Invariant measure of scalar first-order conservation laws with stochastic forcing

DOI10.1007/S00440-014-0599-ZMaRDI QIDQ892161zbMATH OpenOpenAlexFDO

Publication date 18 November 2015

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

Full work available at URL https://arxiv.org/abs/1310.3779

conservation laws invariant measure kinetic formulation stochastic partial differential equations

Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Under an hypothesis of non-degeneracy of the flux, we study the long-time behaviour of periodic scalar first-order conservation laws with stochastic forcing in any space dimension. For sub-cubic fluxes, we show the existence of an invariant measure. Moreover for sub-quadratic fluxes we show uniqueness and ergodicity of the invariant measure. Also, since this invariant measure is supported by Lp for some p small, we are led to generalize to the stochastic case the theory of L1 solutions developed by Chen and Perthame in 2003.

Review text

The aim of the paper is to study the invariant measure for the first order periodic (with respect to the variable \(x\in {\mathbb T}^N\)) scalar conservation law with stochastic forcing \[ du + \text{div }(A(u))dt =\Phi dW(t), \] where \({\mathbb T}^N\) is the \(N\)-dimensional torus, the flux \(A\) is of class \(C^2\), \(W=\sum_{k\geq 1} \beta_k e_k\) is the cylindrical Brownian motion in a Hilbert space \(H\) with orthonormal basis \(\{e_k\}\), and \(\Phi: H\to L^2({\mathbb T}^N)\) is a Hilbert-Schmidt operator under the assumptions \[ \sum_{k\geq 1} |g_k(x)|^2\leq D_0,\qquad \sum_{k\geq 1}|g_k(x)-g_k(y)|^2\leq D_1|x-y|^2\quad\text{with}\quad g_k=\Phi e_k. \] The authors assume that the noise is additive and that the \(g_k\) satisfy \[ \int_{{\mathbb T}^N}g_k(x)dx=0 \quad \text{for all } k\geq 1. \] Under the above conditions and assuming at most cubic growth for \(A\), the authors prove the existence of an invariant measure. Moreover, if \(A\) is subquadratic, then the invariant measure is unique. To this end, the authors define the concept of \(L^1\)-solution in the framework of kinetic formulation and obtain some uniform bounds on it, which give the existence and uniqueness of the invariant measure. The main tool for the proofs is the averaging lemma for kinetic equations.

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