We establish local-in-time existence and uniqueness results for nonlocal conservation laws in several space dimensions under weak (that is, Sobolev or BV) differentiability assumptions on the convolution kernel. In contrast to the case of a smooth kernel, in general the solution experiences finite-time blow-up. We provide an explicit example showing that solutions corresponding to different smooth approximations of the convolution kernel in general converge to different measures after the blow-up time. This rules out a fairly natural strategy for extending the notion of solution of the nonlocal conservation law after the blow-up time.
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux.
Cell-cell adhesion is an inherently nonlocal phenomenon. Numerous partial differential equation models with nonlocal term have been recently presented to describe this phenomenon, yet the mathematical properties of nonlocal adhesion model are not well understood. Here we consider a model with two kinds of nonlocal cell-cell adhesion, satisfying no-flux conditions in a multidimensional bounded domain. We show global-in-time well-posedness of the solution to this model and obtain the uniform boundedness of solution.
Under a precise genuine nonlinearity assumption we establish the decay of entropy solutions of a multidimensional scalar conservation law with merely continuous flux and with initial data being a sum of periodic function and a function vanishing at infinity (in the sense of measure).
We show that Kruzhkov's theory of entropy solutions to multidimensional scalar conservation laws can be entirely recast in L2 and fits into the general theory of maximal monotone operators in Hilbert spaces. Our approach is based on a combination of level-set, kinetic and transport-collapse approximations, in the spirit of previous works by Giga, Miyakawa, Osher, Tsai and the author.
Some of recent important developments are overviewed, several longstanding open problems are discussed, and a perspective is presented for the mathematical theory of multidimensional conservation laws. Some basic features and phenomena of multidimensional hyperbolic conservation laws are revealed, and some samples of multidimensional systems/models and related important problems are presented and analyzed with emphasis on the prototypes that have been solved or may be expected to be solved rigorously at least for some cases. In particular, multidimensional steady supersonic problems and transo…
We deal with the problem of approximating a scalar conservation law by a conservation law with nonlocal flux. As convolution kernel in the nonlocal flux, we consider an exponential-type approximation of the Dirac distribution. This enables us to obtain a total variation bound on the nonlocal term. By using this, we prove that the (unique) weak solution of the nonlocal problem converges strongly in $C(L^{1}_{\text{loc}})$ to the entropy solution of the local conservation law. We conclude with several numerical illustrations which underline the main results and, in particular, the difference bet…
In this paper we study the Cauchy problem for one multidimensional compressible nonlocal model of the dissipative quasi-geostrophic equations. First, we obtain the local existence and uniqueness of the smooth non-negative solution or the strong solution in time. Secondly, for the sub-critical and critical case $1\leα\leq 2$, we obtain the global existence and uniqueness results of the nonnegative smooth solution. Then, we prove the global existence of the weak solution for $0\le α\le 2$ and $ν\ge 0$. Finally, for the sub-critical case, we establish the global $H^1$ and $L^p, p>2,$ decay rate o…
We consider elliptic equations of order $2m$ in a bounded domain $Q\subset\mathbb R^n$ with nonlocal boundary-value conditions connecting the values of a solution and its derivatives on $(n-1)$-dimensional smooth manifolds $Γ_i$ with the values on manifolds $ω_{i}(Γ_i)$, where $\bigcup_i\overline{Γ_i}=\partial Q$ is a boundary of $Q$ and $ω_i$ are $C^\infty$ diffeomorphisms. By proving a priori estimates for solutions and constructing a right regularizer, we show the Fredholm solvability in weighted space. For nonlocal elliptic problems with a parameter, we prove the unique solvability.
We are interested in a nonlocal conservation law which describes the morphodynamics of sand dunes sheared by a fluid flow, recently proposed by Andrew C. Fowler. We prove that constant solutions of Fowler's equation are non-linearly unstable. We also illustrate this fact using a finite difference scheme.
