arXiv subjects

Ujjwal Koley

Publications and source records attributed to Ujjwal Koley.

At least 19 recordsLinked to original sources

arXiv2025

An Onsager type theorem for the Euler-Boussinesq equations in two spatial dimensions

In this article, we construct non-trivial weak solutions $(v, \theta)$ to the inviscid Euler-Boussinesq system in two spatial dimensions. These solutions exhibit compact temporal support, thereby violating the conservation of the temperature's $L^p$-norm. Furthermore, the pair $(v, \theta)$ resides in the H\"older space $C^\gamma(\mathbb R \times \mathbb T^2) \times C^\gamma (\mathbb R \times \mathbb T^2)$ for any exponent $\gamma<1/3$. The methodology integrates a Nash iteration scheme with a linear decoupling technique to achieve these results.

math.AP↗

arXiv2024

Dissipative measure-valued solutions and weak-strong uniqueness for the Euler alignment system

We introduce the concept of a dissipative measure-valued solution to the Euler alignment system. This approach incorporates a modified total energy balance, utilizing a binary tensor Young measure. The central finding is a weak (measure-valued)--strong uniqueness principle: if both a dissipative measure-valued solution and a classical smooth solution originate from the same initial data, they will be identical as long as the classical solution exists.

math.AP↗

arXiv2024

Non-uniqueness of H\"older continuous solutions for stochastic Euler and Hypodissipative Navier-Stokes equations

We construct infinitely many H\"older continuous, global-in-time, and stationary solutions to the stochastic Euler equations and the hypodissipative Navier-Stokes equations, taking values in the space $C(\mathbb{R};C^{\vartheta})$. For the Euler case, the H\"older exponent $\vartheta$ satisfies $0<\vartheta<\frac{5}{7}\beta$ with $0<\beta< \frac{1}{200}$, while for the hypodissipative Navier-Stokes equations, $\beta$ must additionally satisfy $0<\beta< \min\left\{ \frac{2(1-2\alpha)}{21}, \frac{1}{200}\right\}$. The construction relies on a modified stochastic convex integration scheme, which is central to the analysis. This scheme incorporates Beltrami flows as building blocks and carefully tracks inductive estimates, both pathwise and in expectation. These refinements allow us to achieve improved H\"older regularity for solutions to the underlying stochastic equations, advancing the scope of convex integration techniques in the stochastic setting.

math.AP↗

arXiv2024

Non-uniqueness of H\"older continuous solutions for Inhomogeneous Incompressible Euler flows

We consider the inhomogeneous (or density dependent) incompressible Euler equations in a three-dimensional periodic domain. We construct density $\varrho$ and velocity $u$ such that, for any $\alpha<1/7$, both of them are $\alpha $-H\"older continuous and $(\varrho, u)$ is a weak solution to the underlying equations. The proof is based on typical convex integration techniques using Mikado flows as building blocks. As a main novelty with respect to the related literature, our result produces a H\"older continuous density.

math.AP↗

arXiv2022

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

We consider a transport-diffusion equation forced by random noise of three types: additive, linear multiplicative in It$\hat{\mathrm{o}}$'s interpretation, and transport in Stratonovich's interpretation. Via convex integration modified to probabilistic setting, we prove existence of a divergence-free vector field with spatial regularity in Sobolev space and corresponding solution to a transport-diffusion equation with spatial regularity in Lebesgue space, and consequently non-uniqueness in law at the level of probabilistically strong solutions globally in time.

math.AP↗

arXiv2022

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

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) estimates, Young measure theory, and a clever adaptation of classical Kruzkov theory, we provide estimates on the rate of convergence for approximate solutions to fractional problems. The main difficulty stems from the degenerate fractional operator, and requires a significant departure from the existing strategy to establish Kato's type of inequality. Finally, as an application of this theory, we demonstrate numerical convergence rates.

math.AP↗

arXiv2021

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

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 derive necessary a priori estimates for numerical approximations, and show that the Young measure generated by the numerical approximations converge to a dissipative measure--valued martingale solution to the stochastic compressible Euler system. These solutions are probabilistically weak in the sense that the driving noise and associated filtration are integral part of the solution. Moreover, we demonstrate strong convergence of numerical solutions to the regular solution of the limit systems at least on the lifespan of the latter, thanks to the weak (measure-valued)--strong uniqueness principle for the underlying system. To the best of our knowledge, this is the first attempt to prove the convergence of numerical approximations for the underlying system.

math.AP↗

arXiv2021

Physics Informed Neural Networks (PINNs)for approximating nonlinear dispersive PDEs

