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arXiv 2008.03141math.APmath.PR
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带噪声的分数阶退化抛物-双曲Cauchy问题

A fractional degenerate parabolic-hyperbolic Cauchy problem with noise

Neeraj Bhauryal, Ujjwal Koley, Guy Vallet

摘要:

考虑任意空间维数上随机标量抛物-双曲型方程的Cauchy问题,该方程具有非局部、非线性和可能退化的扩散项。方程是非局部的,因为它们涉及分数扩散算子。我们采用随机熵解的概念,并提供了一个新的技术框架来证明的唯一性。存在性证明依赖于消失粘性方法。此外,利用有界变差(BV)估计的消失粘性近似,我们得到了一个显式的连续相关的非线性估计和误差估计的随机消失粘性方法。此外,我们发展的唯一性方法“一拉Kruzkov”更一般的一般方程的噪声系数可能显式地依赖于空间变量。

英文摘要:

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and derive error estimate for the stochastic vanishing viscosity method. In addition, we develop uniqueness method "a la Kruzkov" for more general equations where the noise coefficient may depends explicitly on the spatial variable.

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