Related papers: Quantitative compactness estimates for stochastic …
We show the convergence of the zero relaxation limit in systems of $2 \times 2$ hyperbolic conservation laws with stochastic initial data. Precisely, solutions converge to a solution of the local equilibrium approximation as the relaxation…
We introduce a concept of dissipative measure valued martingale solutions for stochastic compressible Navier-Stokes equations. These solutions are weak from a probabilistic perspective, since they include both the driving Wiener process and…
This article presents a common setting for the collision integrals $\mathrm{St}$ appearing in the kinetic theory of dense gases. It includes the collision integrals of the Enskog equation, of (a variant of) the Povzner equation, and of a…
Quantitative estimates are derived, on the whole space, for the relative entropy between the joint law of random interacting particles and the tensorized law at the limiting systeme. The developed method combines the relative entropy method…
We study quantitative compactness estimates in $\mathbf{W}^{1,1}_{loc}$ for the map $S_t$, $t>0$ that associates to every given initial data $u_0\in Lip(\mathbb{R}^N)$ the corresponding solution $S_t u_0$ of a Hamilton-Jacobi equation $$…
We study the long-time behavior and the regularity of pathwise entropy solutions to stochastic scalar conservation laws with random in time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to…
We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…
This paper is concerned with entropy solutions of scalar conservation laws of the form $\partial_{t}u+\diver f=0$ in $\mathbb{R}^d\times(0,\infty)$. The flux $f=f(x,u)$ depends explicitly on the spatial variable $x$. Using an extension of…
We derive a general formalism for bulk viscous solutions of the energy-conservation-equation for $\rho(a,\zeta)$, both for a single-component and a multicomponent fluid in the Friedmann universe. For our purposes these general solutions…
We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…
This note adapts a probabilistic approach to establish a quantified estimate of the overdamped limit for the Vlasov-Fokker-Planck equation towards the aggregation-diffusion equation, which in particular includes cases of the Newtonian type…
We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…
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 show that the so-called hidden potential symmetries considered in a recent paper [Gandarias M., Physica A, 2008, V.387, 2234-2242] are ordinary potential symmetries that can be obtained using the method introduced by Bluman and…
The paper proves existence of renormalized stationary solutions for a dense class of discrete velocity Boltzmann equations in the plane with given ingoing boundary values. The proof is based on the construction of a sequence of…
The global existence of martingale solutions to the compressible Navier-Stokes equations driven by stochastic external forces, with density-dependent viscosity and vacuum, is established in this paper. This work can be regarded as a…
In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of approximate solutions, generated by the…
We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…
We obtain new quantitative estimates of the vanishing viscosity approximation for time-dependent, degenerate, Hamilton-Jacobi equations that are neither concave nor convex in the gradient and Hessian entries of the form $\partial_t…
In this paper, we introduce a generalization of Liu-Yang's weighted norm to linear and to nonlinear hyperbolic equations. Extending a result by Hu and LeFloch for piecewise constant solutions, we establish sharp L1 continuous dependence…