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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�
BORISANDREIANOVANDKARIMASBIHI
Abstrat. Inthispaper we investigate well-posednessfor the problemut+ divϕ(u) = f
on(0, T)×Ω,Ω⊂RN,withinitialonditionu(0,·) =u0 onΩandwithgeneraldissipative 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.
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. LetΩ bean 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 Ω
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
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, uˆε be solutions of problem (1.3)
with thesamedissipativeboundaryondition andwith datau0, f anduˆ0,fˆ, respetively. The
L1 ontrationpropertyholdsunderratherweakrestritionsonΩandϕ(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
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) =God[ϕν(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 Ω. 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.
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,onsiderthesingularmapping Vϕν(x):r7→Rr
0 |ϕ′(s)·ν(x)|dsonR
(notiethatthemappingisindependentofx0,and itdependsonx′ ontinuously)
• thenforanyu∈L∞(QT)thatisaKruzhkoventropysolutioninQT,there exists
(1.9) esslimy↓0Vϕν(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℄),thenVϕν(x0) isaninvertiblefuntion (whihmeans
that strongtraeγu exists). Ifϕis notaBV funtion,oneanuseanother singularmapping
insteadofthemap r7→Rr
0 |ϕ′(z)·ν(x0)|dz (whihisnotwelldened),e.g., Vϕν(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, Vϕν(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
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)
Vϕν(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)
Vϕν(x)(u), Vϕν(x)(k)
with q:=q++q−, Qν(x):=Q+ν(x)+Q−ν(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),onsidertheasewhereVϕν(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