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

DOI10.1007/S40072-016-0084-ZzbMATH Open1370.60107arXiv1604.07839OpenAlexW2963145603WikidataQ115375249 ScholiaQ115375249MaRDI QIDQ2014308FDOQ2014308

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

Publication date: 11 August 2017

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

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.

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

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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)

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Cited In (12)

• Convergence of a spectral method for the stochastic incompressible Euler equations
• Optimal continuous dependence estimates for fractional degenerate parabolic equations
• Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
• A convergent finite volume scheme for the stochastic barotropic compressible Euler equations
• Uncertain seepage equation in fissured porous media
• A fractional degenerate parabolic-hyperbolic Cauchy problem with noise
• Measure-valued solutions to the stochastic compressible Euler equations and incompressible limits
• Interacting particle system approximating the porous medium equation and propagation of chaos
• Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data
• On weak-strong uniqueness for stochastic equations of incompressible fluid flow
• The Cauchy problem for fractional conservation laws driven by Lévy noise
• Stochastic degenerate fractional conservation laws

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