Initial Boundary-Value Problems for a Pair of Conservation Laws

We describe a multiple-scale technique for solving the initial boundary-value problem over the positive x -axis for a one-dimensional pair of hyperbolic conservation laws. This technique involves decomposing the solution into waves and incorporating slow temporal and stretched spatial scales in different parts of the solution domain. We apply these ideas to a wavemaker problem for shallow water flow and show why the presence of source terms in the conservation laws makes the analytic solution more complicated.     

Solving Boundary-Value Problems for Systems of Hyperbolic Conservation Laws with Rapidly Varying Coefficients

We study how boundary conditions affect the multiple-scale analysis of hyperbolic conservation laws with rapid spatial fluctuations. The most significant difficulty occurs when one has insufficient boundary conditions to solve consistency conditions. We show how to overcome this missing boundary condition difficulty for both linear and nonlinear problems through the recovery of boundary information. We introduce two methods for this recovery (multiple-scale analysis with a reduced set of scales, and a combination of Laplace transforms and multiple scales) and show that they are roughly equivalent. We also show that the recovered boundary information is likely to contain secular terms if the initial conditions are nonzero. However, for the linear problem, we demonstrate how to avoid these secular terms to construct a solution that is valid for all time. For nonlinear problems, we argue that physically relevant problems do not exhibit the missing boundary condition difficulty.     

General relative entropy inequality: an illustration on growth models

We introduce the notion of General Relative Entropy Inequality for several linear PDEs. This concept extends to equations that are not conservation laws, the notion of relative entropy for conservative parabolic, hyperbolic or integral equations. These are particularly natural in the context of biological applications where birth and death can be described by zeroth order terms. But the concept also has applications to more general growth models as the fragmentation equations. We give several types of applications of the General Relative Entropy Inequality: a priori estimates and existence of solution, long time asymptotic to a steady state, attraction to periodic solutions for periodic forcing.     

Local limit of nonlocal traffic models: Convergence results and total variation blow-up

Consider a nonlocal conservation law where the flux function depends on the convolution of the solution with a given kernel. In the singular local limit obtained by letting the convolution kernel converge to the Dirac delta one formally recovers a conservation law. However, recent counter-examples show that in general the solutions of the nonlocal equations do not converge to a solution of the conservation law. In this work we focus on nonlocal conservation laws modeling vehicular traffic: in this case, the convolution kernel is anisotropic. We show that, under fairly general assumptions on the (anisotropic) convolution kernel, the nonlocal-to-local limit can be rigorously justified provided the initial datum satisfies a one-sided Lipschitz condition and is bounded away from 0. We also exhibit a counter-example showing that, if the initial datum attains the value 0, then there are severe obstructions to a convergence proof.     

Generalization of a Relaxation Scheme for Systems of Forced Nonlinear Hyperbolic Conservation Laws with Spatially Dependent Flux Functions

A generalization of a finite difference method for calculating numerical solutions to systems of nonlinear hyperbolic conservation laws in one spatial variable is investigated. A previously developed numerical technique called the relaxation method is modified from its initial application to solve initial value problems for systems of nonlinear hyperbolic conservation laws. The relaxation method is generalized in three ways herein to include problems involving any combination of the following factors: systems of nonlinear hyperbolic conservation laws with spatially dependent flux functions, nonzero forcing terms, and correctly posed boundary values. An initial value problem for the forced inviscid Burgers' equation is used as an example to show excellent agreement between theoretical solutions and numerical calculations. An initial boundary value problem consisting of a system of four partial differential equations based on the two-layer shallow-water equations is solved numerically to display a more general applicability of the method than was previously known.     

Stokes‐Fourier and acoustic limits for the Boltzmann equation: Convergence proofs

We establish a Stokes‐Fourier limit for the Boltzmann equation considered over any periodic spatial domain of dimension two or more. Appropriately scaled families of DiPerna‐Lions renormalized solutions are shown to have fluctuations that globally in time converge weakly to a unique limit governed by a solution of Stokes‐Fourier motion and heat equations provided that the fluid moments of their initial fluctuations converge to appropriate L² initial data of the Stokes‐Fourier equations. Both the motion and heat equations are both recovered in the limit by controlling the fluxes and the local conservation defects of the DiPerna‐Lions solutions with dissipation rate estimates. The scaling of the fluctuations with respect to Knudsen number is essentially optimal. The assumptions on the collision kernel are little more than those required for the DiPerna‐Lions theory and that the viscosity and heat conduction are finite. For the acoustic limit, these techniques also remove restrictions to bounded collision kernels and improve the scaling of the fluctuations. Both weak limits become strong when the initial fluctuations converge entropically to appropriate L² initial data. © 2001 John Wiley & Sons, Inc.     

