Conservation laws with a random source
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We study the scalar conservation law with a noisy nonlinear source, namely,u l + f(u)x = h(u, x, t) + g(u)W(t), whereW(t) is the white noise in the time variable, and we analyse the Cauchy problem for this equation where the initial data are assumed to be deterministic. A method is proposed to construct approximate weak solutions, and we then show that this yields a convergent sequence. This sequence converges to a (pathwise) solution of the Cauchy problem. The equation can be considered as a model of deterministic driven phase transitions with a random perturbation in a system of two constituents. Finally we show some numerical results motivated by two-phase flow in porous media.
Key WordsConservation laws Stochastic partial differential equations Phase transitions
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