Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws (Q2496942)

From MaRDI portal
Revision as of 17:22, 24 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws
scientific article

    Statements

    Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 July 2006
    0 references
    The authors consider the following one-dimensional conservation law with fractional viscosity \[ \partial_tu(t,x) = \nu D^\alpha u(t,x) - \partial_x A(u(t,x)),\tag{1} \] \(u(0,x)=u_0(x)\), where \((t,x) \in \mathbb R_+\times \mathbb R\), \(\nu > 0\) and \(A: \mathbb R\rightarrow \mathbb R\) is a \(C^1\)-function. The operator \(D^\alpha\), \(\alpha \in (1,2)\), denotes the symmetric fractional derivative (fractional Laplacian) of order \(\alpha\), which is given either via the Fourier transform \(\mathcal F\) as \(D^\alpha g(x) ={\mathcal F}^{-1}(| \xi| ^\alpha {\mathcal F}(g)(\xi))(x)\) or, equivalently, by its singular integral representation \(D^\alpha g(x) = \int_{\mathbb R}(g(x+y)-g(x)- 1_{\{| y| \leq 1\}}g'(x)y ) | y| ^{\alpha-1}\,dy\) for a suitable positive constant \(K\). The first aim of the authors is to give a probabilistic interpretation to (1). In order to obtain this they consider the gradient \(v(t,x)=\partial_x u(t,x)\) which satisfies the evolution equation \[ \partial_t v=\nu D^\alpha v- \partial_x (A'(H*v)v),\tag{2} \] \(v(0,.)=m\), where \(H(y)\) denotes the unit step function \(1_{\{y\geq 1\}}\), and \(m\) is a non-zero, bounded signed measure on \(\mathbb R\) with its total mass \(\| m\| =1\). For this equation they define a nonlinear martingale problem and provide conditions under which it admits a unique solution. Via this solution of (2) they then obtain a unique bounded weak solution of (1). Then the authors develop a Monte-Carlo method for simulating the fractional conservation law. In particular, they construct a sequence of interacting particle systems of size \(n\) whose weighted cumulative empirical distribution functions converge to the unique bounded weak solution of (1) as \(n \rightarrow \infty\). Further, the vanishing viscosity limit is considered. Thus a sequence \(\nu_n\) of positive numbers is introduced which replace the constant \(\nu\) in front of the fractional viscosity term in the interacting particle systems. It is shown that the empirical cumulative distribution functions of these systems converge to the unique entropy solution of the inviscid (\(\nu = 0\)) conservation law (1).
    0 references
    scalar conservation laws with fractional Laplacian
    0 references
    inviscid scalar conservation laws
    0 references
    nonlinear martingale problems
    0 references
    propagation-of-chaos
    0 references
    stable processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references