R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
M ARTA L EWICKA
On the well posedness of a system of balance laws with L
∞data
Rendiconti del Seminario Matematico della Università di Padova, tome 102 (1999), p. 319-340
<http://www.numdam.org/item?id=RSMUP_1999__102__319_0>
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of Balance Laws with L~ data.
MARTA
LEWICKA (*)
1. Introduction.
In their paper
[3],
Bressan and Shen consider a class of(strictly hy- perbolic)
2 x 2systems
of the form:where f e C2
isstrictly
convex(that is f" (x)
> 0 for any x isLips-
chitz
continuous, u E L1
nL °°, and -6
eCo.
As
proved
in a classical paper of Kruzkov[7],
there existsexactly
oneweak
entropy
admissible solution of(1),
whichdepends
in aLipschitz
continuous way on u.
Namely:
where ul and U2 are solutions of
(1)
with the initial dataUl
andU2, respectively.
As soon as the function u is determined from
(1),
a solution of(2)
can be constructedby
the standard method of characteristics.Indeed,
thefunction 0 must be constant
along
theintegral
curves of the ODEUniqueness
and continuousdependence
of solutions of(2)
can thus be derived from thewell-posedness
of theCauchy problem
for(3).
We remark that the
genuine nonlinearity
of(1) implies
that the total(*) Indirizzo dell’A.: SISSA - ISAS International School for Advanced Studies, Via Beirut 2-4, 34014 Trieste,
Italy.
variation of
u(to, .)
islocally bounded,
for eachto >
0. Hence the wellposedness
of theCauchy problem (3)
with initial datax(to )
= xo follows from[2].
It is worth
noting
that in[3]
the wellposedness
of(3)
follows from amore
general
result on the wellposedness
of ODE’s of the formwhere
F : [ o , T ]
x R -R is measurable and such that:(Al)
For everypoint (t, x)
e(0, T ] x R,
there exists aslope
suchthat the function F is constant
along
thesegment
Moreover, ( t ,
im-plies
that~, ~t, x~ _ ~, ~t, x~
and henceI(t,
x~c (I,
x) .(A2)
There existdisjoint
intervals[a, b]
and[ c , d]
such thatF(t, x )
e and for all(t, x) E (o, T] x R.
It is clear that since u is constant
along
the backward characteristics of(1),
which are thestraight
lines withcorresponding slopes f’ (u),
thecomposite
function h o u satisfies(Al), (A2).
A natural
question
is whether a similar result holds for theperturbed system
We will assume
that g E=- e’
andg ’
is bounded. It is known[5],
that(5)
has then theunique
weakentropy
admissiblesolution, acquiring (after
pos-sibly
a modification on a set of measurezero)
thefollowing properties.
For each fixed
(t, x)
e(0, oo)
x R the one-sided limits± )
exist andu(t, x - ) ~ + )
=u(t, x). Moreover,
the minimal and maximal back- ward characteristicsy _ ( ~ ; t, x)
and~+(’;~~) through (t, x)
are deter-mined
by solving
with initial data
(y6), v6))=(X, u6, X -))
and(y6), v6)) = (X, u(t, X +)),
respectively. Along
those characteristics u coincides with the corre-sponding
function v ; that isu(t , y( t ) )
=v( t )
for any t e(0, t).
Consequently,
thecomposite
function F = h o u satisfies:(Al’)
For everypoint (t, x) E ( o, T ] x R,
there exists ae2
curvey(l, 3!):
(0, t)
-Ralong
which the function F isLipschitz
continu-ous.
Moreover,
= x, then = on( o, t). Finally,
the first and the second derivatives of the curves are uni-
formly
bounded.The purpose of this paper is to discuss the
following
twoquestions:
(I)
LetF : [ o , T ]
x R -R be measurable andsatisfy (Al’)
and(A2) (where
theslope À (t, x)
isreplaced by
the derivativey~t, x~ ).
Is theproblem (4)
wellposed?
(II) Assuming
that thesystem (5)(2)
isstrictly hyperbolic,
that isthe ranges of the two functions
f ’
and h aredisjoint,
is thissystem
wellposed?
