The long-time behaviour of solutions of systems of conservation laws has been extensively studied. In particular, Liu and Zeng \cite{liu:1997} have given a detailed exposition of the leading order asymptotics of solutions close to a constant background state. In this paper, we extend the analysis of \cite{liu:1997} by examining higher order terms in the asymptotics in the framework of the so-called two dimensional p-system, though we believe that our methods and results also apply to more general systems. We give a constructive procedure for obtaining these terms, and we show that their structure is determined by the interplay of the parabolic and hyperbolic parts of the problem. In particular, we prove that the corresponding solutions develop long tails that precede the characteristics.
I consider the existence and structure of conservation laws for the general class of evolutionary scalar second-order differential equations with parabolic symbol. First I calculate the linearized characteristic cohomology for such equations. This provides an auxiliary differential equation satisfied by the conservation laws of a given parabolic equation. This is used to show that conservation laws for any evolutionary parabolic equation depend on at most second derivatives of solutions. As a corollary, it is shown that the only evolutionary parabolic equations with at least one non-trivial co…
I consider the geometry of the general class of scalar 2nd-order differential equations with parabolic symbol, including non-linear and non-evolutionary parabolic equations. After defining the appropriate $G$-structure to model parabolic equations, I apply Cartan techniques to determine local geometric invariants (quantities invariant up to a generalized change of variables). One family of invariants gives a geometric characterization for parabolic equation of Monge-Ampère type. A second family of invariants determines when a parabolic equation has a local choice of coordinates putting it in e…
Turing patterns on unbounded domains have been widely studied in systems of reaction-diffusion equations. However, up to now, they have not been studied for systems of conservation laws. Here, we (i) derive conditions for Turing instability in conservation laws and (ii) use these conditions to find families of periodic solutions bifurcating from uniform states, numerically continuing these families into the large-amplitude regime. For the examples studied, numerical stability analysis suggests that stable periodic waves can emerge either from supercritical Turing bifurcations or, via secondary…
The aim article is to contribute to the definition of a versatile language for metastability in the context of partial differential equations of evolutive type. A general framework suited for parabolic equations in one dimensional bounded domains is proposed, based on choosing a family of approximate steady states, and on the spectral properties of the linearized operators at such states. The slow motion for solutions belonging to a cylindrical neighborhood of the family of approximate steady states is analyzed by means of a system of an ODE for the parameter $ξ$ that describes the family, cou…
We prove the convergence of quasilinear parabolic viscous approximations to the entropy solution (in the sense of Bardos-Leroux-Nedelec) of a scalar conservation law, considered on a bounded domain in $\R^d$.
We study the solutions $u=u(x,t)$ to the Cauchy problem on $\mathbb Z^d\times(0,\infty)$ for the parabolic equation $\partial_t u=Δu+ξu$ with initial data $u(x,0)=1_{\{0\}}(x)$. Here $Δ$ is the discrete Laplacian on $\mathbb Z^d$ and $ξ=(ξ(z))_{z\in\mathbb Z^d}$ is an i.i.d.\ random field with doubly-exponential upper tails. We prove that, for large $t$ and with large probability, a majority of the total mass $U(t):=\sum_x u(x,t)$ of the solution resides in a bounded neighborhood of a site $Z_t$ that achieves an optimal compromise between the local Dirichlet eigenvalue of the Anderson Hamilton…
We consider partial differential equations (PDE) of drift-diffusion type in the unit interval, supplemented by either two conservation laws or by a conservation law and a further boundary condition. We treat two different cases: (i) uniform parabolic problems; (ii) degenerated problems at the boundaries. The former can be treated in a very general and complete way, much as the traditional boundary value problems. The latter, however, bring new issues, and we restrict our study to a class of forward Kolmogorov equations that arise naturally when the corresponding stochastic process has either o…
We consider the so-called \emph{discrete $p$-Laplacian}, a nonlinear difference operator that acts on functions defined on the nodes of a possibly infinite graph. We study the associated nonlinear Cauchy problem and identify the generator of the associated nonlinear semigroups. We prove higher order time regularity of the solutions. We investigate the long-time behavior of the solutions and discuss in particular finite extinction time and conservation of mass. Namely, on one hand, for small $p$ if an infinite graph satisfies some isoperimetric inequality, then the solution to the parabolic $p$…
We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian noise and periodic boundary conditions, we prove that the pathwise entropy solutions converge to their spatial average and provide an estimate on the rate of convergence. The third main result of the paper is a new regularization result in the spirit of averaging lemmata. This work extends both the framework of pathwise entropy solutions for stochastic scalar c…
Extending to systems of hyperbolic--parabolic conservation laws results of Howard and Zumbrun for strictly parabolic systems, we show for viscous shock profiles of arbitrary amplitude and type that necessary spectral (Evans function) conditions for linearized stability established by Mascia and Zumbrun are also sufficient for linearized and nonlinear phase-asymptotic stability, yielding detailed pointwise estimates and sharp rates of convergence in $L^p$, $1\le p\le \infty$.
