Ujjwal Koley

Helge Holden, Ujjwal Koley, Nils Henrik Risebro

We prove convergence of a fully discrete finite difference scheme for the Korteweg--de Vries equation. Both the decaying case on the full line and the periodic case are considered. If the initial data $u|_{t=0}=u_0$ is of high regularity, $u_0\in H^3(\R)$, the scheme is shown to converge to a classical solution, and if the regularity of the initial data is smaller, $u_0\in L^2(\R)$, then the scheme converges strongly in $L^2(0,T;L^2_{\mathrm{loc}}(\R))$ to a weak solution.

Rajib Dutta, Helge Holden, Ujjwal Koley et al.

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.

Ujjwal Koley, Ananta K. Majee, Guy Vallet

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.

Ujjwal Koley, Ananta K. Majee, Guy Vallet

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}).

Rajib Dutta, Ujjwal Koley, Deep Ray

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.