Numerical methods for conservation laws with rough flux

Abstract

Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with flux functions driven by low-regularity paths. For a convex flux, it is demonstrated that driving path oscillations may lead to “cancellations” in the solution. Making use of this property, we show that for α-Hölder continuous paths the convergence rate of the numerical methods can improve from O(COST -γ) , for some γ∈ [α/ (12 - 8 α) , α/ (10 - 6 α)] , with α∈ (0 , 1) , to O(COST -min(1/4,α/2)). Numerical examples support the theoretical results.