English

Path-dependent convex conservation laws

Analysis of PDEs 2017-11-07 v1

Abstract

For scalar conservation laws driven by a rough path z(t)z(t), in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace z(t)z(t) 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 zu(τ)z \mapsto u(\tau), for a fixed time τ\tau, are studied. We provide a detailed description of the properties of the rough path z(t)z(t) that influences the solution. This description is extracted by a "factorization" of the solution operator (at time τ\tau). 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}
}
R2 v1 2026-06-22T22:37:03.874Z