화학공학소재연구정보센터
Applied Mathematics and Optimization, Vol.36, No.2, 229-241, 1997
Conservation-Laws with a Random Source
We study the scalar conservation law with a noisy nonlinear source, namely, u(t) + f(u)(x) = h(u, x, t) + g(u)W(t), where W(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.