Conservation law with the flux function discontinuous in the space variable—II: Convex–concave type fluxes and generalized entropy solutions

We deal with a single conservation law with discontinuous convex–concave type fluxes which arise while considering sign changing flux coefficients. The main difficulty is that a weak solution may not exist as the Rankine–Hugoniot condition at the interface may not be satisfied for certain choice of the initial data. We develop the concept of generalized entropy solutions for such equations by replacing the Rankine–Hugoniot condition by a generalized Rankine–Hugoniot condition. The uniqueness of solutions is shown by proving that the generalized entropy solutions form a contractive semi-group in L¹$L^1$. Existence follows by showing that a Godunov type finite difference scheme converges to the generalized entropy solution. The scheme is based on solutions of the associated Riemann problem and is neither consistent nor conservative. The analysis developed here enables to treat the cases of fluxes having at most one extrema in the domain of definition completely. Numerical results reporting the performance of the scheme are presented.     

Construction of Solutions and L^1-error Estimates of Viscous Methods for Scalar Conservation Laws with Boundary

This paper is concerned with an initial boundary value problem for strictly convex conservation laws whose weak entropy solution is in the piecewise smooth solution class consisting of finitely many discontinuities. By the structure of the weak entropy solution of the corresponding initial value problem and the boundary entropy condition developed by Bardos-Leroux Nedelec, we give a construction method to the weak entropy solution of the initial boundary value problem. Compared with the initial value problem, the weak entropy solution of the initial boundary value problem includes the following new interaction type： an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary. According to the structure and some global estimates of the weak entropy solution, we derive the global L^1-error estimate for viscous methods to this initial boundary value problem by using the matching travelling wave solutions method. If the inviscid solution includes the interaction that an expansion wave collides with the boundary and the boundary reflects a new shock wave which is tangent to the boundary, or the inviscid solution includes some shock wave which is tangent to the boundary, then the error of the viscosity solution to the inviscid solution is bounded by O（ε^1/2） in L^1-norm; otherwise, as in the initial value problem, the L^1-error bound is O（ε｜ In ε｜）.     

A second order explicit finite element scheme to multidimensional conservation laws and its convergence

A second order explicit finite element scheme is given for the numerical computation to multi-dimensional scalar conservation laws.L ^p convergence to entropy solutions is proved under some usual conditions. For two-dimensional problems, uniform mesh, and sufficiently smooth solutions a second order error estimate inL ² is proved under a stronger condition, Δt≤Ch ^2/4     

A Time-Fractional Step Method for Conservation Law Related Obstacle Problems

We are interested in approximating the solution of a first-order quasi-linear equation associated with a forced unilateral obstacle condition. With this view, we make use of the time-splitting method developed classically to compute discontinuous solutions of nonhomogeneous scalar conservation laws. Here, one proves that this fractional step method converges in L¹ to the weak entropy solution of the considered obstacle problem. In the case of the Cauchy problem, an L¹-error bound in is established.     

Well-posedness theory for geometry-compatible hyperbolic conservation laws on manifolds

Motivated by many applications (geophysical flows, general relativity), we attempt to set the foundations for a study of entropy solutions to non-linear hyperbolic conservation laws posed on a (Riemannian or Lorentzian) manifold. The flux of the conservation laws is viewed as a vector-field on the manifold and depends on the unknown function as a parameter. We introduce notions of entropy solutions in the class of bounded measurable functions and in the class of measure-valued mappings. We establish the well-posedness theory for conservation laws on a manifold, by generalizing both Kruzkov's and DiPerna's theories originally developed in the Euclidian setting. The class of geometry-compatible (as we call it) conservation laws is singled out as an important case of interest, which leads to robust L^p estimates independent of the geometry of the manifold. On the other hand, general conservation laws solely enjoy the L¹ contraction property and leads to a unique contractive semi-group of entropy solutions. Our framework allows us to construct entropy solutions on a manifold via the vanishing diffusion method or the finite volume method.     

