High-Order Schemes for Hyperbolic Conservation Laws Using Young Measures
Abstract
We develop high-order numerical schemes to solve random hyperbolic conservation laws using linear programming. The proposed schemes are high-order extensions of the existing first-order scheme introduced in [{\sc S. Chu, M. Herty, M. Luk\'a\v{c}ov\'a-Medvi{\softd}ov\'a, and Y. Zhou}, solving random hyperbolic conservation laws using linear programming], where a novel structure-preserving numerical method using a concept of generalized, measure-valued solutions to solve random hyperbolic systems of conservation laws is proposed, yielding a linear partial differential equation concerning the Young measure and allowing the computation of approximations based on linear programming problems. The second-order extension is obtained using piecewise linear reconstructions of the one-sided point values of the unknowns. The fifth-order scheme is developed using the finite-difference alternative weighted essentially non-oscillatory (A-WENO) framework. These extensions significantly improve the resolution of discontinuities, as demonstrated by a series of numerical experiments on both random (Burgers equation, isentropic Euler equations) and deterministic (discontinuous flux, pressureless gas dynamics, Burgers equation with non-atomic support) hyperbolic conservation laws.
Cite
@article{arxiv.2509.02107,
title = {High-Order Schemes for Hyperbolic Conservation Laws Using Young Measures},
author = {Shaoshuai Chu and Michael Herty},
journal= {arXiv preprint arXiv:2509.02107},
year = {2025}
}