The answer to the first
question
isnegative,
as is shown in the first section.Nevertheless,
the answer to(II)
ispositive.
This is shownby
themain theorem of the paper, in section 2. In the third section we
present
another
example, showing
thatif f is
not convex, theproblem (1)(2)
may not be wellposed. Indeed,
in this case thecorresponding
ODE(3)
may havemultiple
solutions. The last section contains the technical details of theproof
of our main theorem.2. A
counterexample.
We
give
anexample
of a measurable functionF : [ o , 1 ] x R ~ R ,
sati-sfying (Al’)
and(A2) (with
theslope replaced by
the derivativex)),
such that there exist two solutions xl , x2 :[0, 1 ]
-R of theCauchy problem
Let
y : [ o , 11 - R
be a smooth function such that0 y is
decreasing,
convex andDefine a sequence of functions
Y n: [0, tn ] -~ R
in thefollowing
way.For and The
graph
of yn is constructed
by shifting
thegraph
of yon - 1 in a way that:F is then described
by:
F is thus constant
along appropriate
smooth curves y(t, x) whose first derivatives areuniformly
bounded andnegative,
while the values of Fbelong
to the interval[ 1 /3 , 2 ]. However, = t/3
andx2 ( t )
= 2 t aretwo different solutions of the
given Cauchy problem.
3. The main result.
THEOREM 1. Let with
g ’
bounded,
anddefine
the constantsfor
somefixed
Let h: R-R beLipschitzian
on an openneighbourhood of [ -C2, C2]
and assume that there exist twodisjoint
intervals
[ a , b]
and[ c , d]
such thath(x)
E[ a , b]
andf ’ ( x )
E[ c , d] for
any x E
[ - C2, C2].
Then the
system (5)(2)
has aunique
admissiblesolution,
that is the weakentropy
admissible solutionof (5)
and the broad solutionof (2) (which
is infact continuous), defined
on[ 0 , T]
xR ,
thatdepends
con-tinuously
on the initial data. Moreprecisely: if un
ii inLl ,
~~
K, for
each n , and8 uniformly,
thenun(t, .) -~ u( t , · )
inLl, for
any t E
[ 0, T]
and0 n
0uniformly
oncompact
subsetsof [ 0, T]
x R(here (un, 0 n)
standsfor
the solutionof (5)(2)
with the initial data(un, On))-
PROOF. For the convenience of the reader we divided the
proof
intofive
steps, containing
severallemmas,
whoseproofs
will begiven
in thelast section.
Also,
for future considerations we assume that d a, the other casebeeing
treatedsimilarily. By
L > 0 we denote theLipschitz
constant of h on a
neighbourhood
of[
-C2, C2 ].
STEP 1. Note
first,
that theunique
weakentropy
admissible solu- tion of(5)
satisfiesLEMMA 1. Let
v : [ 0 , T ] --~ R
beLipschitzian,
withb] for
a. a.
[ 0 , T].
Then thecomposition t - u(t, v( t ) )
is measurable.Consider the
equation (3)
with the initial data = xo . Lemma 1guarantees
that the Picardoperator T
for thisproblem
is well defined.
Our first
goal
will be to show that P is continuous and has aunique
fixed
point.
To dothis,
we willapproximate 0
with the Picardoperator
ofan another
ODE,
whoseright
hand side will be thecomposition
of h anda suitable
approximation
of the discontinuous function u .STEP 2. Fix
to e [ 0, T ]. Let y E L1
be apiecewise
constant functionwith finite number of
jumps
located atpoints
xi, and assume thatCl .
For each xi ,let ~ i : [ to , T]
-R be theunique
forward charac- teristic of(5), originating
from( to , xi ).
Without loss ofgenerality
we mayassume that
each xi
is acontinuity point
of the functionu(to, ~),
soeach ~
ican be
prolonged along
theunique
backward characteristicemanating
from
(to , xi ).
