On stochastic conservation laws and Malliavin calculus

DOI10.1016/J.JFA.2016.09.020zbMATH Open1354.60070arXiv1507.05518OpenAlexW2964334875MaRDI QIDQ340963FDOQ340963

Authors: E. B. Storrøsten, Kenneth H. Karlsen 

Publication date: 15 November 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kruv{z}kov entropy condition by allowing the Kruv{z}kov constants to be Malliavin differentiable random variables. Existence and uniqueness results are provided. Our approach sheds some new light on the stochastic entropy conditions put forth by Feng and Nualart [J. Funct. Anal., 2008] and Bauzet, Vallet, and Wittbold [J. Hyperbolic Differ. Equ., 2012].

Full work available at URL: https://arxiv.org/abs/1507.05518

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zbMATH Keywords

Malliavin calculus[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Kru%EF%BF%BD%EF%BF%BDkov+entropy+condition&go=Go Kru��kov entropy condition]stochastic conservation laws

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) First-order nonlinear hyperbolic equations (35L60) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (17)

• The operators of stochastic calculus
• Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
• Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
• Nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing
• Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation
• Path-dependent convex conservation laws
• Homogenization of stochastic conservation laws with multiplicative noise
• Quantitative compactness estimates for stochastic conservation laws
• Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
• Convergence of approximations to stochastic scalar conservation laws
• The Cauchy problem for fractional conservation laws driven by Lévy noise
• Numerical methods for conservation laws with rough flux
• The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations
• Invariant measures for nonlinear conservation laws driven by stochastic forcing
• A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations
• Entropy solutions for stochastic porous media equations
• The strong trace property and the Neumann problem for stochastic conservation laws

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