English

Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise

Analysis of PDEs 2016-04-28 v1 Numerical Analysis

Abstract

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Levy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficients depend on both the solution and spatial variable.

Keywords

Cite

@article{arxiv.1604.07839,
  title  = {Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise},
  author = {Ujjwal Koley and Ananta K. Majee and Guy Vallet},
  journal= {arXiv preprint arXiv:1604.07839},
  year   = {2016}
}

Comments

31 Pages. arXiv admin note: text overlap with arXiv:1502.02490