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Related papers: Stochastic Degenerate Fractional Conservation Laws

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In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

We establish quantitative compactness estimates for finite difference schemes used to solve nonlinear conservation laws. These equations involve a flux function $f(k(x,t),u)$, where the coefficient $k(x,t$ is $BV$-regular and may exhibit…

Numerical Analysis · Mathematics 2023-10-31 Kenneth H. Karlsen , John D. Towers

In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…

Analysis of PDEs · Mathematics 2022-09-16 Hao Tang

We consider an evolution equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, and the second order uniformly elliptic operator with variable coefficients acting in spatial…

Analysis of PDEs · Mathematics 2014-05-13 Anatoly N. Kochubei

We study the Cauchy problem for a system of semi-linear coupled fractional-diffusion equations with polynomial nonlinearities posed in $% \mathbb{R}_{+}\times \mathbb{R}^{N}$. Under appropriate conditions on the exponents and the orders of…

Analysis of PDEs · Mathematics 2020-09-22 A. Bashir , A. Alsaedi , M. Berbiche , M Kirane

In this paper, we investigate the asymptotic behavior of solutions to the Cauchy problem for the scalar non-viscous diffusive dispersive conservation laws where the far field states are prescribed. We proved that the solution of the Cauchy…

Analysis of PDEs · Mathematics 2021-08-17 Natsumi Yoshida

We explore numerical approximation of multidimensional stochastic balance laws driven by multiplicative L\'{e}vy noise via flux- splitting finite volume method. The convergence of the approximations is proved towards the unique entropy…

Analysis of PDEs · Mathematics 2017-08-11 Ananta K. Majee

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…

Analysis of PDEs · Mathematics 2017-06-20 Sylvain De Moor , Julien Vovelle , Luis Miguel Rodrigues

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

We prove that under certain assumptions a partial differential equation can be derived from a variational principle. It is well-known from Noether's theorem that symmetries of a variational functional lead to conservation laws of the…

Differential Geometry · Mathematics 2019-10-07 Markus Dafinger

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

In this paper we model pedestrian flows evacuating a narrow corridor through an exit by a one-dimensional hyperbolic conservation law with a non-local constraint. Existence and stability results for the Cauchy problem with Lipschitz…

Analysis of PDEs · Mathematics 2013-04-24 Boris Andreianov , Carlotta Donadello , Massimiliano D. Rosini

We are interested in viscous scalar conservation laws with a white-in-time but spatially correlated stochastic forcing. The equation is assumed to be one-dimensional and periodic in the space variable, and its flux function to be locally…

Analysis of PDEs · Mathematics 2020-04-27 Sofiane Martel , Julien Reygner

The paper deals with perturbations of the equation that have a number of conservation laws. When a small term is added to the equation its conserved quantities usually decay at individual rates, a phenomenon known as a selective decay.…

Pattern Formation and Solitons · Physics 2023-03-14 Alexey Samokhin

We investigate real solutions of a C-integrable non-evolutionary partial differential equation in the form of a scalar conservation law where the flux density depends both on the density and on its first derivatives with respect to the…

Exactly Solvable and Integrable Systems · Physics 2023-12-22 Francesco Giglio , Giulio Landolfi , Luigi Martina

We consider multidimensional conservation laws perturbed by multiplicative L\'{e}vy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the It\^{o}-L\'{e}vy chain…

Analysis of PDEs · Mathematics 2014-06-10 Imran H. Biswas , Kenneth H. Karlsen , Ananta K. Majee

We study the problem of stabilization for a class of evolution systems with fractional-damping. After writing the equations as an augmented system we prove in this article first that the problem is well posed. Second, using the LaSalle's…

Analysis of PDEs · Mathematics 2020-10-20 Kaïs Ammari , Fathi Hassine , Luc Robbiano

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…

Numerical Analysis · Mathematics 2016-10-12 Jacky Cresson , Anna Szafrańska