Numerical methods for conservation laws with rough flux

DOI10.1007/S40072-019-00145-7MaRDI QIDQ2303986zbMATH OpenOpenAlexFDO

Authors Håkon Hoel, Kenneth H. Karlsen, N. H. Risebro, E. B. Storrøsten

Publication date 6 March 2020

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.00708

zbMATH Keywords

convergencefinite difference methodpathwise entropy solutionrough time-dependent fluxstochastic conservation lawstochastic numerics

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Hyperbolic conservation laws (35L65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Abstract: Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to "cancellations" in the solution. Making use of this property, we show that for $alpha$-H{"o}lder continuous rough paths the convergence rate of the numerical methods can improve from $mathcalO(ext{COST}^{-gamma})$, for some $gammainleft[alpha/(12-8alpha),alpha/(10-6alpha)ight]$, with $alphain(0,1)$, to $mathcalO(ext{COST}^{-min(1/4,alpha/2)})$. Numerical examples support the theoretical results.

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Cited in

(7)

• Path-dependent convex conservation laws
• A class of positive semi-discrete Lagrangian-Eulerian schemes for multidimensional systems of hyperbolic conservation laws
• Blended numerical schemes for the advection equation and conservation laws
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Long-time behavior of stochastic Hamilton-Jacobi equations
• Convergent finite difference schemes for stochastic transport equations
• Conservative stochastic PDEs on the whole space

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