SPDE in Hilbert Space with Locally Monotone Coefficients
Wei Liu, Michael R\"ockner

TL;DR
This paper establishes the existence and uniqueness of strong solutions for a broad class of stochastic partial differential equations in Hilbert spaces with locally monotone coefficients, extending classical results to more general settings.
Contribution
It generalizes the classical Krylov-Rozovskii result to locally monotone coefficients, enabling analysis of various complex SPDEs with non-monotone perturbations.
Findings
Proves existence and uniqueness of solutions for SPDEs with locally monotone coefficients.
Applicable to multiple types of SPDEs including reaction-diffusion, Burgers, Navier-Stokes, p-Laplace, and porous media equations.
Extends classical theory to more general, non-monotone coefficient cases.
Abstract
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our main result can be applied to different types of SPDEs such as stochastic reaction-diffusion equations, stochastic Burgers type equation, stochastic 2-D Navier-Stokes equation, stochastic -Laplace equation and stochastic porous media equation with some non-monotone perturbations.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
