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math.AP2022★ 1 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…