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A Space-time Nonlocal Traffic Flow Model: Relaxation Representation and Local Limitthanks: This rsearch is supported in part by US NSF DMS-1937254, DMS-2012562, and CNS-2038984.

Qiang Du Department of Applied Physics and Applied Mathematics and Data Science Institute, Columbia University, New York, NY 10027, USA, Email: [email protected]    Kuang Huang , Department of Applied Physics and Applied Mathematics, Columbia University, New York, NY 10027, USA, Email: [email protected]Corresponding author.    James Scott Department of Applied Physics and Applied Mathematics, Columbia University, New York, NY 10027, USA, Email: [email protected]    Wen Shen Department of Mathematics, Pennsylvania State University, University Park, PA 16802, USA, Email: [email protected]
Abstract

We propose and study a nonlocal conservation law modelling traffic flow in the existence of inter-vehicle communication. It is assumed that the nonlocal information travels at a finite speed and the model involves a space-time nonlocal integral of weighted traffic density. The well-posedness of the model is established under suitable conditions on the model parameters and by a suitably-defined initial condition. In a special case where the weight kernel in the nonlocal integral is an exponential function, the nonlocal model can be reformulated as a 2×22\times 2 hyperbolic system with relaxation. With the help of this relaxation representation, we show that the Lighthill-Whitham-Richards model is recovered in the equilibrium approximation limit.

2020 Mathematics Subject Classification. 35L65, 90B20, 35R09. Key words. Traffic flow modelling, nonlocal conservation law, time-delay, hyperbolic system with relaxation, nonlocal-to-local limit.

This work has been published in Discrete and Continuous Dynamical Systems, 2023, 43(9): 3456-3484. Please refer to the official publication for citation.

1 Introduction

1.1 The nonlocal space-time traffic flow model

We consider the following nonlocal conservation law modeling traffic flow

tρ(t,x)+x(ρ(t,x)v(q(t,x)))=0,x,t>0,\displaystyle\partial_{t}\rho(t,x)+\partial_{x}(\rho(t,x)v(q(t,x)))=0,\quad x\in\mathbb{R},\,t>0, (1.1)
whereq(t,x)=0ρ(tγs,x+s)w(s)𝑑s.\displaystyle\mbox{where}\qquad q(t,x)=\int_{0}^{\infty}\rho(t-\gamma s,x+s)w(s)\,ds. (1.2)

Here, the quantity ρ(t,x)[0,1]\rho(t,x)\in[0,1] represents the traffic density, where ρ=0\rho=0 indicates an empty road ahead and ρ=1\rho=1 models bumper-to-bumper traffic jam. The nonlocal quantity q(t,x)q(t,x) is a weighted average of ρ(t,x)\rho(t^{\ast},x^{\ast}) along the space-time path

t=tγs,x=x+s,fors[0,),t^{\ast}=t-\gamma s,\quad x^{\ast}=x+s,\qquad\mbox{for}~{}s\in[0,\infty),

with an averaging kernel w=w(s)w=w(s). The vehicle velocity v=v(q(t,x))v=v(q(t,x)) depends on the nonlocal traffic density q(t,x)q(t,x) through a decreasing function v()v(\cdot). The model (1.1)-(1.2) is the evolution associated to a past-time condition ρ(t,x)\rho(t,x) given on the half plane t0t\leq 0.

1.2 Background and motivation

The model (1.1)-(1.2) takes inspiration from the classical Lighthill-Whitham-Richards (LWR) model [35, 36]

tρ(t,x)+x(ρ(t,x)v(ρ(t,x)))=0,x,t>0,\displaystyle\partial_{t}\rho(t,x)+\partial_{x}(\rho(t,x)v(\rho(t,x)))=0,\quad x\in\mathbb{R},\,t>0, (1.3)

in which the vehicle velocity v=v(ρ(t,x))v=v(\rho(t,x)) depends only on the local traffic density ρ(t,x)\rho(t,x). The LWR model (1.3) is a scalar conservation law with the flux function f(ρ)ρv(ρ)f(\rho)\doteq\rho v(\rho). In the instance of inter-vehicle communication [18], the flux may have a nonlocal dependence on traffic density in order to capture each vehicle’s reaction to downstream traffic conditions. It is useful to incorporate time delays of this traffic density information in the distance [40, 31]. In (1.1)-(1.2), we incorporate both nonlocal fluxes and time delays via velocities that depend on a weighted space-time average of the traffic density, assuming that the traffic density information travels at a constant speed γ1\gamma^{-1}.

If the choice of rescaled weights wε(s)=ε1w(s/ε)w_{\varepsilon}(s)=\varepsilon^{-1}w(s/\varepsilon) is made, then formally the equations (1.1)-(1.2) converge to the local equation (1.3) as ε0\varepsilon\to 0. The main goal of this paper is to demonstrate this in a rigorous manner via convergence of solutions.

There has recently been much research interest in nonlocal effects in phenomena described by conversation laws; there is a wide variety of applications but a dearth of analytical understanding. Some application areas from which nonlocal conservation laws arise are traffic flows [34, 33, 8, 30, 29, 10, 9, 11], sedimentation [1], pedestrian traffic [16, 5], material flow on conveyor belts [27, 38], and the numerical approximation of local conservation laws [21, 20, 19, 23].

For several traffic flow models, the nonlocal mechanism is introduced in the flux term. One such model that recovers the LWR model (1.3) when the effect is localized was proposed in [2, 26]:

tρ(t,x)+x(ρ(t,x)v(q(t,x)))=0,x,t>0,\displaystyle\partial_{t}\rho(t,x)+\partial_{x}(\rho(t,x)v(q(t,x)))=0,\quad x\in\mathbb{R},\,t>0, (1.4)
whereq(t,x)=0ρ(t,x+s)w(s)𝑑s.\displaystyle\mbox{where}\qquad q(t,x)=\int_{0}^{\infty}\rho(t,x+s)w(s)\,ds. (1.5)

Various analytical aspects of this model have been investigated, including the existence and uniqueness of solutions [2, 26, 4], existence and stability of traveling wave solutions [37, 39], development of numerical schemes [26, 6, 25], and stability analysis of the model in the case where the domain (road) is a closed ring [28]. Convergence of solutions of (1.4)-(1.5) to its local limit (which is the LWR model (1.3)) was established in [4, 3] by way of an a priori BV estimate and an entropy estimate, both of which were obtained via reformulation of the nonlocal model as a 2×22\times 2 relaxation system in the case of exponential weight kernels. This is not the only mechanism that has been used to investigate the nonlocal-to-local limit; see the works of [13, 32, 12, 14, 15, 24].

1.3 Assumptions on the model

We conduct an analogous study of the nonlocal-to-local limit for the model (1.1)-(1.2) with suitable choices of the functions w,vw,v and the past-time condition. To fix ideas, we make the following assumptions on w,vw,v:

Assumption 1. The velocity function v𝐂2([0,1])v\in\mathbf{C}^{2}([0,1]) is strictly decreasing with v(0)=vmaxv(0)=v_{\mathrm{max}} and v(1)=0v(1)=0, where vmax>0v_{\mathrm{max}}>0 represents the maximum vehicle speed.

Assumption 2. The weight kernel w𝐂1([0,))w\in\mathbf{C}^{1}([0,\infty)) is non-negative and satisfies

0w(s)𝑑s=1andw(s)βw(s)s0\displaystyle\int_{0}^{\infty}w(s)\,ds=1\quad\text{and}\quad w^{\prime}(s)\leq-\beta w(s)\ \ \forall s\geq 0 (1.6)

for a constant β>0\beta>0.

The average density qq is taken along a space-time curve that requires traffic density data for all past times t0t\leq 0. Therefore, the model (1.1)-(1.2) shall be equipped with a past-time condition on the lower half-plane, i.e.,

ρ(t,x)=ρ(t,x),(t,x)(,0]×,\displaystyle\rho(t,x)=\rho_{-}(t,x),\quad(t,x)\in(-\infty,0]\times\mathbb{R}, (1.7)

where ρ𝐋((,0]×)\rho_{-}\in\mathbf{L}^{\infty}((-\infty,0]\times\mathbb{R}) is a given function.

1.4 Main results

Our first main result is the existence of Lipschitz solutions to the past-time value problem (1.1)-(1.2)-(1.7) with Lipschitz past-time data ρ\rho_{-}.

Theorem 1.1.

Suppose that Assumption 1 and Assumption 2 are satisfied and that

γγmaxmin{13(vmax+v),βw(0)v}.\gamma\leq\gamma_{\mathrm{max}}\doteq\min\left\{\frac{1}{3(v_{\mathrm{max}}+\left\lVert v^{\prime}\right\rVert_{\infty})},\frac{\beta}{w(0)\left\lVert v^{\prime}\right\rVert_{\infty}}\right\}. (1.8)

Suppose that the past-time data ρ\rho_{-} is a bounded Lipschitz function belonging to the class 𝒳Lip,L\mathcal{X}_{\mathrm{Lip},L}; see definition (2.2) below. Then the past-time value problem (1.1)-(1.2)-(1.7) admits a solution ρ\rho that is Lipschitz continuous and satisfies (1.1)-(1.2)-(1.7) pointwise. Furthermore, the solution ρ\rho satisfies the uniform bounds

ρminρ(t,x)ρmax,(t,x)[0,)×,\displaystyle\rho_{\mathrm{min}}\leq\rho(t,x)\leq\rho_{\mathrm{max}},\quad(t,x)\in[0,\infty)\times\mathbb{R}, (1.9)

where ρmin\rho_{\mathrm{min}} and ρmax\rho_{\mathrm{max}} are defined in (2.4)-(2.5) below and depend only on γ\gamma, vv, ww and ρ\rho_{-}.

Formally, as the time-delay parameter γ\gamma approaches zero, the system (1.1)-(1.2) approaches the nonlocal-in-space system (1.4)-(1.5). This is also true in a qualitative sense; each of the key estimates for (1.1)-(1.2) remain valid as γ0\gamma\to 0, as the bounding constants neither vanish nor blow up. Analogous statements of all of our results hold for (1.4)-(1.5), see [4], and can be formally recovered from our results by taking γ0\gamma\to 0. However, quantitatively stronger results hold for (1.4)-(1.5). For example, the main estimates in Proposition 3.1 and Theorem 1.3 concern 𝐋1\mathbf{L}^{1} estimates in space and time, whereas the analogous results for (1.4)-(1.5) hold for 𝐋1\mathbf{L}^{1} in space and 𝐂0\mathbf{C}^{0} in time; see again [4].

The proof of Theorem 1.1 makes up Section 2. We use a fixed point argument combined with the method of characteristics, which is heavily inspired by the proof of [4] for the existence of solutions to the nonlocal-in-space model.

In certain modelling applications, it might only be possible to gather the traffic data at a certain initial time. In such a case, a natural choice of past-time data via the following extension of initial data:

ρ(t,x)\displaystyle\rho_{-}(t,x) =ρ0(x),(t,x)(,0]×,\displaystyle=\rho_{0}(x),\qquad(t,x)\in(-\infty,0]\times\mathbb{R}, (1.10)

for a given function ρ0:\rho_{0}:\mathbb{R}\to\mathbb{R}. We can then treat (1.1)-(1.2)-(1.7) as an initial-value problem, since the quantity qq depends only on t(0,)t\in(0,\infty). To be precise, with (1.10), the equation (1.2) becomes

q(t,x)=0ρ0(x+tγ+s)w(s+tγ)𝑑s+0tγρ(tγs,x+s)w(s)𝑑s.q(t,x)=\int_{0}^{\infty}\rho_{0}\Big{(}x+\frac{t}{\gamma}+s\Big{)}w\Big{(}s+\frac{t}{\gamma}\Big{)}ds+\int_{0}^{\frac{t}{\gamma}}\rho(t-\gamma s,x+s)w(s)ds. (1.11)

Under this consideration, the equations (1.1)-(1.2)-(1.7) where the past-time data is given by the equation (1.10) are equivalent to the Cauchy problem (1.1)-(1.11) with the initial condition ρ(0,x)=ρ0(x)\rho(0,x)=\rho_{0}(x).

For the particular choice (1.10) of past-time data, we establish the well-posedness of the Cauchy problem in the setting of weak solutions, which is our second main result.

Theorem 1.2.

Suppose that Assumption 1, Assumption 2 and (1.8) are satisfied, and let ρ0(x)\rho_{0}(x) be a bounded function with finite total variation belonging to the class 𝒳\mathcal{X}; see (3.1) below. Then there exists a unique ρ𝐋([0,)×)\rho\in\mathbf{L}^{\infty}([0,\infty)\times\mathbb{R}) satisfying (1.9) that is a weak solution to (1.1)-(1.11) with initial condition ρ(0,x)=ρ0(x)\rho(0,x)=\rho_{0}(x); in other words, ρ\rho satisfies

0ρtφ+ρv(q)xφdxdt+ρ0(x)φ(0,x)𝑑x=0\int_{0}^{\infty}\int_{\mathbb{R}}\rho\partial_{t}\varphi+\rho v(q)\partial_{x}\varphi\;dxdt+\int_{\mathbb{R}}\rho_{0}(x)\varphi(0,x)dx=0 (1.12)

for all φ𝐂c1([0,)×)\varphi\in\mathbf{C}^{1}_{\mathrm{c}}([0,\infty)\times\mathbb{R}) with qq defined by (1.11).

