METHOD FOR SOLVING A STOCHASTIC CONSERVATION LAW

Caroline Bauzet (1)

1 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]

This paper presents techniques introduced in a joint work with G. Vallet and P. Wittbold for solving the Cauchy problem for a multi-dimensional nonlinear conservation law with stochastic perturbation [2]. We propose to advance main difficulties in the use of deterministic tools for studying stochastic P.D.E., and alternative methods.

Mots clés: Kruzhkov's entropy; Stochastic PDE; first-order hyperbolic equation; Cauchy problem; multiplica-tive stochastic perturbation; Young measures

Domaines: Equations aux dérivées partielles [math.AP]

Caroline Bauzet. METHOD FOR SOLVING A STOCHASTIC CONSERVATION LAW. Twelfth International Conference Zaragoza-Pau on Mathematics, 39, Prensas de la Universidad de Zaragoza, pp.65-74, 2014, Monografías Matemáticas "García de Galdeano", 978-84-16028-35-1. ⟨hal-01309529⟩