We investigate the structure of solutions of conservation laws with discontinuous flux under quite general assumption on the flux. We show that any entropy solution admits traces on the discontinuity set of the coefficients and we use this to prove the validity of a generalized Kato inequality for any pair of solutions. Applications to uniqueness of solutions are then given.
In some models involving nonlinear conservation laws, physical mechanisms exist which prevent the formation of shocks. This gives rise to conservation laws with a constraint on the gradient of the solution. We approach this problem by studying a related conservation law with a spatial nonlocal term. We prove existence, uniqueness and stability of solution of the Cauchy problem for this nonlocal conservation law. In turn, this allows us to provide a notion of solution to the conservation law with a gradient constraint. The proof of existence is based on a time-stepping technique, and an $L^1$-c…
We provide an informal overview of recent developments concerning the singular local limit of nonlocal conservation laws. In particular, we discuss some counterexamples to convergence and we highlight the role of numerical viscosity in the numerical investigation of the nonlocal-to-local limit. We also state some open questions and describe recent related progress.
In this contribution we study the singular limit problem of a nonlocal conservation law with a discontinuity in space. The specific choice of the nonlocal kernel involving the spatial discontinuity as well enables it to obtain a maximum principle for the nonlocal equation. The corresponding local equation can be transformed diffeomorphically to a classical scalar conservation law where the well-know Kružkov theory can be applied. However, the nonlocal equation does not scale that way which is why the study of convergence is interesting to pursue. For exponential kernels in the nonlocal operato…
We explore Young measure solutions of systems of conservation laws through an alternative variational method that introduces a suitable, non-negative error functional to measure departure of feasible fields from being a weak solution. Young measure solutions are then understood as being generated by minimizing sequences for such functional much in the same way as in non-convex, vector variational problems. We establish an existence result for such generalized solutions based on an appropriate structural condition on the system. We finally discuss how the classic concept of a Young measure solu…
We consider conservation laws with nonlocal velocity and show for nonlocal weights of exponential type that the unique solutions converge in a weak or strong sense (dependent on the regularity of the velocity) to the entropy solution of the local conservation law when the nonlocal weight approaches a Dirac distribution. To this end, we establish first a uniform total variation estimate on the nonlocal velocity which enables it to prove that the nonlocal solution is entropy admissible in the limit. For the entropy solution, we use a tailored entropy flux pair which allows the usage of only one …
This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator and a multiplicative noise. Our proof for uniqueness is based upon the analysis on double variables method and the existence is enabled by a parabolic approximation.
Nonlocal Approximation Principle for Entropy Solutions of Scalar Conservation Laws
Institute of Mathematics, University of Rostock(罗斯托克大学数学研究所);Department of Mathematics, Friedrich-Alexander-University (FAU) Erlangen-Nürnberg(埃尔朗根-纽伦堡弗里德里希·亚历山大大学数学系)
We investigate a class of nonlocal conservation laws in several space dimensions, where the continuum average of weighted nonlocal interactions are considered over a finite horizon. We establish well-posedness for a broad class of flux functions and initial data via semigroup theory in Banach spaces and, in particular, via the celebrated Crandall-Liggett Theorem. We also show that the unique mild solution satisfies a Kružkov-type nonlocal entropy inequality. Similarly to the local case, we demonstrate an efficient way of proving various desirable qualitative properties of the unique solution.
