Entropy Condition and Uniqueness of Weak Solutions

Gopikrishnan C R
School of Mathematics Indian Institute of Science Education and Research Thiruvananthapuram

March 7, 2014
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Notations Denitions

Notation Lip (f ) (x , t ) F g u

Denition Lipschitz constant associated with a Lipschitz function f Element of R [0, ) RR RR R [0, ) R

Gopikrishnan C R

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Notations Denitions

Entropy Solution
We say that a function u L (R (0, )) is an entropy solution of the initial-value problem ut + F (u )x = 0 u=g provided
0

in on

R (0, ) R {t = 0 }

(1) (2)

(uvt + F (u )vx ) dxdt +

gvdx |t =0 = 0

(3)

for all test functions v : R [0, ) R with compact support, and u (x + z , t ) u (x , t ) C 1 + 1 z t (4)

for some constant C 0 and a.e x , z R, t > 0, with z > 0.

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Notations Denitions

Molliers
Dene C (Rn ) by := C exp 0 for constant C > 0 selected so that For each > 0, set (x ) := 1 n
1 |x |2 1

, if |x | < 1 if |x | 1
Rn dx

(5)

= 1.

(6)

We call the standard mollier. The functions k are C and satisfy

Rn

dx = 1

spt ( ) B (0, )
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(7)

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Preliminaries Weak Solutions Appendix Reference

Notations Denitions

Outline

Step 1: Derive a one sided jump condition/inequality/estimate for the Lax - Oleinik Formula. We shall call this estimate as the Entropy Condition.

Gopikrishnan C R

Weak Solutions

Preliminaries Weak Solutions Appendix Reference

Notations Denitions

Outline

Step 1: Derive a one sided jump condition/inequality/estimate for the Lax - Oleinik Formula .We shall call this estimate as the Entropy Condition.

Step 2: Prove that there is at most one entropy solution.

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Lemma Assume that F is smooth and uniformly convex, and g L (R). Then there exists a constant C such that the function u dened bu the Lax - Oleinik formula satises the inequality u (x + z , t ) u (x , t ) for all t > 0 and x , z R, z > 0. Proof:- The mapping x y (x , t ) is non decreasing as well G = (F )1 . Therefore we have, u (x , t ) = G G x y (x , t ) t x y (x + z , t ) t
Weak Solutions

C z t

(8)

for

z >0

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Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Since G is Lipschitz, x + z y (x + z , t ) Lip (G )z t t Lip (G )z = u (x + z , t ) t G which shows that, u (x + z , t ) u (x , t )

Cz t

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One Sided Jump Estimate Uniqueness of Entropy Solutions

Theorem Assume F is convex and smooth. Then there exists - up to a set of measure zero - at most one entropy solution of 2. Proof:Step 1 Assume that u and v are two entropy solutions of 2. Write w = u v . Observe that for any point (x , t )
1

F (u (x , t )) F (v (x , t )) =
0

d F (ru (x , t ) + (1 r )v (x , t ))dr dr
1

= (u (x , t ) v (x , t ))
0

F (ru (x , t ) + (1 r )v (x , t ))dr

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One Sided Jump Estimate Uniqueness of Entropy Solutions

Dene,
1

(u (x , t ) v (x , t ))
0

F (ru (x , t ) + (1 r )v (x , t ))dr = b (x , t )w (x , t )

Let is a test function . Then we will obtain from 2 and above denition,

0=
0

(u v )t + [F (u ) F (v )] x

(9) (10)

=
0

w (t + b x )dxdt

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Step 2 Take > 0 and dene u = u , v = v , where is the standard mollier in x and t variables. Then, ||u ||L ||u ||L ||v ||L ||v ||L

u u, v v

a.e

as

From the Entropy condition we shall obtain (link),

ux (x , t ), vx (x , t ) C 1 +

1 ux (x , t ) t

(11)

for an appropriate constant C and all > 0, x R, t > 0.

Gopikrishnan C R Weak Solutions

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One Sided Jump Estimate Uniqueness of Entropy Solutions

Step 3 Write b (x , t ) := Then (10) becomes

0

F (ru (x , t ) + (1 r )v (x , t ))dr

(12)

0=
0

w [t + b x ] dxdt +

w [b b ] dxdt

(13)

Step 4 Now choose T > 0 and any smooth function : R (0, T ) R with compact support. We choose be the solution of the following terminal value problem,
t + b x =

in

R (0, T ) R {t = T }
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(14) (15)

=0

on

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One Sided Jump Estimate Uniqueness of Entropy Solutions

we shall solve this equation by method of characteristics. For this x x R, 0 t T , and denote by x (.) the solution of the ODE, x (s ) = b (x (s ), s ) x (t ) = x and set
T

(s t )

(16) (17)

(x , t ) :=
t

(x (s ), s )ds

(x R, 0 t T )

(18)

Then is the unique solution of 16. Observe that has compact support in R [0, T ).

