Related papers: Stochastic scalar conservation laws driven by roug…
We develop deterministic particle schemes to solve non-local scalar conservation laws with congestion. We show that the discrete approximations converge to the unique entropy solution with an explicit rate of convergence under more general…
In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path,…
We investigate the Cahn-Hilliard and the conserved Allen-Cahn equations with logarithmic type potential and conservative noise in a periodic domain. These features ensure that the order parameter takes its values in the physical range and,…
Conservation laws are key theoretical and practical tools for understanding, characterizing, and modeling nonlinear dynamical systems. However, for many complex systems, the corresponding conserved quantities are difficult to identify,…
We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…
We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…
We focus on entropy admissible solutions of scalar conservation laws in one space dimension and establish new regularity results with respect to time. First, we assume that the flux function $f$ is strictly convex and show that, for every $…
We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…
We consider conservation laws on moving hypersurfaces. In this work the velocity of the surface is prescribed. But one may think of the velocity to be given by PDEs in the bulk phase. We prove existence and uniqueness for a scalar…
In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…
We analyze a novel class of rough stochastic control problems that allows for a convenient approach to solving pathwise stochastic control problems with both non-anticipative and anticipative controls. We first establish the well-posedness…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
In this paper, we investigate a nonlocal traffic flow model based on a scalar conservation law, where a stochastic velocity function is assumed. In addition to the modeling, theoretical properties of the stochastic nonlocal model are…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…
Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…