Weak solutions for equations defined by accretive operators II: relaxation limits

In the first part of this paper we define solutions for certain nonlinear equations defined by accretive operators, “dissipative solution”. This kind of solution is equivalent to the viscosity solutions for Hamilton-Jacobi equations and to the entropy solutions for conservation laws.In this paper we use dissipative solutions to obtain several relaxation limits for systems of semilinear transport equations and quasilinear conservation laws. These converge to diffusion second-order equations and in one case to a single conservation law. The relaxation limit is obtained using a version of the perturbed test function method to pass to the limit. This guarantees existence for the considered equations.     

Erhaltungssätze und schwache lösungen in der gasdynamik

The fundamental laws of Gasdynamics can be formulated very naturally as conservation laws in the form of integral relations. This formulation includes not only continuously differentiable processes but also the very important discontinuous shocks. On the other side one has the tool of weak solutions of the differential equations of Gasdynamics due to P. D. Lax and several other authors. While the conservation laws of integral type are determined by Physics in an unique way the differential equations of Gasdynamics, even if written in divergence form, are not. Hence the question arises which form of the differential equations in the weak sense is the “correct” interpretation of the physical conservation laws. This paper tries to give an answer by investigating the connections between the two formulations. At first the integral equations of Gasdynamics are written in space-time divergence form. Thus, independently from Gasdynamics, one has Haar's lemma stating that for each weak solution of a partial differential equation (in divergence form) a corresponding integral equation of conservation law type is valid for almost every family member, the family consisting of some simple domains like spheres or squares. Moreover the converse of Haar's lemma is also true. In this paper Haar's lemma is extended to a more general class of domains. This yields that both formulations of conservation laws are essentially equivalent. Additionally a divergence definition due to C. Müller is considered. As is shown by a simple example C. Müller's divergence concept leads to a more general class of solutions, not all of them being solutions of the corresponding conservation laws.     

Exact solutions of gasdynamic equations obtained by the method of conservation laws

In the present paper, the recent method of conservation laws for constructing exact solutions for systems of nonlinear partial differential equations is applied to the gasdynamic equations describing one-dimensional and three-dimensional polytropic flows. In the one-dimensional case singular solutions are constructed in closed forms. In the three-dimensional case several conservation laws are used simultaneously. It is shown that the method of conservation laws leads to particular solutions different from group invariant solutions.     

Qualitative Properties of a Certain Kinetic Model of a Binary Gas

We consider a system of kinetic equations with one-dimensional velocity space. The system is a simple mathematical model that describes the evolution of a two-component gas mixture at the molecular level. We study some qualitative properties of its solutions, in particular, the conservation laws and spectrum of the linearized problem. In the spatially homogeneous case we present the widest Lie algebra of admissible operators and construct some exact solutions in closed form. We indicate some methods for constructing numerical schemes conservative with respect to fulfillment of the discrete conservation laws of energy and the concentrations of the components.     

Riemann Problems for 5×5 Systems of Fully Non-linear Equations Related to Hypoplasticity

The equations of motion for two-dimensional deformations of an incompressible elastoplastic material involve five equations, two equations expressing conservation of momentum, and three constitutive laws, which we take in the rate form, i.e. relating the stress rate to the strain rate. In hypoplasticity, the constitutive laws are homogeneous of degree one in the stress and strain rates. This property has the consequence that although the equations are not in conservation form, there is nonetheless a natural way to characterize planar shock waves. The Riemann problem is the initial value problem for plane waves, in which the initial data for stress and velocity consist of two constant vectors separated by a single discontinuity. The main result is that, under appropriate assumptions, the Riemann problem has a scale invariant piecewise constant solution. The issue of uniqueness is left unresolved. Indeed, we give an example satisfying the conditions for existence, for which there are many solutions. Using asymptotics, we show how solutions of the Riemann problem are approximated by smooth solutions of a system regularized by the addition of viscous terms that preserve the property of scale invariance.     

Higher-order conservation laws for the nonlinear Poisson equation via characteristic cohomology

We study higher-order conservation laws of the nonlinearizable elliptic Poisson equation as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for differentiated conservation laws by realizing them as elements of the kernel of a linear differential operator. We show that the \mathbbS¹{\mathbb{S}^1} -symmetry of the PDE leads to a normal form for the undifferentiated conservation laws. Zhiber and Shabat (in Sov Phys Dokl Akad 24(8):607–609, 1979) determine which potentials of nonlinearizable Poisson equations admit nontrivial Lie–B?cklund transformations. In the case that such transformations exist, they introduce a pseudo-differential operator that can be used to generate infinitely many such transformations. We obtain similar results using the theory of characteristic cohomology: we show that for higher-order conservation laws to exist, it is necessary that the potential satisfies a linear second-order ODE. In this case, at most two new conservation laws in normal form appear at each even prolongation. By using a recursion motivated by Killing fields, we show that, for the simplest class of potentials, this upper bound is attained. The recursion circumvents the use of pseudo-differential operators. We relate higher-order conservation laws to generalized symmetries of the exterior differential system by identifying their generating functions. This Noether correspondence provides the connection between conservation laws and the canonical Jacobi fields of Pinkall and Sterling.     

