Point process with last-arrival-time dependent intensity and 1-dimensional incompressible fluid system with evaporation
arXiv:1409.5117
Abstract
We consider an infinite system of quasilinear first-order partial differential equations, generalized to contain spacial integration, which describes an incompressible fluid mixture of infinite components in a line segment whose motion is driven by unbounded and space-time dependent evaporation rates. We prove unique existence of the solution to the initial-boundary value problem, with conservation-of-fluid condition at the boundary. The proof uses a map on the space of collection of characteristics, and a representation based on a non-Markovian point process with last-arrival-time dependent intensity.