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scalar conservation laws

Boris Andreianov, Karima Sbihi

To cite this version:

Boris Andreianov, Karima Sbihi. Well-posedness of general boundary-value problems for scalar con- servation laws. Transactions AMS, 2015, 367 (6), pp. 3763-3806. �10.1090/S0002-9947-2015-05988-1�.

�hal-00708973v3�

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BORISANDREIANOVANDKARIMASBIHI

Abstrat. Inthispaper we investigate well-posednessfor the problemut+ divϕ(u) = f

on(0, T)×Ω,RN,withinitialonditionu(0,·) =u0 onandwithgeneraldissipative boundary onditions ϕ(u)·ν β(t,x)(u) on(0, T)×∂Ω. Herefor a.e. (t, x) (0, T)×∂Ω, β(t,x)(·)is a maximalmonotone graphon R. This inludes, as partiular ases, Dirihlet, Neumann,Robin,obstaleboundaryonditionsandtheirpieewiseombinations.

Asforthe well-studied aseofthe Dirihletondition, onehas to interprete the formal

boundaryonditiongivenbyβbyreplaingitwiththeadequateeetiveboundaryondition.

Suh eetiveondition an beobtained through a studyof the boundary layer appearing

inapproximationproessessuhasthevanishingvisosityapproximation. Welaimthatthe

formalboundaryonditiongivenbyβshouldbeinterpretedastheeetiveboundaryondition givenbyanothermonotonegraph β˜,whihisdenedfromβ bytheprojetionproedurewe

desribe. Wegiveseveral equivalentdenitionsofentropysolutionsassoiatedwithβ˜(and

thusalsowithβ).

Forthenotionofsolutiondenedinthisway,weproveexistene,uniquenessandL1on-

tration,monotoneandontinuousdependeneonthegraphβ.Convergeneofapproximation proeduresandstabilityofthenotionofentropysolutionareillustratedbyseveralresults.

Keywords: salar onservation law, boundary-value problem, entropy solution,

vanishing visosity limit, formal boundary ondition, eetive boundary ondition,

maximalmonotonegraph,strongboundarytrae,L1 ontration,well-posedness

Contents

1. Introdution 2

1.1. Dissipativeboundaryonditionsforonservationlaws 2

1.2. ClassialresultsontheDirihletase 3

1.3. Strong traesofentropysolutionsontheboundary 4

1.4. Interpretationofageneralboundaryondition 6

1.5. Formerresultsandasummaryofthepaper 7

2. TheeetiveBCgraph 8

2.1. Preliminaries: undershoot andovershootsets,inreasingenvelopes 8

2.2. Denition andequivalentharaterizationsofβ˜ 10

2.3. Orderand metristrutureonBx 12

3. Notionofsolution 13

3.1. Equivalentdenitionsofentropysolutions,sub-solutions,super-solutions 14

3.2. Proofoftheequivaleneofdierentdenitions 16

4. Uniqueness,omparison,ontinuousdependene 18

5. Existene: aformalproof 19

6. Justiationoftheeetiveboundaryondition 21

2010MathematisSubjetClassiation. Primary35L65,35L04;Seondary35A01,35A02.

TheworkoftherstauthorwaspartiallysupportedbytheFrenhANRprojetCoToCoLa.

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6.1. Convergeneofthevanishingvisosityapproximation 21

6.2. Stabilityofthenotionofentropysolution 25

7. Furtherexisteneandonvergeneresults 30

7.1. Theone-dimensionalase: existeneviaBVloc estimate 31

7.2. Entropy-proesssolutions 32

Conlusion 34

Appendix: existeneforthevisosityregularizedproblem 34

Referenes 37

1. Introdution

Whilethere existsan extensiveliteratureonthe Cauhyand Cauhy-Dirihletproblems for

salaronservation lawut+ divϕ(u) = 0, otherinitial-boundaryvalue problemshavereeived very few attention. This is the purpose of this paper to dene a notion of entropy solution

forawidelass ofboundaryonditionsthat wealldissipativeboundary onditions;to justify

thisdenition throughonvergeneof naturalapproximationproedures;andto establishwell-

posedness resultsforthesodenedentropysolutions.

1.1. Dissipative boundary onditions for onservation laws. Letbean open domain

inRN withLipshitzboundary, N ≥1,and T >0. Weonsider thefollowinginitial-boundary valueproblemforasalaronservationlaw:

(Hϕ,β(u0, f))



ut+ divϕ(u) =f in QT := (0, T)×Ω

u|t=0=u0 in

ϕν(x)(u) :=ϕ(u)·ν(x)∈β(t,x)(u) on Σ := (0, T)×∂Ω.

