Abstract:
Systems of nonlinear parabolic equations with small parameter multiplying the highest derivative and stochastic models associated with them are considered. It is shown that the vanishing viscosity method, which makes it possible to choose physical solutions to the Cauchy problem for systems of nonlinear conservation laws, has a natural justification in terms of stochastic models. A similar result for balance laws is also obtained.
Keywords:parabolic and hyperbolic conservation and balance laws, stochastic equations, small parameter.