Some recent methods for partial differential equations of divergence form

Some recent methods for solving second-order nonlinear partial differential equations of divergence form and related nonlinear problems are surveyed. These methods include entropy methods via the theory of divergence-measure fields for hyperbolic conservation laws, kinetic methods via kinetic formulations for degenerate parabolichyperbolic equations, and free-boundary methods via free-boundary iterations for multidimensional transonic shocks for nonlinear equation of mixed elliptic-hyperbolic type. Some recent trends in this direction are also discussed.Dedicated to IMPA on the occasion of its 50^th anniversary     

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.     

Hyperbolic conservation laws on manifolds. An error estimate for finite volume schemes

Following Ben-Artzi and LeFloch, we consider nonlinear hyperbolic conservation laws posed on a Riemannian manifold, and we establish an L1-error estimate for a class of finite volume schemes allowing for the approximation of entropy solutions to the initial value problem. The error in the L1 norm is of order h1/4 at most, where h represents the maximal diameter of elements in the family of geodesic triangulations. The proof relies on a suitable generalization of Cockburn, Coquel, and LeFloch＇s theory which was originally developed in the Euclidian setting. We extend the arguments to curved manifolds, by taking into account the effects to the geometry and overcoming several new technical difficulties.     

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.     

Gauss‐Green theorem for weakly differentiable vector fields,sets of finite perimeter,and balance laws

We analyze a class of weakly differentiable vector fields F : ?ⁿ → ?ⁿ with the property that F ∈ L^∞ and div F is a (signed) Radon measure. These fields are called bounded divergence‐measure fields. The primary focus of our investigation is to introduce a suitable notion of the normal trace of any divergence‐measure field F over the boundary of an arbitrary set of finite perimeter that ensures the validity of the Gauss‐Green theorem. To achieve this, we first establish a fundamental approximation theorem which states that, given a (signed) Radon measure μ that is absolutely continuous with respect to ??^{N ? 1} on ?^N, any set of finite perimeter can be approximated by a family of sets with smooth boundary essentially from the measure‐theoretic interior of the set with respect to the measure ||μ||, the total variation measure. We employ this approximation theorem to derive the normal trace of F on the boundary of any set of finite perimeter E as the limit of the normal traces of F on the boundaries of the approximate sets with smooth boundary so that the Gauss‐Green theorem for F holds on E. With these results, we analyze the Cauchy flux that is bounded by a nonnegative Radon measure over any oriented surface (i.e., an (N ? 1)‐dimensional surface that is a part of the boundary of a set of finite perimeter) and thereby develop a general mathematical formulation of the physical principle of the balance law through the Cauchy flux. Finally, we apply this framework to the derivation of systems of balance laws with measure‐valued source terms from the formulation of the balance law. This framework also allows the recovery of Cauchy entropy flux through the Lax entropy inequality for entropy solutions of hyperbolic conservation laws. © 2008 Wiley Periodicals, Inc.     

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.     

A nonlinear functional for general scalar hyperbolic conservation laws

A generalized entropy functional was introduced in [T.-P. Liu, T. Yang, A new entropy functional for scalar conservation laws, Comm. Pure Appl. Math. 52 (1999) 1427-1442] for the scalar hyperbolic conservation laws with convex flux function. This functional was crucially used in the functional approach to the L¹ stability study on the system of hyperbolic conservation laws when each characteristic field is either genuinely nonlinear or linearly degenerate. However, how to construct the generalized entropy functional for scalar conservation laws with general flux, and then how to apply the functional approach to the L¹ study on general systems are still open. In this paper, we construct a new nonlinear functional which gives some partial answer to this question and we expect the analysis will shed some light on the future investigation in this direction.     

