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Scalar conservation laws with white noise initial data

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The statistical description of the scalar conservation law of the form $\rho_t=H(\rho)_x$ with $H: \mathbb{R} \rightarrow \mathbb{R}$ a smooth convex function has been an object of interest when the initial… Click to show full abstract

The statistical description of the scalar conservation law of the form $\rho_t=H(\rho)_x$ with $H: \mathbb{R} \rightarrow \mathbb{R}$ a smooth convex function has been an object of interest when the initial profile $\rho(\cdot,0)$ is random. The special case when $H(\rho)=\frac{\rho^2}{2}$ (Burgers equation) has in particular received extensive interest in the past and is now understood for various random initial conditions. We solve in this paper a conjecture on the profile of the solution at any time $t>0$ for a general class of hamiltonians $H$ and show that it is a stationary piecewise-smooth Feller process. Along the way, we study the excursion process of the two-sided linear Brownian motion $W$ below any strictly convex function $\phi$ with superlinear growth and derive a generalized Chernoff distribution of the random variable $\text{argmax}_{z \in \mathbb{R}} (W(z)-\phi(z))$. Finally, when $\rho(\cdot,0)$ is a white noise derived from an abrupt Levy process, we show that the shocks structure of the solution is a.s discrete at any fixed time $t>0$ under some mild assumptions on $H$.

Keywords: conservation laws; laws white; scalar conservation; white noise; rho

Journal Title: Probability Theory and Related Fields
Year Published: 2021

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