On a stochastic nonlocal conservation law in a bounded domain (Q310070)

This paper deals with the following problem: \[ \begin{cases} du+((-\Delta)^{\gamma/2}u-\operatorname{div}(f(u)))dt=h(u)dw, t>0,x\in D, \\ u(0,x)=u_0(x), x\in D, u|_{D^{c}}=0,\end{cases} \] where \(0<\gamma\leq1\), \(D\subset \mathbb{R}^{d}\) is a bounded domain, with Lipschitz boundary if \(d\geq2\), \(w=\{w_{t},{\mathcal F}_{t}:0\leq t\leq T\}\) is a standard adapted one-dimensional Brownian motion. The main obtained results are following. Let \(f:\mathbb{R}\to \mathbb{R}^{d}\) be a Lipschitz-continuous function and \(f(0)=0\), \(h:\mathbb{R}\to \mathbb{R}\) be Lipschitz-continuous function and \(h(0)=0\), \(u_0\in L^2(D)\cap \hat H^{\gamma/2}(\mathbb{R}^{d})\). Then there exists a unique measurable-valued entropy solution to the considered problem and this solution is obtained by viscous approximation. It is the unique entropy solution. If \(u_1,u_2\) are entropy solutions to considered problem corresponding to initial data \(u_{10},u_{20}\in L^2(D)\cap \hat H^{\gamma/2}(\mathbb{R}^{d})\), respectively, then for any \(t>0\): \(E\int_{D}(u_1-u_2)^{+}dx\leq \int_{D}(u_{10}-u_{20})^{+}dx\).