Well-posedness in <Emphasis Type="Italic">BV</Emphasis><Subscript><Emphasis Type="Italic">t</Emphasis></Subscript> and convergence of a difference scheme for continuous sedimentation in ideal clarifier-thickener units

Summary. We consider a scalar conservation law modeling the settling of particles in an ideal clarifier-thickener unit. The conservation law has a nonconvex flux which is spatially dependent on two discontinuous parameters. We suggest to use a Krukov-type notion of entropy solution for this conservation law and prove uniqueness (L¹ stability) of the entropy solution in the BV_t class (functions W(x,t) with _tW being a finite measure). The existence of a BV_t entropy solution is established by proving convergence of a simple upwind finite difference scheme (of the Engquist-Osher type). A few numerical examples are also presented.Mathematics Subject Classification (2000):35L65, 35R05, 65M06, 76T20     

One-sided stability and convergence of the Nessyahu–Tadmor scheme

Non-oscillatory schemes are widely used in numerical approximations of nonlinear conservation laws. The Nessyahu–Tadmor (NT) scheme is an example of a second order scheme that is both robust and simple. In this paper, we prove a new stability property of the NT scheme based on the standard minmod reconstruction in the case of a scalar strictly convex conservation law. This property is similar to the One-sided Lipschitz condition for first order schemes. Using this new stability, we derive the convergence of the NT scheme to the exact entropy solution without imposing any nonhomogeneous limitations on the method. We also derive an error estimate for monotone initial data.     

Second-order schemes for conservation laws with discontinuous flux modelling clarifier–thickener units

Continuously operated clarifier–thickener (CT) units can be modeled by a non-linear, scalar conservation law with a flux that involves two parameters that depend discontinuously on the space variable. This paper presents two numerical schemes for the solution of this equation that have formal second-order accuracy in both the time and space variable. One of the schemes is based on standard total variation diminishing (TVD) methods, and is addressed as a simple TVD (STVD) scheme, while the other scheme, the so-called flux-TVD (FTVD) scheme, is based on the property that due to the presence of the discontinuous parameters, the flux of the solution (rather than the solution itself) has the TVD property. The FTVD property is enforced by a new nonlocal limiter algorithm. We prove that the FTVD scheme converges to a BV _t solution of the conservation law with discontinuous flux. Numerical examples for both resulting schemes are presented. They produce comparable numerical errors, while the FTVD scheme is supported by convergence analysis. The accuracy of both schemes is superior to that of the monotone first-order scheme based on the adaptation of the Engquist–Osher scheme to the discontinuous flux setting of the CT model (Bürger, Karlsen and Towers in SIAM J Appl Math 65:882–940, 2005). In the CT application there is interest in modelling sediment compressibility by an additional strongly degenerate diffusion term. Second-order schemes for this extended equation are obtained by combining either the STVD or the FTVD scheme with a Crank–Nicolson discretization of the degenerate diffusion term in a Strang-type operator splitting procedure. Numerical examples illustrate the resulting schemes.     

An instability of the Godunov scheme

We construct a solution to a 2 × 2 strictly hyperbolic system of conservation laws, showing that the Godunov scheme [13] can produce an arbitrarily large amount of oscillations. This happens when the speed of a shock is close to rational, inducing a resonance with the grid. Differently from the Glimm scheme or the vanishing‐viscosity method, for systems of conservation laws our counterexample indicates that no a priori BV bounds or L¹‐stability estimates can in general be valid for finite difference schemes. © 2006 Wiley Periodicals, Inc.     

