Scalar conservation laws with rough (stochastic) fluxes

DOI10.1007/S40072-013-0021-3MaRDI QIDQ483628zbMATH OpenOpenAlexFDO

Authors P.-L. Lions, Panagiotis E. Souganidis, Ben{ôı}t Perthame

Publication date 17 December 2014

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

Full work available at URL https://arxiv.org/abs/1309.1931

zbMATH Keywords

stochastic differential equationsrough pathskinetic formulationstochastic conservation lawsdissipative solutionsstochastic entropy condition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30)

Abstract: We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise stochastic entropy solutions, which is closed with the local uniform limits of paths, and prove that it is well posed, i.e., we establish existence, uniqueness and continuous dependence, in the form of pathwise $L^1$-contraction, as well as some explicit estimates. Our approach is motivated by the theory of stochastic viscosity solutions, which was introduced and developed by two of the authors, to study fully nonlinear first- and second-order stochastic pde with multiplicative noise. This theory relies on special test functions constructed by inverting locally the flow of the stochastic characteristics. For conservation laws this is best implemented at the level of the kinetic formulation which we follow here.

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Cited in

(49)

• Large rank-based models with common noise
• Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions
• Stochastic non-isotropic degenerate parabolic-hyperbolic equations
• Regularization by noise in one-dimensional continuity equation
• Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Stochastic scalar conservation laws
• Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
• A priori estimates for rough PDEs with application to rough conservation laws
• Invariant measure of scalar first-order conservation laws with stochastic forcing
• Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes
• Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation
• Unbounded rough drivers
• Path-dependent convex conservation laws
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• An example of intrinsic randomness in deterministic PDES
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• Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics
• Stochastic scalar conservation laws driven by rough paths
• Scalar conservation laws with rough flux and stochastic forcing
• Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
• Scalar conservation laws with monotone pure-jump Markov initial conditions
• Nonlinear diffusion equations with nonlinear gradient noise
• Well-posedness by noise for scalar conservation laws
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• Quasilinear rough evolution equations
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