Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case (Q487685): Difference between revisions
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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 | |||
Property / reviewed by: Martin Ondreját / rank | |||
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Property / Mathematics Subject Classification ID | |||
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 | |||
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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kinetic formulation | |||
Property / zbMATH Keywords: kinetic formulation / rank | |||
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Property / zbMATH Keywords | |||
rough paths | |||
Property / zbMATH Keywords: rough paths / rank | |||
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Revision as of 20:56, 30 June 2023
scientific article
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English | 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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