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We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…

Analysis of PDEs · Mathematics 2014-04-07 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

In this paper, we study scalar conservation laws where the flux is driven by a geometric H\"older $p$-rough path for some $p\in (2,3)$ and the forcing is given by an It\^o stochastic integral driven by a Brownian motion. In particular, we…

Analysis of PDEs · Mathematics 2016-08-22 Martina Hofmanova

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

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

We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation…

Analysis of PDEs · Mathematics 2014-02-25 Arnaud Debussche , Julien Vovelle

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

Analysis of PDEs · Mathematics 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

We consider stochastic scalar conservation laws with spatially inhomogeneous flux. The regularity of the flux function with respect to its spatial variable is assumed to be low, so that entropy solutions are not necessarily unique in the…

Analysis of PDEs · Mathematics 2019-05-07 Benjamin Gess , Mario Maurelli

Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.

Analysis of PDEs · Mathematics 2021-10-05 Carlo Bellingeri , Ana Djurdjevac , Peter K. Friz , Nikolas Tapia

We prove a path-by-path regularization by noise result for scalar conservation laws. In particular, this proves regularizing properties for scalar conservation laws driven by fractional Brownian motion and generalizes the respective results…

Analysis of PDEs · Mathematics 2017-08-03 Khalil Chouk , Benjamin Gess

We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…

Probability · Mathematics 2020-05-05 Benjamin Fehrman , Benjamin Gess

In this paper, we establish a small time large deviation principles for scalar stochastic conservation laws driven by multiplicative noise. The doubling of variables method plays a key role.

Probability · Mathematics 2020-04-08 Zhao Dong , Rangrang Zhang

For scalar conservation laws driven by a rough path $z(t)$, in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace $z(t)$ by a piecewise linear path, and still obtain the same solution at a…

We study the long-time behavior and the regularity of pathwise entropy solutions to stochastic scalar conservation laws with random in time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to…

Analysis of PDEs · Mathematics 2016-03-30 Benjamin Gess , Panagiotis E. Souganidis

In this work, we demonstrate well-posedness and regularisation by noise results for a class of geometric transport equations that contains, among others, the linear transport and continuity equations. This class is known as linear advection…

Probability · Mathematics 2022-11-29 Aythami Bethencourt-de-León , So Takao

This work establishes the existence and regularity of random pullback attractors for parabolic partial differential equations with rough nonlinear multiplicative noise under natural assumptions on the coefficients. To this aim, we combine…

Probability · Mathematics 2024-01-26 Alexandra Neamtu , Tim Seitz

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Analysis of PDEs · Mathematics 2019-01-09 Benjamin Fehrman , Benjamin Gess

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

We generalize Lyons' rough paths theory in order to give a pathwise meaning to some nonlinear infinite-dimensional evolution equation associated to an analytic semigroup and driven by an irregular noise. As an illustration, we discuss a…

Probability · Mathematics 2010-01-26 Massimiliano Gubinelli , Samy Tindel
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