Invariant measure of scalar first-order conservation laws with stochastic forcing (Q892161)
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English | Invariant measure of scalar first-order conservation laws with stochastic forcing |
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Invariant measure of scalar first-order conservation laws with stochastic forcing (English)
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18 November 2015
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The aim of the paper is to study the invariant measure for the first order periodic (with respect to the variable \(x\in {\mathbb T}^N\)) scalar conservation law with stochastic forcing \[ du + \text{div }(A(u))dt =\Phi dW(t), \] where \({\mathbb T}^N\) is the \(N\)-dimensional torus, the flux \(A\) is of class \(C^2\), \(W=\sum_{k\geq 1} \beta_k e_k\) is the cylindrical Brownian motion in a Hilbert space \(H\) with orthonormal basis \(\{e_k\}\), and \(\Phi: H\to L^2({\mathbb T}^N)\) is a Hilbert-Schmidt operator under the assumptions \[ \sum_{k\geq 1} |g_k(x)|^2\leq D_0,\qquad \sum_{k\geq 1}|g_k(x)-g_k(y)|^2\leq D_1|x-y|^2\quad\text{with}\quad g_k=\Phi e_k. \] The authors assume that the noise is additive and that the \(g_k\) satisfy \[ \int_{{\mathbb T}^N}g_k(x)dx=0 \quad \text{for all } k\geq 1. \] Under the above conditions and assuming at most cubic growth for \(A\), the authors prove the existence of an invariant measure. Moreover, if \(A\) is subquadratic, then the invariant measure is unique. To this end, the authors define the concept of \(L^1\)-solution in the framework of kinetic formulation and obtain some uniform bounds on it, which give the existence and uniqueness of the invariant measure. The main tool for the proofs is the averaging lemma for kinetic equations.
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stochastic partial differential equations
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conservation laws
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kinetic formulation
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invariant measure
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