Related papers: Scalar conservation laws with stochastic forcing
Consider a scalar conservation law with discontinuous flux \begin{equation*}\tag{1} \quad u_{t}+f(x,u)_{x}=0, \qquad f(x,u)= \begin{cases} f_l(u)\ &\text{if}\ x<0,\\ f_r(u)\ & \text{if} \ x>0, \end{cases} \end{equation*} where $u=u(x,t)$ is…
We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold $(M,g)$. \begin{equation*}\tag{P} d \left(u_{\varepsilon,\delta}-\delta \Delta u_{\varepsilon,\delta}\right) +\operatorname{div}…
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate. As an application, the existence and uniqueness of solution to the…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
The Cotter-Holm Slice Model (CHSM) was introduced to study the behavior of whether and specifically the formulation of atmospheric fronts, whose prediction is fundamental in meteorology. Considered herein is the influence of stochastic…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian…
An "exact" method for scalar one-dimensional hyperbolic conservation laws is presented. The approach is based on the evolution of shock particles, separated by local similarity solutions. The numerical solution is defined everywhere, and is…
Conditions for the unique solvability of the Cauchy problem for a family of scalar functional differential equations are obtained. These conditions are sufficient for the solvability of the Cauchy problem for every equation from the family…
We show that, for first-order systems of conservation laws with a strictly convex entropy,in particular for the very simple so-called "inviscid" Burgers equation,it is possible to address the Cauchy problem by a suitable convex…
This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.
The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…
In this paper we give stochastic solutions of conformable fractional Cauchy problems. The stochastic solutions are obtained by running the processes corresponding to Cauchy problems with a nonlinear deterministic clock.
In this work we introduce the obstacle-mass constraint problem for a multidimensional scalar hyperbolic conservation law. We prove existence of an entropy solution to this problem by a penalization/viscosity method. The mass constraint…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…
In this paper we study the finite time emergence of one shock for the solution of scalar conservation laws in one space dimension with general flux f . We give a necessary and sufficient condition to the initial data connecting to flux. The…
A fully non-linear kinetic Boltzmann equation for anyons and large initial data is studied in a periodic 1d setting. Strong L1 solutions are obtained for the Cauchy problem. The main results concern global existence, uniqueness, and…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
This paper is concerned with the large time behaviors of the entropy solutions to one-dimensional scalar convex conservation laws, of which the initial data are assumed to approach two arbitrary $ L^\infty $ periodic functions as $…
In this paper, we study the precise decay rate in time to solutions of the Cauchy problem for the one-dimensional conservation law with a nonlinearly degenerate viscosity where the far field states are prescribed. Especially, we deal with…