IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v167y2024ics0304414923002107.html
   My bibliography  Save this article

The obstacle problem for stochastic porous media equations

Author

Listed:
  • Liu, Ruoyang
  • Tang, Shanjian

Abstract

We study an obstacle problem for stochastic porous media equations, and show that it has a unique entropy solution with a method of penalty.

Suggested Citation

  • Liu, Ruoyang & Tang, Shanjian, 2024. "The obstacle problem for stochastic porous media equations," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
    • Handle: RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002107
    DOI: 10.1016/j.spa.2023.104238
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414923002107
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2023.104238?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Xu, Tiange & Zhang, Tusheng, 2009. "White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3453-3470, October.
    2. Denis, Laurent & Matoussi, Anis & Zhang, Jing, 2021. "Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach," Stochastic Processes and their Applications, Elsevier, vol. 133(C), pages 1-40.
    3. Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng, 2017. "Backward doubly SDEs and semilinear stochastic PDEs in a convex domain," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2781-2815.
    4. Yang, Xue & Zhang, Jing, 2019. "The obstacle problem for quasilinear stochastic PDEs with degenerate operator," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3055-3079.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yang, Xue & Zhang, Qi & Zhang, Tusheng, 2020. "Reflected backward stochastic partial differential equations in a convex domain," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6038-6063.
    2. Yang, Xue, 2019. "Reflected backward stochastic partial differential equations with jumps in a convex domain," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 126-136.
    3. Zhang, Tusheng, 2011. "Systems of stochastic partial differential equations with reflection: Existence and uniqueness," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1356-1372, June.
    4. Ben Hambly & Jasdeep Kalsi & James Newbury, 2018. "Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models," Papers 1808.07107, arXiv.org, revised Jun 2019.
    5. Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng, 2017. "Backward doubly SDEs and semilinear stochastic PDEs in a convex domain," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2781-2815.
    6. Hambly, Ben & Kalsi, Jasdeep, 2020. "Stefan problems for reflected SPDEs driven by space–time white noise," Stochastic Processes and their Applications, Elsevier, vol. 130(2), pages 924-961.
    7. Salins, M., 2021. "Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194.
    8. Juan Yang & Tusheng Zhang, 2014. "Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls," Journal of Theoretical Probability, Springer, vol. 27(3), pages 863-877, September.
    9. Yang, Xue & Zhang, Jing, 2019. "The obstacle problem for quasilinear stochastic PDEs with degenerate operator," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3055-3079.
    10. Jasdeep Kalsi, 2020. "Existence of Invariant Measures for Reflected Stochastic Partial Differential Equations," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1755-1767, September.
    11. Zhang, Tusheng, 2012. "Large deviations for invariant measures of SPDEs with two reflecting walls," Stochastic Processes and their Applications, Elsevier, vol. 122(10), pages 3425-3444.
    12. Li, Ruinan & Li, Yumeng, 2020. "Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise," Statistics & Probability Letters, Elsevier, vol. 161(C).
    13. Li, Ruinan & Zhang, Beibei, 2024. "A transportation inequality for reflected SPDEs on infinite spatial domain," Statistics & Probability Letters, Elsevier, vol. 206(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002107. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.