A nonlinear stochastic diffusion-convection equation with reflection

Fuente: arXiv
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Main Authors: Sapountzoglou, Niklas, Tahraoui, Yassine, Vallet, Guy, Zimmermann, Aleksandra
Format: Preprint
Published: 2024
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author Sapountzoglou, Niklas
Tahraoui, Yassine
Vallet, Guy
Zimmermann, Aleksandra
author_facet Sapountzoglou, Niklas
Tahraoui, Yassine
Vallet, Guy
Zimmermann, Aleksandra
contents We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a stochastic Itô integral with respect to a Hilbert space valued $Q$-Wiener process. We show existence of a solution to the pseudomonotone stochastic diffusion-convection equation with non-negative initial value as well as the existence of a reflection measure which prevents the solution from taking negative values. In order to show a minimality condition of the measure, we study the properties of quasi everywhere defined representatives of the solution with respect to parabolic capacity.
format Preprint
id arxiv_https___arxiv_org_abs_2412_16413
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A nonlinear stochastic diffusion-convection equation with reflection
Sapountzoglou, Niklas
Tahraoui, Yassine
Vallet, Guy
Zimmermann, Aleksandra
Analysis of PDEs
Probability
35K86, 60H15, 35K55
We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a stochastic Itô integral with respect to a Hilbert space valued $Q$-Wiener process. We show existence of a solution to the pseudomonotone stochastic diffusion-convection equation with non-negative initial value as well as the existence of a reflection measure which prevents the solution from taking negative values. In order to show a minimality condition of the measure, we study the properties of quasi everywhere defined representatives of the solution with respect to parabolic capacity.
title A nonlinear stochastic diffusion-convection equation with reflection
topic Analysis of PDEs
Probability
35K86, 60H15, 35K55
url https://arxiv.org/abs/2412.16413