Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise
Abstract
We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich gradient-type noise. We derive a commutator relation for the unbounded noise coefficients in terms of a geometric Killing vector condition. The drift term is given by the total variation flow, respectively, by a singular -Laplace-type operator. We impose nonlinear zero Neumann boundary conditions and precisely investigate their connection with the coefficient fields of the noise. This solves an open problem posed in [Barbu, Brze\'{z}niak, Hausenblas, Tubaro; Stoch. Proc. Appl., 123 (2013)] and [Barbu, R\"ockner; J. Eur. Math. Soc., 17 (2015)].
Keywords
Cite
@article{arxiv.1507.02576,
title = {Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise},
author = {Ioana Ciotir and Jonas M. Tölle},
journal= {arXiv preprint arXiv:1507.02576},
year = {2016}
}
Comments
23 pages, 54 references, to appear in Journal of Functional Analysis