Special Session 11: Stochastic Partial Differential Equations

The Leibenson equation and its associated nonlinear Markov process
Marco Rehmeier
TU Berlin
Germany
Co-Author(s):    Viorel Barbu, Sebastian Grube, Michael R\ockner
Abstract:
We construct a probabilistic counterpart for the Barenblatt solutions of the doubly nonlinear Leibenson equation \begin{equation*} \partial_t u(t,x) = \Delta_p u^q(t,x),\quad (t,x) \in (0,\infty) \times \mathbb{R}^d, \end{equation*} where $\Delta_p f = \divv(|\nabla f|^{p-2}\nabla f)$ denotes the $p$-Laplace operator, $p>2 and $q>0$. This counterpart is a family of stochastic processes with one-dimensional time marginal densities given by the Barenblatt solutions. These processes are constructed as weak solutions to a McKean--Vlasov equation whose coefficients depend on the solution law pointwise via the gradient of its density. To this end, we first identify the Leibenson equation as a nonlinear Fokker--Planck equation. Moreover, we prove that these processes form a unique nonlinear Markov process with Barenblatt time marginals, which we call the Leibenson process. Joint work with Viorel Barbu, Sebastian Grube and Michael R\ockner.