Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes
Provides a theoretical foundation for numerical approximation of conservation laws with rough time dependence, relevant to researchers in PDEs and stochastic analysis.
Developed a semi-discretization method for scalar conservation laws with multiple rough fluxes, proving strong L1-convergence for inhomogeneous fluxes and providing a convergence rate for homogeneous ones.
We develop a semi-discretization approximation for scalar conservation laws with multiple rough time dependence in inhomogeneous fluxes. The method is based on Brenier's transport-collapse algorithm and uses characteristics defined in the setting of rough paths. We prove strong $L^1$-convergence for inhomogeneous fluxes and provide a rate of convergence for homogeneous one's. The approximation scheme as well as the proofs are based on the recently developed theory of pathwise entropy solutions and uses the kinetic formulation which allows to define globally the (rough) characteristics.