On the Number of Conserved Quantities for the Two-Layer Shallow-Water Equations

The shallow-water equations for two-layer inviscid flow with a free surface overlying a rigid horizontal bottom subject to gravitational forcing only are examined to determine the possible forms of conservation laws that the equations permit. In the case of a single layer with flow in only one horizontal direction, it is known that there are an infinite number of associated equations in conservation form, where the conserved quantity is a multinomial in the layer variables. The method used to determine this result is generalized to show that in the two-layer case, the result does not generalize, and it is discovered that only a finite number of conservation equations exist when the density difference between the layers is nonzero. The subsequent conservation equations are given explicitly, and a systematic method for deriving conservation laws from an arbitrary first-order system is described. For the case when the flow is in both horizontal dimensions, the method of analysis is straightforward in the one-layer case, and the finite number of conservation equations are derived. The two-layer case is similar, and the finite number of generalized conserved quantities are stated, although the question of whether or not there are only a finite number is posed as an open question.     

Lie symmetries and conservation laws of the Fokker-Planck equation with power diffusion

We concentrate on Lie symmetries and conservation laws of the Fokker-Planck equation with power diffusion describing the growth of cell populations. First, we perform a complete symmetry classification of the equation, and then we find some interesting similarity solutions by means of the symmetries and the variable coefficient heat equation. Local dynamical behaviors are analyzed via the solutions for the growing cell populations. Second, we show that the conservation law multipliers of the equation take the form Λ=Λ(t,x,u), which satisfy a linear partial differential equation, and then give the general formula of conservation laws. Finally, symmetry properties of the conservation law are investigated and used to construct conservation laws of the reduced equations.     

扩充偏微分方程(组)守恒律和对称的辅助方程方法及微分形式吴方法的应用

首先,我们给出了引入伴随方程(组)扩充原方程(组)的策略使给定偏微分方程(组)的扩充方程组具有对应泛瓯即,成为Lagrange系统的方法,以此为基础提出了作为偏微分方程(组)传统守恒律和对称概念的一种推广-偏微分方程(组)扩充守恒律和扩充对称的概念;其次,以得到的Lagrange系统为基础给定了确定原方程(组)扩充守恒律和扩充对称的方法,从而达到扩充给定偏微分方程(组)的首恒律和对称的目的;第三,提出了适用于一般形式微分方程(组)的计算固有守恒律的方法;第四,实现以上算法过程中,我们先把计算(扩充)守恒律和对称问题均归结为求解超定线性齐次偏微分方程组(确定方程组)的问题.然后,对此关键问题我们提出了用微分形式吴方法处理的有效算法;最后,作为方法的应用我们计算确定了非线性电报方程组在内的五个发展方程(组)的新守恒律和对称,同时也说明了方法的有效性.     

Symmetries, Conservation Laws, and Cohomology of Maxwell's Equations Using Potentials

New nonlocal symmetries and conservation laws are derived for Maxwell's equations in 3 + 1 dimensional Minkowski space using a covariant system of joint vector potentials for the electromagnetic tensor field and its dual. A key property of this system, as well as of this class of new symmetries and conservation laws, is their invariance under the duality transformation that exchanges the electromagnetic field with its dual. (In contrast the standard potential system using a single vector potential is not duality-invariant.) The nonlocal symmetries of Maxwell's equations come from an explicit classification of all symmetries of a certain natural geometric form admitted by the joint potential system in Lorentz gauge. In addition to scaling and duality-rotation symmetries, and the well-known Poincaré and dilation symmetries which involve homothetic Killing vectors, the classification yields new geometric symmetries involving Killing–Yano tensors related to rotations/boosts and inversions. The nonlocal conservation laws of Maxwell's equations are constructed from these geometric symmetries by applying a conserved current formula that uses the joint potentials and directly generates conservation laws from any (local or nonlocal) symmetries of Maxwell's equations. This formula is shown to arise through a series of mappings that relate, respectively, symmetries/adjoint-symmetries of the joint potential system and adjoint-symmetries/symmetries of Maxwell's equations. The mappings are derived as by-products of the study of cohomology of closed one-forms and two-forms locally constructed from the electromagnetic field and its derivatives to any finite order for all solutions of Maxwell's equations. In particular it is shown that the only nontrivial cohomology consists of the electromagnetic field (two-form) itself as well as its dual (two-form), and that this two-form cohomology is killed by the introduction of corresponding potentials.     

