Volume 1, Issue 1
The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations

Hermano Frid, Yachun Li, Daniel Marroquin, João F. C. Nariyoshi & Zirong Zeng

Commun. Math. Anal. Appl., 1 (2022), pp. 1-71.

Published online: 2022-01

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  • Abstract

We consider the Dirichlet problem for a quasilinear degenerate parabolic stochastic partial differential equation with multiplicative noise and nonhomogeneous Dirichlet boundary condition. We introduce the definition of kinetic solution for this problem and prove existence and uniqueness of solutions. For the uniqueness of kinetic solutions we prove a new version of the doubling of variables method and use it to deduce a comparison principle between solutions. The proof requires a delicate analysis of the boundary values of the solutions for which we develop some techniques that enable the usage of the existence of normal weak traces for divergence measure fields in this stochastic setting. The existence of solutions, as usual, is obtained through a two-level approximation scheme consisting of nondegenerate regularizations of the equations which we show to be consistent with our definition of solutions. In particular, the regularity conditions that give meaning to the boundary values of the solutions are shown to be inherited by limits of nondegenerate parabolic approximations provided by the vanishing viscosity method.

  • AMS Subject Headings

Primary: 26B20, 28C05, 35L65, 35B35;Secondary: 26B35, 26B12, 35L67

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COPYRIGHT: © Global Science Press

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@Article{CMAA-1-1, author = {Frid , HermanoLi , YachunMarroquin , DanielNariyoshi , João F. C. and Zeng , Zirong}, title = {The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations}, journal = {Communications in Mathematical Analysis and Applications}, year = {2022}, volume = {1}, number = {1}, pages = {1--71}, abstract = {

We consider the Dirichlet problem for a quasilinear degenerate parabolic stochastic partial differential equation with multiplicative noise and nonhomogeneous Dirichlet boundary condition. We introduce the definition of kinetic solution for this problem and prove existence and uniqueness of solutions. For the uniqueness of kinetic solutions we prove a new version of the doubling of variables method and use it to deduce a comparison principle between solutions. The proof requires a delicate analysis of the boundary values of the solutions for which we develop some techniques that enable the usage of the existence of normal weak traces for divergence measure fields in this stochastic setting. The existence of solutions, as usual, is obtained through a two-level approximation scheme consisting of nondegenerate regularizations of the equations which we show to be consistent with our definition of solutions. In particular, the regularity conditions that give meaning to the boundary values of the solutions are shown to be inherited by limits of nondegenerate parabolic approximations provided by the vanishing viscosity method.

}, issn = {2790-1939}, doi = {https://doi.org/10.4208/cmaa.2021-0001}, url = {http://global-sci.org/intro/article_detail/cmaa/20157.html} }
TY - JOUR T1 - The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations AU - Frid , Hermano AU - Li , Yachun AU - Marroquin , Daniel AU - Nariyoshi , João F. C. AU - Zeng , Zirong JO - Communications in Mathematical Analysis and Applications VL - 1 SP - 1 EP - 71 PY - 2022 DA - 2022/01 SN - 1 DO - http://doi.org/10.4208/cmaa.2021-0001 UR - https://global-sci.org/intro/article_detail/cmaa/20157.html KW - Stochastic partial differential equations, quasilinear degenerate parabolic equations, divergence measure fields, normal traces. AB -

We consider the Dirichlet problem for a quasilinear degenerate parabolic stochastic partial differential equation with multiplicative noise and nonhomogeneous Dirichlet boundary condition. We introduce the definition of kinetic solution for this problem and prove existence and uniqueness of solutions. For the uniqueness of kinetic solutions we prove a new version of the doubling of variables method and use it to deduce a comparison principle between solutions. The proof requires a delicate analysis of the boundary values of the solutions for which we develop some techniques that enable the usage of the existence of normal weak traces for divergence measure fields in this stochastic setting. The existence of solutions, as usual, is obtained through a two-level approximation scheme consisting of nondegenerate regularizations of the equations which we show to be consistent with our definition of solutions. In particular, the regularity conditions that give meaning to the boundary values of the solutions are shown to be inherited by limits of nondegenerate parabolic approximations provided by the vanishing viscosity method.

Hermano Frid, Yachun Li, Daniel Marroquin, João F. C. Nariyoshi & Zirong Zeng. (2022). The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations. Communications in Mathematical Analysis and Applications. 1 (1). 1-71. doi:10.4208/cmaa.2021-0001
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