Path-dependent convex conservation laws

Smoothness and regularity of solutions to PDEs (35B65) Weak solutions to PDEs (35D30) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: For scalar conservation laws driven by a rough path

z (t)

, in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace

z (t)

by a piecewise linear path, and still obtain the same solution at a given time, under the assumption of a convex flux function in one spatial dimension. This result is connected to the spatial regularity of solutions. We show that solutions are spatially Lipschitz continuous for a given set of times, depending on the path and the initial data. Fine properties of the map

z m a p s t o u (a u)

, for a fixed time

a u

, are studied. We provide a detailed description of the properties of the rough path

z (t)

that influences the solution. This description is extracted by a "factorization" of the solution operator (at time

a u

). In a companion paper, we make use of the observations herein to construct computationally efficient numerical methods.

Review text

The authors study convex scalar conservation laws \(\partial_t u+\partial_x f(u)\dot z=0\) driven by a rough path \(z(t)\in C([0,T])\). They shows that one can replace \(z(t)\) by a piecewise linear path, and still obtain the same solution at a given time. Using this observation, the authors obtain the spatial Lipschitz regularity of solutions for an a priori set of times, depending on the path and the initial data. They also describe influence of the rough path \(z(t)\) on the solution.

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