Related papers: A Minimization Approach to Conservation Laws With …
Conservation laws are usually studied in the context of sufficient regularity conditions imposed on the flux function, usually $C^{2}$ and uniform convexity. Some results are proven with the aid of variational methods and a unique minimizer…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
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…
The statistical description of the scalar conservation law of the form $\rho_t=H(\rho)_x$ with $H: \mathbb{R} \rightarrow \mathbb{R}$ a smooth convex function has been an object of interest when the initial profile $\rho(\cdot,0)$ is…
The dynamics of nonlinear conservation laws have long posed fascinating problems. With the introduction of some nonlinearity, e.g. Burgers' equation, discontinuous behavior in the solutions is exhibited, even for smooth initial data. The…
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…
We introduce a stochastic traffic flow model to describe random traffic accidents on a single road. The model is a piecewise deterministic process incorporating traffic accidents and is based on a scalar conservation law with…
The analysis of non-local regularisations of scalar conservation laws is an active research program. Applications of such equations are found in the modelling of physical phenomena such as traffic flow. In this paper, we propose a novel…
We consider stochastic differential equations of the form $dY_t=V(Y_t)\,dX_t+V_0(Y_t)\,dt$ driven by a multi-dimensional Gaussian process. Under the assumption that the vector fields $V_0$ and $V=(V_1,\ldots,V_d)$ satisfy H\"{o}rmander's…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…
In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We generalize Tadmor's algebraic numerical flux condition for entropy-conservative discretizations of conservation laws to a broader class of secondary structures, i.e. possibly non-convex secondary quantities whose evolution can consist of…