The stochastic porous media equation in $\R^d$

Abstract : Existence and uniqueness of solutions to the stochastic porous media equation $dX-\D\psi(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $\psi$ is a maximal monotone graph in $\rr\times\rr$ such that $\psi(r)\le C|r|^m$, $\ff r\in\rr$, $W$ is a coloured Wiener process. In this general case the dimension is restricted to $d\ge 3$, the main reason being the absence of a convenient multiplier result in the space $\calh=\{\varphi\in\mathcal{S}'(\rr^d);\ |\xi|(\calf\varphi)(\xi)\in L^2(\rr^d)\}$, for $d\le2$. When $\psi$ is Lipschitz, the well-posedness, however, holds for all dimensions on the classical Sobolev space $H^{-1}(\rr^d)$. If $\psi(r)r\ge\rho|r|^{m+1}$ and $m=\frac{d-2}{d+2}$, we prove the finite time extinction with strictly positive probability.
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Submitted on : Tuesday, September 9, 2014 - 6:19:29 AM
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  • HAL Id : hal-00921597, version 2
  • ARXIV : 1312.6234

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Viorel Barbu, Michael Röckner, Francesco Russo. The stochastic porous media equation in $\R^d$. 2014. ⟨hal-00921597v2⟩

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