Scalar conservation laws with white noise initial data

DOI10.1007/S00440-021-01083-ZMaRDI QIDQ2128102zbMATH OpenOpenAlexFDO

Authors Mehdi Ouaki

Publication date 21 April 2022

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

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

zbMATH Keywords

abrupt processChernoff distributionpath decompositionrandom initial datascalar conservation lawwhite noise

Mathematics Subject Classification ID

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

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 $H$.

Recommendations

• A minimization approach to conservation laws with random initial conditions and non-smooth, non-strictly convex flux
• Scalar conservation laws with stochastic forcing
• Scalar conservation laws with monotone pure-jump Markov initial conditions
• Conservation laws with a random source
• Kinetic theory and Lax equations for shock clustering and Burgers turbulence

Cites work

• A path decomposition for Markov processes
• Abrupt Lévy processes.
• Bridges of Lévy processes conditioned to stay positive
• Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
• Chernoff's distribution and differential equations of parabolic and Airy type
• Excursions away from the Lipschitz minorant of a Lévy process
• From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 5681750 (Why is no real title available?)
• Kinetic statistics of scalar conservation laws with piecewise-deterministic Markov process data
• Kinetic theory and Lax equations for shock clustering and Burgers turbulence
• Lévy Processes and Stochastic Calculus
• Lipschitz minorants of Brownian motion and Lévy processes
• Scalar conservation laws with monotone pure-jump Markov initial conditions
• Stationary regenerative sets and subordinators
• Structure of shocks in Burgers turbulence with Lévy noise initial data
• Structure of shocks in Burgers turbulence with stable noise initial data
• The inviscid Burgers equation with Brownian initial velocity
• Universality classes in Burgers turbulence

Cited in

(6)

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

This page was built for publication: Scalar conservation laws with white noise initial data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2128102)