Additionally, for any T>0T>0 there exists a constant C=C(γ,v,w,T)C=C(\gamma,v,w,T) such that the following holds: Let ρ0i(x)\rho_{0}^{i}(x), i=1,2i=1,2, belong to 𝒳\mathcal{X} with ρ01ρ02𝐋1()\rho_{0}^{1}-\rho_{0}^{2}\in\mathbf{L}^{1}(\mathbb{R}), and let (ρi,qi)(\rho^{i},q^{i}) denote the solution pairs associated to (1.1)-(1.11) with initial condition ρi(0,x)=ρ0i(x)\rho^{i}(0,x)=\rho_{0}^{i}(x). Then

0T|ρ1(t,x)ρ2(t,x)|𝑑x𝑑tC(1+TV(ρ01)+TV(ρ02))|ρ01(x)ρ02(x)|𝑑x.\int_{0}^{T}\int_{\mathbb{R}}|\rho^{1}(t,x)-\rho^{2}(t,x)|dxdt\leq C(1+\mathrm{TV}(\rho_{0}^{1})+\mathrm{TV}(\rho_{0}^{2}))\int_{\mathbb{R}}|\rho_{0}^{1}(x)-\rho_{0}^{2}(x)|dx. (1.13)

The key tool used to prove Theorem 1.2 is the 𝐋1\mathbf{L}^{1}-stability of Lipschitz solutions; once that is established in Proposition 3.1, the existence and uniqueness of weak solutions follows by using Theorem 1.1 and an approximation argument.

With the well-posedness of the problem (1.1)-(1.11) in hand, we analyze the nonlocal-to-local limit. This limit is realized in the following way: consider the rescaled kernels wε(s)=ε1w(s/ε)w_{\varepsilon}(s)=\varepsilon^{-1}w(s/\varepsilon). Taking ε0\varepsilon\to 0, the kernel wεw_{\varepsilon} converges to a Dirac delta function, and so – formally – solutions of the nonlocal model (1.1)-(1.11) converge to the entropy admissible solution of the local model (1.3). We make the choice of exponential kernel function for ww, defined as

w(s)=es,wε(s)=ε1w(s/ε)=ε1es/ε,s[0,).\displaystyle w(s)=e^{-s},\qquad w_{\varepsilon}(s)=\varepsilon^{-1}w(s/\varepsilon)=\varepsilon^{-1}e^{-s/\varepsilon},\quad s\in[0,\infty). (1.14)

With ww defined as in (1.14), the model (1.1)-(1.11) (and more generally (1.1)-(1.2)) can be rewritten as a relaxation system:

tρ+x(ρv(q))\displaystyle\partial_{t}\rho+\partial_{x}(\rho v(q)) =0,\displaystyle=0, (1.15)
tqγ1xq\displaystyle\partial_{t}q-\gamma^{-1}\partial_{x}q =(γε)1(ρq).\displaystyle=(\gamma\varepsilon)^{-1}(\rho-q). (1.16)

Utilizing the special features of this relaxation system formulation (1.15)-(1.16), a uniform global BV bound on ρ\rho that is independent of the relaxation parameter ε\varepsilon can be proved, which serves as a key estimate for the compactness theory and guarantees the existence of a limit of the solutions.

Theorem 1.3.

Suppose that Assumption 1, Assumption 2 and (1.8) are satisfied, and let ρ0𝒳\rho_{0}\in\mathcal{X}. Assume that the weight kernel is given by the exponential functions as in (1.14). In addition, suppose that the minimum density ρmin\rho_{\mathrm{min}} as defined in (1.9) is positive, and that the following condition holds for γ\gamma and vv:

(12γv)minρ[0,1]|v(ρ)|(1+γvmax)v′′.\displaystyle\left(1-2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\min_{\rho\in[0,1]}|v^{\prime}(\rho)|\geq(1+\gamma v_{\mathrm{max}})\left\lVert v^{\prime\prime}\right\rVert_{\infty}. (1.17)

Then the unique weak solution of (1.1)-(1.11) with initial condition ρ(0,x)=ρ0(x)\rho(0,x)=\rho_{0}(x) satisfies

TV(ρ;[0,T]×)CT(1+ρmin1)TV(ρ0)T>0,\displaystyle\mathrm{TV}(\rho;[0,T]\times\mathbb{R})\leq CT(1+\rho_{\mathrm{min}}^{-1})\mathrm{TV}(\rho_{0})\quad\forall T>0, (1.18)

where TV(ρ;[0,T]×)\mathrm{TV}(\rho;[0,T]\times\mathbb{R}) represents the total variation of ρ\rho on [0,T]×[0,T]\times\mathbb{R}, and the constant C=C(γ,v)C=C\left(\gamma,v\right) is independent of ε\varepsilon.

The choice (1.14) is the same as the one made in [4] to analyze the nonlocal-to-local limit for the nonlocal-in-space model (1.4)-(1.5). Our methods closely follow theirs, but the relaxation system (1.15)-(1.16) is a genuine system of conservation laws in the original (t,x)(t,x)-coordinate system, and we additionally take this into account. We remark that, in the case of γ=0\gamma=0, the condition (1.8) holds whenever w(s)0s[0,+)w^{\prime}(s)\leq 0~{}\forall s\in[0,+\infty), and (1.17) becomes minρ[0,1]|v(ρ)|v′′\min_{\rho\in[0,1]}|v^{\prime}(\rho)|\geq\left\lVert v^{\prime\prime}\right\rVert_{\infty}. These conditions on the functions w,vw,v are the same as the ones proposed in [4] for the nonlocal-in-space model (1.4)-(1.5).

Finally, we show that any limit solution of the space-time nonlocal model (1.1)-(1.11) when ε0\varepsilon\to 0 is the unique weak entropy solution of (1.3).

Theorem 1.4.

Under the same assumptions as in Theorem 1.3, let ρε\rho^{\varepsilon} be the unique weak solution of (1.1)-(1.11) with initial condition ρε(0,x)=ρ0(x)\rho^{\varepsilon}(0,x)=\rho_{0}(x) as in Theorem 1.2. Then the solution ρε\rho^{\varepsilon} converges to the unique entropy solution of (1.3) in 𝐋loc1([0,)×)\mathbf{L}^{1}_{\mathrm{loc}}([0,\infty)\times\mathbb{R}) as ε0\varepsilon\to 0.

1.5 Organization of the paper

This paper is organized as follows. First, we establish the existence of Lipschitz solutions from Lipschitz past-time data in Section 2 (Theorem 1.1). In Section 3 we establish the 𝐋1\mathbf{L}^{1} stability estimate for Lipschitz solutions and prove Theorem 1.2. Section 4 is devoted to the uniform BV bound estimate of solutions based on the model’s relaxation system formulation (Theorem 1.3), which guarantees the existence of local limit solutions. Section 5 provides the proof of entropy admissibility of the local limit solution and completes the nonlocal-to-local limit theorem (Theorem 1.4).

2 Existence of Lipschitz solutions

This section is devoted to the proof of Theorem 1.1.

2.1 Initial and past-time data

To begin, we make precise the conditions on the past-time data. First, the initial values of ρ\rho and qq corresponding to a past-time condition ρ\rho_{-} are denoted throughout the paper as

ρ0(x)ρ(0,x),q0(x)0ρ(γs,x+s)w(s)𝑑s,x.\rho_{0}(x)\doteq\rho_{-}(0,x),\quad q_{0}(x)\doteq\int_{0}^{\infty}\rho_{-}(-\gamma s,x+s)w(s)\,ds,\qquad x\in\mathbb{R}. (2.1)

Second, for a given constant L>0L>0 we introduce the following notation for a class of functions for past-time data ρ\rho_{-} with ρ0\rho_{0} and q0q_{0} given by (2.1) correspondingly.

𝒳Lip,L{ρ𝐋((,0]×):inf(t,x)(,0]×ρ(t,x)>0,sup(t,x)(,0]×ρ(t,x)<1,infxρ0(x)(1+γv(q0(x)))>0,supxρ0(x)(1+γv(q0(x)))<1,sup(t,x)(,0]×|(xγt)ρ(t,x)|L,supx|x(ρ0(x)(1+γv(q0(x))))|L}.\begin{split}&\mathcal{X}_{\mathrm{Lip},L}\\ &\doteq\left\{\begin{gathered}\rho_{-}\in\mathbf{L}^{\infty}((-\infty,0]\times\mathbb{R}):\,\inf_{(t,x)\in(-\infty,0]\times\mathbb{R}}\rho_{-}(t,x)>0,\;\sup_{(t,x)\in(-\infty,0]\times\mathbb{R}}\rho_{-}(t,x)<1,\\ \qquad\inf_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x)))>0,\quad\sup_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x)))<1,\\ \qquad\sup_{(t,x)\in(-\infty,0]\times\mathbb{R}}|(\partial_{x}-\gamma\partial_{t})\rho_{-}(t,x)|\leq L,\quad\sup_{x\in\mathbb{R}}|\partial_{x}(\rho_{0}(x)(1+\gamma v(q_{0}(x))))|\leq L\end{gathered}\right\}.\end{split} (2.2)

Now we define

g(ρ)ρ(1+γv(ρ)),ρ[0,1].g(\rho)\doteq\rho(1+\gamma v(\rho)),\quad\rho\in[0,1]. (2.3)

Under the Assumption 1, we have g(0)=0g(0)=0 and g(1)=1g(1)=1. Moreover, it holds that g(ρ)>0g^{\prime}(\rho)>0 for ρ[0,1]\rho\in[0,1] provided γv<1\gamma\left\lVert v^{\prime}\right\rVert_{\infty}<1. In this case the function gg is monotone and we let g1g^{-1} denote the inverse function of gg. We define

ρminmin{inf(t,x)(,0]×ρ(t,x),g1(infxρ0(x)(1+γv(q0(x)))},\displaystyle\rho_{\mathrm{min}}\doteq\min\left\{\inf_{(t,x)\in(-\infty,0]\times\mathbb{R}}\rho_{-}(t,x),~{}g^{-1}\left(\inf_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x))\right)\right\}, (2.4)
ρmaxmax{sup(t,x)(,0]×ρ(t,x),g1(supxρ0(x)(1+γv(q0(x)))},\displaystyle\rho_{\mathrm{max}}\doteq\max\left\{\sup_{(t,x)\in(-\infty,0]\times\mathbb{R}}\rho_{-}(t,x),~{}g^{-1}\left(\sup_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x))\right)\right\}, (2.5)

where ρ0\rho_{0} and q0q_{0} are defined in (2.1). It is clear that 0<ρminρmax<10<\rho_{\mathrm{min}}\leq\rho_{\mathrm{max}}<1 for any ρ𝒳Lip,L\rho_{-}\in\mathcal{X}_{\mathrm{Lip},L}.

2.2 Reformulation as a fixed-point problem

The essential idea in the proof of Theorem 1.1 is to reformulate the model as a fixed point problem and apply the contraction mapping theorem. We first define the fixed point mapping on a proper domain with a finite time horizon, and then show it is contractive through a priori 𝐋\mathbf{L}^{\infty} and Lipschitz estimates. The fixed point solution is shown to be a Lipschitz solution to the model and it can be extended to all times t>0t>0.

First let us fix a time horizon [0,T][0,T] where T>0T>0, and suppose ρmin,ρmax\rho_{\mathrm{min}},\rho_{\mathrm{max}}, are as defined in (2.4)-(2.5). For any 0ρa<ρmin0\leq\rho_{a}<\rho_{\mathrm{min}} and ρmax<ρb1\rho_{\mathrm{max}}<\rho_{b}\leq 1, we define the domain

𝒟T,L,ρa,ρb{ρ𝐋([0,T]×):ρaρ(t,x)ρb,(t,x)[0,T]×,|(xγt)ρ(t,x)|3L,(t,x)(0,T)×,ρ(0,x)=ρ0(x),x}.\mathcal{D}_{T,L,\rho_{a},\rho_{b}}\doteq\left\{\rho\in\mathbf{L}^{\infty}([0,T]\times\mathbb{R})\,:\,\begin{gathered}\rho_{a}\leq\rho(t,x)\leq\rho_{b},\;(t,x)\in[0,T]\times\mathbb{R},\\ |(\partial_{x}-\gamma\partial_{t})\rho(t,x)|\leq 3L,\;(t,x)\in(0,T)\times\mathbb{R},\\ \rho(0,x)=\rho_{0}(x),\;x\in\mathbb{R}\end{gathered}\right\}.

