Scalar conservation laws with rough (stochastic) fluxes

نویسندگان

  • Pierre-Louis Lions
  • Benôıt Perthame
  • Panagiotis Souganidis
  • Panagiotis E. Souganidis
چکیده

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 stochastic entropy solutions, which is closed with the local uniform limits of paths, and prove that it is well posed, i.e., we establish existence, uniqueness and continuous dependence, in the form of pathwise L-contraction, as well as some explicit estimates. Our approach is motivated by the theory of stochastic viscosity solutions, which was introduced and developed by two of the authors, to study fully nonlinear firstand second-order stochastic pde with multiplicative noise. This theory relies on special test functions constructed by inverting locally the flow of the stochastic characteristics. For conservation laws this is best implemented at the level of the kinetic formulation which we follow here.

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تاریخ انتشار 2013