相关论文: Scalar Conservation Laws with white noise initial …
The topic of this paper are nonlinear traveling waves occuring in a system of damped waves equations in one space variable. We extend the freezing method from first to second order equations in time. When applied to a Cauchy problem, this…
In this work, we examine the solution properties of the Burgers' equation with stochastic transport. First, we prove results on the formation of shocks in the stochastic equation and then obtain a stochastic Rankine-Hugoniot condition that…
In this paper, we study a scalar conservation law that models a highly re-entrant manufacturing system as encountered in semi-conductor production. As a generalization of \cite{CKWang}, the velocity function possesses both the local and…
We develop a Lagrangian approach to conservation-law anomalies in weak solutions of inviscid Burgers equation, motivated by previous work on the Kraichnan model of turbulent scalar advection. We show that the entropy solutions of Burgers…
We calculate soliton solutions to the scalar field equation of motion that arises for the 4th-order extended Lagrangian (\(\phi^{4}\) theory) in quantum field theory using the extended hyperbolic tangent and the sine-cosine methods. Using…
We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…
We study the structure of the shocks for the inviscid Burgers equation in dimension 1 when the initial velocity is given by L\'evy noise, or equivalently when the initial potential is a two-sided L\'evy process $\psi_0$. When $\psi_0$ is…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
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…
This paper deals with the optimal regularity for entropy solutions of conservation laws. For this purpose, we use two key ingredients: (a) fine structure of entropy solutions and (b) fractional $BV$ spaces. We show that optimality of the…
We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…
Consider a random process s solution of the stochastic partial differential equation Ls = w with L a homogeneous operator and w a multidimensional L\'evy white noise. In this paper, we study the asymptotic effect of zooming in or zooming…
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…
We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale. Compared to the deterministic case and as far as we work in $L^2$, the…
In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…
We consider a stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space--time white noise and contains a double…
We consider the 2D isentropic compressible Euler equations, with pressure law $p(\rho) = (\sfrac{1}{\gamma}) \rho^\gamma$, with $\gamma >1$. We provide an elementary constructive proof of shock formation from smooth initial datum of finite…
We analyze a semi-discrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional $BV$ estimates, we show that the splitting method produces a compact sequence of approximate solutions converging…
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…
A new family of high order methods for systems of conservation laws are introduced: the Compact Approximate Taylor (CAT) methods. These methods are based on centered (2p + 1)-point stencils where p is an arbitrary integer. We prove that the…