Then we introduce a directional derivative operator

yxγt,\partial_{y}\doteq\partial_{x}-\gamma\partial_{t},

where the direction is taken along the line integral paths in (1.2), and an auxiliary variable

zρ(1+γv(q)).z\doteq\rho(1+\gamma v(q)).

With the above definitions, the past-time value problem (1.1)-(1.2)-(1.7) can be reformulated as a system to be solved on [0,T]×[0,T]\times\mathbb{R}.

q(t,x)=0t/γρ(tγs,x+s)w(s)𝑑s+t/γρ(tγs,x+s)w(s)𝑑s,\displaystyle q(t,x)=\int_{0}^{t/\gamma}\rho(t-\gamma s,x+s)w(s)\,ds+\int_{t/\gamma}^{\infty}\rho_{-}(t-\gamma s,x+s)w(s)\,ds, (2.6)
z(t,x)=ρ(t,x)(1+γv(q(t,x))),\displaystyle z(t,x)=\rho(t,x)(1+\gamma v(q(t,x))), (2.7)
tz(t,x)+y(v(q(t,x))1+γv(q(t,x))z(t,x))=0.\displaystyle\partial_{t}z(t,x)+\partial_{y}\left(\frac{v(q(t,x))}{1+\gamma v(q(t,x))}z(t,x)\right)=0. (2.8)

This representation motivates the following step-by-step definition of a mapping Γ:𝒟T,L,ρa,ρb𝐋([0,T]×)\Gamma:\,\mathcal{D}_{T,L,\rho_{a},\rho_{b}}\to\mathbf{L}^{\infty}([0,T]\times\mathbb{R}).

  1. 1.

    With a given ρ𝒳Lip,L\rho_{-}\in\mathcal{X}_{\mathrm{Lip},L} and for any ρ𝒟T,L,ρa,ρb\rho\in\mathcal{D}_{T,L,\rho_{a},\rho_{b}}, we define q(t,x;ρ,ρ)q(t,x;\rho,\rho_{-}) for all (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R} as in (2.6).

  2. 2.

    We define z(t,x;ρ,ρ)z(t,x;\rho,\rho_{-}) for all (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R} as the solution to the linear Cauchy problem (2.8) with the above q(t,x;ρ,ρ)q(t,x;\rho,\rho_{-}) and the initial condition

    z(0,x;ρ)=ρ0(x)(1+γv(q0(x))).z(0,x;\rho_{-})=\rho_{0}(x)(1+\gamma v(q_{0}(x))).
  3. 3.

    With z(t,x;ρ,ρ)z(t,x;\rho,\rho_{-}) and q(t,x;ρ,ρ)q(t,x;\rho,\rho_{-}) defined above, we define ρ~(t,x;ρ,ρ)\tilde{\rho}(t,x;\rho,\rho_{-}) as

    ρ~(t,x;ρ,ρ)=z(t,x;ρ,ρ)1+γv(q(t,x;ρ,ρ)),(t,x)[0,T]×.\displaystyle\tilde{\rho}(t,x;\rho,\rho_{-})=\frac{z(t,x;\rho,\rho_{-})}{1+\gamma v(q(t,x;\rho,\rho_{-}))},\quad(t,x)\in[0,T]\times\mathbb{R}.

Finally we define the mapping Γ\Gamma by

Γ[ρ](t,x)ρ~(t,x;ρ,ρ),(t,x)[0,T]×.\Gamma[\rho](t,x)\doteq\tilde{\rho}(t,x;\rho,\rho_{-}),\quad(t,x)\in[0,T]\times\mathbb{R}.

The outline of the proof of Theorem 1.1 is to establish the following facts:

  • For any ρ𝒟T,L,ρa,ρb\rho\in\mathcal{D}_{T,L,\rho_{a},\rho_{b}}, Γ[ρ]𝒟T,L,ρa,ρb\Gamma[\rho]\in\mathcal{D}_{T,L,\rho_{a},\rho_{b}};

  • Γ\Gamma is a contraction mapping on 𝒟T,L,ρa,ρb\mathcal{D}_{T,L,\rho_{a},\rho_{b}} in the 𝐋\mathbf{L}^{\infty} norm;

  • The contraction mapping theorem gives the unique fixed point ρ𝒟T,L,ρa,ρb\rho\in\mathcal{D}_{T,L,\rho_{a},\rho_{b}}, i.e. Γ[ρ]=ρ\Gamma[\rho]=\rho;

  • The fixed point solution is Lipschitz and it solves the system (2.6)-(2.7)-(2.8) for t[0,T]t\in[0,T];

  • By continuation, the constructed solution for t[0,T]t\in[0,T] can be extended to t[0,)t\in[0,\infty) and so it solves the past-time value problem (1.1)-(1.2)-(1.7).

We remark here that the map Γ\Gamma as constructed requires no relation between ρ\rho and ρ\rho_{-} at t=0t=0 to hold. However, the condition ρ(0,x)=ρ0(x)\rho(0,x)=\rho_{0}(x) is imposed so that quantities such as q(t,x)q(t,x) are Lipschitz with appropriate constant.

2.3 Proof of Theorem 1.1

The proof consists of six steps. In the proof, we omit the notations ρ\rho and ρ\rho_{-} in q(t,x;ρ,ρ)q(t,x;\rho,\rho_{-}), z(t,x;ρ,ρ)z(t,x;\rho,\rho_{-}) and ρ~(t,x;ρ,ρ)\tilde{\rho}(t,x;\rho,\rho_{-}) for simplicity, but keep in mind that they both depend on ρ\rho and ρ\rho_{-}. In addition, we use the equation (1.2) for qq to simplify the calculation, but keep in mind that the nonlocal integral for qq involves ρ\rho_{-} and its precise form is (2.6).

Step 1 (Characteristics). We rewrite the linear Cauchy problem (2.8) as

tz+v(q)1+γv(q)yz=zv(q)(1+γv(q))2yq.\displaystyle\partial_{t}z+\frac{v(q)}{1+\gamma v(q)}\partial_{y}z=z\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{y}q. (2.9)

Given z(0,x)z(0,x) for xx\in\mathbb{R} and q(t,x)q(t,x) for (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}, (2.9) can be solved by the method of characteristics. For a point (t,x)(t,x), the characteristic curve is given by τ(τγξ(τ),ξ(τ))\tau\mapsto(\tau-\gamma\xi(\tau),\xi(\tau)) where ξ(τ)\xi(\tau) satisfies

dξ(τ)dτ=v(q(τγξ(τ),ξ(τ)))1+γv(q(τγξ(τ),ξ(τ))),ξ(t+γx)=x,τ.\displaystyle\frac{d\xi(\tau)}{d\tau}=\frac{v(q(\tau-\gamma\xi(\tau),\xi(\tau)))}{1+\gamma v(q(\tau-\gamma\xi(\tau),\xi(\tau)))},\qquad\xi(t+\gamma x)=x,\qquad\tau\in\mathbb{R}\,. (2.10)

It is easy to see that by definition of ρmin\rho_{\mathrm{min}} and ρmax\rho_{\max} that

0ρaq(t,x)ρb1,(t,x)[0,T]×.\displaystyle 0\leq\rho_{a}\leq q(t,x)\leq\rho_{b}\leq 1,\quad(t,x)\in[0,T]\times\mathbb{R}. (2.11)

This implies

0dξdτ(τ)vmax and ddτ[ξγξ(τ)]1γvmax>00\leq\frac{d\xi}{d\tau}(\tau)\leq v_{\mathrm{max}}\qquad\mbox{ and }\qquad\frac{d}{d\tau}[\xi-\gamma\xi(\tau)]\geq 1-\gamma v_{\mathrm{max}}>0

for all characteristic curves. Therefore, for any given point (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R} one can trace the characteristic curve back to reach a unique point (0,x)(0,x^{\prime}) on the xx-axis, and xtγxxx^{\prime}-\frac{t}{\gamma}\leq x^{\prime}\leq x. Integrating the characteristic ODE

ddτz(τγξ(τ),ξ(τ))\displaystyle\frac{d}{d\tau}z(\tau-\gamma\xi(\tau),\xi(\tau))
=z(τγξ(τ),ξ(τ))v(q(τγξ(τ),ξ(τ)))(1+γv(q(τγξ(τ),ξ(τ))))2yq(τγξ(τ),ξ(τ)),\displaystyle=z(\tau-\gamma\xi(\tau),\xi(\tau))\frac{-v^{\prime}(q(\tau-\gamma\xi(\tau),\xi(\tau)))}{(1+\gamma v(q(\tau-\gamma\xi(\tau),\xi(\tau))))^{2}}\cdot\partial_{y}q(\tau-\gamma\xi(\tau),\xi(\tau)), (2.12)

from the unique τ0\tau_{0} satisfying (τ0γξ(τ0),ξ(τ0))=(0,x)(\tau_{0}-\gamma\xi(\tau_{0}),\xi(\tau_{0}))=(0,x^{\prime}) to τ1=t+γx\tau_{1}=t+\gamma x, one can obtain the value of z(t,x)z(t,x).

Step 2 (𝐋\mathbf{L}^{\infty} and directional Lipschitz bounds). We first note that the identity

yq(t,x)\displaystyle\partial_{y}q(t,x) =0t/γyρ(tγs,x+s)w(s)ds+t/γyρ(tγs,x+s)w(s)ds,\displaystyle=\int_{0}^{t/\gamma}\partial_{y}\rho(t-\gamma s,x+s)w(s)\,ds+\int_{t/\gamma}^{\infty}\partial_{y}\rho_{-}(t-\gamma s,x+s)w(s)\,ds,
(t,x)[0,T]×,\displaystyle\qquad(t,x)\in[0,T]\times\mathbb{R},

gives

|yq(t,x)|3L|\partial_{y}q(t,x)|\leq 3L

for all (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}. In addition, integration by parts gives

yyq(t,x)=w(0)yρ(t,x)0yρ(tγs,x+s)w(s)ds,\displaystyle\partial_{yy}q(t,x)=-w(0)\partial_{y}\rho(t,x)-\int_{0}^{\infty}\partial_{y}\rho(t-\gamma s,x+s)w^{\prime}(s)\,ds, (2.13)

hence

|yyq(t,x)|6w(0)L|\partial_{yy}q(t,x)|\leq 6w(0)L

for all (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}.

To give a 𝐋\mathbf{L}^{\infty} bound on ρ~\tilde{\rho}, we note that

g(ρa)<g(ρmin)z(0,x)g(ρmax)<g(ρb),x.g(\rho_{a})<g(\rho_{\mathrm{min}})\leq z(0,x)\leq g(\rho_{\mathrm{max}})<g(\rho_{b}),\quad x\in\mathbb{R}.

By integrating (2.3) and using the uniform bound

v(q)(1+γv(q))2yq\displaystyle\left\lVert\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{y}q\right\rVert_{\infty} 3vL,\displaystyle\leq 3\left\lVert v^{\prime}\right\rVert_{\infty}L,

we obtain that

g(ρa)z(t,x)g(ρb),(t,x)[0,T]×,\displaystyle g(\rho_{a})\leq z(t,x)\leq g(\rho_{b}),\quad(t,x)\in[0,T]\times\mathbb{R},

when TT is sufficiently small. This together with (2.11) gives

ρaρ~(t,x)ρb,(t,x)[0,T]×.\displaystyle\rho_{a}\leq\tilde{\rho}(t,x)\leq\rho_{b},\quad(t,x)\in[0,T]\times\mathbb{R}. (2.14)

Now let us give a bound on yρ~\partial_{y}\tilde{\rho}. Taking the directional derivative y\partial_{y} of the equation (2.9), we obtain

t(yz)+\displaystyle\partial_{t}(\partial_{y}z)+ v(q)1+γv(q)y(yz)=yz2v(q)(1+γv(q))2yq\displaystyle\frac{v(q)}{1+\gamma v(q)}\partial_{y}(\partial_{y}z)=\partial_{y}z\frac{-2v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{y}q
+z[2γ(v(q))2v′′(q)(1+γv(q))(1+γv(q))3(yq)2+v(q)(1+γv(q))2yyq].\displaystyle+z\left[\frac{2\gamma(v^{\prime}(q))^{2}-v^{\prime\prime}(q)(1+\gamma v(q))}{(1+\gamma v(q))^{3}}(\partial_{y}q)^{2}+\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{yy}q\right]. (2.15)

At time t=0t=0, by the equation (2.9) we write

yz(0,x)=(1+γv(q(0,x)))xz(0,x)+z(0,x)γv(q(0,x))1+γv(q(0,x))yq(0,x),\displaystyle\partial_{y}z(0,x)=(1+\gamma v(q(0,x)))\partial_{x}z(0,x)+z(0,x)\frac{\gamma v^{\prime}(q(0,x))}{1+\gamma v(q(0,x))}\partial_{y}q(0,x),

using that ρ𝒳Lip,L\rho_{-}\in\mathcal{X}_{\mathrm{Lip},L} we have

|yz(0,x)|(1+γvmax+γv)L43L,x.\displaystyle|\partial_{y}z(0,x)|\leq\left(1+\gamma v_{\mathrm{max}}+\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)L\leq\frac{4}{3}L,\quad x\in\mathbb{R}.

