Here is how to obtain the "$n$-th approximating function of CantorStaircase.
ClearAll[f]; f[0] = x \[Function] x; f[n_Integer?Positive] := f[n] = x \[Function] Evaluate[PiecewiseExpand[ Piecewise[{ {0, x <= 0}, {1/2 f[n - 1][3 x], 0 <= x <= 1/3}, {1/2, 1/3 <= x <= 2/3}, {1/2 + 1/2 f[n - 1][3 x - 2], 2/3 <= x <= 1}, {1, 1 <= x} }]]];
Dislcaimer: As nonlinear FEM is involved in the following, this will work only with _Mathematica_ version 12 or later.
Next step is to solve the PDE numerically. This is a hyperbolic PDE of firsts order which is notorious for its shocks. So we use some diffusion to obtain a stable numerical scheme (so ϵ converging to 0, we will obtain the viscousity sol). The second, very important trick is to general a spacial discretization that has the nondifferentiable points of the initial conditions contained in its vertex list.
Needs["NDSolve`FEM`"] sign = 1; ϵ = 0.0001; T = 1; n = 5; nElements = 10 3^n; Ω = ToElementMesh[ "Coordinates" -> Partition[Subdivide[-1., 2., nElements], 1], "MeshElements" -> {LineElement[Partition[Range[nElements + 1], 2, 1]]}, "MeshOrder" -> 1 ]; sol = NDSolveValue[ { D[u[t, x], t] - ϵ D[u[t, x], x, x] + D[u[t, x]^2/2, x] == 0, u[0, x] == sign f[n][x] }, u, {t, 0, T}, x ∈ Ω ]; Plot3D[sol[t, x], {x, -1/2, 3/2}, {t, 0, T}, AxesLabel -> {"x", "t"}, PlotRange -> sign {-0.1, 1.1}, NormalsFunction -> None, PlotPoints -> {200, 200}, ViewPoint -> {- sign 1.3, -2.4, 2.} ]

We can nicely see the rarefaction waves. Shock waves can only be observed after setting sign to a negative value; here is the plot for sign = -1:

NDSolvewith the first few iterates of the piecewise-linear functions that converge to the Cantor staircase function. In the (for me) best imaginable universe, the solutions might converge in a very weak sense to your desired solution so that you might get an impression of how it looks like. $\endgroup$NDSolveworking for other initial conditions, post your code here so people don't have to reinvent the wheel. $\endgroup$FEMDocumentation/tutorial/NonlinearFiniteElementVerificationTests#\ 1129285755$\endgroup$