Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case (Q487685): Difference between revisions

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Property / DOI: 10.1007/s40072-014-0038-2 / rank
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Property / author: Perthame, Benoît / rank
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Property / author: Perthame, Benoît / rank
 
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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
 
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Property / reviewed by: Martin Ondreját / rank
 
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Property / Mathematics Subject Classification ID: 35R60 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35L65 / rank
 
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Property / Mathematics Subject Classification ID: 60H15 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6389828 / rank
 
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Property / zbMATH Keywords
 
stochastic conservation laws
Property / zbMATH Keywords: stochastic conservation laws / rank
 
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Property / zbMATH Keywords
 
stochastic entropy condition
Property / zbMATH Keywords: stochastic entropy condition / rank
 
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Property / zbMATH Keywords
 
kinetic formulation
Property / zbMATH Keywords: kinetic formulation / rank
 
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rough paths
Property / zbMATH Keywords: rough paths / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2048128572 / rank
 
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Property / arXiv ID
 
Property / arXiv ID: 1403.4424 / rank
 
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Property / cites work
 
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Latest revision as of 19:10, 9 December 2024

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Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
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    Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case (English)
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    23 January 2015
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    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.
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    stochastic conservation laws
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    stochastic entropy condition
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    kinetic formulation
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    rough paths
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