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

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

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

Original languageEnglish
Pages (from-to)869-929
Number of pages61
JournalJournal of evolution equations
Volume20
Issue number3
Publication statusPublished - Sept 2020
Peer-reviewedYes

External IDs

Scopus 85074940112

Keywords

Keywords

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