Strong Solutions for Stochastic Partial Differential Equations of Gradient Type

Benjamin Gess

Published 2011-04-21Version 1

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a genuinely new method of weighted Galerkin approximations based on the "distance" defined by the quasi-convex function. Spatial regularization of the initial condition analogous to the deterministic case is obtained. The results yield a unified framework which is applied to stochastic generalized porous media equations, stochastic generalized reaction diffusion equations and stochastic generalized degenerated p-Laplace equations. In particular, higher regularity for solutions of such SPDE is obtained.