Thus thefunctions ~
are defined on[0, T] (note
that each~
i is differentiable at all but a countable number ofpoints
and thereholds
[ c , d ] )
and divide thestripe [0, T]
x R into finite number ofregions lilj. lllj
is the(open) region
with theproperty: lilj x) :
x Ex
(xi -1, xi ).
We also have two unbounded%i’s,
defined in an obvious way.Let
a i : [ 0 , T ] -~ R
be the solution ofDefine a measurable function
w : [ o , T] x R -R , by
Note that
Cl , r) ~ C2
for all(t, x )
eUiBti.
More-over, in each
lllj
the function w ise2
andLipschitzian
with theconstant
LEMMA 2. Fix E >
0 ,
then there existto
e( 0 , T)
acnd ac number 6 >> 0 such that
if
thenfor
any v e USTEP 3. We will discuss the ODE
(where
thepiecewise
continuous function w is constructed as instep 2).
Since the
slopes
of discontinuities and the values of thecomposite
func-tion h o w
belong
todisjoint intervals, (8)
is wellposed.
Let x be any solution of
(8),
which crosses thecurves ~ only
at theirdifferentiability points.
DefineV : [ o , T ] -~ R
where xE
is the solution ofV is well defined and continuous in the intervals where x remains in the
same
region 1Jlj.
The standardcomputations [6]
show also that there holdsOn the other
hand,
at everypoint t
in whichx( t ) _ ~ i ( t ),
V has ajump
de-scribed
by
the formulaDefine the functions
z , cp , ~, : [ 0 , T ] -~ R
The function À will be defined
separately
on each interval[ti -
1,ti ]
and ~ i ( ti ) = x( ti ) )
and have thefollowing
properties:
(P3) A
ispiecewise C’
and hasonly
downwardjumps, (P4)
for a.a. t E[0, T]
one haswhere the constants
Q ->
0 and/!e[0,(&2013 d) I(b - a ) )
areuniform,
thatis
they
do notdepend
on aparticular approximation w
or a solution x of(8).
LEMMA 3. There exists a ,
function
~, :( o , T)
-~ R with the proper- ties(Pl)-(P4).
Compute
the derivativeof cp
in theregularity
intervals of 1Thus
where the constants
y e (0, 1)
andC3 > 0 depend only
on thesystem (5)(2).
Compute
now the derivative of z in theregularity
intervals of 1Hence
and
finally,
forany tl , t2
which are in the sameregularity
interval of ~, andtl
~t2
Note that z is continuous at the
points t
wherex( t ) _ ~ i ( t ),
asMoreover,
z hasonly
downwardjumps,
since the same is true for cp(in
each interval
(ti - 1, ti ) ).
Concluding,
the formula(9)
holds forall tl , t2 E [ o , T]
such thattl
~~ t2
and thatV( tl ),
are defined. Thisyields
for all
tl, t2
asabove,
where the constant M > 0depends only
on the sy- stem(5)(2).
Later on,by integrating
the formula(10)
one will be able toobtain an estimate on continuous
dependence
of solutions to(8)
on initial data.STEP 4. Now we conclude the
proof
of the wellposedness
of(3). By step 2,
the Picardoperator 0
of(3)
with initial datax( o )
= x° is a uniform limit of thecorresponding
Picardoperators
written for(8)
with theapproximating
function w constructedaccording
to Lemma2,
and initial data = x° . Hence 0 is continuous. 0 has also therelatively compact image,
contained in ‘l,l,(note
that is aclosed,
convex subset of the Ba-nach space
C°([0, T ], R ) ). By
Schauder flxedpoint theorem, 0
mustthus have a f°lxed
point,
which is a solution of(3)
with the initial datax(o)
= xo.To prove the
uniqueness
of solutions of(3)
and the continuousdepen-
dence on xo, we first note
LEMMA 4. Let e :
[ o , T]
-R be measurabte and boundedby
b - a.If v
is a solutionsof
theproblem
(here
is theprojection of R
onto[a, b]),
thenfor
any(x
here standsfor
theunique fixed point of 0).
Having
once the estimate(10) established,
one can see that Lemma 4 isproved
in the same way as Lemma 1 in[3].
