On nonlinear stochastic balance laws (Q2276308): Difference between revisions

A stochastic hyperbolic PDE (a stochastic balance law) \[ \partial_tu(t,\mathbf x)+\nabla\cdot\mathbf f(u(t,\mathbf x))=\sigma(u(t,\mathbf x))\,\partial_tW(t),\quad\mathbf x\in\mathbb R^d,\;t>0, \] with an initial datum \(u(0,\mathbf x)=u_0(\mathbf x)\), \(\mathbf x\in\mathbb R^d\), a polynomially growing flux \(\mathbf f\), a Lipshitz continuous diffusion term \(\sigma\) satisfying \(\sigma(0)=0\), driven by a standard one-dimensional Wiener process \(W\) is studied. The vanishing viscosity method is employed here (i.e., a term \(\varepsilon\Delta u\) is added to the right hand side of the above equation and the limit \(\varepsilon\downarrow 0\) is considered), the uniform temporal equicontinuity in \(L^1\) and uniform spatial BV-estimates are established, existence, uniqueness and stability of (strong stochastic) entropy solutions is proved. Also, the continuous dependence of the solutions on the initial data and on the nonlinearities in the equation, and error estimates between the viscosity and the strong stochastic entropy solution are studied. Finally, generalizations to equations with diffusions \(\sigma(\mathbf x,u)\) depending also on \(\mathbf x\) are discussed from an existence and regularity perspective.