We show that the Cauchy Problem for a randomly forced, periodic multi-dimensional scalar first-order conservation law with additive or multiplicative noise is well-posed: it admits a unique solution, characterized by a kinetic formulation of the problem, which is the limit of the solution of the stochastic parabolic approximation.
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.
This article investigates the long-time behaviour of parabolic scalar conservation laws of the type $\partial_t u + \mathrm{div}_yA(y,u) - Δ_y u=0$, where $y\in\mathbb R^N$ and the flux $A$ is periodic in $y$. More specifically, we consider the case when the initial data is an $L^1$ disturbance of a stationary periodic solution. We show, under polynomial growth assumptions on the flux, that the difference between $u$ and the stationary solution vanishes for large times in $L^1$ norm. The proof uses a self-similar change of variables which is well-suited for the analysis of the long time behavi…
We establish the well-posedness of the Neumann problem for stochastic conservation laws with multiplicative noise. As a major step for establishing the uniqueness of the kinetic solution to the referred problem we establish the new strong trace property for stochastic conservation laws. Existence of kinetic solutions is proved through the vanishing viscosity method and the detailed analysis of the corresponding stochastic parabolic problem is also made here for the first time, as far as the authors know.
We study higher-order elliptic operators on one-dimensional ramified structures (networks). We introduce a general variational framework for fourth-order operators that allows us to study features of both hyperbolic and parabolic equations driven by this class of operators. We observe that they extend to the higher-order case and discuss well-posedness and conservation of energy of beam equations, along with regularizing properties of polyharmonic heat kernels. A noteworthy finding is the discovery of a new class of well-posed evolution equations with Wentzell-type boundary conditions.
Some recent developments in the analysis of long-time behaviors of stochastic solutions of nonlinear conservation laws driven by stochastic forcing are surveyed. The existence and uniqueness of invariant measures are established for anisotropic degenerate parabolic-hyperbolic conservation laws of second-order driven by white noises. Some further developments, problems, and challenges in this direction are also discussed.
We present a nonlinear predator-prey system consisting of a nonlocal conservation law for predators coupled with a parabolic equation for preys. The drift term in the predators' equation is a nonlocal function of the prey density, so that the movement of predators can be directed towards region with high prey density. Moreover, Lotka-Volterra type right hand sides describe the feeding. A theorem ensuring existence, uniqueness, continuous dependence of weak solutions and various stability estimates is proved, in any space dimension. Numerical integrations show a few qualitative features of the …
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…
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.
Since its introduction in 2017, physics-informed deep learning (PIDL) has garnered growing popularity in understanding the evolution of systems governed by physical laws in terms of partial differential equations (PDEs). However, empirical evidence points to the limitations of PIDL for learning certain types of PDEs. In this paper, we (a) present the challenges in training PIDL architecture, (b) contrast the performance of PIDL architecture in learning a first order scalar hyperbolic conservation law and its parabolic counterpart, (c) investigate the effect of training data sampling, which cor…
A degenerate fourth-order parabolic equation modeling condensation phenomena related to Bose-Einstein particles is analyzed. The model is a Fokker-Planck-type approximation of the Boltzmann-Nordheim equation, only keeping the leading order term. It maintains some of the main features of the kinetic model, namely mass and energy conservation and condensation at zero energy. The existence of a local-in-time nonnegative continuous weak solution is proven. If the solution is not global, it blows up with respect to the $L^\infty$ norm in finite time. The proof is based on approximation arguments, i…
We consider conservation laws on moving hypersurfaces. In this work the velocity of the surface is prescribed. But one may think of the velocity to be given by PDEs in the bulk phase. We prove existence and uniqueness for a scalar conservation law on the moving surface. This is done via a parabolic regularization of the hyperbolic PDE. We then prove suitable estimates for the solution of the regularized PDE, that are independent of the regularization parameter. We introduce the concept of an entropy solution for a scalar conservation law on a moving hypersurface. We also present some numerical…
Vanishing viscosity limit for $n\times n$ hyperbolic system of conservation laws in 1-d with nonlinear viscosity: Part-I Uniform BV estimates
Harish-Chandra Research Institute, A CI of Homi Bhabha National Institute（哈里什-昌德拉研究所，霍米·巴巴国立学院成员机构）；Istituto di Matematica Applicata e Tecnologie Informatiche “Enrico Magenes” - Consiglio Nazionale delle Ricerche（恩里科·马格内斯应用数学与信息技术研究所-意大利国家研究委员会）
In this paper we introduce a concept of "regulated function" $v(t,x)$ of two variables, which reduces to the classical definition when $v$ is independent of $t$. We then consider a scalar conservation law of the form $u_t+F(v(t,x),u)_x=0$, where $F$ is smooth and $v$ is a regulated function, possibly discontinuous w.r.t.both $t$ and $x$. By adding a small viscosity, one obtains a well posed parabolic equation. As the viscous term goes to zero, the uniqueness of the vanishing viscosity limit is proved, relying on comparison estimates for solutions to the corresponding Hamilton--Jacobi equation.…
