Stochastic non-isotropic degenerate parabolic–hyperbolic equations

Benjamin Gess and Panagiotis E. Souganidis

Stochastic Processes and their Applications, 2017, vol. 127, issue 9, 2961-3004

Abstract: We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic–hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian noise and periodic boundary conditions, we prove that the pathwise entropy solutions converge to their spatial average and provide an estimate on the rate of convergence. The third main result of the paper is a new regularization result in the spirit of averaging lemmata. This work extends both the framework of pathwise entropy solutions for stochastic scalar conservation laws introduced by Lions, Perthame and Souganidis and the analysis of the long time behavior of stochastic scalar conservation laws by the authors to a new class of equations.

Keywords: Stochastic scalar conservation laws; Parabolic–hyperbolic equations; Averaging lemma; Invariant measure; Random dynamical systems; Random attractor (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spa.2017.01.005

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