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We introduce a method for approximating viscosity solutions of stationary degenerate elliptic Hamilton--Jacobi--Bellman equations on bounded domains arising in stochastic exit-time control. Viscosity enforcement is formulated as a min--max…

Optimization and Control · Mathematics 2026-05-18 Alen E. Golpashin , Gokul Puthumanaillam , Melkior Ornik , Bruce A. Conway

We derive a kinetic equation to describe the statistical structure of solutions $\rho$ to scalar conservation laws $\rho_t=H(x,t,\rho )_x$, with certain Markov initial conditions. When the Hamiltonian function is convex and increasing in…

Probability · Mathematics 2023-09-11 Fraydoun Rezakhanlou

In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…

Numerical Analysis · Mathematics 2022-12-02 Aili Shao

We study the linearized kinetic equation of relaxation model which was proposed by Bhatnagar, Gross and Krook (also called BGK model) and solve the dispersion relation. Using the solution of the dispersion relation, we analyze the…

Solar and Stellar Astrophysics · Physics 2010-10-27 Makoto Takamoto , Shu-ichiro Inutsuka

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…

Analysis of PDEs · Mathematics 2020-06-18 Benjamin Gess , Panagiotis E. Souganidis

Using the prescription of the nonequilibrium statistical operator method, we derive a non-Markovian generalization to the kinetic theory described by Walser {\sl et al.} [Phys. Rev. A {\bf 59}, 3878 (1999)]. Quasi-particle damping and…

Condensed Matter · Physics 2015-06-24 S. G. Bhongale , R. Walser , M. J. Holland

We propose a limiting procedure to preserve invariant domains with time explicit discrete high-order spectral discontinuous approximate solutions to hyperbolic systems of conservation laws. Provided the scheme is discretely conservative and…

Numerical Analysis · Mathematics 2022-03-15 Florent Renac , Valentin Carlier

We prove the well-posedness of entropy weak solutions for a class of space-discontinuous scalar conservation laws with non-local flux arising in traffic modeling. We approximate the problem adding a viscosity term and we provide $L^\infty$…

Analysis of PDEs · Mathematics 2021-05-24 Felisia Angela Chiarello , Giuseppe Maria Coclite

We show that the almost everywhere limit of quasilinear viscous approximations is the unique entropy solution (in the sense of {\it Bardos-Leroux-Nedelec}) of the corresponding scalar conservation laws on a bounded domain in…

Analysis of PDEs · Mathematics 2017-10-13 Ramesh Mondal , S. Sivaji Ganesh

Conservation laws are computed for various nonlinear partial differential equations that arise in elasticity and acoustics. Using a scaling homogeneity approach, conservation laws are established for two models describing shear wave…

Analysis of PDEs · Mathematics 2025-12-31 Willy Hereman , Rehana Naz

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the…

Statistical Mechanics · Physics 2014-06-17 Tobias Brett , Tobias Galla

An averaging method for getting uniformly valid asymptotic approximations of the solution of hyperbolic systems of equations is presented. The averaged system of equations disintegrates into independent equations for non-resonance systems.…

Mathematical Physics · Physics 2007-05-23 A. Krylovas , R. Ciegis

A novel, conservative discontinuous Galerkin algorithm is presented for particle kinetics on manifolds. The motion of particles on the manifold is represented using using both canonical and non-canonical Hamiltonian formulations. Our…

Computational Physics · Physics 2026-05-19 Grant Johnson , Ammar Hakim , James Juno

Based on Lie group method, potential symmetry and invariant solutions for generalized quasilinear hyperbolic equations are studied. To obtain the invariant solutions in explicit form, we focus on the physically interesting situations which…

Differential Geometry · Mathematics 2011-11-17 M. Nadjafikhah , R. Bakhshandeh Chamazkoti , F. Ahangari

In this work, we first develop a unified Bhatnagar-Gross-Krook lattice Boltzmann (BGK-LB) model for the $d$($d\geq 1$)-dimensional linear hyperbolic equation (L-HE), where the natural moments and the D$d$Q$(2d^2+1)$ [($2d^2+1$) discrete…

Numerical Analysis · Mathematics 2024-10-18 Ying Chen , Zhenhua Chai , Baochang Shi

We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…

Numerical Analysis · Mathematics 2015-05-06 Rajib Dutta , Ujjwal Koley , Deep Ray

We study pathwise entropy solutions for scalar conservation laws with inhomogeneous fluxes and quasilinear multiplicative rough path dependence. This extends the previous work of Lions, Perthame and Souganidis who considered spatially…

Analysis of PDEs · Mathematics 2014-06-16 Benjamin Gess , Panagiotis E. Souganidis

In this paper, we present a shock capturing discontinuous Galerkin (SC-DG) method for nonlinear systems of conservation laws in several space dimensions and analyze its stability and convergence. The scheme is realized as a space-time…

Numerical Analysis · Mathematics 2016-05-23 Mohammad Zakerzadeh , Georg May

We introduce a filtering technique for Discontinuous Galerkin approximations of hyperbolic problems. Following an approach already proposed for the Hamilton-Jacobi equations by other authors, we aim at reducing the spurious oscillations…

Numerical Analysis · Mathematics 2023-05-18 Giuseppe Orlando

We study a stochastic velocity tracking problem for the 2D-Navier-Stokes equations perturbed by a multiplicative Gaussian noise. From a physical point of view, the control acts through a boundary injection/suction device with uncertainty,…

Analysis of PDEs · Mathematics 2023-12-12 Nikolai Chemetov , Fernanda Cipriano
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