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On the Well-Posedness of SPDEs with Singular Drift in Divergence Form

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Abstract

We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form \({\mathrm {div}}\gamma (\nabla \cdot )\), where \(\gamma \) is a maximal monotone graph in \(\mathbb {R}^n \times \mathbb {R}^n\) obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that \(\gamma \) is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.

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Acknowledgements

The authors are partially supported by The Royal Society through its International Exchange Scheme. Parts of this chapter were written while the first-named author was visiting the Interdisziplinäres Zentrum für Komplexe Systeme at the University of Bonn, hosted by Prof. S. Albeverio.

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Correspondence to Luca Scarpa .

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Marinelli, C., Scarpa, L. (2018). On the Well-Posedness of SPDEs with Singular Drift in Divergence Form. In: Eberle, A., Grothaus, M., Hoh, W., Kassmann, M., Stannat, W., Trutnau, G. (eds) Stochastic Partial Differential Equations and Related Fields. SPDERF 2016. Springer Proceedings in Mathematics & Statistics, vol 229. Springer, Cham. https://doi.org/10.1007/978-3-319-74929-7_12

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