Structure of entropy solutions to the eikonal equation

In this paper, we establish rectifiability of the jump set of an S ¹–valued conservation law in two space–dimensions. This conservation law is a reformulation of the eikonal equation and is motivated by the singular limit of a class of variational problems. The only assumption on the weak solutions is that the entropy productions are (signed) Radon measures, an assumption which is justified by the variational origin. The methods are a combination of Geometric Measure Theory and elementary geometric arguments used to classify blow–ups.?The merit of our approach is that we obtain the structure as if the solutions were in BV, without using the BV–control, which is not available in these variationally motivated problems. Received June 24, 2002 / final version received November 12, 2002?Published online February 7, 2003     

A new nonlinear functional for general scalar conservation laws

The approach based on the construction of some nonlinear functionals was proved to be robust in the study of the well-posedness theories of hyperbolic conservation laws, especially in one space dimensional case. In particular, a generalized entropy functional was constructed in [T.-P. Liu, T. Yang, A new entropy functional for scalar conservation laws, Comm. Pure Appl. Math. 52 (1999) 1427-1442] for the L¹ stability of weak solutions. However, this generalized functional is so far only defined for scalar equations with convex flux function. In this paper, we introduce a new nonlinear functional which is motivated by the new Glimm functional introduced in [J.-L. Hua, Z.-H. Jiang, T. Yang, A new Glimm functional and convergence rate of Glimm scheme for general systems of hyperbolic conservation laws, preprint] for general scalar conservation laws. This functional improves the one given in [H.-X. Liu, T. Yang, A nonlinear functional for general scalar hyperbolic conservation laws, J. Differential Equations 235 (2) (2007) 658-667] and it can be viewed as a better attempt for the generalized entropy functional for general equations.     

Numerical viscosity and the entropy condition

Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solutions. The question arises whether finite difference approximations converge to this particular solution. It is known that this is not always the case with the standard Lax-Wendroff (L-W) difference scheme. In this paper a simple variant of the L-W scheme is devised which retains its desirable computational features—conservation form, three point scheme, second-order accuracy on smooth solutions, but which has the additional property that limit solutions satisfy the entropy condition. This variant is constructed by adding a simple nonlinear artificial viscosity to the usual L-W operator. The nature of the viscosity is deduced by first analyzing a model differential equation derived from the truncation error for the L-W operator, keeping only terms of order (Δx)². Furthermore, this viscosity is “switched on” only when sufficiently steep discrete gradients develop in the approximate solution: The full L-W scheme is then shown to have the desired property provided that the Courant-Friedrichs-Lewy restriction |λf′(u)|≤0.14 is satisfied.     

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     

A two-dimensional hyperbolic system of nonlinear conservation laws with functional solutions

A two-dimensional hyperbolic system of nonlinear conservation laws is considered for any piecewise constant initial data having two discontinuity rays with the origin as vertex. One kind of new waves, which is labeled the Dirac-contact wave, appears in the solution. The entropy conditions for the Dirac-contact waves are given. The solutions on the Dirac-contact waves can be viewed as the bounded linear functionals onC ₀ ^∞ (R ² ×R ₊). Supported by CNSF and a grant from Academia Sinica Author’s current address: CMAP, Ecole Polytechnique, 91128 Palaiseau Cedex, France     

Nonexistence of Riemann solutions for a quadratic model deriving from petroleum engineering

The study presented in this work shows that the viscous profile entropy criterion is too selective in reducing the number of solutions to guarantee existence of stable weak self-similar Riemann solutions to conservation laws. This result is shown on a particular quadratic model derived from the three-phase flow equations used in petroleum engineering. The viscosity matrix considered in this work derives from capillary pressures. The Riemann initial data is hyperbolic and corresponds to a Lax 1-shock that does not admit a viscous profile. The nonexistence of a profile in this example is due to the presence of a limit cycle in the vector field associated with the viscous profile entropy criterion.To establish the main result of this work, a complete list of possibilities that could lead to a solution, is examined. This list includes solutions that consist of only classical waves and the solutions that contain at least one nonclassical (shock) wave. The construction of solutions breaks down because either the shock waves do not satisfy the viscous entropy criterion, or the speeds of the waves that comprise a solution are decreasing. To the author's knowledge, this is the first result on nonexistence of stable solutions for models that allow nonclassical (transitional) shock waves.The results presented in this paper are a combination of analytical and numerical work. The theoretical ideas and techniques derive from the bifurcation theory of vector fields and the theory of weak solutions of conservation laws. These are combined with numerical results when no theory is available.     

