TY - JOUR
T1 - Stability of solutions to stochastic partial differential equations
AU - Gess, Benjamin
AU - Tölle, Jonas M.
PY - 2016/3/15
Y1 - 2016/3/15
N2 - We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.
AB - We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.
KW - Homogenization
KW - Nonlocal stochastic partial differential equations
KW - Random Mosco convergence
KW - Singular-degenerate SPDE
KW - Stochastic variational inequality
KW - Trotter type results
UR - http://www.scopus.com/inward/record.url?scp=84957434392&partnerID=8YFLogxK
U2 - 10.1016/j.jde.2015.11.039
DO - 10.1016/j.jde.2015.11.039
M3 - Article
AN - SCOPUS:84957434392
SN - 0022-0396
VL - 260
SP - 4973
EP - 5025
JO - Journal of Differential Equations
JF - Journal of Differential Equations
IS - 6
ER -