Numerical approximations to statistical conservation laws for scalar hyperbolic equations

Qian Huang, Christian Rohde

Published: 2025/9/5

Abstract

Motivated by the statistical description of turbulence, we study statistical conservation laws in the form of kinetic-type PDEs for joint probability density functions (PDFs) and cumulative distribution functions (CDFs) associated with solutions of scalar balance laws. Starting from viscous balance laws, the resulting PDF/CDF equations involve unclosed conditional averages arising in the viscous terms. We show that these terms exhibit a dissipative anomaly: they remain non-negligible in the vanishing viscosity limit and are essential to preserve the nonnegativity of evolving PDFs. To approximate these PDF/CDF equations in a unified framework, we propose a novel sampling-based estimator for the unclosed terms, constructed from numerical or exact realizations of the underlying balance-law solutions. In certain cases, a priori error bounds can be derived, demonstrating that the deviation between the true and approximate CDFs is controlled by the estimation error of the unclosed terms. Numerical experiments with analytically solvable test problems confirm that the sampling-based approximation converges satisfactorily with the number of samples.