On Nonlinear Stochastic Balance Laws
详细信息    查看全文
  • 作者:Gui-Qiang Chen (123) chengq@maths.ox.ac.uk
    Qian Ding (3) dingqian@math.northwestern.edu
    Kenneth H. Karlsen (4) kennethk@math.uio.no
  • 刊名:Archive for Rational Mechanics and Analysis
  • 出版年:2012
  • 出版时间:June 2012
  • 年:2012
  • 卷:204
  • 期:3
  • 页码:707-743
  • 全文大小:370.5 KB
  • 参考文献:1. Bouchut F., Perthame B.: Kružkov’s estimates for scalar conservation laws revisited. Trans. Am. Math. Soc 350, 2847–2870 (1998)
    2. Chen G.-Q., Karlsen K.H.: Quasilinear anisotropic degenerate parabolic equations with time-space dependent diffusion coefficients. Commun. Pure Appl. Anal 4, 241–266 (2005)
    3. Cockburn B., Gripenberg G.: Continuous dependence on the nonlinearities of solutions of degenerate parabolic equations. J. Differ. Equ 151, 231–251 (1999)
    4. Dafermos C.M.: Hyperbolic Conservation Laws in Continuum Physics, 3nd edn. Springer, Berlin (2010)
    5. Debussche A., Vovelle J.: Scalar conservation laws with stochastic forcing. J. Funct. Anal 259, 1014–1042 (2010)
    6. W E., Khanin K., Mazel A., Sinai Ya.: Invariant measures for Burgers equation with stochastic forcing. Ann. Math. 151, 877–960 (2000)
    7. Feng J., Nualart D.: Stochastic scalar conservation laws. J. Funct. Anal 255, 313–373 (2008)
    8. Holden H., Risebro N.H.: Conservation laws with a random source. Appl. Math. Optim 36, 229–241 (1997)
    9. Karlsen K.H., Risebro N.H.: On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients. Discret. Contin. Dyn. Syst 9, 1081–1104 (2003)
    10. Kim J.U.: On a stochastic scalar conservation law. Indiana Univ. Math. J 52(1), 227–255 (2003)
    11. Kruzkov S.: First order quasilinear equations in several independent variables. Math. USSR Sb 10, 217–243 (1972)
    12. Kurtz, T.G., Protter, E.P.: Weak convergence of stochastic integrals and differential equations II: Infinite-dimensional case. In: CIME School in Probability, Lecture Notes in Math., vol. 1627, pp. 197–285, Springer, Berlin (1996)
    13. Lions P.-L., Souganidis T.: Fully nonlinear stochastic partial differential equations. C. R. Acad. Sci. Paris S茅r. I Math 326(9), 1085–1092 (1998) <Occurrence Type="Bibcode"><Handle>1998CRASM.326.1085L</Handle></Occurrence>
    14. Lions P.-L., Souganidis T.: Fully nonlinear stochastic partial differential equations: Nonsmooth equations and applications. C. R. Acad. Sci. Paris S茅r. I Math 327(8), 735–741 (1998) <Occurrence Type="Bibcode"><Handle>1998CRASM.327..735L</Handle></Occurrence>
    15. Lions P.-L., Souganidis T.: Fully nonlinear stochastic PDE with semilinear stochastic dependence. C. R. Acad. Sci. Paris S茅r. I Math 331(8), 617–624 (2000) <Occurrence Type="Bibcode"><Handle>2000CRASM.331..617L</Handle></Occurrence>
    16. Lions P.-L., Souganidis T.: Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations. C. R. Acad. Sci. Paris S茅r. I Math. 331(10), 783–790 (2000) <Occurrence Type="Bibcode"><Handle>2000CRASM.331..783L</Handle></Occurrence>
    17. Lucier B.J.: A moving mesh numerical method for hyperbolic conservation laws. Math. Comp 46, 59–69 (1986)
    18. Simon J.: Sobolev, Besov and Nikolskii fractional spaces: imbeddings and comparisons for vector valued spaces on an interval. Ann. Mat. Pura Appl 157(4), 117–148 (1990)
    19. Sinai, Ya. G.: Statistics of shocks in solutions of inviscid Burgers equations. Commun. Math. Phys. 148, 601–621 (1992) <Occurrence Type="Bibcode"><Handle>1992CMaPh.148..601S</Handle></Occurrence>
    20. Szepessy A.: An existence result for scalar conservation laws using measure valued solutions. Comm. Partial Differ. Equ. 14, 1329–1350 (1989)
    21. Vallet G., Wittbold P.: On a stochastic first-order hyperbolic equation in a bounded domain. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, 613–651 (2009)
    22. Walsh, J.B.: An introduction to stochastic partial differential equations. 脡cole D茅t茅 de Probabilit茅s de Saint-Flour, XIV–1984, Lecture Notes in Math., vol. 1180, pp. 265–439, Berlin, Springer (1986)
  • 作者单位:1. Mathematical Institute, University of Oxford, 24鈥?9 St. Giles, Oxford, OX1 3LB UK2. School of Mathematical Sciences, Fudan University, Shanghai, 200433 China3. Department of Mathematics, Northwestern University, Evanston, IL 60208-2730, USA4. Centre of Mathematics for Applications, University of Oslo, P. O. Box 1053, Blindern, 0316 Oslo, Norway
  • 刊物类别:Physics and Astronomy
  • 刊物主题:Physics
    Mechanics
    Electromagnetism, Optics and Lasers
    Mathematical and Computational Physics
    Complexity
    Fluids
  • 出版者:Springer Berlin / Heidelberg
  • ISSN:1432-0673
文摘
We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial BV bound for vanishing viscosity approximations can be achieved. Moreover, we establish temporal equicontinuity in L 1 of the approximations, uniformly in the viscosity coefficient. Using these estimates, we supply a multidimensional existence theory of stochastic entropy solutions. In addition, we establish an error estimate for the stochastic viscosity method, as well as an explicit estimate for the continuous dependence of stochastic entropy solutions on the flux and random source functions. Various further generalizations of the results are discussed.

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700