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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 investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic…

偏微分方程分析 · 数学 2019-06-28 Luca Galimberti , Kenneth H. Karlsen

This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator and a multiplicative noise. Our proof for uniqueness is based…

偏微分方程分析 · 数学 2017-02-23 Lv Guangying , Gao Hongjun , Wei Jinlong

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

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

偏微分方程分析 · 数学 2022-10-25 Zhonghua Liao , Qi Lü

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

概率论 · 数学 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano

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…

偏微分方程分析 · 数学 2014-04-07 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

偏微分方程分析 · 数学 2020-06-19 Benjamin Gess , Scott Smith

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…

偏微分方程分析 · 数学 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…

统计力学 · 物理学 2018-03-14 Julien Barré , Cedric Bernardin , Raphaël Chetrite

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…

偏微分方程分析 · 数学 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

Stochastic non-local conservation law equation in the presence of discontinuous flux functions is considered in an $L^{1}\cap L^{2}$ setting. The flux function is assumed bounded and integrable (spatial variable). Our result is to prove…

偏微分方程分析 · 数学 2019-04-17 Christian Olivera

We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions…

偏微分方程分析 · 数学 2014-03-27 Peter K. Friz , Benjamin Gess

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

偏微分方程分析 · 数学 2025-12-16 Agus L. Soenjaya , Thanh Tran

Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for…

偏微分方程分析 · 数学 2019-11-12 Gui-Qiang G. Chen , Peter H. C. Pang

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…

偏微分方程分析 · 数学 2020-04-27 Sofiane Martel , Julien Reygner

Stochastic conservation laws are often challenging when it comes to proving existence of non-negative solutions. In a recent work by J. Fischer and G. Gr\"un (2018, Existence of positive solutions to stochastic thin-film equations, SIAM J.…

概率论 · 数学 2018-11-20 Federico Cornalba

In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the…

概率论 · 数学 2020-03-24 Zhao Dong , Jiang-Lun Wu , Rangrang Zhang , Tusheng Zhang

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…

数学物理 · 物理学 2015-06-19 Kazuo Kobayasi , Dai Noboriguchi

We establish the well-posedness of an initial-boundary value problem of mixed type for a stochastic nonlinear parabolic-hyperbolic equation on a space domain $\cO=\cO'\X\cO''$ where a Neumann boundary condition is imposed on…

偏微分方程分析 · 数学 2022-01-25 Hermano Frid , Yachun Li , Daniel Marroquin , João F. C. Nariyoshi , Zirong Zeng
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