We integrate the equation (2.3) along the characteristic curves defined in (2.10). With the uniform bounds

2v(q)(1+γv(q))2yq\displaystyle\left\lVert\frac{-2v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{y}q\right\rVert_{\infty} 6vL,\displaystyle\leq 6\left\lVert v^{\prime}\right\rVert_{\infty}L,
z2γ(v(q))2v′′(q)(1+γv(q))(1+γv(q))3(yq)2\displaystyle\left\lVert z\frac{2\gamma(v^{\prime}(q))^{2}-v^{\prime\prime}(q)(1+\gamma v(q))}{(1+\gamma v(q))^{3}}(\partial_{y}q)^{2}\right\rVert_{\infty} (2γv2+v′′)9L2g(ρb),\displaystyle\leq\left(2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}^{2}+\left\lVert v^{\prime\prime}\right\rVert_{\infty}\right)9L^{2}\cdot g(\rho_{b}),
zv(q)(1+γv(q))2yyq\displaystyle\left\lVert z\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{yy}q\right\rVert_{\infty} 6w(0)vLg(ρb),\displaystyle\leq 6w(0)\left\lVert v^{\prime}\right\rVert_{\infty}L\cdot g(\rho_{b}),

we deduce from a comparison argument that

supx|yz(t,x)|Z(t),t[0,T],\displaystyle\sup\nolimits_{x\in\mathbb{R}}|\partial_{y}z(t,x)|\leq Z(t),\quad t\in[0,T], (2.16)

where Z(t)Z(t) is the solution to the linear ODE

Z˙=aZ+b,Z(0)=43L,\displaystyle\dot{Z}=aZ+b,\quad Z(0)=\frac{4}{3}L, (2.17)

with constant coefficients given by

a6vL1γvmax,b9(2γv2+v′′)L2+6w(0)vL1γvmax.\displaystyle a\doteq\frac{6\left\lVert v^{\prime}\right\rVert_{\infty}L}{1-\gamma v_{\mathrm{max}}},\qquad b\doteq\frac{9\left(2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}^{2}+\left\lVert v^{\prime\prime}\right\rVert_{\infty}\right)L^{2}+6w(0)\left\lVert v^{\prime}\right\rVert_{\infty}L}{1-\gamma v_{\mathrm{max}}}.

By choosing TT sufficiently small, we obtain that |yz(t,x)|Z(T)2L|\partial_{y}z(t,x)|\leq Z(T)\leq 2L for (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}. Then the identity

yρ~(t,x)\displaystyle\partial_{y}\tilde{\rho}(t,x)
=(1+γv(q(t,x)))yz(t,x)γz(t,x)v(q(t,x))yq(t,x)(1+γv(q(t,x)))2,(t,x)[0,T]×,\displaystyle=\frac{(1+\gamma v(q(t,x)))\partial_{y}z(t,x)-\gamma z(t,x)v^{\prime}(q(t,x))\partial_{y}q(t,x)}{(1+\gamma v(q(t,x)))^{2}},\quad(t,x)\in[0,T]\times\mathbb{R},

implies that

|yρ~(t,x)|2L+3γvL3L,(t,x)[0,T]×.\displaystyle|\partial_{y}\tilde{\rho}(t,x)|\leq 2L+3\gamma\left\lVert v^{\prime}\right\rVert_{\infty}L\leq 3L,\quad(t,x)\in[0,T]\times\mathbb{R}. (2.18)

The equality ρ~(0,x)=ρ0(x)\tilde{\rho}(0,x)=\rho_{0}(x) is clear from the definition. Using the obtained 𝐋\mathbf{L}^{\infty} and directional Lipschitz bounds (2.14)-(2.18), we conclude that there exist L,T>0L,T>0, depending only on γ,v,L0,ρmin,ρmax\gamma,v,L_{0},\rho_{\mathrm{min}},\rho_{\mathrm{max}}, such that Γ\Gamma maps 𝒟T,L,ρa,ρb\mathcal{D}_{T,L,\rho_{a},\rho_{b}} to itself.

Step 3 (Contraction). For any ρ1,ρ2𝒟T,L,ρa,ρb\rho_{1},\rho_{2}\in\mathcal{D}_{T,L,\rho_{a},\rho_{b}}, and any (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}, we denote by

{t1(τ)=τγξ1(τ)x1(τ)=ξ1(τ)and{t2(τ)=τγξ2(τ)x2(τ)=ξ2(τ),\displaystyle\begin{cases}t_{1}(\tau)=\tau-\gamma\xi_{1}(\tau)\\ x_{1}(\tau)=\xi_{1}(\tau)\end{cases}\text{and}\quad\begin{cases}t_{2}(\tau)=\tau-\gamma\xi_{2}(\tau)\\ x_{2}(\tau)=\xi_{2}(\tau)\end{cases},

the two characteristic curves satisfying

dξi(τ)dτ=v(qi(τγξi(τ),ξi(τ)))1+γv(qi(τγξi(τ),ξi(τ))),ξi(t+γx)=x,i=1,2.\displaystyle\frac{d\xi_{i}(\tau)}{d\tau}=\frac{v(q_{i}(\tau-\gamma\xi_{i}(\tau),\xi_{i}(\tau)))}{1+\gamma v(q_{i}(\tau-\gamma\xi_{i}(\tau),\xi_{i}(\tau)))},\quad\xi_{i}(t+\gamma x)=x,\quad i=1,2.

We have

d|ξ1(τ)ξ2(τ)|dτ\displaystyle-\frac{d|\xi_{1}(\tau)-\xi_{2}(\tau)|}{d\tau} v|q1(τγξ1(τ),ξ1(τ))q2(τγξ2(τ),ξ2(τ))|,\displaystyle\leq\left\lVert v^{\prime}\right\rVert_{\infty}\left|q_{1}(\tau-\gamma\xi_{1}(\tau),\xi_{1}(\tau))-q_{2}(\tau-\gamma\xi_{2}(\tau),\xi_{2}(\tau))\right|,
v(yq1|ξ1(τ)ξ2(τ)|+q1q2),\displaystyle\leq\left\lVert v^{\prime}\right\rVert_{\infty}\left(\left\lVert\partial_{y}q_{1}\right\rVert_{\infty}|\xi_{1}(\tau)-\xi_{2}(\tau)|+\left\lVert q_{1}-q_{2}\right\rVert_{\infty}\right),
v(3L|ξ1(τ)ξ2(τ)|+q1q2).\displaystyle\leq\left\lVert v^{\prime}\right\rVert_{\infty}\left(3L|\xi_{1}(\tau)-\xi_{2}(\tau)|+\left\lVert q_{1}-q_{2}\right\rVert_{\infty}\right).

Using Grönwall’s inequality backward in time, we obtain

|ξ1(τ)ξ2(τ)|C0Tq1q2,0t1(τ),t2(τ)t,\displaystyle|\xi_{1}(\tau)-\xi_{2}(\tau)|\leq C_{0}T\left\lVert q_{1}-q_{2}\right\rVert_{\infty},\quad 0\leq t_{1}(\tau),t_{2}(\tau)\leq t, (2.19)

with the constant C0=C0(L,v)>0C_{0}=C_{0}(L,v)>0.

Note that z1z_{1} and z2z_{2} can be solved from

tzi+v(qi)1+γv(qi)yzi=ziv(qi)(1+γv(qi))2yqi,i=1,2,\displaystyle\partial_{t}z_{i}+\frac{v(q_{i})}{1+\gamma v(q_{i})}\partial_{y}z_{i}=z_{i}\frac{-v^{\prime}(q_{i})}{(1+\gamma v(q_{i}))^{2}}\partial_{y}q_{i},\quad i=1,2,

along the characteristic curves (ti(τ),xi(τ))(t_{i}(\tau),x_{i}(\tau)), i=1,2i=1,2 with the same initial condition. Using again Grönwall’s inequality and noticing (2.19), we obtain

z1z2C1Tq1q2,\displaystyle\left\lVert z_{1}-z_{2}\right\rVert_{\infty}\leq C_{1}T\left\lVert q_{1}-q_{2}\right\rVert_{\infty},

with the constant C1=C1(L,γ,v,y2q1,y2q2)>0C_{1}=C_{1}\left(L,\gamma,v,\left\lVert\partial_{y}^{2}q_{1}\right\rVert_{\infty},\left\lVert\partial_{y}^{2}q_{2}\right\rVert_{\infty}\right)>0.

We have

ρ~1(t,x)ρ~2(t,x)\displaystyle\tilde{\rho}_{1}(t,x)-\tilde{\rho}_{2}(t,x)
=z1(t,x)(1+γv(q2(t,x)))z2(t,x)(1+γv(q1(t,x)))(1+γv(q1(t,x)))(1+γv(q2(t,x))),(t,x)[0,T]×,\displaystyle=\frac{z_{1}(t,x)(1+\gamma v(q_{2}(t,x)))-z_{2}(t,x)(1+\gamma v(q_{1}(t,x)))}{(1+\gamma v(q_{1}(t,x)))(1+\gamma v(q_{2}(t,x)))},\quad(t,x)\in[0,T]\times\mathbb{R},

which implies

ρ~1ρ~2γvq1q2+z1z2.\displaystyle\left\lVert\tilde{\rho}_{1}-\tilde{\rho}_{2}\right\rVert_{\infty}\leq\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\left\lVert q_{1}-q_{2}\right\rVert_{\infty}+\left\lVert z_{1}-z_{2}\right\rVert_{\infty}.

We also have

q1(t,x)q2(t,x)=0t/γ(ρ1(tγs,x+s)ρ2(tγs,x+s))w(s)𝑑s,\displaystyle q_{1}(t,x)-q_{2}(t,x)=\int_{0}^{t/\gamma}(\rho_{1}(t-\gamma s,x+s)-\rho_{2}(t-\gamma s,x+s))w(s)\,ds,

which gives

q1q2w(0)Tγρ1ρ2.\left\lVert q_{1}-q_{2}\right\rVert_{\infty}\leq\frac{w(0)T}{\gamma}\left\lVert\rho_{1}-\rho_{2}\right\rVert_{\infty}.

Apply (2.13) to both yyq1\partial_{yy}q_{1} and yyq2\partial_{yy}q_{2}, one can get

yyqi6w(0)L,i=1,2.\displaystyle\left\lVert\partial_{yy}q_{i}\right\rVert_{\infty}\leq 6w(0)L,\quad i=1,2.

Thanks to the above estimates, we finally deduce that

Γ[ρ1]Γ[ρ2]=ρ~1ρ~2C2Tρ1ρ2,\displaystyle\left\lVert\Gamma[\rho_{1}]-\Gamma[\rho_{2}]\right\rVert_{\infty}=\left\lVert\tilde{\rho}_{1}-\tilde{\rho}_{2}\right\rVert_{\infty}\leq C_{2}T\left\lVert\rho_{1}-\rho_{2}\right\rVert_{\infty},

with the constant C2=C2(L,γ,v,w)>0C_{2}=C_{2}(L,\gamma,v,w)>0. Choosing TT sufficiently small such that C2T<1C_{2}T<1, Γ\Gamma is a contraction mapping in the 𝐋\mathbf{L}^{\infty} norm.

By the contraction mapping theorem, there exists T>0T^{*}>0 such that Γ\Gamma has a unique fixed point in 𝒟T,L,ρa,ρb\mathcal{D}_{T^{*},L,\rho_{a},\rho_{b}}. From now on we denote ρ\rho as the unique solution in 𝒟T,L,ρa,ρb\mathcal{D}_{T^{*},L,\rho_{a},\rho_{b}} that satisfies (1.1)-(1.2)-(1.7) on [0,T]×[0,T^{*}]\times\mathbb{R}. With this definition of ρ\rho we define zz by (2.7).

Step 4 (Uniform 𝐋\mathbf{L}^{\infty} bound). We aim to show that ρ\rho and zz satisfy the uniform bounds

ρminρ(t,x)ρmaxandg(ρmin)z(t,x)g(ρmax),(t,x)[0,T]×.\displaystyle\rho_{\mathrm{min}}\leq\rho(t,x)\leq\rho_{\mathrm{max}}\quad\mathrm{and}\quad g(\rho_{\mathrm{min}})\leq z(t,x)\leq g(\rho_{\mathrm{max}}),\quad(t,x)\in[0,T^{*}]\times\mathbb{R}. (2.20)

We provide a proof for the upper bounds; the lower bounds are obtained in a similar manner.