Solving hyperbolic conservation laws using multiquadric quasi‐interpolation

In this article, we apply the univariate multiquadric (MQ) quasi‐interpolation to solve the hyperbolic conservation laws. At first we construct the MQ quasi‐interpolation corresponding to periodic and inflow‐outflow boundary conditions respectively. Next we obtain the numerical schemes to solve the partial differential equations, by using the derivative of the quasi‐interpolation to approximate the spatial derivative of the differential equation and a low‐order explicit difference to approximate the temporal derivative of the differential equation. Then we verify our scheme for the one‐dimensional Burgers' equation (without viscosity). We can see that the numerical results are very close to the exact solution and the computational accuracy of the scheme is ??(τ), where τ is the temporal step. We can improve the accuracy by using the high‐order quasi‐interpolation. Moreover the methods can be generalized to the other equations. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Evolution systems with constraints in the form of zero-divergence conditions

We study evolution systems of partial differential equations in the presence of consistent constraints having the form of a system of continuity equations. We show that in addition to possible conservation laws of the standard degree equal to the number of spatial variables, each such system has conservation laws whose degree is one less than this number. We begin by completely describing the conservation laws and symmetries of the system of continuity equations. As an example, we calculate the second-degree conservation laws for the classical system of Maxwell’s equations (the number of spatial variables is three here).     

On the Occurrence of "Vacuum States" for 2 $\times$ 2 Quasilinear Hyperbolic Conservation Laws

We show that the solution Lo the Cauchy problem of 2 × 2 nonlinear conservation laws, in general, may go out the strictly hyperbolic region of the system in a finite time, here the initial data are given in the strictly hyperbolic region. In other words, in general, we can't confine our attention to solve the Cauthy problem of 2 × 2 nonlinear consenvation laws in strictly hyperbolic type. However, we can expect that it may be solved under the additional conditions (A) and (b).     

A Canonical System of lntegrodifferential Equations Arising in Resonant Nonlinear Acoustics

In general, weakly nonlinear high frequency almost periodic wave trains for systems of hyperbolic conservation laws interact and resonate to leading order. In earlier work the first two authors and J. Hunter developed simplified asymptotic equations describing this resonant interaction. In the important special case of compressible fluid flow in one or several space dimensions, these simplified asymptotic equations are essentially two inviscid Burgers equations for the nonlinear sound waves, coupled by convolution with a known kernel given by the sum of the initial vortex strength and the derivative of the initial entropy. Here we develop some of the remarkable new properties of the solutions of this system for resonant acoustics. These new features include substantial almost periodic exchange of energy between the nonlinear sound waves, the existence of smooth periodic wave trains, and the role of such smooth wave patterns in eliminating or suppressing the strong temporal decay of sawtooth profile solutions of the decoupled inviscid Burgers equations. Our approach combines detailed numerical modeling to elucidate the new phenomena together with rigorous analysis to obtain exact solutions as well as other elementary properties of the solutions of this system.     

A constructive theory for shock-free,isentropic flow

We construct by finite differences solutions of the Cauchy problem for the nonlinear wave equation in one space dimension. We make certain monotonicity assumptions about the initial data, and we show that the resulting solution is Lipschitz continuous for positive times. In addition, we prove the uniqueness of the solution in a certain class, and we characterize its large-time behavior in terms of the equilibrium state for a corresponding Riemann problem. Finally, we show how our results can be extended to more general 2 × 2 systems of hyperbolic conservation laws which are genuinely nonlinear.     

Interaction of Shallow Water Waves

In this paper, we consider the Riemann problem and interaction of elementary waves for a nonlinear hyperbolic system of conservation laws that arises in shallow water theory. This class of equations includes as a special case the equations of classical shallow water equations. We study the bore and dilatation waves and their properties, and show the existence and uniqueness of the solution to the Riemann problem. Towards the end, we discuss numerical results for different initial data along with all possible interactions of elementary waves. It is noticed that in contrast to the p -system, the Riemann problem is solvable for arbitrary initial data, and its solution does not contain vacuum state.     

