Degenerate parabolic SPDEs
Martina Hofmanova (IRMAR)

TL;DR
This paper investigates the well-posedness of scalar semilinear degenerate parabolic SPDEs with stochastic forcing across all dimensions, employing kinetic solutions and vanishing viscosity methods.
Contribution
It introduces a framework for analyzing degenerate parabolic SPDEs using kinetic solutions and proves existence via vanishing viscosity, extending understanding in stochastic PDE theory.
Findings
Established well-posedness in any space dimension.
Developed a kinetic solution framework for degenerate SPDEs.
Proved existence of solutions through vanishing viscosity approximation.
Abstract
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 solution which is well suited for degenerate parabolic problems and supplies a good technical framework to prove the comparison principle. The proof of existence is based on the vanishing viscosity method: the solution is obtained by a compactness argument as the limit of solutions of nondegenerate approximations.
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Taxonomy
TopicsNavier-Stokes equation solutions · Advanced Mathematical Physics Problems · Stochastic processes and financial applications
