Scalar conservation laws with white noise initial data

DOI10.1007/S00440-021-01083-ZzbMATH Open1499.60148arXiv2012.00200OpenAlexW3184999766MaRDI QIDQ2128102FDOQ2128102

Authors: Mehdi Ouaki 

Publication date: 21 April 2022

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: The statistical description of the scalar conservation law of the form $h{o}_t=H(ho{)}_x$ with $H:mathbbRightarrowmathbbR$ a smooth convex function has been an object of interest when the initial profile $ho(cdot,0)$ is random. The special case when $H(ho)=frach{o}^{2}2$ (Burgers equation) has in particular received extensive interest in the past and is now understood for various random initial conditions. We solve in this paper a conjecture on the profile of the solution at any time $t>0$ for a general class of hamiltonians $H$ and show that it is a stationary piecewise-smooth Feller process. Along the way, we study the excursion process of the two-sided linear Brownian motion $W$ below any strictly convex function $phi$ with superlinear growth and derive a generalized Chernoff distribution of the random variable $ext{argmax}_{zinmathbbR}(W(z)-phi(z))$. Finally, when $ho(cdot,0)$ is a white noise derived from an abrupt L'evy process, we show that the shocks structure of the solution is a.s discrete at any fixed time $t>0$ under some mild assumptions on $H$.

Full work available at URL: https://arxiv.org/abs/2012.00200

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zbMATH Keywords

white noiserandom initial datapath decompositionabrupt processscalar conservation lawChernoff distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Brownian motion (60J65) Hyperbolic conservation laws (35L65)

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Cited In (5)

• A minimization approach to conservation laws with random initial conditions and non-smooth, non-strictly convex flux
• Kinetic statistics of scalar conservation laws with piecewise-deterministic Markov process data
• Scalar conservation laws with monotone pure-jump Markov initial conditions
• Random tessellations and Gibbsian solutions of Hamilton-Jacobi equations
• Scaling limits of waves in convex scalar conservation laws under random initial perturbations

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