Singular-Degenerate Multivalued Stochastic Fast Diffusion Equations
Benjamin Gess, Michael Röckner · SIAM Journal on Mathematical Analysis · 2015
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.