We introduce a kinetic formulation for scalar conservation laws with nonlocal and nonlinear diffusion terms. We deal with merely L 1 initial data, general self-adjoint pure jump L{é}vy operators, and locally Lipschitz nonlinearities of porous medium kind possibly strongly degenerate. The cornerstone of the formulation and the uniqueness proof is an adequate explicit representation of the nonlocal dissipation measure. This approach is inspired from the second order theory unlike the cutting technique previously introduced for bounded entropy solutions. The latter technique no longer seems to fi…
The obstacle problem for scalar conservation laws with nonlocal dynamics
Escola de Matemática Aplicada, Fundação Getulio Vargas(应用数学学院,热图利奥·瓦加斯基金会);Institute of Mathematics, Universität Rostock(罗斯托克大学数学研究所);Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU)(埃尔朗根-纽伦堡弗里德里希-亚历山大大学)
This work is devoted to examine the uniqueness and existence of kinetic solutions for a class of scalar conservation laws involving a nonlocal super-critical diffusion operator. Our proof for uniqueness is based upon the analysis on a microscopic contraction functional and the existence is enabled by a parabolic approximation. As an illustration, we obtain the existence and uniqueness of kinetic solutions for the generalized fractional Burgers-Fisher type equations. Moreover, we demonstrate the kinetic solutions' Lipschitz continuity in time, and continuous dependence on nonlinearities and Lév…
We consider an initial value problem for a nonlocal differential equation with a bistable nonlinearity in several space dimensions. The equation is an ordinary differential equation with respect to the time variable t, while the nonlocal term is expressed in terms of spatial integration. We discuss the large time behavior of solutions and prove, among other things, the convergence to steady-states. The proof that the solution orbits are relatively compact is based upon the rearrangement theory.
Nonlocal Lotka-Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses co-exist? We will explain how these questions relate to the so-called "constrained Hamilton-Jacobi equation" and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist…
We study nonlocal conservation laws with a discontinuous flux function of regularity $\mathsf{L}^{\infty}(\mathbb{R})$ in the spatial variable and show existence and uniqueness of weak solutions in $\mathsf{C}\big([0,T];\mathsf{L}^{1}_{\text{loc}}(\mathbb{R})\big)$, as well as related maximum principles. We achieve this well-posedness by a proper reformulation in terms of a fixed-point problem. This fixed-point problem itself necessitates the study of existence, uniqueness and stability of a class of discontinuous ordinary differential equations. On the ODE level, we compare the solution type …
We give an answer to a question posed in [P. Amorim, R. Colombo, and A. Teixeira, ESAIM Math. Model. Numerics. Anal. 2015], which can be loosely speaking formulated as follows. Consider a family of continuity equations where the velocity depends on the solution via the convolution by a regular kernel. In the singular limit where the convolution kernel is replaced by a Dirac delta, one formally recovers a conservation law: can we rigorously justify this formal limit? We exhibit counterexamples showing that, despite numerical evidence suggesting a positive answer, one in general does not have co…
We consider two scalar conservation laws with non-local flux functions, describing traffic flow on roads with rough conditions. In the first model, the velocity of the car depends on an averaged downstream density, while in the second model one considers an averaged downstream velocity. The road condition is piecewise constant with a jump at $x=0$. We study stationary traveling wave profiles cross $x=0$, for all possible cases. We show that, depending on the case, there could exit infinitely many profiles, a unique profile, or no profiles at all. Furthermore, some of the profiles are time asym…
Consider a nonlocal conservation 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 (a…
In this paper, the problem on formation and construction of a multidimensional shock wave is studied for the first order conservation law $\partial_t u+\partial_x F(u)+\partial_y G(u)=0$ with smooth initial data $u_0(x,y)$. It is well-known that the smooth solution $u$ will blow up on the time $T^*=-\frac{1}{\min{H(ξ,η)}}$ when $\min{H(ξ,η})<0$ holds for $H(ξ,η)=\partial_ξ(F'(u_0(ξ,η)))+\partial_η(G'(u_0(ξ,η)))$, more precisely, only the first order derivatives $\nabla_{t,x,y}u$ blow up on $t=T^*$ meanwhile $u$ itself is still continuous until $t=T^*$. Under the generic nondegenerate condition…
We consider multidimensional conservation laws perturbed by multiplicative Lévy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the Itô-Lévy chain rule. The multidimensionality requires a generalized interpretation of the entropy inequalities to accommodate Young measure-valued solutions. We first establish the existence of entropy solutions in the generalized sense via the vanishing viscosity method, and then establish the $L^1$-contraction principle. Finally, the $L^1$ contraction principle is used to argue that th…
We establish nonlinear stability and asymptotic behavior of traveling periodic waves of viscous conservation laws under localized perturbations or nonlocalized perturbations asymptotic to constant shifts in phase, showing that long-time behavior is governed by an associated second-order formal Whitham modulation system. A key point is to identify the way in which initial perturbations translate to initial data for this formal system, a task accomplished by detailed estimates on the linearized solution operator about the background wave. Notably, our approach gives both a common theoretical tre…
In this paper, we study the output feedback stabilization for a scalar conservation law with a nonlocal velocity, that models a highly re-entrant manufacturing system as encountered in semi-conductor production. By spectral analysis, we obtain a complete result on the exponential stabilization for the linearized control system. Moreover, by using a Lyapunov function approach, we also prove the exponential stabilization results for the nonlinear control system in certain cases.
