Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise

DOI10.1007/S40072-016-0084-ZMaRDI QIDQ2014308zbMATH OpenOpenAlexWikidataFDO

Authors U. Koley, Ananta K. Majee, G. Vallet

Publication date 11 August 2017

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.07839

zbMATH Keywords

convergence ratedegenerate parabolic-hyperbolic equationYoung measuresfractional BV estimatesLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Degenerate parabolic equations (35K65) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Levy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficients depend on both the solution and spatial variable.

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Cited in

(15)

• Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data
• A convergent finite volume scheme for the stochastic barotropic compressible Euler equations
• Optimal continuous dependence estimates for fractional degenerate parabolic equations
• Stability of entropy solutions for Lévy mixed hyperbolic-parabolic equations
• On weak-strong uniqueness for stochastic equations of incompressible fluid flow
• Measure-valued solutions to the stochastic compressible Euler equations and incompressible limits
• Interacting particle system approximating the porous medium equation and propagation of chaos
• A fractional degenerate parabolic-hyperbolic Cauchy problem with noise
• Convergence of a spectral method for the stochastic incompressible Euler equations
• On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise
• Stochastic degenerate fractional conservation laws
• Continuous dependence estimate for conservation laws with Lévy noise
• The Cauchy problem for fractional conservation laws driven by Lévy noise
• Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
• Uncertain seepage equation in fissured porous media

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