The stochastic porous media equation in ${\mathbb{R}}^d$

Abstract

Existence and uniqueness of solutions to the stochastic porous media equation $dX-\Dψ(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $\psi$ is a maximal monotone graph in $\rr\times\rr$ such that $\psi (r)\le C|r{|}^m$, $\ff r\in\rr$, $W$ is a coloured Wiener process. In this general case the dimension is restricted to $d\ge 3$, the main reason being the absence of a convenient multiplier result in the space $\calh=\{φ\in\mathcal{S}'(\rr^d);\ |ξ|(\calfφ)(ξ)\in L^2(\rr^d)\}$, for $d\le 2$. When $\psi$ is Lipschitz, the well-posedness, however, holds for all dimensions on the classical Sobolev space $H^{-1}(\rr^d)$. If $\psi (r)r\ge \rho |r{|}^{m+1}$ and $m=\frac{d-2}{d+2}$, we prove the finite time extinction with strictly positive probability.

References in corpus (2)

• Stochastic porous media equations and self-organized criticality: convergence to the critical state in all dimensions
• A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation