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The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

Analysis of PDEs · Mathematics 2007-05-23 Francois James , Simona Mancini , Francois Bouchut

We study the Cauchy problem for an abstract quasilinear stochastic parabolic evolution equation on a Banach space driven by a cylindrical Brownian motion. We prove existence and uniqueness of a local strong solution up to a maximal stopping…

Functional Analysis · Mathematics 2017-01-18 Luca Hornung

We prove local existence and uniqueness of the Cauchy problem for a large class of tensorial second order linear hyperbolic partial differential equations with coefficients of low regularity in a suitable class of generalized functions.

Analysis of PDEs · Mathematics 2011-04-07 Clemens Hanel

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…

Probability · Mathematics 2025-07-17 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

In this article, we present a method to find a solution to a one-dimensional nonlocal conservation law that respects a space-dependent mapping, referred to as the obstacle. This is achieved by generalizing existing results for the local…

Analysis of PDEs · Mathematics 2026-05-26 Paulo Amorim , Alexander Keimer , Lukas Pflug , Jakob Rodestock

In this paper we model pedestrian flows evacuating a narrow corridor through an exit by a one-dimensional hyperbolic conservation law with a non-local constraint. Existence and stability results for the Cauchy problem with Lipschitz…

Analysis of PDEs · Mathematics 2013-04-24 Boris Andreianov , Carlotta Donadello , Massimiliano D. Rosini

In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of approximate solutions, generated by the…

Analysis of PDEs · Mathematics 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

We start with the classic result that the Cauchy problem for ideal compressible gas dynamics is locally well posed in time in the sense of Hadamard; there is a unique solution that depends continuously on initial data in Sobolev space $H^s$…

Analysis of PDEs · Mathematics 2016-11-18 Barbara Lee Keyfitz , Feride Tiglay

In this work, we deal with the stochastic counterpart of the nonlocal Cahn-Hilliard equation with regular potential in a smooth bounded one-, two- or three-dimensional domain. The problem is endowed with homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2026-04-29 Andrea Di Primio , Christoph Hurm

We study the Cauchy problem for multi-dimensional compressible radiation hydrodynamics equations with vacuum. First, we present some sufficient conditions on the blow-up of smooth solutions in multi-dimensional space. Then, we obtain the…

Mathematical Physics · Physics 2014-01-14 Yachun Li , Shengguo Zhu

This paper discusses a connection between scalar convex conservation laws and Pontryagin's minimum principle. For flux functions for which an associated optimal control problem can be found, a minimum value solution of the conservation law…

Numerical Analysis · Mathematics 2017-02-13 Wei Kang , Lucas C. Wilcox

We study the Cauchy problem for a coupled system of a complex Ginzburg-Landau equation with a quasilinear conservation law $$ \left\{\begin{array}{rlll} e^{-i\theta}u_t&=&u_{xx}-|u|^2u-\alpha g(v)u& v_t+(f(v))_x&=&\alpha (g'(v)|u|^2)_x&…

Analysis of PDEs · Mathematics 2018-05-08 João-Paulo Dias , Filipe Oliveira , Hugo Tavares

We prove a priori bounds for solutions of singular stochastic porous media equations with multiplicative noise in their natural $L^1$-based regularity class. We consider the first singular regime, i.e.~noise of space-time regularity…

Analysis of PDEs · Mathematics 2025-07-09 Markus Tempelmayr , Hendrik Weber

In this paper we focus on the Cauchy problem for the incompressible Navier-Stokes equation with a rough external force. If the given rough external force is small, we prove the local-in-time existence of this system for any initial data…

Analysis of PDEs · Mathematics 2017-12-15 Di Wu

We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic follow-the-leader…

Analysis of PDEs · Mathematics 2015-06-19 Marco Di Francesco , Massimiliano D. Rosini

We investigate large deviations for a family of conservative stochastic PDEs (conservation laws) in the asymptotic of jointly vanishing noise and viscosity. We obtain a first large deviations principle in a space of Young measures. The…

Probability · Mathematics 2009-04-06 Mauro Mariani

We are concerned with a new solution formula and its applications to the analysis of properties of entropy solutions of the Cauchy problem for one-dimensional scalar hyperbolic conservation laws, wherein the flux functions exhibit convexity…

Analysis of PDEs · Mathematics 2025-04-28 Gaowei Cao , Gui-Qiang G. Chen , Xiaozhou Yang

We establish the global existence and uniqueness of $L^1$-solutions to the Cauchy problem for time-fractional porous medium type nonlinear diffusion equations. Furthermore, we give the mass conservation law for $L^1$-solutions to…

Analysis of PDEs · Mathematics 2026-05-20 Mikiya Kametaka , Tatsuki Kawakami

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen
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