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.     

A remark on duality solutions for some weakly nonlinear scalar conservation laws

We investigate existence and uniqueness of duality solutions for a scalar conservation law with a nonlocal interaction kernel. Following Bouchut and James (1999) [3], a notion of duality solution for such a nonlinear system is proposed, for which we do not have uniqueness. However we prove that a natural definition of the flux allows to select a solution for which uniqueness holds.     

Two new moving boundary problems for scalar conservation laws

The application of the theory of scalar conservation laws to semiconductor device fabrication is described. This application is the source of a Stefan problem and another moving boundary problem for a class of such equations. The analogue of the Riemann problem for these problems is analyzed and solved. Conditions on the boundary values that characterize physically correct solutions are derived.     

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.     

A quantitative compactness estimate for scalar conservation laws

In the case of a scalar conservation law with convex flux in space dimension one, P. D. Lax proved [Comm. Pure and Appl. Math. 7 (1954)] that the semigroup defining the entropy solution is compact in L for each positive time. The present note gives an estimate of the ?‐entropy in L of the set of entropy solutions at time t > 0 whose initial data run through a bounded set in L¹. © 2005 Wiley Periodicals, Inc.     

Stochastic scalar conservation laws

We introduce a notion of stochastic entropic solution à la Kruzkov, but with Ito's calculus replacing deterministic calculus. This results in a rich family of stochastic inequalities defining what we mean by a solution. A uniqueness theory is then developed following a stochastic generalization of L¹ contraction estimate. An existence theory is also developed by adapting compensated compactness arguments to stochastic setting. We use approximating models of vanishing viscosity solution type for the construction. While the uniqueness result applies to any spatial dimensions, the existence result, in the absence of special structural assumptions, is restricted to one spatial dimension only.     

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.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

Weakly nonoscillatory schemes for scalar conservation laws

A new class of Godunov-type numerical methods (called here weakly nonoscillatory or WNO) for solving nonlinear scalar conservation laws in one space dimension is introduced. This new class generalizes the classical nonoscillatory schemes. In particular, it contains modified versions of Min-Mod and UNO. Under certain conditions, convergence and error estimates for WNO methods are proved.

     

Kruzkov's estimates for scalar conservation laws revisited

We give a synthetic statement of Kruzkov-type estimates for multi-dimensional scalar conservation laws. We apply it to obtain various estimates for different approximation problems. In particular we recover for a model equation the rate of convergence in known for finite volume methods on unstructured grids.

Les estimations de Kruzkov pour les lois de conservation scalaires revisitées

Résumé Nous donnons un énoncé synthétique des estimations de type de Kruzkov pour les lois de conservation scalaires multidimensionnelles. Nous l'appliquons pour obtenir d'estimations nombreuses pour problèmes différents d'approximation. En particulier, nous retrouvons pour une équation modèle la vitesse de convergence en connue pour les méthodes de volumes finis sur des maillages non structurés.

     

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     

Total oscillation diminishing property for scalar conservation laws

Summary. We prove a BV estimate for scalar conservation laws that generalizes the classical Total Variation Diminishing property. In fact, for any Lipschitz continuous monotone :, we have that |(u)|_TV() is nonincreasing in time. We call this property Total Oscillation Diminishing because it is in contradiction with the oscillations observed recently in some numerical computations based on TVD schemes. We also show that semi-discrete Total Variation Diminishing finite volume schemes are TOD and that the fully discrete Godunov scheme is TOD.Mathematics Subject Classification (2000): 35L65, 35K55, 65M20     

Large deviations principles for stochastic scalar conservation laws

Large deviations principles for a family of scalar 1 + 1 dimensional conservative stochastic PDEs (viscous conservation laws) are investigated, in the limit of jointly vanishing noise and viscosity. A first large deviations principle is obtained in a space of Young measures. The associated rate functional vanishes on a wide set, the so-called set of measure-valued solutions to the limiting conservation law. A second order large deviations principle is therefore investigated, however, this can be only partially proved. The second order rate functional provides a generalization for non-convex fluxes of the functional introduced by Jensen and Varadhan in a stochastic particles system setting.     

Nonlinear diffusive-dispersive limits for scalar multidimensional conservation laws

We consider a class of multidimensional conservation laws with vanishing nonlinear diffusion and dispersion terms. Under a condition on the relative size of the diffusion and dispersion coefficients, we show that the approximate solutions converge in a strong topology to the entropy solution of a scalar conservation law. Our proof is based on methodology developed in [S. Hwang, A.E. Tzavaras, Kinetic decomposition of approximate solutions to conservation laws: Applications to relaxation and diffusion-dispersion approximations, Comm. Partial Differential Equations 27 (2002) 1229-1254] which uses the averaging lemma.     

A kinetic method for strictly nonlinear conservation laws

Ideas from kinetic theory are used to construct a new solution method for nonlinear conservation laws of the formu ₁+f(u)_x=0. We choose a class of distribution functionsG=G(t, x, ), which are compactly supported with respect to the artificial velocity. This can be done in an optimal way, i.e. so that the-integral of the solution of the linear kinetic equationG _t+G_x=0 solves the nonlinear conservation law exactly.Introducing a time step and variousx-discretisations one easily obtains a variety of numerical schemes. Among them are interesting new methods as well as known upstream schemes, which get a new interpretation and the possibility to incorporate boundary value problems this way.     

A priori error estimates for numerical methods for scalar conservation laws. Part I: The general approach

In this paper, we construct a general theory of a priori error estimates for scalar conservation laws by suitably modifying the original Kuznetsov approximation theory. As a first application of this general technique, we show that error estimates for conservation laws can be obtained without having to use explicitly any regularity properties of the approximate solution. Thus, we obtain optimal error estimates for the Engquist-Osher scheme without using the fact (i) that the solution is uniformly bounded, (ii) that the scheme is total variation diminishing, and (iii) that the discrete semigroup associated with the scheme has the -contraction property, which guarantees an upper bound for the modulus of continuity in time of the approximate solution.

     

On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws

In this paper we study the initial problem for a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws. The equation is driven by Lévy space-time white noise in the following form:

(t_∂−A)u+x_∂q(u)=f(u)+g(u)Ft,x     

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.     

Finite-difference schemes for scalar conservation laws with source terms

Explicit and semi-implicit finite-difference schemes approximatingnon-homogeneous scalar conservation laws are analyzed. Optimalerror bounds independent of the stiffness of the underlyingequation are presented. This author has been supported by The Norwegian Research Council(NFR), program No 100284/431. e-mail: schroll{at}igpm.rwth-aachen.de This author has been supported by The Norwegian Research Council(NFR), program Nos 100284/431 and STP.29643. e-mail: ragnar{at}ifi.uio.no