Here ϕ:R−→RN is aontinuousfuntion (forthesakeof simpliity, thereadermayassume that ϕ is Lipshitz ontinuous, although most of our results hold without this assumption)

1

;

u0∈L(Ω); andf isameasurablefuntion onQT withRT

0kf(t,·)kL(Ω)<∞.

Further, in (Hϕ,β(u0, f)) , the unit outwardnormal vetor on ∂Ω is denoted by ν, and the

boundaryonditionis presribed(formally)in termsof β that isamapfrom Σto theset Bof allmaximal monotone graphs on R. Clearly, some measurability assumption is neededon the mapβ : (t, x)∈Σ7→β(t,x)∈B. Inthesequel,wealwaysextendβ(t,x)to amaximalmonotone

graphfrom Rto Randrequirethefollowing:

(1.1)

forallk∈R, (t, x)7→infβ(t,x)(k)and(t, x)7→supβ(t,x)(k)

aremeasurable R-valuedfuntions w.r.t. theHausdormeasureonΣ.

This enompasses dierent lassial boundary onditions. For instane, the graph β(t,x) = {uD(t, x)} ×Rpresribesthe Dirihletboundary onditionu=uD onΣ; thegraphβ(t,x):=

R× {−g(t, x)}presribestheondition−ϕ(u)·ν(x) =g that wewillallNeumannondition,

byanalogywiththeNeumannboundaryonditionsforthegeneralonvetion-diusionproblems

ofthe kindut−diva(u,∇u) = f. Itis also easyto inlude themoregeneralonditionsof the

kindλu+ (1−λ)(−ϕ(u)·ν) =g,λ∈(0,1),onditionsthatinterpolatebetweentheDirihletand the Neumannones (these are known asRobin onditions in the onvetion-diusion ontext).

1

Note thatthe the resultsof the presentpaper an beeasily extended to the aseof x-dependent ϕ(and x-dependentβ)inonespaedimension,usingthenonlinearsemigrouptheory. Wereferto[5℄forthisextension

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Togive onemoreexample, the (bilateral)obstale boundary onditions um ≤u ≤uM onΣ

orrespondto thegraph

β(t,x)=

{um(t, x)}×R

[um(t, x), uM(t, x)]×{0}

{uM(t, x)}×R+ .

Forthesakeofsimpliity,thereadermayonsider

(1.2)

β(t,x)(r) =β(t,x)0 (r−uD(t, x))−g(t, x) withuD∈L(Σ),g∈L(Σ)

andwithamaximalmonotonegraphβ(t,x)0 suhthatβ0(t,x)(0)∋0;

thisontainstheaforementionedasesand,e.g.,theaseofmixedDirihlet-Neumannboundary

onditions.

Intheontextofparaboliproblemsut−diva(u,∇u) =f,itiswellknownthattheboundary

onditions of the kind β(t,x)(u) +a(u,∇u)·ν(x) ∋ 0 lead to the L1 ontration property (see

e.g. [38℄ for a study of the assoiated stationary ellipti problem; see also [3℄); that's why we

alltheseonditionsdissipativeboundaryonditions. Itisustomarytointerpretethephysially

admissible weak solutions(alled entropy solutions sine thefounding work [21℄ of Kruzhkov)

ofasalaronservationlawaslimitsof thevanishing visosity approximation that,in ourase,

wouldtaketheform

(1.3)



uεt−div (−ϕ(uε)+ε∇uε) =f, uε|t=0=u0, β(t,x)(uε) + (−ϕ(uε) +ε∇uε)·ν(x)

|(t,x)∈Σ∋0.

Thenitislearthattheboundaryonditionin(Hϕ,β(u0, f))istheformallimitofthedissipative boundaryonditionβ(t,x)(uε) + (−ϕ(uε) +ε∇uε)·ν(x)∋0in(1.3)(hereweshouldassumesome

regularityof β(t,x) in (t, x) in order that asolutionuε exist; forinstane, for theDirihlet BC

ase we need uD ∈ L2(0, T;H−1/2(∂Ω)) ). Moreoverlet uε,ε be solutions of problem (1.3)

with thesamedissipativeboundaryondition andwith datau0, f and0,fˆ, respetively. The

L1 ontrationpropertyholdsunderratherweakrestritionsonandϕ(see,e.g.,[26,6℄):

kuε(t,·)−uˆε(t,·)kL1(Ω)≤ ku0−uˆ0kL1(Ω)+kf −fˆkL1(Ω)

Provided the L1(QT) ompatness of the sequenes (uε)ε, (ˆuε)ε with ε → 0 is known, it is

inherited at thelimitε→0. Therefore weexpet that theboundaryonditionsatisedatthe

limitisalsoadissipativeone.

