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Probabilistic representation for solutions of an irregular porous media type equation

  • Bielefeld University
  • Purdue University

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a porous media type equation over all of R{double-struck}d, d = 1, with monotone discontinuous coefficient with linear growth, and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. The interest in such singular porous media equations is due to the fact that they can model systems exhibiting the phenomenon of self-organized criticality. One of the main analytic ingredients of the proof is a new result on uniqueness of distributional solutions of a linear PDE on R{double-struck}1 with not necessarily continuous coefficients.

Original languageEnglish
Pages (from-to)1870-1900
Number of pages31
JournalAnnals of Probability
Volume38
Issue number5
DOIs
Publication statusPublished - 1 Sept 2010

Keywords

  • Probabilistic representation
  • Self-organized criticality (SOC)
  • Singular porous media type equation

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