We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form divγ (∇.), where γ is a maximal monotone graph in ℝn × ℝn obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that γ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.

On the well-posedness of SPDEs with singular drift in divergence form

Scarpa L.
2018-01-01

Abstract

We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form divγ (∇.), where γ is a maximal monotone graph in ℝn × ℝn obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that γ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
2018
Stochastic Partial Differential Equations and Related Fields
978-3-319-74928-0
978-3-319-74929-7
Divergence form
Monotone operators
Multiplicative noise
Singular drift
Stochastic evolution equations
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/1165488
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