(1) Laboratoire J. A. Dieudonné, Université de Nice Sophia-Antipolis, et C.N.R.S. UMR 6621, Parc Valrose, F-06108 NICE Cedex 2, France
Abstract:
We consider scalar conservation laws with convex flux and random initial data. The Hopf–Lax formula induces a deterministic evolution of the law of the initial data. In a recent article, we derived a kinetic theory and Lax equations to describe the evolution of the law under the assumption that the initial datum is a spectrally negative Markov process. Here we show that: (i) the Lax equations are Hamiltonian and describe a principle of least action on the Markov group; (ii) the Lax equations are completely integrable and linearized via a loop-group factorization of operators; (iii) the associated zero-curvature equations can be solved via inverse scattering. Our results are rigorous for N-dimensional approximations of the Lax equations, and yield formulas for the limit N → ∞. The main observation is that the Lax equations and zero-curvature equations are a Markovian analog of known integrable systems (geodesic flow on Lie groups and the N-wave model respectively). This allows us to introduce a variety of methods from the theory of integrable systems.