Hopf-Lax type formulas and hypercontractivity

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Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations

Summary. This paper considers the questions of convergence of: (i) MUSCL type (i.e. second-order, TVD) finite-difference approximations towards the entropic weak solution of scalar, one-dimensional conservation laws with strictly convex flux and (ii) higher-order schemes (filtered to ``preserve' an upper-bound on some weak second-order finite differences) towards the viscosity solution of scalar, multi-dimensional Hamilton-Jacobi equations with convex Hamiltonians. Received May 16, 1994     

Numerical approximations of one-dimensional linear conservation equations with discontinuous coefficients

Conservative linear equations arise in many areas of application, including continuum mechanics or high-frequency geometrical optics approximations. This kind of equation admits most of the time solutions which are only bounded measures in the space variable known as duality solutions. In this paper, we study the convergence of a class of finite-difference numerical schemes and introduce an appropriate concept of consistency with the continuous problem. Some basic examples including computational results are also supplied.

     

Convex conservation laws with discontinuous coefficients. existence,uniqueness and asymptotic behavior

Existence and uniqueness is proved, in the class of functions satisfying a wave entropy condition, of weak solutions to a conservation law with a flux function that may depend discontinuously on the space variable. The large time limit is then studied, and explicit formulas for this limit is given in the case where the initial data as well as the x dependency of the flux vary periodically. Throughout the paper, front tracking is used as a method of analysis. A numerical example which illustrates the results and method of proof is also presented.     

Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians

In this paper we prove a stability result for Hamilton-Jacobi equations with an integro-differential term for discontinuous Hamiltonians. This type of equations arises in various problems concerning, for example, the control of diffusion processes with jumps, the theory of large deviations for processes with jumps, and the theory of piecewise deterministic processes.     

IBVPs for scalar conservation laws with time discontinuous fluxes

The initial boundary value problem for a class of scalar nonautonomous conservation laws in 1 space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity assumptions on the flow are extended to a merely dependence on time. These results ensure, for instance, the well‐posedness of a class of vehicular traffic models with time‐dependent speed limits. A traffic management problem is then shown to admit an optimal solution.     

Uniqueness for second-order parabolic equations with discontinuous coefficients

We prove uniqueness of the good solution to the Cauchy–Dirichlet (C–D) problem for linear non-variational parabolic equations with the coefficients of the principal part with discountinuities, in cases in which in general uniqueness of strong solutions in Sobolev spaces does not hold. In particular, we prove uniqueness when the discontinuities of the coefficients are contained in a hyperplane t = t ₀ and, with an extra condition on the eigenvalues of the matrix, in a line segment x = x ₀. Mathematics Subject Classification. 35A05, 35K10, 35K20 Dedicated to the memory of Gene Fabes.     

Explicit formulas for wavelet-homogenized coefficients of elliptic operators

Wavelet-based homogenization provides a method for constructing a coarse-grid discretization of a variable–coefficient differential operator that implicitly accounts for the influence of the fine scale medium parameters on the coarse scale of the solution. The method is applied to discretizations of operators of the form in one dimension and μ(x)Δ in one and more dimensions. The resulting homogenized matrices are shown to correspond to differential operators of the same (or closely related) form. In dimension one, results are obtained for periodic two-phase and for arbitrary coefficients μ(x). For periodic two-phase coefficients, the homogenized coefficients may be computed exactly as the harmonic mean of the function μ. For non-periodic coefficients, the “mass-lumping” approximation results in an explicit formula for the homogenized coefficients. In higher dimensions, results are obtained for operators of the form μ(x)Δ, where μ(x) may or may not be periodic; explicit formulae for the homogenized coefficients are also derived. Numerical examples in 1D and 2D are also presented.     

Hopf-Lax type formula for non monotonic autonomous Hamilton Jacobi equations

We give an explicit formula for a solution of Hamilton-Jacobi equation u_t+H(u,Du)=0 in with initial condition u(x,0)=u₀(x), where p H(u,p) is convex, positively homogeneous of degree one and the Hamiltonian H need not satisfy the monotonicity condition in u.     

A relaxation scheme for conservation laws with a discontinuous coefficient

We study a relaxation scheme of the Jin and Xin type for conservation laws with a flux function that depends discontinuously on the spatial location through a coefficient . If , we show that the relaxation scheme produces a sequence of approximate solutions that converge to a weak solution. The Murat-Tartar compensated compactness method is used to establish convergence. We present numerical experiments with the relaxation scheme, and comparisons are made with a front tracking scheme based on an exact Riemann solver.     

Explicit formula for scalar non-linear conservation laws with boundary condition

We prove an uniqueness and existence theorem for the entropy weak solution of non-linear hyperbolic conservation laws of the form , with initial data and boundary condition. The scalar function u = u(x, t), x > 0, t > 0, is the unknown; the function f = f(u) is assumed to be strictly convex. We also study the weighted Burgers' equation: α ? ? . We give an explicit formula, which generalizes a result of Lax. In particular, a free boundary problem for the flux f(u(.,.)) at the boundary is solved by introducing a variational inequality. The uniqueness result is obtained by extending a semigroup property due to Keyfitz.     

Second order scheme for scalar conservation laws with discontinuous flux

Burger, Karlsen, Torres and Towers in [9] proposed a flux TVD (FTVD) second order scheme with Engquist–Osher flux, by using a new nonlocal limiter algorithm for scalar conservation laws with discontinuous flux modeling clarifier thickener units. In this work we show that their idea can be used to construct FTVD second order scheme for general fluxes like Godunov, Engquist–Osher, Lax–Friedrich, … satisfying (A, B)-interface entropy condition for a scalar conservation law with discontinuous flux with proper modification at the interface. Also corresponding convergence analysis is shown. We show further from numerical experiments that solutions obtained from these schemes are comparable with the second order schemes obtained from the minimod limiter.     

Explicit formulas for the estimation of linear regression coefficients

Lithuanian Mathematical Journal -