Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly nonlinear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution remains negative on one side and positive on the other side of the moving interface, when started with the appropriate initial conditions. To extend results from deterministic settings to the stochastic case, we establish a Wong-Zakai-type approximation. After a coordinate transformation, the problems are reformulated and analyzed in terms of stochastic evolution equations on domains of fractional powers of linear operators.

Details

OriginalspracheEnglisch
Seiten (von - bis)869-929
Seitenumfang61
FachzeitschriftJournal of evolution equations
Jahrgang20
Ausgabenummer3
PublikationsstatusVeröffentlicht - Sept. 2020
Peer-Review-StatusJa

Externe IDs

Scopus 85074940112

Schlagworte

Schlagwörter

  • Stochastic partial differential equation, Stefan problem, moving boundary problem, Phase separation, Forward invariance, Wong-Zakai approximation, EVOLUTION-EQUATIONS, EXISTENCE