But what isthis limitboundaryondition asε→0 in (1.3)? Theompatnessof (uε)ε in

L1(QT)givesnoinformationononvergeneofuεontheboundary,thetermε∇uε·ν(x)onthe

boundarybeomessingularasε→0,thereforepassagetothelimitinboundaryonditionsisby

nomeansstraightforward. Asamatteroffat,ingeneral

theboundaryondition ϕ(u)·ν(x)∈β(t,x)(u) isnottheorretlimit

obtainedfromtheboundaryonditions β(t,x)(uε) + (−ϕ(uε) +ε∇uε)·ν(x)∋0.

TheDirihletonditionasedisussedbelowisawell-knownillustrationofthisfat.

1.2. Classialresultsonthe Dirihlet ase. Withinthewholevarietyofdissipativebound-

aryonditions,onlytheDirihletasereeivedmuhattentionintheframeworkofonservation

laws. The elebratedresultof Bardos, LeRouxand Nédéle [10℄ states that theDirihlet on-

dition u=uD onΣ should beseenasaformal ondition; andthat itmust be interpreted by stating that the trae (γu)(t, x) of u at a point (t, x) ∈ Σ belongs to the subset I(t, x) of R

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denedin termsofuD(t, x)andofthefuntionr7→ϕν(x)(r) =ϕ(r)·ν(x)asfollows:

(1.4)

I(t, x) =

z∈Rsign (z−uD(t, x))(ϕν(x)(z)−ϕν(x)(k))≥0

∀k∈[uD(t, x)∧z, uD(t, x)∨z]

.

Here and in the sequel,(respetively,) denotes the min (resp., the max) operation. We

denotebyHN theN−dimensionalHausdormeasureonΣ.

Theeetive boundaryondition

(1.5) (γu)(t, x)∈I(t, x) HN-a.e. onΣ

isknownastheBLNondition;inthispaper,wewillusethereformulationoftheBLNondition

intermsofamaximalmonotone (sub)graph. Suhgraphinterpretationwasrstmadeexpliit,

forthe Dirihlet ase, byDubois andLeFloh in [18℄(see in partiular [18, Fig.1.1℄). Another

usefulinterpretationoftheBLNonditiongoingbakto[18℄isthefollowing:

I(t, x) =n

z∈Rϕν(x)(z) =Godν(x)](z, uD(t, x))o ,

whereGod[ψ] :R2→RistheGodunovnumerialuxassoiatedtoagivensalaruxψ:R→R. ReallthattheGodunovux isgivenbytheexpression

(1.6) God[ψ](a, b) =

minz∈[a,b]ψ(z), ifa≤b maxz∈[b,a]ψ(z), ifb≤a.

Thefuntional framework of thepaper[10℄ is the spae L(0, T;BV(Ω)) (atually, theso-

lutions belong to the spae BV(QT)). There are two good reasons for that. Firstly, the BV

in spaeregularityofuguaranteestheexisteneof atraeγuof uonΣ,neessaryin order to

givesense to theBLN ondition. Seondly, uniform in ε BV estimateson thesolutionsof the

approximatingproblems(1.3)areavailable,forBV datau0anduDandforLipshitzontinuous

ux funtion ϕ. Bardos, LeRoux and Nédéle show that for the above data and ux, there

existsauniqueL(0, T;BV(Ω))entropy solution of theonservationlawsatisfying(pointwise onΣ)theBLNboundaryondition;andthat thissolutionisthelimitofthevanishingvisosity

approximation.

Morereently,Otto in[27, 28℄(see also[25℄)providedaformulationsuitableformerelyL

data u0 and uD; Porretta, Vovelle [35℄ and Ammar, Carrillo and Wittbold [2℄ extended the

denition and resultsto theframeworkof L1 data(see thepapersfor thepreise assumptions on uD) and merely ontinuous ux funtion ϕ, in a bounded domain. The L1 framework

requires an appropriate notionof solution; in [35, 2℄ the notion of renormalized solution from

[11℄ was used. IntheOtto formulation,existeneof a(strong) boundary trae γu of uonΣ is

notassumed;aBLNkindonditionisreformulatedin termsofweak normalboundarytraes of

ϕ(u)andoftheassoiatedboundaryentropy uxesF(u;uD, k)(theexisteneoftheweaktraes

isarelativelysimpleonsequeneofthefatthatuisaKruzhkoventropysolutionofthesalar

onservation lawinside (0, T)×Ω). Werefer to [27, 28, 25℄ and to [41, 35,39℄ for details and

resultsrelatedtotheapproahofOtto.

