Path-dependent convex conservation laws

Håkon Hoel; Kenneth Hvistendahl Karlsen; Nils Henrik Risebro; Erlend Briseid Storrøsten

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arXiv · 1711.01841

Path-dependent convex conservation laws

Håkon Hoel·Kenneth Hvistendahl Karlsen·Nils Henrik Risebro·Erlend Briseid Storrøsten

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Abstract

For scalar conservation laws driven by a rough path $z(t)$, in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace $z(t)$ 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 $z \mapsto u(τ)$, for a fixed time $τ$, are studied. We provide a detailed description of the properties of the rough path $z(t)$ that influences the solution. This description is extracted by a "factorization" of the solution operator (at time $τ$). In a companion paper, we make use of the observations herein to construct computationally efficient numerical methods.

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BibTeX RIS

Håkon Hoel, Kenneth Hvistendahl Karlsen, Nils Henrik Risebro, Erlend Briseid Storrøsten. 2017-11-06. Path-dependent convex conservation laws. https://arxiv.org/abs/1711.01841

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