Institute of Mathematics for Industry

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Well-posedness of a first-order stochastic conservation law involving a $Q$-Brownian motion


Hold Date 2019-12-06 16:30~2019-12-06 18:00

Place Seminar Room W1-D-725, West Zone 1, Ito campus, Kyushu University

Object person  

Speaker Yueyuan Gao (Tohoku University)

Abstract:
In this presentation, we study the well-posedness of a first order conservation law with a multiplicative source term involving a $Q$-Brownian motion. After having presented the definition of a measure-valued entropy solution of the stochastic conservation law, we briefly recall that the existence is proved by the convergence along a subsequence in the sense of Young measures of the discrete solution obtained by a finite volume method as the volume size and time step size tend to zero. The uniqueness of the measure-valued entropy solution is proved as a corollary of the Kato inequality. The Kato inequality is proved by a doubling of variables method; to that purpose, we prove the existence and the uniqueness of the strong solution of an associated stochastic parabolic problem; we also prove that the strong solution converges to a measure-valued entropy solution of the conservation law in a suitable sense. As a third part, we present numerical simulations for the first order Burgers equation on a one-dimensional torus forced by a stochastic source term. It is joint work with Tadahisa Funaki and Danielle Hilhorst.