2022/11/04 by Elio Marconi, Marconi, Elio, Emanuela Radici +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #35L65 #65M12 #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Navier-Stokes equation solutions #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2211.02450
openalex publication_date 2022/11/04 · openalex created_date 2022/11/12 · openalex updated_date 2026/08/01
We prove the stability of entropy solutions of nonlinear conservation laws with respect to perturbations of the initial datum, the space-time dependent flux and the entropy inequalities. Such a general stability theorem is motivated by the study of problems in which the flux P[u](t,x,u) depends possibly non-locally on the solution itself. For these problems we show the conditional existence and uniqueness of entropy solutions. Moreover, the relaxation of the entropy inequality allows to treat approximate solutions arising from various numerical schemes. This can be used to derive the rate of convergence of the recent particle method introduced in [Radici-Stra 2021] to solve a one-dimensional model of traffic with congestion, as well as recover already known rates for some other approximation methods.