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We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

数值分析 · 数学 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

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…

概率论 · 数学 2023-10-26 Mengzi Xie

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

概率论 · 数学 2014-05-23 Benjamin Gess , Michael Röckner

We study the regularity of entropy solutions for quasilinear parabolic equations with anisotropic degeneracy and stochastic forcing. Building on previous works, we establish space-time regularity under a non-degeneracy condition that does…

偏微分方程分析 · 数学 2025-04-03 Marko Erceg , Kenneth H. Karlsen , Darko Mitrović

We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…

概率论 · 数学 2017-05-16 Ennio Fedrizzi , Franco Flandoli , Enrico Priola , Julien Vovelle

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…

偏微分方程分析 · 数学 2016-08-11 Arnaud Debussche , Martina Hofmanová , Julien Vovelle

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

概率论 · 数学 2011-04-22 Benjamin Gess

We introduce a new class of quasi-linear parabolic equations involving nonhomogeneous degeneracy or/and singularity $$ \partial_t u=[|D u|^q+a(x,t)|D u|^s]\left(\Delta u+(p-2)\left\langle D^2 u\frac{D u}{|D u|},\frac{D u}{|D…

偏微分方程分析 · 数学 2021-05-12 Yuzhou Fang , Chao Zhang

This paper considers second-order stochastic partial differential equations with additive noise given in a bounded domain of $\mathbb R^n$. We suppose that the coefficients of the noise are $L^p$-functions with sufficiently large $p$. We…

概率论 · 数学 2021-10-05 Sergey Kuksin , Nikolai Nadirashvili , Andrey Piatnitski

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

概率论 · 数学 2023-04-05 Joe Jackson

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

偏微分方程分析 · 数学 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

偏微分方程分析 · 数学 2012-02-10 Martina Hofmanova

We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…

概率论 · 数学 2017-05-05 Ildoo Kim , Kyeong-hun Kim

In this manuscript, we establish the existence and sharp geometric regularity estimates for bounded solutions of a class of quasilinear parabolic equations in non-divergence form with non-homogeneous degeneracy. The model equation in this…

偏微分方程分析 · 数学 2025-03-07 Junior da Silva Bessa , João Vitor da Silva , Ginaldo de Santana Sá

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone…

偏微分方程分析 · 数学 2015-01-06 Martina Hofmanova , Tusheng Zhang

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

概率论 · 数学 2021-06-03 Tadahisa Funaki , Bin Xie

In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanov\'a and Vovelle…

偏微分方程分析 · 数学 2016-06-07 Kazuo Kobayasi , Dai Noboriguchi

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

概率论 · 数学 2013-12-12 Michael Hinz , Elena Issoglio , Martina Zähle

We introduce a new method which resolves the problem of regularity and compactness of entropy solutions for nonlinear degenerate parabolic equations under non-degeneracy conditions on the sphere. In particular, we address a problem of…

偏微分方程分析 · 数学 2023-09-06 Marko Erceg , Darko Mitrović

We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…

偏微分方程分析 · 数学 2019-02-22 Máté Gerencsér , Martin Hairer
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