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 a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to "cancellations" in the solution. Making use of this property, we show that for $α$-H{ö}lder continuous rough paths the convergence rate of the numerical methods can improve from $\mathcal{O}(\text{COST}^{-γ})$, for some $γ\in \left[α/(12-8α), α/(10-6α)\right]$, with $α\in (0, 1)$, to $\mathcal{O}(\text{COST}^{-\min(1/4,α/2)})$. Numerical examples support the theoretical results.