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arxiv: 0805.2383 · v2 · submitted 2008-05-15 · 🧮 math.PR

Probabilistic representation for solutions of an irregular porous media type equation

classification 🧮 math.PR
keywords equationcoefficientslinearmediaporousprobabilisticrepresentationsolutions
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We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. One of the main analytic ingredients of the proof, is a new result on uniqueness of distributional solutions of a linear PDE on $\R^1$ with non-continuous coefficients.

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