We denote

ρmsup(t,x)(,T]×ρ(t,x),zmsup(t,x)[0,T]×z(t,x).\displaystyle\rho_{\mathrm{m}}\doteq\sup_{(t,x)\in(-\infty,T^{*}]\times\mathbb{R}}\rho(t,x),\qquad z_{\mathrm{m}}\doteq\sup_{(t,x)\in[0,T^{*}]\times\mathbb{R}}z(t,x).

It is clear that ρmaxρm1\rho_{\mathrm{max}}\leq\rho_{\mathrm{m}}\leq 1 and g(ρmax)zm1g(\rho_{\mathrm{max}})\leq z_{\mathrm{m}}\leq 1.

Let us fix x0x_{0}\in\mathbb{R} and consider the characteristic curve τ(τγξ(τ),ξ(τ))\tau\mapsto(\tau-\gamma\xi(\tau),\xi(\tau)) for τ[τ0,τ1]\tau\in[\tau_{0},\tau_{1}] such that

(τ0γξ(τ0),ξ(τ0))=(0,x0),(τ1γξ(τ1),ξ(τ1))=(T,x1),(\tau_{0}-\gamma\xi(\tau_{0}),\xi(\tau_{0}))=(0,x_{0}),\quad(\tau_{1}-\gamma\xi(\tau_{1}),\xi(\tau_{1}))=(T^{*},x_{1}),

where (T,x1)(T^{*},x_{1}) is the intersection of the characteristic curve and the horizontal line t=Tt=T^{*}. For any τ[τ0,τ1]\tau\in[\tau_{0},\tau_{1}], the equation (2.9) gives

ddτz(τγξ(τ),ξ(τ))=zv(q)(1+γv(q))2yq|(τγξ(τ),ξ(τ)).\displaystyle\frac{d}{d\tau}z(\tau-\gamma\xi(\tau),\xi(\tau))=\left.z\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\partial_{y}q\right|_{(\tau-\gamma\xi(\tau),\xi(\tau))}.

Integrating by parts gives

yq(τγξ(τ),ξ(τ))\displaystyle\partial_{y}q(\tau-\gamma\xi(\tau),\xi(\tau))
=0yρ(τγξ(τ)γs,ξ(τ)+s)w(s)ds\displaystyle=\int_{0}^{\infty}\partial_{y}\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s)w(s)\,ds
=w(0)ρ(τγξ(τ),ξ(τ))0ρ(τγξ(τ)γs,ξ(τ)+s)w(s)𝑑s\displaystyle=-w(0)\rho(\tau-\gamma\xi(\tau),\xi(\tau))-\int_{0}^{\infty}\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s)w^{\prime}(s)\,ds
=w(0)[0ρ(τγξ(τ)γs,ξ(τ)+s)w~(s)𝑑sρ(τγξ(τ),ξ(τ))],\displaystyle=w(0)\left[\int_{0}^{\infty}\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s)\tilde{w}(s)\,ds-\rho(\tau-\gamma\xi(\tau),\xi(\tau))\right], (2.21)

where

w~(s)w(s)/w(0)\tilde{w}(s)\doteq-w^{\prime}(s)/w(0)

is a new weight kernel satisfying

0w~(s)𝑑s=1andw~(s)βw(0)w(s)γvw(s)0 for s[0,).\displaystyle\int_{0}^{\infty}\tilde{w}(s)\,ds=1\quad\mbox{and}\quad\tilde{w}(s)\geq\frac{\beta}{w(0)}w(s)\geq\gamma\left\lVert v^{\prime}\right\rVert_{\infty}w(s)\geq 0\quad\text{ for }s\in[0,\infty).

Noting that

v(q)=v(q)v(ρm)+v(ρm)v(ρmq)+v(ρm)q[0,ρm],\displaystyle v(q)=v(q)-v(\rho_{\mathrm{m}})+v(\rho_{\mathrm{m}})\leq\left\lVert v^{\prime}\right\rVert_{\infty}(\rho_{\mathrm{m}}-q)+v(\rho_{\mathrm{m}})\quad\forall q\in[0,\rho_{\mathrm{m}}],

we compute

z(τγξ(τ),ξ(τ))\displaystyle z(\tau-\gamma\xi(\tau),\xi(\tau))
=\displaystyle= ρ(τγξ(τ),ξ(τ))(1+γv(q(τγξ(τ),ξ(τ))))\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))(1+\gamma v(q(\tau-\gamma\xi(\tau),\xi(\tau))))
\displaystyle\leq ρ(τγξ(τ),ξ(τ))+γρmv(q(τγξ(τ),ξ(τ)))\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))+\gamma\rho_{\mathrm{m}}v(q(\tau-\gamma\xi(\tau),\xi(\tau)))
\displaystyle\leq ρ(τγξ(τ),ξ(τ))+γρmv(ρmq(τγξ(τ),ξ(τ)))+γρmv(ρm)\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))+\gamma\rho_{\mathrm{m}}\left\lVert v^{\prime}\right\rVert_{\infty}(\rho_{\mathrm{m}}-q(\tau-\gamma\xi(\tau),\xi(\tau)))+\gamma\rho_{\mathrm{m}}v(\rho_{\mathrm{m}})
\displaystyle\leq ρ(τγξ(τ),ξ(τ))\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))
+γv0(ρmρ(τγξ(τ)γs,ξ(τ)+s))w(s)𝑑s+γρmv(ρm)\displaystyle+\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\int_{0}^{\infty}(\rho_{\mathrm{m}}-\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s))w(s)\,ds+\gamma\rho_{\mathrm{m}}v(\rho_{\mathrm{m}})
\displaystyle\leq ρ(τγξ(τ),ξ(τ))+0(ρmρ(τγξ(τ)γs,ξ(τ)+s))w~(s)𝑑s+γρmv(ρm)\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))+\int_{0}^{\infty}(\rho_{\mathrm{m}}-\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s))\tilde{w}(s)\,ds+\gamma\rho_{\mathrm{m}}v(\rho_{\mathrm{m}})
=\displaystyle= ρ(τγξ(τ),ξ(τ))0ρ(τγξ(τ)γs,ξ(τ)+s)w~(s)𝑑s+g(ρm).\displaystyle\rho(\tau-\gamma\xi(\tau),\xi(\tau))-\int_{0}^{\infty}\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s)\tilde{w}(s)\,ds+g(\rho_{\mathrm{m}}).

It yields that

0ρ(τγξ(τ)γs,ξ(τ)+s)w~(s)𝑑sρ(τγξ(τ),ξ(τ))g(ρm)z(τγξ(τ),ξ(τ)).\displaystyle\int_{0}^{\infty}\rho(\tau-\gamma\xi(\tau)-\gamma s,\xi(\tau)+s)\tilde{w}(s)\,ds-\rho(\tau-\gamma\xi(\tau),\xi(\tau))\leq g(\rho_{\mathrm{m}})-z(\tau-\gamma\xi(\tau),\xi(\tau)).

This inequality combined with (2.21) gives

yq(τγξ(τ),ξ(τ))w(0)(g(ρm)z(τγξ(τ),ξ(τ))).\partial_{y}q(\tau-\gamma\xi(\tau),\xi(\tau))\leq w(0)(g(\rho_{\mathrm{m}})-z(\tau-\gamma\xi(\tau),\xi(\tau))).

Furthermore, we have

0zv(q)(1+γv(q))2|(τγξ(τ),ξ(τ))v,\displaystyle 0\leq\left.z\frac{-v^{\prime}(q)}{(1+\gamma v(q))^{2}}\right|_{(\tau-\gamma\xi(\tau),\xi(\tau))}\leq\left\lVert v^{\prime}\right\rVert_{\infty},

and hence

ddτz(τγξ(τ),ξ(τ))C(g(ρm)z(τγξ(τ),ξ(τ))),\displaystyle\frac{d}{d\tau}z(\tau-\gamma\xi(\tau),\xi(\tau))\leq C(g(\rho_{\mathrm{m}})-z(\tau-\gamma\xi(\tau),\xi(\tau))),

where C=vw(0)C=\left\lVert v^{\prime}\right\rVert_{\infty}w(0). Integrating the above inequality with the initial condition z(τ0γξ(τ0),ξ(τ0))=z(0,x0)z(\tau_{0}-\gamma\xi(\tau_{0}),\xi(\tau_{0}))=z(0,x_{0}), we obtain that

z(τγξ(τ),ξ(τ))\displaystyle z(\tau-\gamma\xi(\tau),\xi(\tau))\leq eC(τ0τ)z(0,x0)+(1eC(τ0τ))g(ρm)\displaystyle e^{C(\tau_{0}-\tau)}z(0,x_{0})+(1-e^{C(\tau_{0}-\tau)})g(\rho_{\mathrm{m}})
\displaystyle\leq eC(τ0τ)g(ρmax)+(1eC(τ0τ))g(ρm),τ[τ0,τ1].\displaystyle e^{C(\tau_{0}-\tau)}g(\rho_{\mathrm{max}})+(1-e^{C(\tau_{0}-\tau)})g(\rho_{\mathrm{m}}),\quad\tau\in[\tau_{0},\tau_{1}].

Noting that τ1τ0T1γvmax\tau_{1}-\tau_{0}\leq\frac{T^{*}}{1-\gamma v_{\mathrm{max}}} and g(ρmax)g(ρm)g(\rho_{\mathrm{max}})\leq g(\rho_{\mathrm{m}}), we have

z(τγξ(τ),ξ(τ))C1g(ρmax)+(1C1)g(ρm),τ[τ0,τ1],\displaystyle z(\tau-\gamma\xi(\tau),\xi(\tau))\leq C_{1}g(\rho_{\mathrm{max}})+(1-C_{1})g(\rho_{\mathrm{m}}),\quad\tau\in[\tau_{0},\tau_{1}], (2.22)

where C1=exp(vw(0)T1γvmax)(0,1)C_{1}=\mathrm{exp}(-\frac{\|v^{\prime}\|_{\infty}w(0)T^{*}}{1-\gamma v_{\max}})\in(0,1). Now we let x0x_{0} run over \mathbb{R}; the respective characteristic curves fill the domain [0,T]×[0,T^{*}]\times\mathbb{R} and so (2.22) is uniform to the choice of x0x_{0}, hence we have

zmC1g(ρmax)+(1C1)g(ρm).\displaystyle z_{\mathrm{m}}\leq C_{1}g(\rho_{\mathrm{max}})+(1-C_{1})g(\rho_{\mathrm{m}}). (2.23)

Now suppose ρm>ρmax\rho_{\mathrm{m}}>\rho_{\mathrm{max}}. Then we have

sup(t,x)[0,T]×q(t,x)ρm=sup(t,x)[0,T]×ρ(t,x),\displaystyle\sup_{(t,x)\in[0,T^{*}]\times\mathbb{R}}q(t,x)\leq\rho_{\mathrm{m}}=\sup_{(t,x)\in[0,T^{*}]\times\mathbb{R}}\rho(t,x),

and since vv is decreasing we have for any (t,x)[0,T]×(t,x)\in[0,T^{*}]\times\mathbb{R}

ρ(t,x)=z(t,x)1+γv(q(t,x))zm1+γv(ρm).\displaystyle\rho(t,x)=\frac{z(t,x)}{1+\gamma v(q(t,x))}\leq\frac{z_{\mathrm{m}}}{1+\gamma v(\rho_{\mathrm{m}})}.

Therefore ρmzm1+γv(ρm)\rho_{\mathrm{m}}\leq\frac{z_{\mathrm{m}}}{1+\gamma v(\rho_{\mathrm{m}})}, and so by definition of gg and by (2.23)

g(ρm)zmC1g(ρmax)+(1C1)g(ρm)g(ρm)g(ρmax),\displaystyle g(\rho_{\mathrm{m}})\leq z_{\mathrm{m}}\leq C_{1}g(\rho_{\mathrm{max}})+(1-C_{1})g(\rho_{\mathrm{m}})\Longrightarrow g(\rho_{\mathrm{m}})\leq g(\rho_{\mathrm{max}}),

which contradicts ρm>ρmax\rho_{\mathrm{m}}>\rho_{\mathrm{max}}. Therefore we deduce that ρmρmax\rho_{\mathrm{m}}\leq\rho_{\mathrm{max}}. Applying this in (2.23) gives zmg(ρmax)z_{\mathrm{m}}\leq g(\rho_{\mathrm{max}}), and so the upper bounds in (2.20) are proved.

Step 5 (Final Lipschitz estimates). In Step 2, we obtain bounds on yq\partial_{y}q and yz\partial_{y}z. Using the equation (2.8), a bound on tz\partial_{t}z can also be obtained and we conclude that zz is Lipschitz continuous on [0,T]×[0,T]\times\mathbb{R}. To show the Lipschitz continuity of ρ\rho, it suffices to show that of qq since ρ=z1+γv(q)\rho=\frac{z}{1+\gamma v(q)}. Given the established bound on yq\partial_{y}q, we only need to show the existence of xq\partial_{x}q and give a bound on it.

