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In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

We show that two different notions of solutions to the obstacle problem for the porous medium equation, a potential theoretic notion and a notion based on a variational inequality, coincide for regular enough compactly supported obstacles.

Analysis of PDEs · Mathematics 2024-04-30 Kristian Moring , Christoph Scheven

We provide an entropy formulation for porous medium-type equations with a stochastic, non-linear, spatially inhomogeneous forcing. Well - posedness and $L_1$-contraction is obtained in the class of entropy solutions. Our scope allows for…

Probability · Mathematics 2020-06-17 Konstantinos Dareiotis , Maté Gerencsér , Benjamin Gess

We deal with the obstacle problem for the porous medium equation in the slow diffusion regime $m>1$. Our main interest is to treat fairly irregular obstacles assuming only boundedness and lower semicontinuity. In particular, the considered…

Analysis of PDEs · Mathematics 2018-07-23 Riikka Korte , Pekka Lehtelä , Stefan Sturm

The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal…

Probability · Mathematics 2019-07-11 Konstantinos Dareiotis , Benjamin Gess , Pavlos Tsatsoulis

In this work we introduce the obstacle-mass constraint problem for a multidimensional scalar hyperbolic conservation law. We prove existence of an entropy solution to this problem by a penalization/viscosity method. The mass constraint…

Analysis of PDEs · Mathematics 2015-10-26 Paulo Amorim , Wladimir Neves , José Francisco Rodrigues

The aim of this paper is twofold: to prove, for L^1-data, the existence and uniqueness of an entropy solution to the obstacle problem for nonlinear elliptic equations with variable growth, and to show some convergence and stability…

Analysis of PDEs · Mathematics 2008-02-05 José Francisco Rodrigues , Manel Sanchón , José Miguel Urbano

One proves existence and uniqueness of strong solutions to stochastic porous media equations under minimal monotonicity conditions on the nonlinearity. In particular, we do not assume continuity of the drift or any growth condition at…

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

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

Explicit conditions are presented for the existence, uniqueness and ergodicity of the strong solution to a class of generalized stochastic porous media equations. Our estimate of the convergence rate is sharp according to the known optimal…

Probability · Mathematics 2007-05-23 Giuseppe Da Prato , Boris L. Rozovskii , Michael Röckner , Feng-Yu Wang

We consider an obstacle problem for elastic curves with fixed ends. We attempt to extend the graph approach provided in [8]. More precisely, we investigate nonexistence of graph solutions for special obstacles and extend the class of…

Differential Geometry · Mathematics 2018-12-10 Marius Müller

We consider the obstacle problem with two irregular reflecting barriers for the Cauchy-Dirichlet problem for semilinear parabolic equations with measure data. We prove the existence and uniqueness of renormalized solutions of the problem…

Analysis of PDEs · Mathematics 2015-07-24 Tomasz Klimsiak , Andrzej Rozkosz

We discretize the Lagrange multiplier formulation of the obstacle problem by mixed and stabilized finite element methods. A priori and a posteriori error estimates are derived and numerically verified.

Numerical Analysis · Mathematics 2017-11-16 Tom Gustafsson , Rolf Stenberg , Juha Videman

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous…

Probability · Mathematics 2013-04-04 Michael Röckner , Feng-Yu Wang , Tusheng Zhang

In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…

Optimization and Control · Mathematics 2025-08-05 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…

Optimization and Control · Mathematics 2025-03-18 Thibaut Bourdais , Nadia Oudjane , Francesco Russo

We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…

Probability · Mathematics 2020-06-17 Konstantinos Dareiotis , Benjamin Gess

The aim of this paper is to study the obstacle problem with an elliptic operator having degenerate coercivity. We prove the existence of an entropy solution to the obstacle problem under the assumption of $L^{1}-$summability on the data.…

Analysis of PDEs · Mathematics 2015-11-25 Jun Zheng , Binhua Feng , Zhihua Zhang

The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…

Probability · Mathematics 2010-11-17 Nadia Belaribi , François Cuvelier , Francesco Russo

We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic interpretation of the solution using backward doubly SDEs with…

Probability · Mathematics 2018-06-08 Yuchao Dong , Xue Yang , Jing Zhang
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