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We are concerned with multidimensional stochastic balance laws driven by L\'{e}vy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the…

偏微分方程分析 · 数学 2015-02-10 Imran H. Biswas , Ujjwal Koley , Ananta K. Majee

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…

偏微分方程分析 · 数学 2020-08-10 Neeraj Bhauryal , Ujjwal Koley , Guy Vallet

In this paper, we consider the Cauchy problem for the nonlinear fractional conservation laws driven by a multiplicative noise. In particular, we are concerned with the well-posedness theory and the study of the long-time behavior of…

偏微分方程分析 · 数学 2022-05-13 Abhishek Chaudhary

We consider the Cauchy problem for a degenerate fractional conservation laws driven by a noise. In particular, making use of an adapted kinetic formulation, a result of existence and uniqueness of solution is established. Moreover, a…

偏微分方程分析 · 数学 2021-09-27 Abhishek Chaudhary

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…

偏微分方程分析 · 数学 2014-06-10 Imran H. Biswas , Kenneth H. Karlsen , Ananta K. Majee

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous…

偏微分方程分析 · 数学 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

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…

偏微分方程分析 · 数学 2017-08-11 Ananta K. Majee

We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal…

偏微分方程分析 · 数学 2015-06-03 Gui-Qiang G. Chen , Qian Ding , Kenneth H. Karlsen

We consider the Cauchy problem for a strictly hyperbolic, $n\times n$ system in one space dimension: $u_t+A(u)u_x=0$, assuming that the initial data has small total variation. We show that the solutions of the viscous approximations…

偏微分方程分析 · 数学 2007-05-23 Stefano Bianchini , Alberto Bressan

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…

动力系统 · 数学 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

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…

偏微分方程分析 · 数学 2016-04-28 Ujjwal Koley , Ananta K. Majee , Guy Vallet

We prove the well-posedness of entropy weak solutions for a class of space-discontinuous scalar conservation laws with non-local flux arising in traffic modeling. We approximate the problem adding a viscosity term and we provide $L^\infty$…

偏微分方程分析 · 数学 2021-05-24 Felisia Angela Chiarello , Giuseppe Maria Coclite

We study a nonlocal regularisation of a scalar conservation law given by a fractional derivative of order between one and two. The nonlocal operator is of Riesz-Feller type with skewness two minus its order. This equation describes the…

偏微分方程分析 · 数学 2019-09-04 Carlota M. Cuesta , Xuban Diez

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…

偏微分方程分析 · 数学 2014-02-25 Arnaud Debussche , Julien Vovelle

Global entropy solutions in $BV$ for a scalar nonlocal conservation law with fading memory are constructed as limits of vanishing viscosity approximate solutions. The uniqueness and stability of entropy solutions in $BV$ are established,…

偏微分方程分析 · 数学 2007-05-23 Gui-Qiang Chen , Cleopatra Christoforou

In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's…

数值分析 · 数学 2023-03-14 Soumya Ranjan Behera , Ananta K. Majee

We study the limiting behavior of the solutions to a class of conservation laws with vanishing nonlinear diffusion and dispersion terms. We prove the convergence to the entropy solution of the first order problem under a condition on the…

偏微分方程分析 · 数学 2007-11-06 Philippe G. LeFloch , Roberto Natalini

We study the Cauchy problem for a multidimensional scalar conservation law on the Bohr compactification of $\R^n$. The existence and uniqueness of entropy solutions are established in the general case of merely continuous flux vector. We…

偏微分方程分析 · 数学 2014-08-05 Evgeny Yu. Panov

This article studies the Cauchy problem for the scalar conservation law \[ \partial_t u + \partial_t w + \partial_x f(u) = 0, \] where $w(x,t) = [\mathcal{F}(u)(x,t)]$ is the output of a specific hysteresis operator, namely the Play…

偏微分方程分析 · 数学 2026-01-27 Paola Goatin , Stefan Moreti

We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…

偏微分方程分析 · 数学 2013-10-08 Nathaël Alibaud , Simone Cifani , Espen R. Jakobsen
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