1.3. Strong traes of entropy solutions on the boundary. Although the denition of

[27,28℄ andtheaforementionedgeneralizationswerearemarkablestepforwardin thestudy of

boundaryvalueproblemsforonservationlaws,itwaspossibletobypasstheuseofweaktraes

andtheassoiatedboundaryentropies'tehniques of[27,28℄. Indeed,forthesakeof simpliity

letusstartwiththefollowingux non-degenerayassumption:

(1.7) ∀ξ∈RN\{0} ∀c∈R theLebesque measureoftheset{z|ξ·ϕ(z) =c} iszero.

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Usingtheapproahofkinetisolutions(see[24,34℄),Vasseurin[40℄hasshownthatforϕregular

enough,

(1.8) under(1.7),anyL Kruzhkoventropysolutionin QT admitsastrongtrae γuonΣ.

Thenon-degenerayassumption(1.7)onϕistypialforthe"ompatiationproperties"inthe theoryofkinetisolutions,seePerthame[34℄andreferenestherein. AspointedoutbyVasseur,

(1.8) gives sense to the pointwiseBLN ondition (1.5) for general L entropy solutions, and

notonlyforsolutionsorrespondingtoBV data; thustheweaktraetehniqueofOtto[27,28℄

is bypassed(yet for general(t, x)-dependentux ϕ, the approah of [27, 28℄ remainsthe most

powerful; seein partiular theresultsofVallet [39℄). Furtherresultsin thespirit of (1.8) were

obtained by Kwon and Vasseur [23℄ for the ase N = 1 (see also [7, 37℄ where we treat the

ase of aat boundary using ahint due to Panov). Tothe authors' knowledge, the strongest

generalizationof (1.8) isthe resultof Panov [32℄ obtainedusing thetehniqueof parametrized

families of H-measures (see also[30, 33℄);Panovdropsall regularityassumptionon ϕ, and, in

asense,he alsodropsnon-degenerayassumptions ofthekind(1.7). Beause ofitsimportane

forourpaper,weshouldmakethelatterstatementmorepreise:

(uponrotatingaxesandloalizingaroundapointx oftheboundary)

theboundary∂ΩisrepresentedbythegraphofaLipshitz 2

funtion gonW,i.e.,

∂Ω∩U ={(g(x), x)|x ∈W}, Ω∩U ={(x0, x)|x0=y+g(x), x ∈W, y∈(0, h)}

for some neighbourhood U of x, some neighbourhood V of zero in RN−1, and some h >0;further,theunitexteriornormaleld

ν(g(x), x)

x∈W

islifted insideΩ∩U by

theformulaν(x0, x) = √ 1

1+|∇g(x)|2

−1,∇g(x)

(theeld isonstantinx0∈[0, h));

forx∈∂Ω∩U,onsiderthesingularmappingν(x):r7→Rr

0(s)·ν(x)|dsonR

(notiethatthemappingisindependentofx0,and itdependsonx ontinuously)

thenforanyu∈L(QT)thatisaKruzhkoventropysolutioninQT,there exists

(1.9) esslimy↓0ν(x)

u(t, y+g(x), x)

=:

γVϕν(x)(u)

(t, x) inL1((0, T)×W),

wherex:= (g(x), x)isageneripointofU∩∂Ω;reallthatν(y+g(x), x)≡ν(g(x), x).

Statement (1.9)is atually are-interpretation of the loalization property that appears in the

proof [32, p.571℄ of Panov; we use it to give a sense to pointwise formulations of boundary

onditions,in thesameveinas Vasseurin [40℄. Ifforall ξ∈RN\ {0} thefuntion r7→ϕ(r)·ξ

is non-onstant on any interval (this is a weaker versionof (1.7) typial for the tehnique of

parametrizedH-measures,see[30,32,33℄),thenν(x0) isaninvertiblefuntion (whihmeans

that strongtraeγu exists). Ifϕis notaBV funtion,oneanuseanother singularmapping

insteadofthemap r7→Rr

0(z)·ν(x0)|dz (whihisnotwelldened),e.g.,ν(x)(r) =

Z r 0

1lF(s)ds, F beingtheunionofalltheintervals

wherethemap s7→ϕ(s)·ν(x)doesnotvary.

Remark 1.1. By the denition of the singular mapping,ν(x)(·) has the properties of being

monotonenon-dereasingandofbeingonstantonthesameintervalswhereϕν(x)(·)isonstant.