Let be two solutions of
(3).
Fori = 1, 2
setei (t) _
=
h(w (t, (where w is
constructed as instep 3).
Notethat xi
is a solution of(11)
with initial data =By
Lemma 4 wecan thus estimate the differences
Ilxi - where y2
is the solution of(8)
with = On the otherhand,
the differenceI lYl -
is es-timated
by
means of the formula(10)
Since
by
Lemma dr can bearbitrarily small, provided
that theapproximating
function w is choosensuitably,
we obtainwhich proves the well
posedness
of(3). (For
thedetails,
see theproof
ofTheorem 1 in
[3].)
0STEP 5. The
uniqueness
and existence of the admissible solution of(5)(2)
is clear in view ofstep
4. Tojustify
the continuousdependence
onthe initial
data,
note thatby [4] un (t , ~ ) -~ u(t , ~ )
in forany t
e[ o , T]
(we
use the notation introduced in the statement of thetheorem).
The convergence
8 n -~ 8
isproved exactly
as in[3].
4. The case of nonconvex flux.
In this section we show that the
convexity
of the flux functionf
in(1)
is crucial for the wellposedness
of(3)
and thus also for the wellposed-
ness of
(1)(2).
To dothis,
we shall define two smooth functionsf,
h: R -~--~ R such
that f ’ ( x )
e[ -1 /2 , 1 ]
andh(x)
e[ 3 , 5 ]
for allx E R, h beeing Lipschitzian,
and apiecewise
constant function uE L1
nL°° ,
withu(x)
ee
[ o , 2 ]
for all x eR,
such that there exist two solutions x2 :[ o , 2 /9 ]
- - R of(3)
with the initial data = 0 . Note that in view of Theorem 1 orTheorem 2 in
[3], f "
mustchange sign
in the interval[0, 2].
Define
~==0,~’==1,
u m = 2. The functionf shaped
as infig.
3should have the
following
features:.
f is
smoothand/’(.r)e[-l/2, 1 ]
for all~ the upper concave
envelope of f on [u + ,
is astraight
linewith the
slope 1/2,
. the lower convex
envelope of f on [u ’, u - I
is astraight
linewith the
slope
~.1 on[u + ,
and coincideswith f on [ul, u - 1,
for somepoint
ul e(u + , u - ),
which is closeto u - ,
. the upper concave
envelope of f on [u ’, u - I
coincideswith f on [u + , u ° ]
and is astraight
line with theslope A 0
on[uo , u - ],
whereuo E (u + , ul ).
The function
h,
as infig.
3 shouldsatisfy:
. h is smooth and
h(x)
E[ 3, 5 ]
for allxeR,
.
h(x)
=9/2
for x e[ul,
Ulu
+1,
.
h(x)
9/2 in(u + , ul ).
The initial data u is
uniquely
definedby:
The solution of
(1)
is shown infig.
3 below.Note that the initial data U
yields
two shocks(of opposite signs),
whose interaction
gives
in turn a centered rarefaction wave. Thispattern
is
reapeated
in a self-similar way,namely u(t, x)
=u(t/2, x/2)
for x Ee
[ o , 1 ]
and t E[ 0 , 2/9 ].
Consider now the ODE(3)
with = 0 . Cer-tainly = 9 ~2 t
is a solution of thisproblem. Defining h appropriately
on
[u + , uo ],
one can find another solution X2, such thatxl ( t ) - x2 ( t )
==
2 (x1 ( t/2 ) - x2 ( t/2 ) )
for all t E[ o , 2 /9 ].
The distance between andx2 (t)
increasesrapidly
whenx2 (t)
lies inside the rarefaction waves.Note that the above result
gives
rise to theill-posedness
of(2)
withB( ~ )
= 0. Infact,
for any a E R the functiondefined on
[ o, 2/9 ]
x R is then a solution of(2).
5. The details of the
proofs.
PROOF OF LEMMA 1. Fix any
to E ( o , T).
We will show that the func-tion t
v( t ) )
is measurable on[ to , T ].
