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arXiv · 2509.02107

High-Order Schemes for Hyperbolic Conservation Laws Using Young Measures

Shaoshuai Chu·Michael Herty
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Abstract

We develop high-order numerical schemes to solve random hyperbolic conservation laws using linear programming. The proposed schemes are high-order extensions of the existing first-order scheme introduced in [{\sc S. Chu, M. Herty, M. Luk\'a\v{c}ov\'a-Medvi{\softd}ov\'a, and Y. Zhou}, SIAM J. Sci. Comput., 48 (2026)], where a novel structure-preserving numerical method using a concept of generalized, measure-valued solutions to solve random hyperbolic systems of conservation laws is proposed, yielding a linear partial differential equation concerning the Young measure and allowing the computation of approximations based on linear programming problems. The second-order extension is obtained using piecewise linear reconstructions of the one-sided point values of the unknowns. The fifth-order scheme is developed using the finite-difference alternative weighted essentially non-oscillatory (A-WENO) framework. These extensions significantly improve the resolution of discontinuities, as demonstrated by a series of numerical experiments on both random (Burgers equation, isentropic Euler equations) and deterministic (discontinuous flux, pressureless gas dynamics, Burgers equation with non-atomic support) hyperbolic conservation laws.

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Shaoshuai Chu, Michael Herty. 2025-09-02. High-Order Schemes for Hyperbolic Conservation Laws Using Young Measures. https://arxiv.org/abs/2509.02107

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