We propose a novel algorithm, based on physics-informed neural networks (PINNs) to efficiently approximate solutions of nonlinear dispersive PDEs such as the KdV-Kawahara, Camassa-Holm and Benjamin-Ono equations. The stability of solutions of these dispersive PDEs is leveraged to prove rigorous bounds on the resulting error. We present several numerical experiments to demonstrate that PINNs can approximate solutions of these dispersive PDEs very accurately

math.NA↗

arXiv2020

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

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 solutions are characterized by a parametrized Young measure and a concentration defect measure in the total energy balance. Moreover, they are weak in the probablistic sense i.e., the underlying probablity space and the driving Wiener process are intrinsic part of the solution. In a significant departure from the existing literature, we first exhibit the relative energy inequality for the incompressible Euler equations driven by a multiplicative noise, and then demonstrate pathwise weak-strong uniqueness principle. Finally, we also provide a sufficient condition, a la Prodi and Serrin, for the uniqueness of weak martingale solutions to stochastic Naiver-Stokes system in the class of finite energy weak martingale solutions.

math.AP↗

arXiv2020

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

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.e., the probability space and the driving Wiener process are an integral part of the solution. We derive the relative energy inequality for the stochastic compressible Euler equations and, as a corollary, we exhibit pathwise weak-strong uniqueness principle. Moreover, making use of the relative energy inequality, we investigate the low Mach limit (incompressible limit) of the underlying system of equations. As a main novelty with respect to the related literature, our results apply to general nonlinear multiplicative stochastic perturbations of Nemytskij type.

math.AP↗

arXiv2020

Multi-level Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data

We establish a notion of random entropy solution for degenerate fractional conservation laws incorporating randomness in the initial data, convective flux and diffusive flux. In order to quantify the solution uncertainty, we design a multi-level Monte Carlo Finite Difference Method (MLMC-FDM) to approximate the ensemble average of the random entropy solutions. Furthermore, we analyze the convergence rates for MLMC-FDM and compare it with the convergence rates for the deterministic case. Additionally, we formulate error vs. work estimates for the multi-level estimator. Finally, we present several numerical experiments to demonstrate the efficiency of these schemes and validate the theoretical estimates obtained in this work.

math.NA↗

arXiv2020

A fractional degenerate parabolic-hyperbolic Cauchy problem with noise

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 equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and derive error estimate for the stochastic vanishing viscosity method. In addition, we develop uniqueness method "a la Kruzkov" for more general equations where the noise coefficient may depends explicitly on the spatial variable.

math.AP↗

arXiv2019

The Cauchy problem for a fractional conservation laws driven by Lévy noise

In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by Lévy processes. Making use of an adapted entropy formulation, a result of existence and uniqueness of a solution is established. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. Furthermore, we establish a result on vanishing non-local regularization of scalar stochastic conservation laws.

math.AP↗

arXiv2016

Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Levy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficients depend on both the solution and spatial variable.

math.AP↗

arXiv2016

A finite difference scheme for conservation laws driven by Levy noise

In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of approximate solutions, generated by the finite difference scheme, converges to the unique entropy solution of the underlying problem, as the spatial mesh size \Dx-->0. Moreover, we show that the expected value of the L^1-difference between the approximate solution and the unique entropy solution converges at a rate O(\sqrt{\Dx}).

math.AP↗

arXiv2015

Convergence of fully discrete schemes for diffusive dispersive conservation laws with discontinuous coefficient

We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of approximate solutions, generated by the scheme corresponding to vanishing diffusive-dispersive scalar conservation laws with a discontinuous coefficient, to the corresponding scalar conservation law with discontinuous coefficient. Finally, the convergence is illustrated by several examples. In particular, it is delineated that the limiting solutions generated by the scheme need not coincide, depending on the relation between diffusion and the dispersion coefficients, with the classical Kruzkov-Oleinik entropy solutions, but contain nonclassical undercompressive shock waves.

math.NA↗

arXiv2015

Continuous dependence estimate for conservation laws with Lévy noise

We are concerned with multidimensional stochastic balance laws driven by Lévy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise only depends on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional $BV$ estimate for vanishing viscosity approximations in case the noise coefficient depends on both the solution and spatial variable.

math.AP↗

arXiv2014

Convergence of finite difference schemes for the Benjamin-Ono equation

In this paper, we analyze finite difference schemes for Benjamin-Ono equation, u_t = uu_x + Hu_{xx}, where H denotes the Hilbert transform. Both the decaying case on the full line and the periodic case are considered. If the initial data are sufficiently regular, fully discrete finite difference schemes shown to converge to a classical solution. Finally, the convergence is illustrated by several examples.

math.AP↗