Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case (Q487685): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
(9 intermediate revisions by 7 users not shown) | |||
Property / DOI | |||
Property / DOI: 10.1007/s40072-014-0038-2 / rank | |||
Property / author | |||
Property / author: Perthame, Benoît / rank | |||
Property / author | |||
Property / author: Perthame, Benoît / rank | |||
Normal rank | |||
Property / review text | |||
The authors study a scalar stochastic conservation law \(du+\operatorname{div}\mathbf A(x,u)\circ dW=0\) in \(\mathbb R^N\times(0,\infty)\) with an initial condition \(u=u^0\) on \(\mathbb R^N\times\{0\}\), where \(W\in C([0,\infty);\mathbb R)\), \(W(0)=0\) (i.e., a single path is considered) and \(\mathbf A\in C^2(\mathbb R^N\times\mathbb R;\mathbb R^N)\). Defining \(a_i=\mathbf A_{i,u}\) and \(b=\operatorname{div}_x\mathbf A\), it is further assumed that \(b(x,0)=0\) and \(\partial_ja_i\), \(\partial_ua_i\), \(\partial_jb\), \(\partial_ub\in L^\infty(\mathbb R^N\times\mathbb R)\). The authors define a so-called pathwise stochastic entropy solution to the equation in question and discuss the connections with the entropy solutions and the kinetic solutions. Then, the existence and uniqueness of pathwise stochastic entropy solutions in \(L^\infty((0,T);L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N))\) are established for \(u^0\in L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N)\), as well as the continuous dependence in the form of an \(L^1\)-contraction. Finally, general \(L^\infty\) and \(L^2\) bounds are proved. | |||
Property / review text: The authors study a scalar stochastic conservation law \(du+\operatorname{div}\mathbf A(x,u)\circ dW=0\) in \(\mathbb R^N\times(0,\infty)\) with an initial condition \(u=u^0\) on \(\mathbb R^N\times\{0\}\), where \(W\in C([0,\infty);\mathbb R)\), \(W(0)=0\) (i.e., a single path is considered) and \(\mathbf A\in C^2(\mathbb R^N\times\mathbb R;\mathbb R^N)\). Defining \(a_i=\mathbf A_{i,u}\) and \(b=\operatorname{div}_x\mathbf A\), it is further assumed that \(b(x,0)=0\) and \(\partial_ja_i\), \(\partial_ua_i\), \(\partial_jb\), \(\partial_ub\in L^\infty(\mathbb R^N\times\mathbb R)\). The authors define a so-called pathwise stochastic entropy solution to the equation in question and discuss the connections with the entropy solutions and the kinetic solutions. Then, the existence and uniqueness of pathwise stochastic entropy solutions in \(L^\infty((0,T);L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N))\) are established for \(u^0\in L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N)\), as well as the continuous dependence in the form of an \(L^1\)-contraction. Finally, general \(L^\infty\) and \(L^2\) bounds are proved. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Martin Ondreját / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35R60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35L65 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6389828 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic conservation laws | |||
Property / zbMATH Keywords: stochastic conservation laws / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
stochastic entropy condition | |||
Property / zbMATH Keywords: stochastic entropy condition / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
kinetic formulation | |||
Property / zbMATH Keywords: kinetic formulation / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
rough paths | |||
Property / zbMATH Keywords: rough paths / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2048128572 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1403.4424 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On nonlinear stochastic balance laws / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Hyperbolic Conservation Laws in Continuum Physics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Kinetic Formulation for a Parabolic Conservation Law. Application to Homogenization / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Scalar conservation laws with stochastic forcing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Degenerate parabolic stochastic partial differential equations: quasilinear case / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic scalar conservation laws / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Degenerate parabolic stochastic partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mean field games. I: The stationary case / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mean field games. II: Finite horizon and optimal control / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Mean field games / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4884695 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4364496 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Scalar conservation laws with rough (stochastic) fluxes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Kinetic Formulation of Multidimensional Scalar Conservation Laws and Related Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4831624 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fully nonlinear stochastic partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fully nonlinear stochastic partial differential equations: non-smooth equations and applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fully nonlinear stochastic pde with semilinear stochastic dependence / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Differential equations driven by rough signals / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Uniqueness and error estimates in first order quasilinear conservation laws via the kinetic entropy defect measure / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4792090 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A kinetic equation with kinetic entropy functions for scalar conservation laws / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4222728 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S40072-014-0038-2 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 19:10, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case |
scientific article |
Statements
Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case (English)
0 references
23 January 2015
0 references
The authors study a scalar stochastic conservation law \(du+\operatorname{div}\mathbf A(x,u)\circ dW=0\) in \(\mathbb R^N\times(0,\infty)\) with an initial condition \(u=u^0\) on \(\mathbb R^N\times\{0\}\), where \(W\in C([0,\infty);\mathbb R)\), \(W(0)=0\) (i.e., a single path is considered) and \(\mathbf A\in C^2(\mathbb R^N\times\mathbb R;\mathbb R^N)\). Defining \(a_i=\mathbf A_{i,u}\) and \(b=\operatorname{div}_x\mathbf A\), it is further assumed that \(b(x,0)=0\) and \(\partial_ja_i\), \(\partial_ua_i\), \(\partial_jb\), \(\partial_ub\in L^\infty(\mathbb R^N\times\mathbb R)\). The authors define a so-called pathwise stochastic entropy solution to the equation in question and discuss the connections with the entropy solutions and the kinetic solutions. Then, the existence and uniqueness of pathwise stochastic entropy solutions in \(L^\infty((0,T);L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N))\) are established for \(u^0\in L^1(\mathbb R^N)\cap L^\infty(\mathbb R^N)\), as well as the continuous dependence in the form of an \(L^1\)-contraction. Finally, general \(L^\infty\) and \(L^2\) bounds are proved.
0 references
stochastic conservation laws
0 references
stochastic entropy condition
0 references
kinetic formulation
0 references
rough paths
0 references
0 references
0 references
0 references
0 references