Entropy formulation for fractal conservation laws

Using an integral formula of Droniou and Imbert (2005) for the fractional Laplacian, we define an entropy formulation for fractal conservation laws with pure fractional diffusion of order λ ∈]0, 1]. This allows to show the existence and the uniqueness of a solution in the L^∞ framework. We also establish a result of controled speed of propagation that generalizes the finite propagation speed result of scalar conservation laws. We finally let the non-local term vanish to approximate solutions of scalar conservation laws, with optimal error estimates for BV initial conditions as Kuznecov (1976) for λ = 2 and Droniou (2003) for λ ∈]1, 2].     

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.     

First-order L1-convergence for relaxation approximations to conservation laws

We derive a first-order rate of L¹-convergence for stiff relaxation approximations to its equilibrium solutions, i.e., piecewise smooth entropy solutions with finitely many discontinuities for scalar, convex conservation laws. The piecewise smooth solutions include initial central rarefaction waves, initial shocks, possible spontaneous formation of shocks in a future time, and interactions of all these patterns. A rigorous analysis shows that the relaxation approximations to approach the piecewise smooth entropy solutions have L¹-error bound of O(ε|log ε| + ε), where ε is the stiff relaxation coefficient. The first-order L¹-convergence rate is an improvement on the error bound. If neither central rarefaction waves nor spontaneous shocks occur, the error bound is improved to O(ε). © 1998 John Wiley & Sons, Inc.     

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.     

Local error analysis for approximate solutions of hyperbolic conservation laws

We consider approximate solutions to nonlinear hyperbolic conservation laws. If the exact solution is unavailable, the truncation error may be the only quantitative measure for the quality of the approximation. We propose a new way of estimating the local truncation error, through the use of localized test-functions. In the convex scalar case, they can be converted intoL _loc estimates, following theLip convergence theory developed by Tadmor et al. Comparisons between the local truncation error and theL _loc -error show remarkably similar behavior. Numerical results are presented for the convex scalar case, where the theory is valid, as well as for nonconvex scalar examples and the Euler equations of gas dynamics. The local truncation error has proved a reliable smoothness indicator and has been implemented in adaptive algorithms in [Karni, Kurganov and Petrova, J. Comput. Phys. 178 (2002) 323–341].     

Validity of nonlinear geometric optics for entropy solutions of multidimensional scalar conservation laws

Nonlinear geometric optics with various frequencies for entropy solutions only in L^∞ of multidimensional scalar conservation laws is analyzed. A new approach to validate nonlinear geometric optics is developed via entropy dissipation through scaling, compactness, homogenization, and L¹-stability. New multidimensional features are recognized, especially including nonlinear propagations of oscillations with high frequencies. The validity of nonlinear geometric optics for entropy solutions in L^∞ of multidimensional scalar conservation laws is justified.     

Lower compactness estimates for scalar balance laws

In this paper, we study the compactness in L of the semigroup (St)_t≥0 of entropy weak solutions to strictly convex scalar conservation laws in one space dimension. The compactness of St for each t > 0 was established by P. D. Lax. Upper estimates for the Kolmogorov e‐entropy of the image of bounded sets in L¹ n L^∞ through S_t were given by C. De Lellis and F. Golse. Here we provide lower estimates on this e‐entropy of the same order as the one established by De Lellis and Golse, thus showing that such an e‐entropy is of size ≈ 1/ε. Moreover, we extend these estimates of compactness to the case of convex balance laws. © 2012 Wiley Periodicals, Inc.     

Monotone first‐order weighted schemes for scalar conservation laws

In this work, we present a monotone first‐order weighted (FORWE) method for scalar conservation laws using a variational formulation. We prove theoretical properties as consistency, monotonicity, and convergence of the proposed scheme for the one‐dimensional (1D) Cauchy problem. These convergence results are extended to multidimensional scalar conservation laws by a dimensional splitting technique. For the validation of the FORWE method, we consider some standard bench‐mark tests of bidimensional and 1D conservation law equations. Finally, we analyze the accuracy of the method with L¹ and L^∞ error estimates. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Hyperbolic conservation laws with vanishing nonlinear diffusion and linear dispersion in heterogeneous media

We analyze family of solutions to multidimensional scalar conservation law, with flux depending on the time and space explicitly, regularized with vanishing diffusion and dispersion terms. Under a condition on the balance between diffusion and dispersion parameters, we prove that the family of solutions is precompact in L¹_loc{L^1_{\rm loc}}. Our proof is based on the methodology developed in Sazhenkov (Sibirsk Math Zh 47(2):431–454, 2006), which is in turn based on Panov’s extension (Panov and Yu in Mat Sb 185(2):87–106, 1994) of Tartar’s H-measures (Tartar in Proc R Soc Edinb Sect A 115(3–4):193–230, 1990), or Gerard’s micro-local defect measures (Gerard Commun Partial Differ Equ 16(11):1761–1794, 1991). This is new approach for the diffusion–dispersion limit problems. Previous results were restricted to scalar conservation laws with flux depending only on the state variable.     

