Generalized Smoluchowski Equations and Scalar Conservation Laws
New challenges in PDE: Deterministic dynamics and randomness in high and infinite dimensional systems October 19, 2015 - October 30, 2015
Location: MSRI: Simons Auditorium
35R60 - Partial differential equations with randomness, stochastic partial differential equations [See also 60H15]
35R15 - Partial differential equations on infinite-dimensional (e.g. function) spaces (= PDE in infinitely many variables) [See also 46Gxx, 58D25]
By a classical result of Bertoin, if initially a solution to Burgers' equation is a Levy process without positive jumps, then this property persists at later times. According to a theorem of Groeneboom, a white noise initial data also leads to a Levy process at positive times. Menon and Srinivasan observed that in both aforementioned results the evolving Levy measure satisfies a Smoluchowski–type equation. They also conjectured that a similar phenomenon would occur if instead of Burgers' equation, we solve a general scalar conservation law with a convex flux function. Though a Levy process may evolve to a Markov process that in most cases is not Levy. The corresponding jump kernel would satisfy a generalized Smoluchowski equation. Along with Dave Kaspar, we show that a variant of this conjecture is true for monotone solutions to scalar conservation laws. I also formulate some open question concerning the analogous questions for Hamilton-Jacobi PDEs in higher dimensions
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