In this paper we study the hydrodynamic limit of a B.G.K. like kinetic model on domains with boundaries via $BV_{loc}$ theory. We obtain as a consequence existence results for scalar multidimensional conservation laws with kinetic boundary conditions. We require that the initial and boundary data satisfy the optimal assumptions that they all belong to $L^1\cap L^\infty$ with the additional regularity assumptions that the initial data are in $BV_{loc}$. We also extend our hydrodynamic analysis to the case of a generalized kinetic model to account for forces effects and we obtain as a consequenc…
We consider a conservation law model of traffic flow, where the velocity of each car depends on a weighted average of the traffic density $ρ$ ahead. The averaging kernel is of exponential type: $w_\varepsilon(s)=\varepsilon^{-1} e^{-s/\varepsilon}$. For any decreasing velocity function $v$, we prove that, as $\varepsilon\to 0$, the limit of solutions to the nonlocal equation coincides with the unique entropy-admissible solution to the scalar conservation law $ρ_t + (ρv(ρ))_x=0$.
We extend the recent work of Oliveras arXiv:2008.00940 and Oliveras & Calatola-Young arXiv:2105.07580 to develop a new nonlocal formulation of the water-wave problem for a three-dimensional fluid with a two-dimensional free surface for an inviscid and irrotational fluid over a flat bathymetry. Using this new formulation, we show how one can systematically derive Benjamin & Olver's twelve conservation laws without explicitly relying on the underlying Lie symmetries. This allows us to make draw new conclusions about conservation laws and posit the potential existence of additional, nonlocal, con…
This article concerns a scalar multidimensional conservation law where the flux is of Panov type and may contain spatial discontinuities. We define a notion of entropy solution and prove that entropy solutions are unique. We propose a Godunov-type finite volume scheme and prove that the Godunov approximations converge to an entropy solution, thus establishing existence of entropy solutions. We also show that our numerical scheme converges at an optimal rate of $\mathcal{O}(\sqrt{\D t}).$ To the best of our knowledge, convergence of the Godunov type methods in multi-dimension and error estimate…
We propose a new sufficient non-degeneracy condition for the strong precompactness of bounded sequences satisfying the nonlinear first-order differential constraints. This result is applied to establish the decay property for periodic entropy solutions to multidimensional scalar conservation laws.
In this work we introduce the obstacle-mass constraint problem for a multidimensional scalar hyperbolic conservation law. We prove existence of an entropy solution to this problem by a penalization/viscosity method. The mass constraint introduces a nonlocal Lagrange multiplier in the penalized equation, giving rise to a nonlocal parabolic problem. We determine conditions on the initial data and on the obstacle function which ensure global in time existence of solution. These are not smoothness conditions, but relate to the propagation of the support of the initial data.
We explore numerical approximation of multidimensional stochastic balance laws driven by multiplicative Lévy noise via flux- splitting finite volume method. The convergence of the approximations is proved towards the unique entropy solution of the underlying problem.
A set of infinitely many nonlocal conservation laws are revealed for (1+1)-dimensional evolution equations. For some special known integrable systems, say, the KdV and Dym equations, it is found that different nonlocal conservation laws can lead to same new integrable systems via reciprocal transformation. On the other hand, it can be considered as one solution of the new model obtained via reciprocal transformation(s) can be changed to different solutions of the original model. The fact indicates also that two or more different (local and nonlocal) conservation laws can be used to find implic…