Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation.

Abstract : The object of this paper is a multi-dimensional generalized porous media equation (PDE) with not smooth and possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R}^d)$. This work continues the study related to the one-dimensional case by the same authors. One expects that a solution of the mentioned PDE can be represented through the solution (in law) of a non-linear stochastic differential equation (NLSDE). A classical tool for doing this is a uniqueness argument for some Fokker-Planck type equations with measurable coefficients. When $\beta$ is possibly discontinuous, this is often possible in dimension $d = 1$. If $d > 1$, this problem is more complex than for $d = 1$. However, it is possible to exhibit natural candidates for the probabilistic representation and to use them for approximating the solution of (PDE) through a stochastic particle algorithm. We compare it with some numerical deterministic techniques that we have implemented adapting the method of a paper of Cavalli et al. whose convergence was established when $\beta$ is Lipschitz. Special emphasis is also devoted to the case when the initial condition is radially symmetric. On the other hand assuming that $\beta$ is continuous (even though not smooth), one provides existence results for a mollified version of the (NLSDE) and a related partial integro-differential equation, even if the initial condition is a general probability measure.
Type de document :
Pré-publication, Document de travail
2012
Liste complète des métadonnées

Littérature citée [37 références]  Voir  Masquer  Télécharger

https://hal.inria.fr/hal-00723821
Contributeur : Francesco Russo <>
Soumis le : lundi 20 août 2012 - 10:44:26
Dernière modification le : jeudi 5 janvier 2017 - 01:52:52
Document(s) archivé(s) le : mercredi 21 novembre 2012 - 02:20:17

Fichier

BelaribiCuvelierRussoSubmitted...
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00723821, version 1

Citation

Nadia Belaribi, François Cuvelier, Francesco Russo. Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation.. 2012. 〈hal-00723821〉

Partager

Métriques

Consultations de
la notice

248

Téléchargements du document

588