English

Singular-degenerate multivalued stochastic fast diffusion equations

Probability 2015-01-08 v1 Analysis of PDEs

Abstract

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld model for self-organized criticality. A well-posedness framework based on stochastic variational inequalities (SVI) is developed, characterizing solutions to the stochastic sign fast diffusion equation, previously obtained in a limiting sense only. Aside from generalizing the SVI approach to stochastic fast diffusion equations we develop a new proof of well-posedness, applicable to general diffusion coefficients. In case of linear multiplicative noise, we prove the existence of (generalized) strong solutions, which entails higher regularity properties of solutions than previously known.

Keywords

Cite

@article{arxiv.1501.01544,
  title  = {Singular-degenerate multivalued stochastic fast diffusion equations},
  author = {Benjamin Gess and Michael Röckner},
  journal= {arXiv preprint arXiv:1501.01544},
  year   = {2015}
}

Comments

27 pages

R2 v1 2026-06-22T07:53:52.845Z