Related papers: Stochastic Degenerate Fractional Conservation Laws
In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…
We discuss the Cauchy problem for anisotropic wave equations. Precisely, we address the question to know which kind of Cauchy data on the lateral boundary are necessary to guarantee the uniqueness of continuation of solutions of an…
In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…
In the paper, a linear differential equation with variable coefficients and a Caputo fractional derivative is considered. For this equation, a Cauchy problem is studied, when an initial condition is given at an intermediate point that does…
We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…
We are concerned in this paper with the degenerate fractional diffusion advection equations posed in bounded domains. Due to a suitable formulation, we show the existence of weak entropy solutions for measurable and bounded initial and…
We consider the Cauchy problem for the nonlinear Schr\"odinger equation on the whole space. After introducing a weaker concept of finite speed of propagation, we show that the concatenation of initial data gives rise to solutions whose time…
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux.
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
In this work, we show that for the martingale problem for a class of degenerate diffusions with bounded continuous drift and diffusion coefficients, the small noise limit of non-degenerate approximations leads to a unique Feller limit. The…
Scalar conservation laws in one space variable allow a Lagrangian (particle path) formulation. The Lagrangian trajectory in the infinite-dimensional group of diffeomorphisms on the physical space can be written as a system of conservation…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…
The concept of nonlinear self-adjointness is employed to construct the conservation laws for fractional evolution equations using its Lie point symmetries. The approach is demonstrated on subdiffusion and diffusion-wave equations with the…
We consider the dynamic evolution of a coupled array of N multiplicative random variables. The magnitude of each is constrained by a lower bound w_0 and their sum is conserved. Analytical calculation shows that the simplest case, N=2 and…
It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…