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arXiv · 1309.5817

Degenerate parabolic stochastic partial differential equations: Quasilinear case

Arnaud Debussche·Martina Hofmanová·Julien Vovelle
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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 [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], 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.

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Arnaud Debussche, Martina Hofmanová, Julien Vovelle. 2016-07-07. Degenerate parabolic stochastic partial differential equations: Quasilinear case. https://doi.org/10.1214/15-aop1013

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