Weakly Nonlinear Geometric Optics for Hyperbolic Systems of Conservation Laws

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and corresponding characteristic fields to be linearly degenerate. The approach is based on our careful construction of more accurate auxiliary approximation to weakly nonlinear geometric optics, the properties of wave front-tracking approximate solutions, the behavior of solutions to the approximate asymptotic equations, and the standard semigroup estimates. To illustrate this approach more clearly, we focus first on the Cauchy problem for the hyperbolic systems with compact support initial data of small bounded variation and establish that the L ¹-estimate between the entropy solution and the geometric optics expansion function is bounded by O(?²), independent of the time variable. This implies that the simpler geometric optics expansion functions can be employed to study the behavior of general entropy solutions to hyperbolic systems of conservation laws. Finally, we extend the results to the case with non-compact support initial data of bounded variation.     

Discrete approximations of BV solutions to doubly nonlinear degenerate parabolic equations

Summary. In this paper we present and analyse certain discrete approximations of solutions to scalar, doubly nonlinear degenerate, parabolic problems of the form under the very general structural condition . To mention only a few examples: the heat equation, the porous medium equation, the two-phase flow equation, hyperbolic conservation laws and equations arising from the theory of non-Newtonian fluids are all special cases of (P). Since the diffusion terms a(s) and b(s) are allowed to degenerate on intervals, shock waves will in general appear in the solutions of (P). Furthermore, weak solutions are not uniquely determined by their data. For these reasons we work within the framework of weak solutions that are of bounded variation (in space and time) and, in addition, satisfy an entropy condition. The well-posedness of the Cauchy problem (P) in this class of so-called BV entropy weak solutions follows from a work of Yin [18]. The discrete approximations are shown to converge to the unique BV entropy weak solution of (P). Received November 10, 1998 / Revised version received June 10, 1999 / Published online June 8, 2000     

Oscillation Properties of Scalar Conservation Laws

We obtain several new regularity results for solutions of scalar conservation laws satisfying the genuine nonlinearity condition. We prove that the solutions are continuous outside of the jump set, which is codimension one rectifiable. We show that the entropy dissipation vanishes away from the closure of the jump set. We prove that the solution decays algebraically in L^∞ as t → ∞, and we compute the presumably optimal decay rate. All these results are based on a local oscillation estimate that is obtained properly adapting some ideas of De Giorgi from the context of elliptic equations. © 2018 Wiley Periodicals, Inc.     

Hydrodynamical limit for spatially heterogeneous simple exclusion processes

Summary.   We prove hydrodynamical limit for spatially heterogeneous, asymmetric simple exclusion processes on Z ^d . The jump rate of particles depends on the macroscopic position x through some nonnegative, smooth velocity profile α(x). Hydrodynamics are described by the entropy solution to a spatially heterogeneous conservation law of the form

Vanishing viscosity limit of the Navier‐Stokes equations to the euler equations for compressible fluid flow

We establish the vanishing viscosity limit of the Navier‐Stokes equations to the isentropic Euler equations for one‐dimensional compressible fluid flow. For the Navier‐Stokes equations, there exist no natural invariant regions for the equations with the real physical viscosity term so that the uniform sup‐norm of solutions with respect to the physical viscosity coefficient may not be directly controllable. Furthermore, convex entropy‐entropy flux pairs may not produce signed entropy dissipation measures. To overcome these difficulties, we first develop uniform energy‐type estimates with respect to the viscosity coefficient for solutions of the Navier‐Stokes equations and establish the existence of measure‐valued solutions of the isentropic Euler equations generated by the Navier‐Stokes equations. Based on the uniform energy‐type estimates and the features of the isentropic Euler equations, we establish that the entropy dissipation measures of the solutions of the Navier‐Stokes equations for weak entropy‐entropy flux pairs, generated by compactly supported C² test functions, are confined in a compact set in H^?1, which leads to the existence of measure‐valued solutions that are confined by the Tartar‐Murat commutator relation. A careful characterization of the unbounded support of the measure‐valued solution confined by the commutator relation yields the reduction of the measurevalued solution to a Dirac mass, which leads to the convergence of solutions of the Navier‐Stokes equations to a finite‐energy entropy solution of the isentropic Euler equations with finite‐energy initial data, relative to the different end‐states at infinity. © 2010 Wiley Periodicals, Inc.     

