Probabilistic representation for solutions of an irregular porous media type equation
2010
Publication type:
Paper in peer-reviewed journals
Journal:
Annals of Probability, vol. 38, 5, pp. 18701900
External link:
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Keywords :
Singular porous media type equation,probabilistic representation, self-organized criticality (SOC).
Abstract:
We consider a porous media type equation over all of $\R^d$ with $d = 1$,
with monotone discontinuous coefficient 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.
The interest in such a singular porous media equations is due to the
fact that they can model systems exhibiting the phenomenon
of self-organized criticality.
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.
BibTeX:
@article{Bla-Roc-Rus-2010, author={Philippe Blanchard and Röckner Michael and Francesco Russo }, title={Probabilistic representation for solutions of an irregular porous media type equation }, doi={10.1214/10-AOP526 }, journal={Annals of Probability }, year={2010 }, volume={38, 5 }, pages={18701900}, }