{"title":"有限体积近似下随机力作用下双曲标量守恒律的存在唯一性结果","authors":"C. Bauzet, V. Castel, J. Charrier","doi":"10.1142/s0219891620500071","DOIUrl":null,"url":null,"abstract":"We are interested in multi-dimensional nonlinear scalar conservation laws forced by a multiplicative stochastic noise with a general time and space dependent flux-function. We address simultaneously theoretical and numerical issues in a general framework and consider a larger class of flux functions in comparison to the one in the literature. We establish existence and uniqueness of a stochastic entropy solution together with the convergence of a finite volume scheme. The novelty of this paper is the use of a numerical approximation (instead of a viscous one) in order to get, both, the existence and the uniqueness of solutions. The quantitative bounds in our uniqueness result constitute a preliminary step toward the establishment of strong error estimates. We also provide an [Formula: see text] stability result for the stochastic entropy solution.","PeriodicalId":50182,"journal":{"name":"Journal of Hyperbolic Differential Equations","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1142/s0219891620500071","citationCount":"3","resultStr":"{\"title\":\"Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation\",\"authors\":\"C. Bauzet, V. Castel, J. Charrier\",\"doi\":\"10.1142/s0219891620500071\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We are interested in multi-dimensional nonlinear scalar conservation laws forced by a multiplicative stochastic noise with a general time and space dependent flux-function. We address simultaneously theoretical and numerical issues in a general framework and consider a larger class of flux functions in comparison to the one in the literature. We establish existence and uniqueness of a stochastic entropy solution together with the convergence of a finite volume scheme. The novelty of this paper is the use of a numerical approximation (instead of a viscous one) in order to get, both, the existence and the uniqueness of solutions. The quantitative bounds in our uniqueness result constitute a preliminary step toward the establishment of strong error estimates. We also provide an [Formula: see text] stability result for the stochastic entropy solution.\",\"PeriodicalId\":50182,\"journal\":{\"name\":\"Journal of Hyperbolic Differential Equations\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2020-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1142/s0219891620500071\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Hyperbolic Differential Equations\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s0219891620500071\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Hyperbolic Differential Equations","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s0219891620500071","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
We are interested in multi-dimensional nonlinear scalar conservation laws forced by a multiplicative stochastic noise with a general time and space dependent flux-function. We address simultaneously theoretical and numerical issues in a general framework and consider a larger class of flux functions in comparison to the one in the literature. We establish existence and uniqueness of a stochastic entropy solution together with the convergence of a finite volume scheme. The novelty of this paper is the use of a numerical approximation (instead of a viscous one) in order to get, both, the existence and the uniqueness of solutions. The quantitative bounds in our uniqueness result constitute a preliminary step toward the establishment of strong error estimates. We also provide an [Formula: see text] stability result for the stochastic entropy solution.
期刊介绍:
This journal publishes original research papers on nonlinear hyperbolic problems and related topics, of mathematical and/or physical interest. Specifically, it invites papers on the theory and numerical analysis of hyperbolic conservation laws and of hyperbolic partial differential equations arising in mathematical physics. The Journal welcomes contributions in:
Theory of nonlinear hyperbolic systems of conservation laws, addressing the issues of well-posedness and qualitative behavior of solutions, in one or several space dimensions.
Hyperbolic differential equations of mathematical physics, such as the Einstein equations of general relativity, Dirac equations, Maxwell equations, relativistic fluid models, etc.
Lorentzian geometry, particularly global geometric and causal theoretic aspects of spacetimes satisfying the Einstein equations.
Nonlinear hyperbolic systems arising in continuum physics such as: hyperbolic models of fluid dynamics, mixed models of transonic flows, etc.
General problems that are dominated (but not exclusively driven) by finite speed phenomena, such as dissipative and dispersive perturbations of hyperbolic systems, and models from statistical mechanics and other probabilistic models relevant to the derivation of fluid dynamical equations.
Convergence analysis of numerical methods for hyperbolic equations: finite difference schemes, finite volumes schemes, etc.