Uniform stabilization of numerical schemes for the critical generalized Korteweg-de Vries equation with damping

This work is devoted to the analysis of a fully-implicit numerical scheme for the critical generalized Korteweg–de Vries equation (GKdV with p = 4) in a bounded domain with a localized damping term. The damping is supported in a subset of the domain, so that the solutions of the continuous model issuing from small data are globally defined and exponentially decreasing in the energy space. Based in this asymptotic behavior of the solution, we introduce a finite difference scheme, which despite being one of the first order, has the good property to converge in L ⁴-strong. Combining this strong convergence with discrete multipliers and a contradiction argument, we show that the smallness of the initial condition leads to the uniform (with respect to the mesh size) exponential decay of the energy associated to the scheme. Numerical experiments are provided to illustrate the performance of the method and to confirm the theoretical results.     

Numerical approximation of entropy solutions for hyperbolic integro-differential equations

Summary. Scalar hyperbolic integro-differential equations arise as models for e.g. radiating or self-gravitating fluid flow. We present finite volume schemes on unstructured grids applied to the Cauchy problem for such equations. For a rather general class of integral operators we show convergence of the approximate solutions to a possibly discontinuous entropy solution of the problem. For a specific model problem in radiative hydrodynamics we introduce a convergent fully discrete finite volume scheme. Under the assumption of sufficiently fast spatial decay of the entropy solution we can even establish the convergence rate h^1/4|ln(h)| where h denotes the grid parameter. The convergence proofs rely on appropriate variants of the classical Kruzhkov method for local balance laws together with a truncation technique to cope with the nonlocal character of the integral operator.Mathematics Subject Classification (2000): 35L65, 35Q35, 65M15     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

The inviscid limit for an inflow problem of compressible viscous gas in presence of both shocks and boundary layers

In this paper, we study the inviscid limit problem for the Navier-Stokes equations of one-dimensional compressible viscous gas on half plane. We prove that if the solution of the inviscid Euler system on half plane is piecewise smooth with a single shock satisfying the entropy condition, then there exist solutions to Navier-Stokes equations which converge to the inviscid solution away from the shock discontinuity and the boundary at an optimal rate of ε¹ as the viscosity ε tends to zero.     

A Degenerate Fourth-Order Parabolic Equation Modeling Bose-Einstein Condensation Part II: Finite-Time Blow-Up

A degenerate fourth-order parabolic equation modeling condensation phenomena related to Bose-Einstein particles is analyzed. The model can be motivated from the spatially homogeneous and isotropic Boltzmann-Nordheim equation by a formal Taylor expansion of the collision integral. It maintains some of the main features of the kinetic model, namely mass and energy conservation and condensation at zero energy. The existence of local-in-time weak solutions satisfying a certain entropy inequality is proven. The main result asserts that if a weighted L ¹ norm of the initial data is sufficiently large and the initial data satisfies some integrability conditions, the solution blows up with respect to the L ^∞ norm in finite time. Furthermore, the set of all such blow-up enforcing initial functions is shown to be dense in the set of all admissible initial data. The proofs are based on approximation arguments and interpolation inequalities in weighted Sobolev spaces. By exploiting the entropy inequality, a nonlinear integral inequality is proved which implies the finite-time blow-up property.     

Entropy solutions for linearly degenerate hyperbolic systems of rich type

Consider a linearly degenerate hyperbolic system of rich type. Assuming that each eigenvalue of the system has a constant multiplicity, we construct a representation formula of entropy solutions in L^∞ to the Cauchy problem. This formula depends on the solution of an autonomous system of ordinary differential equations taking x as parameter. We prove that for smooth initial data, the Cauchy problem for such an autonomous system admits a unique global solution. By using this formula together with classical compactness arguments, we give a very simple proof on the global existence of entropy solutions. Moreover, in a particular case of the system, we obtain an another explicit expression and the uniqueness of the entropy solution. Applications include the one-dimensional Born–Infeld system and linear Lagrangian systems.