Let us denote

K0sup(t,x)(,0]×|xρ(t,x)|,K1sup(t,x)[0,T]×|xz(t,x)|,\displaystyle K_{0}\doteq\sup_{(t,x)\in(-\infty,0]\times\mathbb{R}}|\partial_{x}\rho_{-}(t,x)|,\quad K_{1}\doteq\sup_{(t,x)\in[0,T]\times\mathbb{R}}|\partial_{x}z(t,x)|,

and

K(t,r)sup|x0x1|=r|q(t,x0)q(t,x1)|rr>0,t[0,T].\displaystyle K(t,r)\doteq\sup_{|x_{0}-x_{1}|=r}\frac{|q(t,x_{0})-q(t,x_{1})|}{r}\quad\forall r>0,\,t\in[0,T].

For any t[0,T]t\in[0,T] and x0x1x_{0}\neq x_{1}, we have:

|q(t,x0)q(t,x1)|\displaystyle|q(t,x_{0})-q(t,x_{1})|
\displaystyle\leq 0|ρ(tγs,x0+s)ρ(tγs,x1+s)|w(s)𝑑s\displaystyle\int_{0}^{\infty}|\rho(t-\gamma s,x_{0}+s)-\rho(t-\gamma s,x_{1}+s)|w(s)\,ds
\displaystyle\leq 0t/γ|ρ(tγs,x0+s)ρ(tγs,x1+s)|w(s)𝑑s+K0|x0x1|.\displaystyle\int_{0}^{t/\gamma}|\rho(t-\gamma s,x_{0}+s)-\rho(t-\gamma s,x_{1}+s)|w(s)\,ds+K_{0}|x_{0}-x_{1}|.

The equation ρ=z1+γv(q)\rho=\frac{z}{1+\gamma v(q)} gives

|ρ(tγs,x0+s)ρ(tγs,x1+s)|\displaystyle|\rho(t-\gamma s,x_{0}+s)-\rho(t-\gamma s,x_{1}+s)|
\displaystyle\leq |z(tγs,x0+s)z(tγs,x1+s)|\displaystyle|z(t-\gamma s,x_{0}+s)-z(t-\gamma s,x_{1}+s)|
+γv|q(tγs,x0+s)q(tγs,x1+s)|\displaystyle+\gamma\left\lVert v^{\prime}\right\rVert_{\infty}|q(t-\gamma s,x_{0}+s)-q(t-\gamma s,x_{1}+s)|
\displaystyle\leq K1|x0x1|+γvK(tγs,|x0x1|)|x0x1|.\displaystyle K_{1}|x_{0}-x_{1}|+\gamma\left\lVert v^{\prime}\right\rVert_{\infty}K(t-\gamma s,|x_{0}-x_{1}|)|x_{0}-x_{1}|.

Therefore we have

K(t,r)\displaystyle K(t,r) K0+K1+γv0t/γK(tγs,r)w(s)𝑑s\displaystyle\leq K_{0}+K_{1}+\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\int_{0}^{t/\gamma}K(t-\gamma s,r)w(s)\,ds
=K0+K1+v0tK(t~,r)w((tt~)/γ)𝑑t~,\displaystyle=K_{0}+K_{1}+\left\lVert v^{\prime}\right\rVert_{\infty}\int_{0}^{t}K(\tilde{t},r)w((t-\tilde{t})/\gamma)\,d\tilde{t},

for any t[0,T]t\in[0,T] and r>0r>0.

Using Grönwall’s inequality, we deduce that there exists a constant K2>0K_{2}>0 only depending on K0,K1,γ,v,wK_{0},K_{1},\gamma,v,w such that K(t,r)K2K(t,r)\leq K_{2} for any t[0,T]t\in[0,T] and r>0r>0, which gives the Lipschitz bound |xq(t,x)|K2|\partial_{x}q(t,x)|\leq K_{2} for (t,x)[0,T]×(t,x)\in[0,T]\times\mathbb{R}.

Step 6 (Continuation). We iteratively construct the solution on time intervals [t0,t1][t_{0},t_{1}], [t1,t2][t_{1},t_{2}], [t2,t3][t_{2},t_{3}], \cdots from t0=0t_{0}=0. At time tkt_{k} (k=0,1,2,k=0,1,2,\cdots), the past-time data is given by ρ(t,x)\rho(t,x) for (t,x)[0,tk]×(t,x)\in[0,t_{k}]\times\mathbb{R} and ρ(t,x)\rho_{-}(t,x) for (t,x)(,0]×(t,x)\in(-\infty,0]\times\mathbb{R}. Thanks to the 𝐋\mathbf{L}^{\infty} and Lipschitz bounds obtained in Step 2, Step 4, and Step 5, the constructed solution on the time interval [0,tk][0,t_{k}] satisfies

ρminρ(t,x)ρmax,g(ρmin)z(t,x)g(ρmax),\rho_{\mathrm{min}}\leq\rho(t,x)\leq\rho_{\mathrm{max}},\quad g(\rho_{\mathrm{min}})\leq z(t,x)\leq g(\rho_{\mathrm{max}}),

and

ρ is Lipschitz with ρLipC(ρ,γ,v,w)Z(tk),\rho\text{ is Lipschitz with }\left\lVert\rho\right\rVert_{\mathrm{Lip}}\leq C(\rho_{-},\gamma,v,w)Z(t_{k}),

where Z(t)Z(t) is the solution of the ODE (2.17). The above estimates guarantee that tkt_{k}\to\infty as kk\to\infty and the solution can be extended to the whole domain (t,x)[0,)×(t,x)\in[0,\infty)\times\mathbb{R}.

2.4 Discussion

We now make some remarks on the model assumptions and the proof of Theorem 1.1.

Remark 2.1.

The Assumption 2 requires that the weight kernel w=w(s)w=w(s) has an exponential decay. Such an assumption was also used in [13] to establish the nonlocal-to-local limit of the nonlocal-in-space model (1.4)-(1.5). In Theorem 1.1, it is assumed that γvw(0)β\gamma\left\lVert v^{\prime}\right\rVert_{\infty}w(0)\leq\beta, which together with (1.6) gives

w(s)γvw(0)w(s).\displaystyle w^{\prime}(s)\leq-\gamma\left\lVert v^{\prime}\right\rVert_{\infty}w(0)w(s). (2.24)

It is worth noting that if w=w(s)w=w(s) satisfies the condition (2.24), the rescaled kernel wε(s)=w(s/ε)/εw_{\varepsilon}(s)=w(s/\varepsilon)/\varepsilon also satisfies the condition with the same parameters γ\gamma and v\left\lVert v^{\prime}\right\rVert_{\infty}. For the exponential kernel w=wε(s)w=w_{\varepsilon}(s) defined in (1.14), the Assumption 2 is satisfied for all ε>0\varepsilon>0 whenever γv<1\gamma{\left\lVert v^{\prime}\right\rVert_{\infty}}<1, which is consistent with the sub-characteristic condition under the relaxation system formulation (1.15)-(1.16).

Remark 2.2.

Let us define the function space

𝒳~L{ρ0𝐋():infxρ0(x)>0,supxρ0(x)<1,infxρ0(x)(1+γv(q0(x)))>0,supxρ0(x)(1+γv(q0(x)))<1,|xρ0(x)|L,supx|x(ρ0(x)(1+γv(q0(x))))|L},\begin{split}&\widetilde{\mathcal{X}}_{L}\doteq\\ &\left\{\rho_{0}\in\mathbf{L}^{\infty}(\mathbb{R})\,:\,\begin{gathered}\inf_{x\in\mathbb{R}}\rho_{0}(x)>0,\quad\sup_{x\in\mathbb{R}}\rho_{0}(x)<1,\\ \inf_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x)))>0,\quad\sup_{x\in\mathbb{R}}\rho_{0}(x)(1+\gamma v(q_{0}(x)))<1,\\ |\partial_{x}\rho_{0}(x)|\leq L,\quad\sup_{x\in\mathbb{R}}|\partial_{x}(\rho_{0}(x)(1+\gamma v(q_{0}(x))))|\leq L\end{gathered}\right\},\end{split} (2.25)

where the velocity q0q_{0} is written as q0(x)=0ρ0(x+s)w(s)𝑑sq_{0}(x)=\int_{0}^{\infty}\rho_{0}(x+s)w(s)\,ds. Then for ρ\rho_{-} defined via the extension (1.10) for a given function ρ0\rho_{0},

ρ𝒳Lip,Lρ0𝒳~L.\rho_{-}\in\mathcal{X}_{\mathrm{Lip},L}\quad\Leftrightarrow\quad\rho_{0}\in\widetilde{\mathcal{X}}_{L}. (2.26)

By the form of qq we can see that even if 0ρ0(x)10\leq\rho_{0}(x)\leq 1 for all xx\in\mathbb{R} without an additional condition that the constraint 0ρ0(x)(1+γv(q0(x)))10\leq\rho_{0}(x)(1+\gamma v(q_{0}(x)))\leq 1 can be violated at some point xx\in\mathbb{R} where ρ0(x)=1\rho_{0}(x)=1 and q0(x)<1q_{0}(x)<1. A sufficient condition on ρ0\rho_{0} alone to ensure ρ0𝒳~L\rho_{0}\in\widetilde{\mathcal{X}}_{L} is

0<infxρ0(x),ρ0(x)11+γvmax,|xρ0(x)|L1+γ(vmax+v).0<\inf_{x\in\mathbb{R}}\rho_{0}(x),\quad\rho_{0}(x)\leq\frac{1}{1+\gamma v_{\mathrm{max}}},\quad|\partial_{x}\rho_{0}(x)|\leq\frac{L}{1+\gamma(v_{\max}+\left\lVert v^{\prime}\right\rVert_{\infty})}.

In this case, the lower and upper bounds for the solutions given in Theorem 1.1 become

infxρ0(x)ρ(t,x)(1+γvmax)supxρ0(x),(t,x)(0,)×.\inf_{x\in\mathbb{R}}\rho_{0}(x)\leq\rho(t,x)\leq(1+\gamma v_{\mathrm{max}})\sup_{x\in\mathbb{R}}\rho_{0}(x),\quad(t,x)\in(0,\infty)\times\mathbb{R}.

These sufficient conditions and solution bounds may not be the best possible results, we will leave possible improvements for the future research.

3 Existence, uniqueness and stability of weak solutions

For the remainder of the paper we concern ourselves with a class of past-time data extended vertically from given initial data. That is, we assume that the past-time data ρ𝐋((,0]×)\rho_{-}\in\mathbf{L}^{\infty}((-\infty,0]\times\mathbb{R}) satisfies (1.10) for a given ρ0𝒳\rho_{0}\in\mathcal{X}, where 𝒳\mathcal{X} denotes the class

𝒳{ρ0𝐋():0ρ0(x)1,0ρ0(x)(1+γv(q0(x)))1,TV(ρ0)<}.\mathcal{X}\doteq\left\{\rho_{0}\in\mathbf{L}^{\infty}(\mathbb{R})\,:\,\begin{gathered}0\leq\rho_{0}(x)\leq 1,\\ 0\leq\rho_{0}(x)(1+\gamma v(q_{0}(x)))\leq 1,\\ \mathrm{TV}(\rho_{0})<\infty\end{gathered}\right\}. (3.1)

With this assumption we establish the 𝐋1\mathbf{L}^{1}-stability of Lipschitz solutions, from which Theorem 1.2 follows.

Proposition 3.1 (𝐋1\mathbf{L}^{1}-stability of Lipschitz solutions).

Under Assumption 1, Assumption 2, and (1.8), assume that two functions ρ0i𝒳Li\rho^{i}_{0}\in\mathcal{X}_{L_{i}} for i=0,1i=0,1 (that is, their Lipschitz constants are possibly different). Let ρi(t,x)\rho^{i}(t,x) for i=0,1i=0,1 be Lipschitz solutions to (1.1)-(1.11) with initial conditions ρi(0,x)=ρ0i(x)\rho^{i}(0,x)=\rho_{0}^{i}(x) respectively.

Then for any T>0T>0 there exists a positive constant C¯=C¯(v,w,T,TV(ρ00),TV(ρ01))\bar{C}=\bar{C}(v,w,T,\mathrm{TV}(\rho_{0}^{0}),\break\mathrm{TV}(\rho_{0}^{1})) such that

0T(|ρ1(t,x)ρ0(t,x)|+|q1(t,x)q0(t,x)|)𝑑x𝑑tC¯|ρ01(x)ρ00(x)|𝑑x.\begin{split}\int_{0}^{T}\int_{\mathbb{R}}\Big{(}|\rho^{1}(t,x)-\rho^{0}(t,x)|+|q^{1}(t,x)-q^{0}(t,x)|\Big{)}dxdt\leq\bar{C}\int_{\mathbb{R}}|\rho_{0}^{1}(x)-\rho^{0}_{0}(x)|dx\,.\end{split} (3.2)
Proof.

