Search

MiS Preprint Repository

We have decided to discontinue the publication of preprints on our preprint server as of 1 March 2024. The publication culture within mathematics has changed so much due to the rise of repositories such as ArXiV (www.arxiv.org) that we are encouraging all institute members to make their preprints available there. An institute's repository in its previous form is, therefore, unnecessary. The preprints published to date will remain available here, but we will not add any new preprints here.

MiS Preprint
92/2013

Degenerate parabolic stochastic partial differential equations: Quasilinear case

Arnaud Debussche, Martina Hofmanová and Julien Vovelle

Abstract

In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws (Debussche and Vovelle, 2010) and semilinear degenerate parabolic SPDEs (Hofmanová, 2013), the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized Itô formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.

Received:
Aug 28, 2013
Published:
Sep 2, 2013
MSC Codes:
60H15, 35R60
Keywords:
quasilinear degenerate parabolic SPDE's, kinetic formulation, kinetic solution

Related publications

inJournal
2016 Repository Open Access
Arnaud Debussche, Martina Hofmanová and Julien Vovelle

Degenerate parabolic stochastic partial differential equations : quasilinear case

In: The annals of probability, 44 (2016) 3, pp. 1916-1955