Multi-valued, singular stochastic evolution inclusions

Abstract We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss certain singular diffusion equations such as the stochastic 1-Laplacian evolution (total variation flow) in all space dimensions and the stochastic singular fast-diffusion equation. In case of additive Wiener noise we prove the existence of a unique weak-⁎ mean ergodic invariant measure.

[1]  Gjlles Aubert,et al.  Mathematical problems in image processing , 2001 .

[2]  V. Barbu,et al.  Stochastic Variational Inequalities and Applications to the Total Variation Flow Perturbed by Linear Multiplicative Noise , 2012, 1209.0351.

[3]  B. Gess Random attractors for singular stochastic evolution equations , 2013 .

[4]  J. Vázquez,et al.  Smoothing and decay estimates for nonlinear diffusion equations : equations of porous medium type , 2006 .

[5]  Giuseppe Da Prato,et al.  Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation , 2010 .

[6]  Matthias Stephan Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple , 2012 .

[7]  The Neumann Problem on Unbounded Domains of ℝ d and Stochastic Variational Inequalities , 2005 .

[8]  Michael Röckner,et al.  Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity , 2005, math/0512259.

[9]  A. Răşcanu On some stochastic parabolic variational inequalities , 1982 .

[10]  INVARIANCE OF SUBSPACES UNDER THE SOLUTION FLOW OF SPDE , 2010 .

[11]  Xiaodong Zhou An evolution problem for plastic antiplanar shear , 1992 .

[12]  Giuseppe Da Prato,et al.  Existence of strong solutions for stochastic porous media equation under general monotonicity conditions , 2007, math/0703421.

[13]  R. Showalter Monotone operators in Banach space and nonlinear partial differential equations , 1996 .

[14]  On a stochastic singular diffusion equation in Rd , 2012 .

[15]  Jonas M. Tolle,et al.  Convergence of invariant measures for singular stochastic diffusion equations , 2012, 1201.2839.

[16]  M. Reed Methods of Modern Mathematical Physics. I: Functional Analysis , 1972 .

[17]  Gradient estimates and the first Neumann eigenvalue on manifolds with boundary , 2005 .

[18]  Giuseppe Buttazzo,et al.  Variational Analysis in Sobolev and BV Spaces: Applications to PDEs and Optimization (Mps-Siam Series on Optimization 6) , 2005 .

[19]  K. Parthasarathy PROBABILITY MEASURES IN A METRIC SPACE , 1967 .

[20]  Michael Röckner,et al.  Stochastic Nonlinear Diffusion Equations with Singular Diffusivity , 2009, SIAM J. Math. Anal..

[21]  R. Temam,et al.  Pseudosolutions of the time-dependent minimal surface problem , 1978 .

[22]  Leon O. Chua,et al.  Methods of nonlinear analysis , 1972 .

[23]  C. Holland,et al.  Asymptotic behavior of the nonlinear diffusion equation nt = (n−1nx)x , 1982 .

[24]  Viorel Barbu,et al.  Nonlinear Differential Equations of Monotone Types in Banach Spaces , 2010 .

[25]  Existence for a class of stochastic parabolic variational inequalities , 1981 .

[26]  H. Attouch,et al.  On multivalued evolution equations in Hilbert spaces , 1972 .

[27]  Wei Liu,et al.  Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts , 2011, 1109.2437.

[28]  B. Rozovskii,et al.  Stochastic evolution equations , 1981 .

[29]  Mohammed Kbiri Alaoui,et al.  On Degenerate Parabolic Equations , 2011, Int. J. Math. Math. Sci..

[30]  J. Borwein,et al.  Convex Analysis And Nonlinear Optimization , 2000 .

[31]  Nikolaos S. Papageorgiou On the set of solutions of a class of nonlinear evolution inclusions , 1992 .

[32]  I. Gyöngy,et al.  On stochastic squations with respect to semimartingales III , 1982 .

[33]  Aurel Rùascanu Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators , 2014 .

[34]  Giuseppe Da Prato,et al.  Finite time extinction for solutions to fast diffusion stochastic porous media equations , 2008 .

[35]  Wei Liu,et al.  Ergodicity of transition semigroups for stochastic fast diffusion equations , 2011 .

[36]  Haim Brezis,et al.  Perturbations of nonlinear maximal monotone sets in banach space , 1970 .

[37]  Shouchuan Hu,et al.  Handbook of Multivalued Analysis: Volume I: Theory , 1997 .

[38]  Nikolaos S. Papageorgiou,et al.  Nonmonotone, nonlinear evolution inclusions , 2000 .