Therefore ϕ(r)·ν(x) = Φν(x)◦Vϕν(x) with some ontinuous funtion Φν(x) : R → R. As a onsequene of (1.9), there exists the strong traeγϕ(u)·ν(x) (with the samemeaning as in

(1.9))whihisequaltoΦν(x)

γVϕν(x)(u)

.

2

WhilethesettingofPanov[32℄isC1regulardomains,theauthorindiatesthatthegeneralizationtoLipshitz

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Inthesameway,oneanrepresenttheprojetionsonthediretionν(x)ofthesemi-Kruzhkov entropyuxes

(1.10) q±(u, k) := sign±(u−k)

ϕ(u)−ϕ(k)

withthehelpofontinuousfuntionsQ±ν(x)(·,·)oftwovariables:

(1.11) q±(u, k)·ν(x) =Q±ν(x)

ν(x)(u), Vϕν(x)(k) .

Heneforaoupleu,uˆofentropysolutions,itfollowsthatastrongtraeofq±(u,ˆu)·ν(x)exists

andanberepresentedasQ±ν(x)

γVϕν(x)(u), γVϕν(x)(ˆu)

. ThesameistruefortheKruzhkov

uxes:

(1.12)

q(u, k)·ν(x) =Qν(x)

ν(x)(u), Vϕν(x)(k)

with q:=q++q, Qν(x):=Q+ν(x)+Qν(x).

1.4. Interpretation of a general boundary ondition. The Bardos-LeRoux-Nédéleon-

dition (1.4),(1.5) is generally reognized as the orret interpretation of the Dirihlet bound-

ary ondition; this is justied in partiular by onvergene of vanishing visosity ornumerial

approximations of the boundary value problem (see Vovelle [41℄), onsidered asquite natural

approximations. Observationsof visousor numerial boundary layers explain howthe formal

boundaryonditionu=uD onΣtransformsintotheeetiveboundaryondition(1.4),(1.5) . The strong trae result of [40℄ was used by Bürger, Frid and Karlsen in [13℄ in order to

givesense totheformal zero-ux boundaryondition (in ourterminology,thisis theNeumann

boundaryonditionwithg≡0)inthepartiularbutimportantaseϕ(0) = 0 =ϕ(1). Underthis

assumptionandfor[0,1]-valuedinitialdata,thezero-uxboundaryonditionforut+divϕ(u) = 0

anbeunderstoodliterally (see[13℄)(inthesense thattheproblemis well-posedandsolutions

arelimitsofthevanishingvisosityapproximation).

Letusstressthatingeneral,alsoforthezero-uxboundaryonditionϕ(u)·ν = 0aboundary

layerwouldform in approximatesolutions,and thisformal zero-uxboundary ondition would

transformintosomedierenteetiveboundaryondition. Forasimpleexample,onsider the

zero-ux problem for the transport equation ut+ux = 0 on [0,1]; as in [10℄, arguing along

harateristisonesees thatthezero-uxondition(that readsu= 0 beauseϕ=Id)at the

rightboundaryx= 1mustbemerelydropped.

It is the purpose of this paper to provide a naturalinterpretation for a generaldissipative

boundaryondition(formallygivenbyafamilyβ ofmaximal monotonegraphsβ(t,x)(·))under

theform of an eetiveboundaryondition. Mostgenerally, this eetiveboundaryondition

anbewritten undertheform

(1.13) HN-a.e. onΣ,theouple

γVϕνu, ϕ(γVϕνu)·ν

liesinthegraphβ˜(t,x)(·)◦ Vϕν

−1

,

withβ˜tobedened,andwiththenotationγVϕνu:=

γVϕν(x)(u) (t, x).

Tolarifytheesseneoftheondition(1.13),onsidertheasewhereν(x)=Idanbetaken

(reallthat this isthe aseif (1.7) holds). Then (1.13) means that (γu)(t, x)∈ Domβ˜(t,x)(·);

andfromthedenitionofβ˜inSetion2wewillseethatthisautomatiallyinludestheequality

β˜(t,x)(γu(t, x)) = ϕ(γu(t, x))·ν. Thus the ondition ϕ(u)·ν(x) = ˜β(t,x)(u) on Σ an be

understoodliterally asapointwiseequality;thisis whywealliteetiveboundaryondition.

Notie that ondition (1.13) takes the form (γVϕνu)(t, x) ∈ Vϕν(I(t, x)) a.e. on Σ, i.e., it

presribessomeset I(t, x) ofpossibletraevaluesof uonthe boundary. Reallthat the BLN

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