Gopikrishnan C R

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One Sided Jump Estimate Uniqueness of Entropy Solutions

Step 5 We now claim that for each s > 0, there exists a constant Cs such that
|x | Cs

(19)

on R (s , T ). To prove this rst note that if 0 < s t T , tehn

1

b ,x (x , t ) =

F (ru + (1 r )v )(rux + (1 r )vx )dr

C t C s

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One Sided Jump Estimate Uniqueness of Entropy Solutions

Now dierentiate the PDE in 14 with respect to x:

t x + b x x + b xvx = x

(20)

Now set
t a(x , t ) := e t x (x , t )

(21)

for = Then

C +1 s

(22)

at + b ax = a + e t [xt + b vx x ] = a + e t [b ,x x + x ]

= [ b ,x ] a + e t x
Gopikrishnan C R Weak Solutions

Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Since has compact support, a attains a nonnegative maximum over R [s , T ] at some point (x0 , t0 ). If t0 = T then x = 0. If 0 t0 T then, at (x0 , t0 ) 0, ax (t0 , x0 ) = 0 Consequently the last expression gives, [ b ,x ] + e t0 x 0 But since b , x
C s

(23)

(24)

and is gien by 22, the inequality 24 implies, (25)

a(x0 , t0 ) e t0 e T ||x ||L A similar argument shows that, a(x1 , t1 ) e T ||x ||L

(26)

at any point (x1 , t1 ) where a attains a non positive minimum. These two estimates and denition of a imply the required bound.
Gopikrishnan C R Weak Solutions

Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Step 6 We will need one more inequality, namely,

|x (x , t )|dx D

(27)

for all 0 t and some constatn D, provided t is small enough. To prove this choose > 0 so small taht = 0 on R (0, ). Then if 0 t , is constant along the characteristic curve x (.) for t s . Select any partiton x0 < x1 < x2 < < xN . Then y0 < y1 < < yN , where yi := xi (s ) for, x (s ) = b (x (s ), s ) x (t ) = xi
Gopikrishnan C R Weak Solutions

(t s )

(28) (29)

Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

As is constant along each characteristic curve xi (.) we have

N i =1 N i =1

| (xi , t ) (xi 1 , t )| = | (yi , ) (yi 1 , )|

var ( (., ))

Taking supremum over all such partitions,

|x (x , t )|dx = var (., t ) var (., ) = |x (x , )|dx C

(30) 30 holds because has constant support and estimate by the estimate 11 applied on s = .

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

One Sided Jump Estimate Uniqueness of Entropy Solutions

Step 7 // Now substitute = in 13 and by the PDE 14,

0 w (b b )x dxdt w (b b )x dxdt + 0 w (b b )x dxdt

w dxdt =
0 T + J

(31)

(32) := I (33) Observations I 0 as 0 for each > 0. I f0 < < T we see,

|J | C max 0t |x |dx C

(34)

Thus
0

w dxdt = 0

Weak Solutions

(35)

Therefore w = 0 identically a.e.

Gopikrishnan C R

Preliminaries Weak Solutions Appendix Reference

Why G is Lipschitz? Bounded variation? Estimate 1

Inverse Function Theorem Assume that f C k (U ; Rn ) and Jf (x0 ) = 0. Then there exists an open set V U, with x0 V , and with an open set W Rn with zo W such that the mapping f :V W is one one and onto and the inverse function is also C k . (36)

Any C 1 function is smooth in a closed and bounded and interval. Since F is smooth so is G. Therefore restricting our consideration of G to some bounded interval we can safely assume G is Lipschitz.

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

Why G is Lipschitz? Bounded variation? Estimate 1

Why is of bounded variation ?

We have for : R (0, T ) R
T

(x , t ) :=
t

(x (s ), s )ds

(37)

The integrand is smooth and compactly supported. Therefore is a compactly supported smooth function on R [0, T ). Then we have the result, Theorem If f : [a, b ] R has nite derivatives at every point x in [a, b ] and f is bounded on [a, b ] then f is a function of bounded variation.

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

Why G is Lipschitz? Bounded variation? Estimate 1

For all t > 0, the mapping x u (x , t ) Cx t is a non increasing function (easily follows the entropy condition). From this we nd that, u Cx t = u C x t (38)

is also non increasing. This is a smooth function and therefore, x which gives, u C C 1 C + = C 1+ x t t t (40) u Cx t = u C 0 x t (39)

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Preliminaries Weak Solutions Appendix Reference

Lawrence C Evans, Partial Dierential Equations, Graduate Studies in Mathematics - AMS, Shaper 3, Section 3.4.3 p.n 149 - 154. Utpal Chatterjee, Advanced Mathematical Analysis, Academic Publishers, Chapter 3 and Chapter 4. Joel Smoller,Shock Waves and Reaction Diusion Equations, Springer Verlag, Chapter 16, p.n 281 - 290 Walter Rudin, Real Analysis

Gopikrishnan C R

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Preliminaries Weak Solutions Appendix Reference

Thanks University Library, Kerala University Central Library, IISER TVM

Gopikrishnan C R

Weak Solutions

Preliminaries Weak Solutions Appendix Reference

Thanks University Library, Kerala University Central Library, IISER TVM

THANK YOU...!

Gopikrishnan C R

Weak Solutions