Scalar conservation laws with rough (stochastic) fluxes; the spatially dependent case - Archive ouverte HAL
Article Dans Une Revue Stochastics and Partial Differential Equations: Analysis and Computations Année : 2014

Scalar conservation laws with rough (stochastic) fluxes; the spatially dependent case

Résumé

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 like, for example, a Brownian motion. Following our previous note where we considered spatially independent fluxes, we introduce the notion of pathwise stochastic entropy solutions and prove that it is well posed, that is we establish existence, uniqueness and continuous dependence in the form of a (pathwise) $L^1$-contraction. 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 first- and 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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Dates et versions

hal-00960332 , version 1 (18-03-2014)
hal-00960332 , version 2 (04-04-2014)

Identifiants

Citer

Pierre Louis Lions, Benoît Perthame, Panagiotis E. Souganidis. Scalar conservation laws with rough (stochastic) fluxes; the spatially dependent case. Stochastics and Partial Differential Equations: Analysis and Computations, 2014, 2 (4), pp.517-538. ⟨10.1007/s40072-014-0038-2⟩. ⟨hal-00960332v2⟩
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