Scalar conservation laws with rough (stochastic) fluxes (Q483628)

The authors implement a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence by introducing pathwise stochastic entropy solutions. The approach is directly based on the theory of pathwise stochastic viscosity solutions of fully nonlinear first- and second-order stochastic PDEs developed in a series of papers by P.-L. Lions and P. E. Souganidis. One of the fundamental tools is the class of test functions constructed by inverting locally the flow of the characteristics corresponding to the stochastic first-order part of the equation. For conservation laws this is best implemented at the level of the kinetic formulation presented here. The authors study scalar conservation laws with quasilinear multiplicative rough path dependence. A special case is given by stochastic conservation laws with quasilinear stochastic dependence. One special example treated here is \[ du+\sum_{i=1}^N \partial_{x_i} A_i(u) \circ dW_i = 0 \] in \(\mathbb{R}^N \times (0,\infty)\), where \(W\) is a \(N\)-dimensional Brownian motion. The main results of the paper study well-posedness of the problem. Uniqueness is based on entropy inequalities, while the existence follows by studying the function that maps \(W\) to \(u\). It is defined for smooth paths \(W\) and has an extension by continuity to rougher paths. Moreover, the authors provide Lipschitz-continuous dependence from initial conditions with constant \(1\), which means that the solution is thus a pathwise \(L^1\)-contraction.