inria-00410248, version 1
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
Viorel Barbu
a, 1Michael Roeckner
b, 2Francesco Russo
3, 4
(18/08/2009)
Résumé : We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.
- a – University A1.I. Cuza
- b – Universitaet Bielefeld
- 1 : Romanian Academy [IASI]
- Romanian Academy of Sciences
- 2 : Fakultaet fuer Mathematik, SFB 701 (SFB 701)
- SFB 701
- 3 : Laboratoire d'Analyse, Géométrie et Applications (LAGA)
- CNRS : UMR7539 – Université Paris XIII - Paris Nord – Université Paris VIII - Vincennes Saint-Denis
- 4 : MATHFI (INRIA Rocquencourt)
- INRIA – Ecole des Ponts ParisTech – Université Paris XII - Paris Est Créteil Val-de-Marne
- Domaine : Mathématiques/Probabilités
- Mots-clés : Singular degenerate porous media type equation – probabilistic representation
- Commentaire : 50 pages
- inria-00410248, version 1
- http://hal.inria.fr/inria-00410248
- oai:hal.inria.fr:inria-00410248
- Contributeur : Francesco Russo
- Soumis le : Mardi 18 Août 2009, 22:22:14
- Dernière modification le : Vendredi 15 Avril 2011, 16:34:10






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