The model studied concerns a simple first-order hyperbolic system. The solutions in which one is most interested have discontinuities which persist for all time, and therefore need to be interpreted as weak solutions. We demonstrate existence and uniqueness for such weak solutions, identifying a canonical `exact' solution which is everywhere defined. The direct method used is guided by the theory of measure-valued diffusions. The method is more effective than the method of characteristics, and has the advantage that it leads immediately to the McKean representation without recourse to Itô's formula.
We then conduct computer studies of our model, both by integration schemes (which do use characteristics) and by `random simulation'.
"Weak Solutions for a Simple Hyperbolic System." Electron. J. Probab. 6 1 - 21, 2001. https://doi.org/10.1214/EJP.v6-93