Free boundary propagation and noise: analysis and numerics of stochastic degenerate parabolic equations

Third party funded individual grant


Start date : 01.04.2018

End date : 31.03.2020

Website: https://www1.am.uni-erlangen.de/~gruen/


Project details

Scientific Abstract

The porous-medium equation and the thin-film equation are prominent examples of nonnegativity preserving degenerate parabolic equations which give rise to free boundary problems with the free boundary at time t > 0 defined as the boundary of the solution’s support at that time.
As they are supposed to describe the spreading of gas in a porous-medium or the spreading of a viscous droplet on a horizontal surface, respectively, mathematical results on the propagation of free boundaries become relevant in applications. In contrast to, e.g., the heat equation, where solutions to initial value problems with compactly supported nonnegative initial data
instantaneously become globally positive, finite propagation and waiting time phenomena are characteristic features of degenerate parabolic equations.
In this project, stochastic partial differential equations shall be studied which arise from the aforementioned degenerate parabolic equations by adding multiplicative noise in form of source terms or of convective terms. The scope is to investigate the impact of noise on the propagation of free boundaries, including in particular necessary and sufficient conditions for the occurrence
of waiting time phenomena and results on the size of waiting times. Technically, the project relies both on rigorous mathematical analysis and on numerical simulation.

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