Let yt :[ o , t ]
- R be the maxi- mal backward characteristic for(5), emanating
from(t, v( t ) ) ,
For t e
[to, T]
defineZ(t)
=yt ( to ).
Sinceu(t , v( t ) )
= it isenough
toprove that the
counterimage
of any measurableset,
under the functionZ,
remains measurable. To dothis,
we will show that there exists a con-stant > 0 such that
Fix
s , t
as above. For re[ to , s ]
define We haveWe need to estimate
and thus
CASE 2. in
[ to , s ].
In this case, for any there holdsSince
we obtain
Note that
Finally
Combining
the above estimates with(14),
one can see that(13)
holds withPROOF OF LEMMA 2. We will use the notions of the functions
Z, wt
and constants
Cto,
introduced in theproof
of Lemma 1.We will show that the estimate of Lemma 2 is true if
to E (o, T),
3 > 0 andEstimate:
where I
By
the Gronwallinequality
Finally
PROOF OF LEMMA 3. Fix the interval
[ti _ 1,
The function A will be constructed in two different ways,according
toif ti Tl Tl .
The constant
T1 E ( o , T), sufficiently
small anddepending only
on theequation (5)
will be determined later(in
CASE 1Bbelow).
Let Yi -
1:[ o , ti _ 1 ]
~ R be the maximal backwardcharacteristic,
ema-nating
from thepoint (ti-l,
and let be the mini-mal backward
characteristic, emanating
fromNote that the condition
(PI)
can bereplaced by
another conditionas any function A with the
properties (Pll’ (P2) (P3) (P4) (on [ti -1,
can be modified in a way that it satisfies
(PI) - (P4).
CASE 1A. Assume
additionally
thatvi ( o ) ~ vi _ 1 ( o ).
Thenalso Define
The conditions
(PI)’, (P2)
and(P3)
are fulfilled. We check(P4):
provided that B
> 0and Q *
Before we consider the case
vi _ 1 ( o ) vi ( o )
we need some more com-putations.
Denote vo = and yo For E > 0 definey E, v ~: [0, T ] --~ R
to be the solutions ofFor a fixed E > 0 let E ’ be such that It is clear that the function E’ - E is
strictly increasing
and continuous in its domain[0, Eo).
DefineWe will
compute
the derivative of Aat ti _ 1.
This willgive
us also the for- mula forA(t),
with t E[ ti _ 1, ti -1 + ~ o ).
Note that
Hence
where
Consequently
Finally
CASE
1B. ti T,
andVi - I (0) vi ( o ).
Define Aby
formula(15). By
(16)
we haveIf then
for i Note that
and the convergence is uniform in E . Thus
(P4)
issatisfied,
for some{3
Eif
Tl
is smallenough.
In this way A is defined on some intervalIn the similar way
(taking
one can de-fine I on some interval
[ ti -
If , then for some
- ë i, ti),
our functionA,
defined as aboveseparately
on[ti - 1, t ’ )
and( t ’ ,
must have adownward jump
att ’ ,
since for t Ee(0, ti -1].
Suchjumps
are allowedby (P3).
On the other
hand, if ~ i _ 1 + ~ i ti - ti _ 1,
then in the«missing»
in-terval
[ti _ 1
+i ]
we define Alinearly (as
in Case1A).
The esti-mates similar to those of Case lA are valid because for the
correspond-
ing numbers Ei - 1, Ei
there holds ..CASE 2.
ti _ 1; T 1.
Let 1, ~, 2 : [ ti -1, ti ~
- R be the solutions of thefollowing problems:
More
explicitely:
We will show that if
Q
islarge enough
then~,1 ( t ) ; ~, 2 ( t )
for some t EE
(ti - 1, ti ).
Thiswill j ustify
the definition of the function A as A = ~,1 on(ti - 1, t) and A = A2 on (t, ti).
Note that
; ~, 2 ( t )
if andonly
ifWe have
and since
Hence
where C > 0 is a constant
depending only
on theequation (5). By
Oleinikinequality ([8]),
the last estimateyields
the desiredREFERENCES
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equa-tions, Proc. Amer. Math.
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