The obstacle problem for stochastic porous media equations
Ruoyang Liu, Shanjian Tang

TL;DR
This paper establishes the existence and uniqueness of non-negative entropy solutions for the obstacle problem in stochastic porous media equations by combining entropy formulation with penalization techniques.
Contribution
It introduces a novel approach that merges entropy solutions with penalization methods to handle the obstacle problem in stochastic porous media equations.
Findings
Proved existence of solutions
Proved uniqueness of solutions
Developed a combined entropy and penalization method
Abstract
We prove the existence and uniqueness of non-negative entropy solutions of the obstacle problem for stochastic porous media equations. The core of the method is to combine the entropy formulation with the penalization method.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Partial Differential Equations · Stability and Controllability of Differential Equations
