Singular-degenerate multivalued stochastic fast diffusion equations

Benjamin Gess; Michael Röckner

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arXiv · 1501.01544

Singular-degenerate multivalued stochastic fast diffusion equations

Benjamin Gess·Michael Röckner

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Abstract

We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld model for self-organized criticality. A well-posedness framework based on stochastic variational inequalities (SVI) is developed, characterizing solutions to the stochastic sign fast diffusion equation, previously obtained in a limiting sense only. Aside from generalizing the SVI approach to stochastic fast diffusion equations we develop a new proof of well-posedness, applicable to general diffusion coefficients. In case of linear multiplicative noise, we prove the existence of (generalized) strong solutions, which entails higher regularity properties of solutions than previously known.

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Benjamin Gess, Michael Röckner. 2015-01-07. Singular-degenerate multivalued stochastic fast diffusion equations. https://arxiv.org/abs/1501.01544

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