[39]  R. Phelps Convex Functions, Monotone Operators and Differentiability , 1989 .

[40]  Wei Liu,et al.  Random attractors for a class of stochastic partial differential equations driven by general additive noise , 2010, 1010.4641.

[41]  Wilhelm Stannat,et al.  Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow , 2010, 1008.1961.

[42]  E. DiBenedetto Degenerate Parabolic Equations , 1993 .

[43]  Abdelhadi Es-Sarhir,et al.  Ergodicity of Stochastic Curve Shortening Flow in the Plane , 2010, SIAM J. Math. Anal..

[44]  Ioana Ciotir,et al.  Corrigendum to “Convergence of invariant measures for singular stochastic diffusion equations” [Stochastic Process. Appl. 122 (2012) 1998–2017] , 2013 .

[45]  Malempati M. Rao,et al.  Applications Of Orlicz Spaces , 2002 .

[46]  Yoshikazu Giga,et al.  Scale-Invariant Extinction Time Estimates for Some Singular Diffusion Equations , 2010 .

[47]  John W. Pratt,et al.  On Interchanging Limits and Integrals , 1960 .

[48]  L. Rudin,et al.  Nonlinear total variation based noise removal algorithms , 1992 .

[49]  Michael Röckner,et al.  Non-monotone stochastic generalized porous media equations☆ , 2008 .

[50]  Giorgio C. Buttazzo,et al.  Variational Analysis in Sobolev and BV Spaces - Applications to PDEs and Optimization, Second Edition , 2014, MPS-SIAM series on optimization.

[51]  Viorel Barbu,et al.  Analysis and control of nonlinear infinite dimensional systems , 1993 .

[52]  Giuseppe Da Prato,et al.  Existence and uniqueness of nonnegative solutions to the stochastic porous media equation , 2007 .

[53]  V. Caselles,et al.  Parabolic Quasilinear Equations Min-imizing Linear Growth Functionals , 2004 .

[54]  Random attractors for singular stochastic partial differential equations. , 2011, 1111.0205.

[55]  E. Pardoux,et al.  Équations aux dérivées partielles stochastiques de type monotone , 1975 .

[56]  K. Parthasarathy,et al.  Probability measures on metric spaces , 1967 .

[57]  Michael Röckner,et al.  Stochastic Porous Media Equations and Self-Organized Criticality , 2008, 0801.2478.

[58]  Ronald E. Bruck Asymptotic convergence of nonlinear contraction semigroups in Hilbert space , 1975 .

[59]  Alain Bensoussan,et al.  Stochastic variational inequalities in infinite dimensional spaces , 1997 .

[60]  Feng-Yu Wang,et al.  Stochastic generalized porous media and fast diffusion equations , 2006, math/0602369.

[61]  Wei Liu,et al.  On the stochastic p-Laplace equation ✩ , 2009 .

[62]  Tomasz Szarek,et al.  On ergodicity of some Markov processes , 2008, 0810.4609.

[63]  T. Zhukovskaya,et al.  Functional Inequalities , 2021, Inequalities in Analysis and Probability.

[64]  B. Kawohl,et al.  DIRICHLET PROBLEMS FOR THE 1-LAPLACE OPERATOR, INCLUDING THE EIGENVALUE PROBLEM , 2007 .

[65]  Bastian Goldlücke,et al.  Variational Analysis , 2014, Computer Vision, A Reference Guide.

[66]  Michael Röckner,et al.  The Global Random Attractor for a Class of Stochastic Porous Media Equations , 2010, 1010.0551.

[67]  Existence and uniqueness of solution for the stochastic nonlinear diffusion equation of plasma , 2011, 1103.2715.

[68]  王 风雨 Functional inequalities, Markov semigroups and spectral theory , 2005 .

[69]  Lixin Yan,et al.  Gradient estimate on convex domains and applications , 2012 .

[70]  Giuseppe Da Prato,et al.  Ergodicity for Nonlinear Stochastic Equations in Variational Formulation , 2006 .

[71]  Pierre Kornprobst,et al.  Mathematical problems in image processing - partial differential equations and the calculus of variations , 2010, Applied mathematical sciences.

[72]  V. Barbu Nonlinear Semigroups and di erential equations in Banach spaces , 1976 .

[73]  M. Röckner,et al.  A Concise Course on Stochastic Partial Differential Equations , 2007 .

[74]  István Gyöngy,et al.  On stochastic equations with respect to semimartingales I. , 1980 .

[75]  G. Aubert,et al.  Mathematical Problems in Image Processing: Partial Differential Equations and the Calculus of Variations (Applied Mathematical Sciences) , 2006 .