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We consider a porous media type equation over all of $R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. One of the main analytic ingredients of the proof, is a new result on uniqueness of distributional solutions of a linear PDE on $R^1$ with non-continuous coefficients.
The existence and uniqueness of nonnegative strong solutions for stochastic porous media equations with noncoercive monotone diffusivity function and Wiener forcing term is proven. The finite time extinction of solutions with high probability is also
We present a well-posedness result for strong solutions of one-dimensional stochastic differential equations (SDEs) of the form $$mathrm{d} X= u(omega,t,X), mathrm{d} t + frac12 sigma(omega,t,X)sigma(omega,t,X),mathrm{d} t + sigma(omega,t,X) , mathrm
We study an imbibition problem for porous media. When a wetted layer is above a dry medium, gravity leads to the propagation of the water downwards into the medium. In experiments, the occurrence of fingers was observed, a phenomenon that can be desc
We study existence and uniqueness of distributional solutions to the stochastic partial differential equation $dX - ( u Delta X + Delta psi (X) ) dt = sum_{i=1}^N langle b_i, abla X rangle circ dbeta_i$ in $]0,T[ times mathcal{O}$, with $X(0) = x(x
We construct examples of solutions to the incompressible porous media (IPM) equation that must exhibit infinite in time growth of derivatives provided they remain smooth. As an application, this allows us to obtain nonlinear instability for a class of stratified steady states of IPM.