A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations

We introduce two types of finite difference methods to compute the L-solution and the proper viscosity solution recently proposed by the second author for semi-discontinuous solutions to a class of Hamilton-Jacobi equations. By regarding the graph of the solution as the zero level curve of a continuous function in one dimension higher, we can treat the corresponding level set equation using the viscosity theory introduced by Crandall and Lions. However, we need to pay special attention both analytically and numerically to prevent the zero level curve from overturning so that it can be interpreted as the graph of a function. We demonstrate our Lax-Friedrichs type numerical methods for computing the L-solution using its original level set formulation. In addition, we couple our numerical methods with a singular diffusive term which is essential to computing solutions to a more general class of HJ equations that includes conservation laws. With this singular viscosity, our numerical methods do not require the divergence structure of equations and do apply to more general equations developing shocks other than conservation laws. These numerical methods are generalized to higher order accuracy using weighted ENO local Lax-Friedrichs methods as developed recently by Jiang and Peng. We verify that our numerical solutions approximate the proper viscosity solutions obtained by the second author in a recent Hokkaido University preprint. Finally, since the solution of scalar conservation law equations can be constructed using existing numerical techniques, we use it to verify that our numerical solution approximates the entropy solution.

     

Homogenization of Incompressible Euler Equations

In this paper, we perform a nonlinear multiscale analysis for incompressible Euler equations with rapidly oscillating initial data. The initial condition for velocity field is assumed to have two scales. The fast scale velocity component is periodic and is of order one.One of the important questions is how the two-scale velocity structure propagates in time and whether nonlinear interaction will generate more scales dynamically. By using a Lagrangian framework to describe the propagation of small scale solution, we show that the two-scale structure is preserved dynamically. Moreover, we derive a well-posed homogenized equation for the incompressible Euler equations. Preliminary numerical experiments are presented to demonstrate that the homogenized equation captures the correct averaged solution of the incompressible Euler equation.     

Shock Waves in Plane Symmetric Spacetimes

We consider Einstein's equations coupled to the Euler equations in plane symmetry, with compact spatial slices and constant mean curvature time. We show that for a wide variety of equations of state and a large class of initial data, classical solutions break down in finite time. The key mathematical result is a new theorem on the breakdown of solutions of systems of balance laws. We also show that an extension of the solution is possible if the spatial derivatives of the energy density and the velocity are bounded, indicating that the breakdown is really due to the formation of shock waves.     

Existence and uniqueness for a nonlinear parabolic/Hamilton–Jacobi coupled system describing the dynamics of dislocation densities

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a 1D system of a parabolic equation and a first order Hamilton–Jacobi equation that are coupled together. We examine an associated Dirichlet boundary value problem. We prove the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial time. Moreover, we show the existence of a viscosity solution when we have no such restriction on the initial data. We also state a result of existence and uniqueness of entropy solution for the initial value problem of the system obtained by spatial derivation. The uniqueness of this entropy solution holds in the class of bounded-from-below solutions. In order to prove our results on the bounded domain, we use an “extension and restriction” method, and we exploit a relation between scalar conservation laws and Hamilton–Jacobi equations, mainly to get our gradient estimates.     

Large time behaviour of solutions of balance laws with periodic initial data

We consider the Cauchy problem for a large class of scalar conservation laws with source term and periodic initial data. We show that the solutions can either tend uniformly to infinity or stay bounded in an interval containing at most one zero of the source term. In the latter case, depending on the properties of the zero, the solution tends uniformly to it or approaches an oscillating profile.     

Viscosity solutions with shocks

A solution of single nonlinear first order equations may develop jump discontinuities even if initial data is smooth. Typical examples include a crude model equation describing some bunching phenomena observed in epitaxial growth of crystals as well as conservation laws where jump discontinuities are called shocks. Conventional theory of viscosity solutions does not apply. We introduce a notion of proper (viscosity) solutions to track whole evolutions for such equations in multi‐dimensional spaces. We establish several versions of comparison principles. We also study the vanishing viscosity method to construct a unique global proper solution at least when the evolution is monotone in time or the initial data is monotone in some sense under additional technical assumptions. In fact, we prove that the graph of approximate solutions converges to that of a proper solution in the Hausdorff distance topology. Such a convergence is also established for conservation laws with monotone data. In particular, local uniform convergence outside shocks is proved. © 2001 John Wiley & Sons, Inc.     

Periodic and almost periodic solutions of conservation laws: Global existence and decay

In this paper we survey recent results on the decay of periodic and almost periodic solutions of conservation laws. We also recall some recent results on the global existence of periodic solutions of conservation laws systems which lie inBV _loc and are constructed through Glimm scheme. The latter motivates a discussion on a possible strategy for solving the open problem of the global existence of periodic solutions of the Euler equations for nonisentropic gas dynamics. We base our decay analysis on a general result about space-time functions which are almost periodic in the space variable, established here for the first time. This result is an abstract version of Theorem 2.1 in [31], which in turn is an extention of the combined result given by Theorems 3.1–3.2 in [9].