Related papers: Continuous dependence estimate for conservation la…
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
For the Burgers equation, the entropy solution becomes instantly BV with only $L^\infty$ initial data. For conservation laws with genuinely nonlinear discontinuous flux, it is well known that the BV regularity of entropy solutions is lost.…
In this paper, we consider the stochastic singular integral operators and obtain the BMO estimates. As an application, we consider the fractional Laplacian equation with additive noises \bess…
This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…
We establish the vanishing viscosity limit of viscous Burgers-Vlasov equations for one dimensional kinetic model about interactions between a viscous fluid and dispersed particles by using compensated compactness technique and the evolution…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
In this paper, we study nonparametric estimation of the L\'{e}vy density for L\'{e}vy processes, with and without Brownian component. For this, we consider $n$ discrete time observations with step $\Delta$. The asymptotic framework is: $n$…
Aim of this paper is to extend the continuous dependence estimates proved in \cite{JK1} to quasi-monotone systems of fully nonlinear second-order parabolic equations. As by-product of these estimates, we get an H\"older estimate for bounded…
This article deals with the error estimates for numerical approximations of the entropy solutions of coupled systems of nonlocal hyperbolic conservation laws. The systems can be strongly coupled through the nonlocal coefficient present in…
Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic…
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux.
Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…
We develop a theory based on relative entropy to show the uniqueness and L^2 stability (up to a translation) of extremal entropic Rankine-Hugoniot discontinuities for systems of conservation laws (typically 1-shocks, n-shocks, 1-contact…
We derive conditional a priori error estimates of a wide class of finite volume and Runge-Kutta discontinuous Galerkin methods with abstract limiting for hyperbolic systems of conservation laws in 1D via the verification of weak consistency…
In this paper we introduce a class of non uniformly expanding random dynamical system with additive noise and we prove a BV estimate between the stationary measure and the quasistationary measure of the system. Furthermore, we use these…
Solutions to hyperbolic conservation laws can be approximated in many different ways: by vanishing viscosity, relaxations, discrete or semi-discrete numerical schemes, approximation with a nonlocal flux, etc$\ldots$ For some of these…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…