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.     

Nonexistence of Riemann solutions for a quadratic model deriving from petroleum engineering

The study presented in this work shows that the viscous profile entropy criterion is too selective in reducing the number of solutions to guarantee existence of stable weak self-similar Riemann solutions to conservation laws. This result is shown on a particular quadratic model derived from the three-phase flow equations used in petroleum engineering. The viscosity matrix considered in this work derives from capillary pressures. The Riemann initial data are hyperbolic and correspond to a Lax 1-shock that does not admit a viscous profile. The nonexistence of a profile in this example is due to the presence of a limit cycle in the vector field associated with the viscous profile entropy criterion.To establish the main result of this work, a complete list of possibilities that could lead to a solution, is examined. This list includes solutions that consist of only classical waves and the solutions that contain at least one nonclassical (shock) wave. The construction of solutions breaks down because either the shock waves do not satisfy the viscous entropy criterion or the speeds of the waves that comprise a solution are decreasing. To the author's knowledge, this is the first result on nonexistence of stable solutions for models that allow nonclassical (transitional) shock waves.The results presented in this paper are a combination of analytical and numerical work. The theoretical ideas and techniques derive from the bifurcation theory of vector fields and the theory of weak solutions of conservation laws. These are combined with numerical results when no theory is available.     

Diffusive-Dispersive Traveling Waves and Kinetic Relations: Part I: Nonconvex Hyperbolic Conservation Laws

Motivated by the theory of phase transition dynamics, we consider one-dimensional, nonlinear hyperbolic conservation laws with nonconvex flux-function containing vanishing nonlinear diffusive-dispersive terms. Searching for traveling wave solutions, we establish general results of existence, uniqueness, monotonicity, and asymptotic behavior. In particular, we investigate the properties of the traveling waves in the limits of dominant diffusion, dominant dispersion, and asymptotically small or large shock strength. As the diffusion and dispersion parameters tend to 0, the traveling waves converge to shock wave solutions of the conservation law, which either satisfy the classical Oleinik entropy criterion or are nonclassical undercompressive shocks violating it.     

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｜）.     

Convergence of difference schemes with high resolution for conservation laws

We are concerned with the convergence of Lax-Wendroff type schemes with high resolution to the entropy solutions for conservation laws. These schemes include the original Lax-Wendroff scheme proposed by Lax and Wendroff in 1960 and its two step versions-the Richtmyer scheme and the MacCormack scheme. For the convex scalar conservation laws with algebraic growth flux functions, we prove the convergence of these schemes to the weak solutions satisfying appropriate entropy inequalities. The proof is based on detailed estimates of the approximate solutions, compactness estimates of the corresponding entropy dissipation measures, and some compensated compactness frameworks. Then these techniques are generalized to study the convergence problem for the nonconvex scalar case and the hyperbolic systems of conservation laws.

     

Error Estimation for Discontinuous Galerkin Solutions of Two-Dimensional Hyperbolic Problems

We analyze the discretization errors of discontinuous Galerkin solutions of steady two-dimensional hyperbolic conservation laws on unstructured meshes. We show that the leading term of the error on each element is a linear combination of orthogonal polynomials of degrees p and p+1. We further show that there is a strong superconvergence property at the outflow edge(s) of each element where the average discretization error converges as O(h ^2p+1) compared to a global rate of O(h ^p+1). Our analyses apply to both linear and nonlinear conservation laws with smooth solutions. We show how to use our theory to construct efficient and asymptotically exact a posteriori discretization error estimates and we apply these to some examples.