Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection
We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a space-time white noise, contains a bi-Laplacian in the drift. The lack of the maximum principle for the bi-Laplacian generates difficulties for the classical penalization method, which uses a crucial monotonicity property. Being inspired by the works of Debussche and Zambotti, we use a method based on infinite dimensional equations, approximation by regular equations and convergence of the approximated semigroup. We obtain existence and uniqueness of a solution for nonnegative initial conditions, results on the invariant measures, and on the reflection measures.
Year of publication: |
2009
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Authors: | Goudenège, Ludovic |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 10, p. 3516-3548
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Publisher: |
Elsevier |
Keywords: | Cahn-Hilliard Stochastic partial differential equations Integration by parts formulae Reflection measures Invariant measures Singular nonlinearity |
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