相关论文: Scalar conservation laws with monotone pure-jump M…

We derive a kinetic equation to describe the statistical structure of solutions $\rho$ to scalar conservation laws $\rho_t=H(x,t,\rho )_x$, with certain Markov initial conditions. When the Hamiltonian function is convex and increasing in…

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…

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…

We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation…

We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of $\sqrt{\Delta x}$ in $\mathrm{L}^1$, whenever the flux is strictly monotone in $u$ and the spatial dependency…

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…

In this paper, we study scalar conservation laws where the flux is driven by a geometric H\"older $p$-rough path for some $p\in (2,3)$ and the forcing is given by an It\^o stochastic integral driven by a Brownian motion. In particular, we…

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kru\v{z}kov entropy condition by allowing the Kru\v{z}kov constants to be Malliavin differentiable random variables. Existence and…

We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

We prove convergence rates of monotone schemes for conservation laws for H\"older continuous initial data with unbounded total variation, provided that the H\"older exponent of the initial data is greater than $1/2$. For strictly…

For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular,…

In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the…

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

In this paper, we consider scalar conservation laws with smoothly varying spatially heterogeneous flux that is convex in the conserved variable. We show that under certain assumptions, a shock wave connecting two constant states emerges in…