Let θ[0,1]\theta\in[0,1] be a parameter; for each value of θ\theta, define ρθ\rho^{\theta} to be a Lipschitz solution to (1.1)-(1.11) satisfying 0ρθ10\leq\rho^{\theta}\leq 1 with initial data ρθ(0,x):=θρ0(0,x)+(1θ)ρ1(0,x)\rho^{\theta}(0,x):=\theta\rho^{0}(0,x)+(1-\theta)\rho^{1}(0,x). At least one such solution exists by Theorem 1.1 and Remark 2.2. Define the first order perturbations for (t,x)[0,)×(t,x)\in[0,\infty)\times\mathbb{R}:

Pθ(t,x)limh0ρθ+h(t,x)ρθ(t,x)h,Qθ(t,x)limh0qθ+h(t,x)qθ(t,x)h.P^{\theta}(t,x)~{}\doteq~{}\lim_{h\to 0}\frac{\rho^{\theta+h}(t,x)-\rho^{\theta}(t,x)}{h},\qquad Q^{\theta}(t,x)~{}\doteq~{}\lim_{h\to 0}\frac{q^{\theta+h}(t,x)-q^{\theta}(t,x)}{h}.

Recalling the definition of the quantity zθ=ρθ(1+γv(qθ))z^{\theta}=\rho^{\theta}(1+\gamma v(q^{\theta})) in (2.7), define its first order perturbation as

ζθ(t,x)limh0zθ+h(t,x)zθ(t,x)h.\zeta^{\theta}(t,x)~{}\doteq~{}\lim_{h\to 0}\frac{z^{\theta+h}(t,x)-z^{\theta}(t,x)}{h}.

Then

ζθ=Pθ(1+γv(qθ))+γρθv(qθ)Qθ,\zeta^{\theta}=P^{\theta}(1+\gamma v(q^{\theta}))+\gamma\rho^{\theta}v^{\prime}(q^{\theta})Q^{\theta}, (3.3)

and ζθ\zeta^{\theta} satisfies the linearized equation

tζθ+y[V(qθ)ζθ+zθV(qθ)Qθ]=0,\partial_{t}\zeta^{\theta}+\partial_{y}[V(q^{\theta})\zeta^{\theta}+z^{\theta}V^{\prime}(q^{\theta})Q^{\theta}]=0, (3.4)

where V(q)v(q)1+γv(q)V(q)\doteq\frac{v(q)}{1+\gamma v(q)}.

From (1.11) the integral defining QθQ^{\theta} can be written as

Qθ(t,x)=0Pθ(0,x+t/γ+s)w(s+t/γ)𝑑s+0t/γPθ(tγs,x+s)w(s)𝑑s.\begin{split}Q^{\theta}(t,x)&=\int_{0}^{\infty}P^{\theta}(0,x+t/\gamma+s)w(s+t/\gamma)ds+\int_{0}^{t/\gamma}P^{\theta}(t-\gamma s,x+s)w(s)\;ds\,.\end{split} (3.5)

We also use a consequence of the condition (1.6) on ww:

w(s1)w(s0)eβ(s1s0) for 0s0s1<.w(s_{1})\leq w(s_{0})e^{-\beta(s_{1}-s_{0})}\quad\text{ for }0\leq s_{0}\leq s_{1}<\infty. (3.6)

Third, we note a variant of Grönwall’s inequality

U(t)u(t)+CU(t),U(0)=0U(t)0teC(ts)u(s)𝑑s.U^{\prime}(t)\leq u(t)+CU(t)\,,U(0)=0\quad\Rightarrow\quad U(t)\leq\int_{0}^{t}e^{C(t-s)}u(s)ds\,. (3.7)

Step 1. We show that along any finite characteristic segment, the perturbed quantity zθz^{\theta} has bounded total variation. To be precise, define

G(x,t):=t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ.G(x,t):=\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\left|\partial_{y}z^{\theta}\left(t-\gamma\xi,x+\xi\right)\right|d\xi.

We claim that there exists CC depending only on vv and ww such that

supxt[0,T]G(x,t)MT:=TV(ρ0θ)CeCT\sup_{\begin{subarray}{c}x\in\mathbb{R}\\ t\in[0,T]\end{subarray}}G(x,t)\leq M_{T}:=\mathrm{TV}(\rho^{\theta}_{0})\cdot C\mathrm{e}^{CT} (3.8)

and

supt[0,T]G(x,t)𝑑xMT.\sup_{\begin{subarray}{c}t\in[0,T]\end{subarray}}\int_{\mathbb{R}}G(x,t)\,dx\leq M_{T}. (3.9)

We will prove only (3.8); (3.9) is obtained using the same procedure. From

y(tzθ)=y(V(qθ)yzθ)y(V(qθ)zθyqθ),\partial_{y}(\partial_{t}z^{\theta})=-\partial_{y}(V(q^{\theta})\partial_{y}z^{\theta})-\partial_{y}(V^{\prime}(q^{\theta})z^{\theta}\partial_{y}q^{\theta})\,,

we have

ddt[G(x,t)]=ddt[t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ]=1γ|yzθ(0,x+t/γ)|13γ|yzθ(2t/3,x+t/3γ)|+t3γtγt[|yzθ(tγξ,x+ξ)|]dξ=(1γV(qθ))|yzθ|(0,x+t/γ)+(V(qθ)13γ)|yzθ|(2t/3,x+t/3γ)t3γtγ(sgn(yzθ)y[zθV(qθ)yqθ])(tγξ,x+ξ)𝑑ξ.\begin{split}\frac{d}{dt}[G(x,t)]&=\frac{d}{dt}\left[\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\left|\partial_{y}z^{\theta}\left(t-\gamma\xi,x+\xi\right)\right|d\xi\right]\\ &=\frac{1}{\gamma}|\partial_{y}z^{\theta}(0,x+t/\gamma)|-\frac{1}{3\gamma}|\partial_{y}z^{\theta}(2t/3,x+t/3\gamma)|\\ &\quad+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\partial_{t}\big{[}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|\big{]}d\xi\\ &=\Big{(}\frac{1}{\gamma}-V(q^{\theta})\Big{)}|\partial_{y}z^{\theta}|(0,x+t/\gamma)+\Big{(}V(q^{\theta})-\frac{1}{3\gamma}\Big{)}|\partial_{y}z^{\theta}|(2t/3,x+t/3\gamma)\\ &\quad-\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\big{(}\text{sgn}(\partial_{y}z^{\theta})\partial_{y}[z^{\theta}V^{\prime}(q^{\theta})\partial_{y}q^{\theta}]\big{)}(t-\gamma\xi,x+\xi)d\xi.\end{split}

Since γV<13\gamma\|V\|_{\infty}<\frac{1}{3} the second term in the integral can be dropped in the estimate, and so

ddt[G(x,t)]C(v)γ|yzθ(0,x+t/γ)|+t3γtγ|y[zθV(qθ)yqθ]|(tγξ,x+ξ)𝑑ξ𝑑x.\begin{split}\frac{d}{dt}[G(x,t)]&\leq\frac{C(v)}{\gamma}|\partial_{y}z^{\theta}(0,x+t/\gamma)|\\ &\quad+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\big{|}\partial_{y}[z^{\theta}V^{\prime}(q^{\theta})\partial_{y}q^{\theta}]\big{|}(t-\gamma\xi,x+\xi)d\xi dx.\end{split} (3.10)

We need to estimate the last integral on the right-hand side. We use (1.11) to obtain the identities

y[qθ(tγξ,x+ξ)]=0xρθ(0,x+t/γ+s)w(s+t/γξ)ds+ξt/γyρθ(tγs,x+s)w(sξ)ds,yy[qθ(tγξ,x+ξ)]=0xρθ(0,x+t/γ+s)w(s+t/γξ)dsw(0)yρθ(tγξ,x+ξ)ξt/γyρθ(tγs,x+s)w(sξ)ds,\begin{split}\partial_{y}[q^{\theta}(t-\gamma\xi,x+\xi)]&=\int_{0}^{\infty}\partial_{x}\rho^{\theta}(0,x+t/\gamma+s)w(s+t/\gamma-\xi)ds\\ &\quad+\int_{\xi}^{t/\gamma}\partial_{y}\rho^{\theta}(t-\gamma s,x+s)w(s-\xi)ds,\\ \partial_{yy}[q^{\theta}(t-\gamma\xi,x+\xi)]&=-\int_{0}^{\infty}\partial_{x}\rho^{\theta}(0,x+t/\gamma+s)w^{\prime}(s+t/\gamma-\xi)ds\\ &\quad-w(0)\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)\\ -&\int_{\xi}^{t/\gamma}\partial_{y}\rho^{\theta}(t-\gamma s,x+s)w^{\prime}(s-\xi)ds,\end{split}

from which it follows that

t3γtγ|y[qθ(tγξ,x+ξ)]|𝑑ξTV(ρ0θ)+t3γtγ|yρθ(tγξ,x+ξ)|𝑑ξ,t3γtγ|yy[qθ(tγξ,x+ξ)]|𝑑ξw(0)TV(ρ0θ)+2w(0)t3γtγ|yρθ(tγξ,x+ξ)|𝑑ξ.\begin{split}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}[q^{\theta}(t-\gamma\xi,x+\xi)]|d\xi&\leq\mathrm{TV}(\rho^{\theta}_{0})+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi,\\ \int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{yy}[q^{\theta}(t-\gamma\xi,x+\xi)]|d\xi&\leq w(0)\mathrm{TV}(\rho^{\theta}_{0})+2w(0)\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi.\end{split} (3.11)

In the same way, we can obtain the bound

supξ(t3γ,tγ)y[qθ(tγξ,+ξ)]=supξ(t3γ,tγ)ξ[qθ(tγξ,+ξ)]3w(0).\sup_{\begin{subarray}{c}\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})\end{subarray}}\left\lVert\partial_{y}[q^{\theta}(t-\gamma\xi,\cdot+\xi)]\right\rVert_{\infty}=\sup_{\begin{subarray}{c}\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})\end{subarray}}\left\lVert\partial_{\xi}[q^{\theta}(t-\gamma\xi,\cdot+\xi)]\right\rVert_{\infty}\leq 3w(0). (3.12)

The estimates (3.11) and (3.12) are applied to majorize the integral on the last line of (3.10) by

V′′zθsupξ(t3γ,tγ)yqθ(tγξ,+ξ)t3γtγ|yqθ(tγξ,x+ξ)|dξ+Vsupξ(t3γ,tγ)yqθ(tγξ,+ξ)t3γtγ|yzθ(tγξ,x+ξ)|dξ+Vzθt3γtγ|yyqθ(tγξ,x+ξ)|𝑑ξC(v,w)[TV(ρ0θ)+t3γtγ|yρθ(tγξ,x+ξ)|𝑑ξ+t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ].\begin{split}&\|V^{\prime\prime}\|_{\infty}\|z^{\theta}\|_{\infty}\sup_{\begin{subarray}{c}\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})\end{subarray}}\left\lVert\partial_{y}q^{\theta}(t-\gamma\xi,\cdot+\xi)\right\rVert_{\infty}\cdot\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}q^{\theta}(t-\gamma\xi,x+\xi)|d\xi\\ &\qquad+\|V^{\prime}\|_{\infty}\sup_{\begin{subarray}{c}\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})\end{subarray}}\left\lVert\partial_{y}q^{\theta}(t-\gamma\xi,\cdot+\xi)\right\rVert_{\infty}\cdot\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi\\ &\qquad+\|V^{\prime}\|_{\infty}\|z^{\theta}\|_{\infty}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{yy}q^{\theta}(t-\gamma\xi,x+\xi)|d\xi\\ &\leq C(v,w)\left[\mathrm{TV}(\rho^{\theta}_{0})+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi\right].\end{split} (3.13)

Now, since z=ρ(1+γv(q))z=\rho(1+\gamma v(q)) we have that (1γvmax)|yρ||yz|+γv|yq|(1-\gamma v_{\mathrm{max}})|\partial_{y}\rho|\leq|\partial_{y}z|+\gamma\|v^{\prime}\|_{\infty}|\partial_{y}q|, and so along with (3.11)

t3γtγ|yρθ(tγξ,x+ξ)|𝑑ξt3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ+γv1γvmaxt3γtγ|yqθ(tγξ,x+ξ)|𝑑ξTV(ρ0θ)+t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ+γv1γvmaxt3γtγ|yρθ(tγξ,x+ξ)|𝑑ξ.\begin{split}&\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi\\ &\leq\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi+\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}q^{\theta}(t-\gamma\xi,x+\xi)|d\xi\\ &\leq\mathrm{TV}(\rho^{\theta}_{0})+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi+\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi.\end{split}

Since γv1γvmax<1/3\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}<1/3 by assumption we can absorb the last term into the left-hand side of the estimate to get

t3γtγ|yρθ(tγξ,x+ξ)|𝑑ξ32(TV(ρ0θ)+t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ).\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}\rho^{\theta}(t-\gamma\xi,x+\xi)|d\xi\leq\frac{3}{2}\left(\mathrm{TV}(\rho^{\theta}_{0})+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi\right). (3.14)

Inserting (3.14) into (3.13), the estimate for the total variation of zθz^{\theta} from (3.10) is now

ddt[G(x,t)]C(v)γ|yzθ(0,x+t/γ)|+C(v,w)TV(ρ0θ)+C(v,w)G(x,t).\frac{d}{dt}\left[G(x,t)\right]\leq\frac{C(v)}{\gamma}|\partial_{y}z^{\theta}(0,x+t/\gamma)|+C(v,w)\mathrm{TV}(\rho^{\theta}_{0})+C(v,w)G(x,t).