Well‐posedness theory for hyperbolic conservation laws

The paper presents a well‐posedness theory for the initial value problem for a general system of hyperbolic conservation laws. We will start with the refinement of Glimm's existence theory and discuss the principle of nonlinear through wave tracing. Our main goal is to introduce a nonlinear functional for two solutions with the property that it is equivalent to the L₁(x) distance between the two solutions and is time‐decreasing. Moreover, the functional is constructed explicitly in terms of the wave patterns of the solutions through the nonlinear superposition. It consists of a linear term measuring the L₁(x) distance, a quadratic term measuring the coupling of waves and distance, and a generalized entropy functional. © 1999 John Wiley & Sons, Inc.     

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     

Numerical smoothness and error analysis on WENO for the nonlinear conservation laws

In this study, we give an a posteriori error analysis on the weighted essentially nonoscillatory schemes for the nonlinear scalar conservation laws. This analysis is based on the new concept of numerical smoothness, with some new error analysis mechanisms developed for the finite difference and finite volume discretizations. The local error estimate is of optimal order in space and time. The global error estimate grows linearly in time, because of the direct application of the L₁ ‐contraction between entropy solutions in the error propagation analysis. As a beginning, we only deal with smooth solutions in this article. Within the same error propagation framework, when we deal with piecewise smooth solutions later, we only need to work on estimating the local error where smoothness is lost. The smoothness indicators not only serve the purpose of local error estimation, but also serve as a monitor on both the possible numerical instability and the expected solution shapening. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Stationary min-stable stochastic processes

Summary We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip [0,1]×R ₊ and a group of L ₁-isometries. We include a Dobrushin-like result for the realizations in continuous time.     

Continuous solutions for balance laws

Abstract The paper employs the method of characteristics to show that continuous solutions of scalar conservation laws do not incur entropy production and to recover, in a direct and elementary way the (known) properties of solutions to the Hunter-Saxton equation. Keywords: Balance laws, Characteristics, Hunter-Saxton equation Mathematics Subject Classification (2000): 35L65, 35Q58     

Contractivity of Wasserstein metrics and asymptotic profiles for scalar conservation laws

The aim of this paper is to analyze contractivity properties of Wasserstein-type metrics for one-dimensional scalar conservation laws with nonnegative, L^∞ and compactly supported initial data and its implications on the long time asymptotics. The flux is assumed to be convex and without any growth condition at the zero state. We propose a time-parameterized family of functions as intermediate asymptotics and prove the solutions, after a time-depending scaling, converge toward this family in the d_∞-Wasserstein metric. This asymptotic behavior relies on the aforementioned contraction property for conservation laws in the space of probability densities metrized with the d_∞-Wasserstein distance. Finally, we also give asymptotic profiles for initial data whose distributional derivative is a probability measure.     

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.     

Scalar multidimensional conservation laws IBVP in noncylindrical Lipschitz domains

We study the initial-boundary-value problems for multidimensional scalar conservation laws in noncylindrical domains with Lipschitz boundary. We show the existence-uniqueness of this problem for initial-boundary data in L^∞ and the flux-function in the class C¹. In fact, first considering smooth boundary, we obtain the L¹-contraction property, discuss the existence problem and prove it by the Young measures theory. In the end we show how to pass the existence-uniqueness results on to some domains with Lipschitz boundary.     

Nonuniqueness of solutions of Riemann problems

We investigate a general mechanism, utilizing nonclassical shock waves, for nonuniqueness of solutions of Riemann initial-value problems for systems of two conservation laws. This nonuniqueness occurs whenever there exists a pair of viscous shock waves forming a 2-cycle, i.e., two statesU ₁ andU ₂ such that a traveling wave leads fromU ₁ toU ₂ and another leads fromU ₂ toU ₁. We prove that a 2-cycle gives rise to an open region of Riemann data for which there exist multiple solutions of the Riemann problem, and we determine all solutions within a certain class. We also present results from numerical experiments that illustrate how these solutions arise in the time-asymptotic limit of solutions of the conservation laws, as augmented by viscosity terms.     

Clarkson and Random Clarkson Inequalities for Lr(X)

We first show how (p,p′) Clarkson inequality for a Banach space X is inherited by Lebesgue-Bochner spaces L_r(X), which extends Clarkson's procedure deriving his inequalities for L_p from their scalar versions. Fairly many previous and new results on Clarkson's inequalities, and also those on Rademacher type and cotype at the same time (by a recent result of the authors), are obtained as immediate consequences. Secondly we show that if the (p, p') Clarkson inequality holds in X, then random Clarkson inequalities hold in L_r(X) for any 1 ≤ r ≤ ∞; the converse is true if r = p'. As corollaries the original Clarkson and random Clarkson inequalities for L_p are both directly derived from the parallelogram law for scalars.     

A new entropy functional for a scalar conservation law

In this paper we introduce a new entropy functional for a scalar convex conservation law that generalizes the traditional concept of entropy of the second law of thermodynamics. The generalization has two aspects: The new entropy functional is defined not for one but for two solutions. It is defined in terms of the L₁ distance between the two solutions as well as the variations of each separate solution. In addition, it is decreasing in time even when the solutions contain no shocks and is therefore stronger than the traditional entropy even in the case when one of the solutions is zero. © 1999 John Wiley & Sons, Inc.