Well-posedness of the obstacle problem for stochastic nonlinear diffusion equations: an entropy formulation

Abstract

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing a new entropy formulation for stochastic variational inequalities. As a consequence, we obtain a novel well-posedness result for the obstacle problem of deterministic porous medium equations with nonlinear reaction terms.

37 pages