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20112022
most citedNon-uniqueness in law of transport-diffusion equation forced by random noise

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math.AP20221 cited

Non-uniqueness in law of transport-diffusion equation forced by random noise

Ujjwal Koley, Kazuo Yamazaki

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It's interpretation, and transport in Straton…

math.AP2022

On the rate of convergence of a numerical scheme for fractional conservation laws with noise

Ujjwal Koley, Guy Vallet

We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) esti…

math.AP2021

A convergent finite volume scheme for the stochastic barotropic compressible Euler equations

Abhishek Chaudhary, Ujjwal Koley

In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We deriv…

math.AP2020

On weak-strong uniqueness for stochastic equations of incompressible fluid flow

Abhishek Chaudhary, Ujjwal Koley

We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These so…

math.AP2020

Measure-valued solutions to the stochastic compressible Euler equations and incompressible limits

Martina Hofmanova, Ujjwal Koley, Utsab Sarkar

We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.…

math.AP2020

A fractional degenerate parabolic-hyperbolic Cauchy problem with noise

Neeraj Bhauryal, Ujjwal Koley, Guy Vallet

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The e…