AIMS Mathematics, 2018, 3(1): 148-182. doi: 10.3934/Math.2018.1.148.

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A minimization approach to conservation laws with random initialconditions and non-smooth, non-strictly convex flux

University of Pittsburgh, Mathematics Department, 301 Thackeray Hall, Pittsburgh PA 15260

We obtain solutions to conservation laws under any random initial conditionsthat are described by Gaussian stochastic processes (in some cases discretized). We analyze thegeneralization of Burgers' equation for a smooth flux function $H\left( p\right)=\left\vert p\right\vert ^{j}$ for $j\geq2$ under randominitial data. We then consider a piecewise linear, non-smooth and non-convexflux function paired with general discretized Gaussian stochastic process initial data. Bypartitioning the real line into a finite number of points, we obtain an exactexpression for the solution of this problem. From this we can also find exactand approximate formulae for the density of shocks in the solution profile ata given time $t$ and spatial coordinate $x$. We discuss the simplification ofthese results in specific cases, including Brownian motion and Brownianbridge, for which the inverse covariance matrix and corresponding eigenvaluespectrum have some special properties. We calculate the transition probabilities between various cases and examine the variance of the solution $w\left(x,t\right)$ in both $x$ and $t$. We also describe how results may be obtained for a non-discretized version of a Gaussian stochastic process bytaking the continuum limit as the partition becomes more fine.
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Keywords conservation laws; random initial conditions; Lax-Oleinik; shocks; variational problemsin differential equations; minimization; stochastic processes

Citation: Carey Caginalp. A minimization approach to conservation laws with random initialconditions and non-smooth, non-strictly convex flux. AIMS Mathematics, 2018, 3(1): 148-182. doi: 10.3934/Math.2018.1.148

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