Scalar conservation laws with white noise initial data

نویسندگان

چکیده

The statistical description of the scalar conservation law form $\rho_t=H(\rho)_x$ with $H: \mathbb{R} \rightarrow \mathbb{R}$ a smooth convex function has been an object interest when initial profile $\rho(\cdot,0)$ is random. special case $H(\rho)=\frac{\rho^2}{2}$ (Burgers equation) in particular received extensive past and now understood for various random conditions. We solve this paper conjecture on solution at any time $t>0$ general class hamiltonians $H$ show that it stationary piecewise-smooth Feller process. Along way, we study excursion process two-sided linear Brownian motion $W$ below strictly $\phi$ superlinear growth derive generalized Chernoff distribution variable $\text{argmax}_{z \in \mathbb{R}} (W(z)-\phi(z))$. Finally, white noise derived from abrupt L\'evy process, shocks structure a.s discrete fixed under some mild assumptions $H$.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Existence result for the coupling problem of two scalar conservation laws with Riemann initial data

This paper is devoted to the coupling problem of two scalar conservation laws through a fixed interface located for instance at x=0. Each scalar conservation law is associated with its own (smooth) flux function and is posed on a half-space, namely x < 0 or x > 0. At interface x = 0 we impose a coupling condition whose objective is to enforce in a weak sense the continuity of a prescribed varia...

متن کامل

Regularity of entropy solutions to nonconvex scalar conservation laws with monotone initial data

We prove that for a given strictly increasing initial datum in C,the solution of the initial value problem is piecewise C smooth except for flux functions of nonconvex conservation laws in a certain subset of C of first category,defined in the range of the initial datum.

متن کامل

Scalar Non-linear Conservation Laws with Integrable Boundary Data

We consider the initial-boundary value problem for a scalar non-linear conservation law u t + f(u)] x = 0; u(0; x) = u(x); u(; 0) = ~ u(t); () on the domain = f(t; x) 2 R 2 : t 0; x 0g. Here u = u(t; x) is the state variable, u; ~ u are integrable (possibly unbounded) initial and boundary data, and f is assumed to be strictly convex and superlinear. We rst derive an explicit formula for a solut...

متن کامل

Viscous Conservation Laws, Part I: Scalar Laws

Viscous conservation laws are the basic models for the dissipative phenomena. We aim at a systematic presentation of the basic ideas for the quantitative study of the nonlinear waves for viscous conservation laws. The present paper concentrates on the scalar laws; an upcoming Part II will deal with the systems. The basic ideas for scalar viscous conservation laws originated from two sources: th...

متن کامل

Scalar conservation laws with stochastic forcing

We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation of the problem, which is the limit of the solution of the stochastic parabolic approximation.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Probability Theory and Related Fields

سال: 2021

ISSN: ['0178-8051', '1432-2064']

DOI: https://doi.org/10.1007/s00440-021-01083-z