Related papers: Scalar conservation laws with stochastic forcing
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…
We consider the Cauchy problem for one-dimensional dispersive equations with a general nonlinearity in the periodic setting. Our main hypotheses are both that the dispersive operator behaves for high frequencies as a Fourier multiplier by $…
We consider bounded entropy solutions to the scalar conservation law in one space dimension: \begin{equation*} u_t+f(u)_x=0. \end{equation*} We quantify the regularizing effect of the non linearity of the flux $f$ on the solution $u$ in…
In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
We establish the existence of martingale solutions to a class of stochastic conservation equations. The underlying models correspond to random perturbations of kinetic models for collective motion such as the Cucker-Smale and Motsch-Tadmor…
This paper studies the Cauchy problem for a one-dimensional nonlinear peridynamic model describing the dynamic response of an infinitely long elastic bar. The issues of local well-posedness and smoothness of the solutions are discussed. The…
In this article, we propose a novel front tracking scheme for scalar conservation laws with spatially heterogeneous, uniformly convex flux and prove that approximations converge to the unique entropy solution. The main tools are Dafermos'…
In this paper, we consider the well-posedness of the Cauchy problem for a physical model of the extrusion process, which is described by two systems of conservation laws with a free boundary. By suitable change of coordinates and fixed…
We study a nonlocal regularisation of a scalar conservation law given by a fractional derivative of order between one and two. The nonlocal operator is of Riesz-Feller type with skewness two minus its order. This equation describes the…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…
We discuss the minimal integrability needed for the initial data, in order that the Cauchy problem for a multi-dimensional conservation law admit an entropy solution. In particular we allow unbounded initial data. We investigate also the…
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux.
A particle scheme for scalar conservation laws in one space dimension is presented. Particles representing the solution are moved according to their characteristic velocities. Particle interaction is resolved locally, satisfying exact…
In this paper, we investigate the Cauchy problem associated with the stochastic hyperbolic Keller-Segel (SHKS) equation featuring multiplicative noises on the torus $\mathbb{T}^d$. First, we establish the local existence and uniqueness of…
The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…
We propose a new sufficient non-degeneracy condition for the strong precompactness of bounded sequences satisfying the nonlinear first-order differential constraints. This result is applied to establish the decay property for periodic…
We prove the stability with respect to the flux of solutions to initial-boundary value problems for scalar non-autonomous conservation laws in one space dimension. Key estimates are obtained through a careful construction of the solutions.