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Preprint 2009-017

On a stochastic first order hyperbolic equation in a bounded domain

Guy Vallet and Petra Wittbold

Abstract: In this paper, we are interested in the stochastic perturbation of a first order hyperbolic equation of nonlinear type. In order to illustrate our purposes, we have chosen a scalar conservation law in a bounded domain with homogeneous Dirichlet condition on the boundary. Using the concept of measure-valued solutions and Kruzhkov's entropy formulation, a result of existence and uniqueness of the entropy solution is given.

Paper:
Available as PDF (281 Kbytes).
Author(s):
Guy Vallet,
Petra Wittbold,
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Submitted by:
; 2009-04-15.