We consider the asymptotic behavior of perturbations of Lax and overcompressive type viscous shock profiles arising in systems of regularized conservation laws with strictly parabolic viscosity, and also in systems of conservation laws with partially parabolic regularizations such as arise in the case of the compressible Navier--Stokes equations and in the equations of magnetohydrodynamics. Under the necessary conditions of spectral and hyperbolic stability, together with transversality of the connecting profile, we establish detailed pointwise estimates on perturbations from a sum of the visc…
Extending our previous work in the strictly parabolic case, we show that a linearly unstable Lax-type viscous shock solution of a general quasilinear hyperbolic--parabolic system of conservation laws possesses a translation-invariant center stable manifold within which it is nonlinearly orbitally stable with respect to small $L^1\cap H^3$ perturbations, converging time-asymptotically to a translate of the unperturbed wave. That is, for a shock with $p$ unstable eigenvalues, we establish conditional stability on a codimension-$p$ manifold of initial data, with sharp rates of decay in all $L^p$.…
We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We show the existence and uniqueness of a viscosity solution among those assuming a lower-bound on their gradient for all time including the initial data. 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 an entropy solution of the system obtained …
We consider variational inequality solutions with prescribed gradient constraints for first order linear boundary value problems. For operators with coefficients only in $L^2$, we show the existence and uniqueness of the solution by using a combination of parabolic regularization with a penalization in the nonlinear diffusion coefficient. We also prove the continuous dependence of the solution with respect to the data, as well as, in a coercive case, the asymptotic stabilization as time $t\rightarrow+\infty$ towards the stationary solution. In a particular situation, motivated by the transport…
Scalar conservation laws with non-convex fluxes have shock wave solutions that violate the Lax entropy condition. In this paper, such solutions are selected by showing that some of them have corresponding traveling waves for the equation supplemented with dissipative and dispersive higher-order terms. For a cubic flux, traveling waves can be calculated explicitly for linear dissipative and dispersive terms. Information about their existence can be used to solve the Riemann problem, in which we find solutions for some data that are different from the classical Lax-Oleinik construction. We consi…
A degenerate fourth-order parabolic equation modeling condensation phenomena related to Bose-Einstein particles is analyzed. The model is a Fokker-Planck-type approximation of the Boltzmann-Nordheim equation, only keeping the leading order term. It maintains some of the main features of the kinetic model, namely mass and energy conservation and condensation at zero energy. The existence of local-in-time weak solutions satisfying a certain entropy inequality is proven. The main result asserts that if a weighted $L^1$ norm of the initial data is sufficiently large and the initial data satisfies …
This paper is concerned with the hypercoercivity property of solutions to the Cauchy problem on the linear Boltzmann equation with a confining potential force. We obtain the exponential time rate of solutions converging to the steady state under some conditions on both initial data and the potential function. Specifically, initial data is properly chosen such that the conservation laws of mass, total energy and possible partial angular momentums are satisfied for all nonnegative time, and a large class of potentials including some polynomials are allowed. The result also extends the case of pa…
We consider a $L^2$-contraction of large viscous shock waves for the multi-dimensional scalar viscous conservation laws, up to a suitable shift. The shift function depends on the time and space variables. It solves a parabolic equation with inhomogeneous coefficients reflecting the perturbation. We consider a suitably small $L^2$-perturbation around a viscous planar shock wave of arbitrarily large strength. However, we do not impose any condition on the anti-derivative variables of the perturbation around shock profile. More precisely, it is proved that if the initial perturbation around the v…
In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded and with very mild local regularity (possibly weaker than the Dini continuity), the estimates only depending on the parabolicity constant and on the modulus of continuity of coefficients (but not on their $L^{\infty}$-norm). Our proof provides the analytic counterpart to the probabilistic proof used in Priola and Wang (J. Funct. Anal. 2006) to get this type of…
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 …
We investigate the $L^p $ asymptotic behavior $(1\le p \le \infty)$ of a perturbation of a Lax or overcompressive type shock wave solution to a system of conservation law in one dimension. The system of the equations can be strictly parabolic, or have real viscosity matrix (partially parabolic, e.g., compressible Navier--Stokes equations or equations of Magnetohydrodynamics). We use known pointwise Green function bounds for the linearized equation around the shock to show that the perturbation of such a solution can be decomposed into a part corresponding to shift in shock position or shape, a…
We investigate pointwise upper bounds for nonnegative solutions $u(x,t)$ of the nonlinear initial value problem \begin{equation}\label{0.1} 0\leq(\partial_t-Δ)^αu\leq u^λ\quad\text{ in }\mathbb{R}^n \times\mathbb{R},\,n\geq1, \end{equation} \begin{equation}\label{0.2} u=0\quad\text{in }\mathbb{R}^n\times(-\infty,0) \end{equation} where $λ$ and $α$ are positive constants. To do this we first give a definition---tailored for our study of this problem---of fractional powers of the heat operator $(\partial_t-Δ)^α:Y\to X$ where $X$ and $Y$ are linear spaces whose elements are real valued functions …
We construct global-in-time solutions for semilinear parabolic rough partial differential equations. We work on a scale of Banach spaces tailored to the controlled rough path approach and derive suitable a-priori estimates of the solution which do not contain quadratic terms.