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.

     

Blow-up phenomena for a family of Burgers-like equations

By introducing a stress multiplier we derive a family of Burgers-like equations. We investigate the blow-up phenomena of the equations both on the real line R and on the circle S to get a comparison with the Degasperis-Procesi equation. On the line R, we first establish the local well-posedness and the blow-up scenario. Then we use conservation laws of the equations to get the estimate for the L^∞-norm of the strong solutions, by which we prove that the solutions to the equations may blow up in the form of wave breaking for certain initial profiles. Analogous results are provided in the periodic case. Especially, we find differences between the Burgers-like equations and the Degasperis-Procesi equation, see Remark 4.1.     

Hugoniot–Maslov chains of a shock wave in conservation law with polynomial flow

In this paper we give a theoretical foundation to the asymptotical development proposed by V. P. Maslov for shock type singular solutions of conservations laws, in the framework of Colombeau theory of generalized functions. Indeed, operating with Colombeau differential algebra of simplified generalized functions, we proof that Hugoniot–Maslov chains are necessary conditions for the existence of shock waves in conservation laws with polynomial flows. As a particular case, these equations include the Hugoniot–Maslov chains for shock waves in the Hopf equation. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

Upwind finite volume schemes for weakly coupled hyperbolic systems of conservation laws in 2D

Summary. Systems of nonlinear hyperbolic conservation laws in two space dimensions are considered which are characterized by the fact that the coupling of the equations is only due to source terms. To solve these weakly coupled systems numerically a class of explicit and implicit upwind finite volume methods on unstructured grids is presented. Provided an unique entropy solution of the system of conservation laws exists we prove that the approximations obtained by these schemes converge for vanishing discretization parameter to this entropy solution. These results are applied to examples from combustion theory and hydrology where the existence of entropy solutions can be shown. The proofs rely on an extension of a result due to DiPerna concerning measure valued solutions to the case of weakly coupled hyperbolic systems. Received April 29, 1997     

Numerical Solution of a Scalar One-Dimensional Monotonicity-Preserving Nonlocal Nonlinear Conservation Law

In this paper, we present numerical studies of a recently proposed scalar nonlocal nonlinear conservation law in one space dimension. The nonlocal model accounts for nonlocal interactions over a finite horizon and enjoys maximum principle, monotonicity-preserving and entropy condition on the continuum level. Moreover, it has a well-defined local limit given by a conventional local conservation laws in the form of partial differential equations. We discuss convergent numerical approximations that preserve similar properties on the discrete level. We also present numerical experiments to study various limiting behavior of the numerical solutions.     

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).     

Numerical computation of viscous profiles for hyperbolic conservation laws

Viscous profiles of shock waves in systems of conservation laws can be viewed as heteroclinic orbits in associated systems of ordinary differential equations (ODE). In the case of overcompressive shock waves, these orbits occur in multi-parameter families. We propose a numerical method to compute families of heteroclinic orbits in general systems of ODE. The key point is a special parameterization of the heteroclinic manifold which can be understood as a generalized phase condition; in the case of shock profiles, this phase condition has a natural interpretation regarding their stability. We prove that our method converges and present numerical results for several systems of conservation laws. These examples include traveling waves for the Navier-Stokes equations for compressible viscous, heat-conductive fluids and for the magnetohydrodynamics equations for viscous, heat-conductive, electrically resistive fluids that correspond to shock wave solutions of the associated ideal models, i.e., the Euler, resp. Lundquist, equations.

     

The vanishing viscosity method for the sensitivity analysis of an optimal control problem of conservation laws in the presence of shocks

In this article we study, by the vanishing viscosity method, the sensitivity analysis of an optimal control problem for 1-D scalar conservation laws in the presence of shocks. It is reduced to investigate the vanishing viscosity limit for the nonlinear conservation law, the corresponding linearized equation and its adjoint equation, respectively. We employ the method of matched asymptotic expansions to construct approximate solutions to those equations. It is then proved that the approximate solutions, respectively, satisfy those viscous equations in the asymptotic sense, and converge to the solutions of the corresponding inviscid problems with certain convergent rates. A new equation for the variation of shock positions is derived. It is also discussed how to identify descent directions to find the minimizer of the viscous optimal control problem in the quasi-shock case.     

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.