathematics 2026-05-19 Kenneth. H. Karlsen , Hao Tang , Feng-Yu Wang

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

One proves that the stochastic porous media equation in 3-D has a unique nonnegative solution for nonnegative initial data in $H^{-1}(\mathcal O)$ if the nonlinearity is monotone and has polynomial growth.

Probability · Mathematics 2007-05-23 Viorel Barbu , Giuseppe Da Prato , Michael Röckner