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The method of distributions is developed for systems that are governed by hyperbolic conservation laws with stochastic forcing. The method yields a deterministic equation for the cumulative density distribution (CDF) of a system state,…

Computational Physics · Physics 2019-09-05 Rik J. L. Rutjens , Gustaaf B. Jacobs , Daniel M. Tartakovsky

We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…

Analysis of PDEs · Mathematics 2018-05-14 Carey Caginalp

The study of uncertainty propagation poses a great challenge to design numerical solvers with high fidelity. Based on the stochastic Galerkin formulation, this paper addresses the idea and implementation of the first flux reconstruction…

Computational Physics · Physics 2021-12-14 Tianbai Xiao , Jonas Kusch , Julian Koellermeier , Martin Frank

We study the numerical approximation of the invariant measure of a viscous scalar conservation law, one-dimensional and periodic in the space variable, and stochastically forced with a white-in-time but spatially correlated noise. The flux…

Analysis of PDEs · Mathematics 2021-05-27 Sébastien Boyaval , Sofiane Martel , Julien Reygner

In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…

Analysis of PDEs · Mathematics 2024-11-22 Andrea Barth , Franz Georg Fuchs

We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…

Analysis of PDEs · Mathematics 2014-04-07 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We study the well-posedness of the Cauchy problem for scalar conservation laws with discontinuous, non-degenerate fluxes. Locally, the fluxes are piecewise smooth across interfaces described by a Heaviside-type discontinuity, with left and…

Analysis of PDEs · Mathematics 2025-10-02 Darko Mitrovic

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

Numerical Analysis · Mathematics 2012-05-11 Kohei Soga

The dynamics of nonlinear conservation laws have long posed fascinating problems. With the introduction of some nonlinearity, e.g. Burgers' equation, discontinuous behavior in the solutions is exhibited, even for smooth initial data. The…

Analysis of PDEs · Mathematics 2017-08-24 Carey Caginalp

We consider conservation laws with discontinuous flux where the initial datum, the flux function, and the discontinuous spatial dependency coefficient are subject to randomness. We establish a notion of random adapted entropy solutions to…

Numerical Analysis · Mathematics 2020-08-24 Jayesh Badwaik , Christian Klingenberg , Nils Henrik Risebro , Adrian Montgomery Ruf

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

Probability · Mathematics 2023-08-29 Theodore D. Drivas , Alexander Dunlap , Cole Graham , Joonhyun La , Lenya Ryzhik

A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

Numerical Analysis · Mathematics 2025-10-29 Shaoshuai Chu , Michael Herty , Maria Lukacova-Medvidova , Yizhou Zhou

We develop a general framework for the analysis of approximations to stochastic scalar conservation laws. Our aim is to prove, under minimal consistency properties and bounds, that such approximations are converging to the solution to a…

Analysis of PDEs · Mathematics 2017-08-31 Sylvain Dotti , Julien Vovelle

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…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

The DFLU numerical flux was introduced in order to solve hyperbolic scalar conservation laws with a flux function discontinuous in space. We show how this flux can be used to solve certain class of systems of conservation laws such as…

Numerical Analysis · Computer Science 2014-01-16 Adi Adimurthi , G. D. Veerappa Gowda , Jérôme Jaffré

We study pathwise entropy solutions for scalar conservation laws with inhomogeneous fluxes and quasilinear multiplicative rough path dependence. This extends the previous work of Lions, Perthame and Souganidis who considered spatially…

Analysis of PDEs · Mathematics 2014-06-16 Benjamin Gess , Panagiotis E. Souganidis

Statistical solutions are time-parameterized probability measures on spaces of integrable functions, that have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional hyperbolic system…

Numerical Analysis · Mathematics 2024-09-23 Ulrik Skre Fjordholm , Kjetil Lye , Siddhartha Mishra , Franziska Weber

We study the long-time behavior of almost periodic solutions to stochastic scalar conservation laws in any space dimension, under the assumption of Lipschitz continuity of the flux functions and a non-degeneracy condition. We show the…

Analysis of PDEs · Mathematics 2023-06-16 Claudia Espitia , Hermano Frid , Daniel Marroquin

We consider entropy solutions to the initial value problem associated with scalar nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. We propose a finite volume scheme which relies on a web-like mesh made of segments…

Numerical Analysis · Mathematics 2015-05-13 Matania Ben-Artzi , Joseph Falcovitz , Philippe G. LeFloch

Motivated by the statistical description of turbulence, we study statistical conservation laws in the form of kinetic-type PDEs for joint probability density functions (PDFs) and cumulative distribution functions (CDFs) associated with…

Numerical Analysis · Mathematics 2025-09-08 Qian Huang , Christian Rohde
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