Well-posedness of stochastic partial differential equations with fully local monotone coefficients

TL;DR

This paper proves the well-posedness of a broad class of stochastic partial differential equations with fully local monotone coefficients, addressing a longstanding open problem in the mathematical theory of SPDEs.

Contribution

It establishes existence and uniqueness results for SPDEs with coefficients depending on both solution norms, using pseudo-monotonicity and compactness methods, expanding the class of well-understood models.

Findings

Proved well-posedness under fully local monotonicity conditions.

Allowed diffusion coefficients to depend on solution gradients.

Solved a longstanding open problem in SPDE theory.

Abstract

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in (0,T], X(0) & = x\in H, \end{aligned} \right. \end{align*} where \begin{align*} A: [0,T]\times V \rightarrow V^* , \quad B: [0,T]\times V \rightarrow L_2(U,H) \end{align*} are measurable maps, $L_2(U,H)$ is the space of Hilbert-Schmidt operators from $U$ to $H$ and $W$ is a $U$-cylindrical Wiener process. Such SPDEs include many interesting models in applied fields like fluid dynamics etc. In this paper, we establish the well-posedness of the above SPDEs under fully local monotonicity condition solving a longstanding open problem. The conditions on the diffusion coefficient $B(t,\cdot)$ are allowed to depend on both the $H$-norm and $V$-norm. In the case of classical SPDEs, this means that $B(\cdot,\cdot)$ could also depend on the gradient of the solution. The well-posedness is obtained through a combination of pseudo-monotonicity techniques and compactness arguments.