Path-dependent convex conservation laws
Abstract
For scalar conservation laws driven by a rough path , in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace by a piecewise linear path, and still obtain the same solution at a given time, under the assumption of a convex flux function in one spatial dimension. This result is connected to the spatial regularity of solutions. We show that solutions are spatially Lipschitz continuous for a given set of times, depending on the path and the initial data. Fine properties of the map , for a fixed time , are studied. We provide a detailed description of the properties of the rough path that influences the solution. This description is extracted by a "factorization" of the solution operator (at time ). In a companion paper, we make use of the observations herein to construct computationally efficient numerical methods.
Keywords
Cite
@article{arxiv.1711.01841,
title = {Path-dependent convex conservation laws},
author = {Håkon Hoel and Kenneth Hvistendahl Karlsen and Nils Henrik Risebro and Erlend Briseid Storrøsten},
journal= {arXiv preprint arXiv:1711.01841},
year = {2017}
}