Then by (3.7)

G(x,t)C¯eC¯t0t(TV(ρ0θ)+1γ|yzθ(0,x+s/γ)|)𝑑sC¯eC¯tTV(ρ0θ)+C¯eC¯txx+t/γ|yzθ(0,ξ)|𝑑ξC¯eC¯tTV(ρ0θ),\begin{split}G(x,t)&\leq\bar{C}e^{\bar{C}t}\int_{0}^{t}\left(\mathrm{TV}(\rho^{\theta}_{0})+\frac{1}{\gamma}|\partial_{y}z^{\theta}(0,x+s/\gamma)|\right)ds\\ &\leq\bar{C}e^{\bar{C}t}\mathrm{TV}(\rho^{\theta}_{0})+\bar{C}e^{\bar{C}t}\int_{x}^{x+t/\gamma}|\partial_{y}z^{\theta}(0,\xi)|d\xi\leq\bar{C}e^{\bar{C}t}\mathrm{TV}(\rho^{\theta}_{0}),\end{split}

where C¯\bar{C} depends only on vv and ww. The bound (3.8) follows.

Step 2. We prove the main result. The method is similar to Step 1. Define E:[0,)E:[0,\infty)\to\mathbb{R} by

E(t):=t3γtγ|ζθ(tγξ,x+ξ)|𝑑x𝑑ξ=1γ02t3|ζθ(τ,x)|𝑑x𝑑τ.\begin{split}E(t):=\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|\zeta^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi=\frac{1}{\gamma}\int_{0}^{\frac{2t}{3}}\int_{\mathbb{R}}|\zeta^{\theta}(\tau,x)|dxd\tau.\end{split}

We use the linearized equation (3.4) and apply integration by parts to obtain

ddtE(t)=1γ|ζθ(0,x+t/γ)|𝑑x13γ|ζθ(2t/3,x+t/3γ)|𝑑x+t3γtγt[|ζθ(tγξ,x+ξ)|]dxdξ=[(1γV(qθ))|ζθ|(0,x+t/γ)+(V(qθ)13γ)|ζθ|(2t/3,x+t/3γ)t3γtγ(sgn(ζθ)y[zθV(qθ)Qθ])(tγξ,x+ξ)dξ]dx.\begin{split}\frac{d}{dt}E(t)&=\frac{1}{\gamma}\int_{\mathbb{R}}|\zeta^{\theta}(0,x+t/\gamma)|dx-\frac{1}{3\gamma}\int_{\mathbb{R}}|\zeta^{\theta}(2t/3,x+t/3\gamma)|dx\\ &\quad+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}\partial_{t}\big{[}|\zeta^{\theta}(t-\gamma\xi,x+\xi)|\big{]}dxd\xi\\ &=\int_{\mathbb{R}}\Bigg{[}\Big{(}\frac{1}{\gamma}-V(q^{\theta})\Big{)}|\zeta^{\theta}|(0,x+t/\gamma)+\Big{(}V(q^{\theta})-\frac{1}{3\gamma}\Big{)}|\zeta^{\theta}|(2t/3,x+t/3\gamma)\\ &\quad-\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\big{(}\text{sgn}(\zeta^{\theta})\partial_{y}[z^{\theta}V^{\prime}(q^{\theta})Q^{\theta}]\big{)}(t-\gamma\xi,x+\xi)d\xi\Bigg{]}dx.\end{split}

Since γV<13\gamma\|V\|_{\infty}<\frac{1}{3}, the second term in the integral can be dropped, and so

ddtE(t)C(v)(1γζθ(0,)1+t3γtγ|y[zθV(qθ)Qθ]|(tγξ,x+ξ)𝑑ξ𝑑x).\frac{d}{dt}E(t)\leq C(v)\left(\frac{1}{\gamma}\|\zeta^{\theta}(0,\cdot)\|_{1}+\int_{\mathbb{R}}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\big{|}\partial_{y}[z^{\theta}V^{\prime}(q^{\theta})Q^{\theta}]\big{|}(t-\gamma\xi,x+\xi)d\xi dx\right). (3.15)

We need to estimate the last integral on the right-hand side. We use (3.5) and (3.6) to obtain the estimates

t3γtγ|Qθ(tγξ,x+ξ)|𝑑ξβ1Pθ(0,)1+t3γtγ|Pθ(tγs,x+s)|𝑑x𝑑s,supξ(t3γ,tγ)|Qθ(tγξ,x+ξ)|Pθ(0,)1+w(0)t3γtγ|Pθ(tγs,x+s)|𝑑s,t3γtγ|y[Qθ(tγξ,x+ξ)]|𝑑x𝑑ξ=t3γtγ|ξ[Qθ(tγξ,x+ξ)]|𝑑x𝑑ξ=t3γtγ|0Pθ(0,x+t/γ+s)(w(sξ+t/γ))𝑑s+Pθ(tγξ,x+ξ)w(0)ξtγPθ(tγs,x+s)w(sξ)𝑑s|dxdξPθ(0,)1+2w(0)t3γtγ|Pθ(tγs,x+s)|𝑑x𝑑s.\begin{split}&\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|Q^{\theta}(t-\gamma\xi,x+\xi)|d\xi\leq\beta^{-1}\|P^{\theta}(0,\cdot)\|_{1}+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma s,x+s)|dxds,\\ &\sup_{\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})}|Q^{\theta}(t-\gamma\xi,x+\xi)|\leq\|P^{\theta}(0,\cdot)\|_{1}+w(0)\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|P^{\theta}(t-\gamma s,x+s)|ds,\\ &\quad\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|\partial_{y}[Q^{\theta}(t-\gamma\xi,x+\xi)]|dxd\xi\\ &=\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|\partial_{\xi}[Q^{\theta}(t-\gamma\xi,x+\xi)]|dxd\xi\\ &=\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}\bigg{|}\int_{0}^{\infty}P^{\theta}(0,x+t/\gamma+s)(-w^{\prime}(s-\xi+t/\gamma))ds\\ &\qquad+P^{\theta}(t-\gamma\xi,x+\xi)w(0)-\int_{\xi}^{\frac{t}{\gamma}}P^{\theta}(t-\gamma s,x+s)w^{\prime}(s-\xi)ds\bigg{|}dxd\xi\\ &\leq\|P^{\theta}(0,\cdot)\|_{1}+2w(0)\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma s,x+s)|dxds.\end{split} (3.16)

Then (3.16), (3.12), (3.8) and (3.9) are applied to majorize the last integral in (3.15) by

V′′zθsupξ(t/3γ,t/γ)yqθ(tγξ,+ξ)t3γtγ|Qθ(tγξ,x+ξ)|dxdξ+Vzθt3γtγ|y[Qθ(tγξ,x+ξ)]|𝑑x𝑑ξ+V(supξ(t3γ,tγ)|Qθ(tγξ,x+ξ)|)t3γtγ|yzθ(tγξ,x+ξ)|𝑑ξ𝑑x\begin{split}&\|V^{\prime\prime}\|_{\infty}\|z^{\theta}\|_{\infty}\sup_{\begin{subarray}{c}\xi\in(t/3\gamma,t/\gamma)\end{subarray}}\left\lVert\partial_{y}q^{\theta}(t-\gamma\xi,\cdot+\xi)\right\rVert_{\infty}\cdot\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|Q^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi\\ &\qquad+\|V^{\prime}\|_{\infty}\|z^{\theta}\|_{\infty}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|\partial_{y}[Q^{\theta}(t-\gamma\xi,x+\xi)]|dxd\xi\\ &\qquad\quad+\|V^{\prime}\|_{\infty}\int_{\mathbb{R}}\left(\sup_{\xi\in(\frac{t}{3\gamma},\frac{t}{\gamma})}|Q^{\theta}(t-\gamma\xi,x+\xi)|\right)\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}|\partial_{y}z^{\theta}(t-\gamma\xi,x+\xi)|d\xi dx\\ \end{split} (3.17)
C(v,w,MT)[Pθ(0,)1+t3γtγ|Pθ(tγs,x+s)|𝑑x𝑑s].\begin{split}&\leq C(v,w,M_{T})\left[\|P^{\theta}(0,\cdot)\|_{1}+\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma s,x+s)|dxds\right].\end{split}

Now, as a consequence of (3.3) we have

(1γvmax)|Pθ||ζθ|+γv|Qθ|,(1-\gamma v_{\mathrm{max}})|P^{\theta}|\leq|\zeta^{\theta}|+\gamma\|v^{\prime}\|_{\infty}|Q^{\theta}|, (3.18)

so with (3.16) and the conditions (1.8) on γ\gamma and vv

t3γtγ|Pθ(tγξ,x+ξ)|𝑑x𝑑ξ11γvmaxt3γtγ|ζθ(tγξ,x+ξ)|𝑑x𝑑ξ+γv1γvmaxt3γtγ|Qθ(tγξ,x+ξ)|𝑑x𝑑ξ2E(t)+13βPθ(0,)1+13t3γtγ|Pθ(tγs,x+s)|𝑑x𝑑s.\begin{split}&\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi\\ &\leq\frac{1}{1-\gamma v_{\mathrm{max}}}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|\zeta^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi\\ &\qquad+\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|Q^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi\\ &\leq 2E(t)+\frac{1}{3\beta}\|P^{\theta}(0,\cdot)\|_{1}+\frac{1}{3}\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma s,x+s)|dxds.\end{split}

Therefore we can absorb the last term into the left-hand side of the estimate to get

t3γtγ|Pθ(tγξ,x+ξ)|𝑑x𝑑ξC(β)(E(t)+Pθ(0,)1).\int_{\frac{t}{3\gamma}}^{\frac{t}{\gamma}}\int_{\mathbb{R}}|P^{\theta}(t-\gamma\xi,x+\xi)|dxd\xi\leq C(\beta)\left(E(t)+\|P^{\theta}(0,\cdot)\|_{1}\right). (3.19)

Inserting (3.19) into (3.17), the estimate for the derivative of E(t)E(t) from (3.15) is now

ddtE(t)C(v,w,T)(γ1Pθ(0,)1+E(t));\frac{d}{dt}E(t)\leq C(v,w,T)\left(\gamma^{-1}\|P^{\theta}(0,\cdot)\|_{1}+E(t)\right);

the bound ζθ(0,)1C(γ,v)Pθ(0,)1\|\zeta^{\theta}(0,\cdot)\|_{1}\leq C(\gamma,v)\|P^{\theta}(0,\cdot)\|_{1} is easily seen from (3.3) and (3.5). Applying Grönwall’s inequality and changing coordinates, we obtain

0T|ζθ(t,x)|𝑑x𝑑tC¯(v,w,T)Pθ(0,)1.\begin{split}\int_{0}^{T}\int_{\mathbb{R}}|\zeta^{\theta}(t,x)|dxdt\leq\bar{C}(v,w,T)\|P^{\theta}(0,\cdot)\|_{1}.\end{split} (3.20)

Now, by (3.16)

0T|Qθ(t,x)|𝑑x𝑑tγβPθ(0,)1+0T|Pθ(t,x)|𝑑x𝑑tγβPθ(0,)1+C0T|ζθ(t,x)|𝑑x𝑑t+γv1γvmax0T|Qθ(t,x)|𝑑x𝑑t,\begin{split}&\int_{0}^{T}\int_{\mathbb{R}}|Q^{\theta}(t,x)|dxdt\\ &\leq\frac{\gamma}{\beta}\|P^{\theta}(0,\cdot)\|_{1}+\int_{0}^{T}\int_{\mathbb{R}}|P^{\theta}(t,x)|dxdt\\ &\leq\frac{\gamma}{\beta}\|P^{\theta}(0,\cdot)\|_{1}+C\int_{0}^{T}\int_{\mathbb{R}}|\zeta^{\theta}(t,x)|dxdt+\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}\int_{0}^{T}\int_{\mathbb{R}}|Q^{\theta}(t,x)|dxdt,\end{split}

where we used that PθP^{\theta} satisfies (3.18). Since γv1γvmax<13\frac{\gamma\|v^{\prime}\|_{\infty}}{1-\gamma v_{\mathrm{max}}}<\frac{1}{3} we can absorb the QθQ^{\theta} term and then apply (3.20) to get

0T|Qθ(t,x)|𝑑x𝑑tC¯(v,w,T)Pθ(0,)1.\int_{0}^{T}\int_{\mathbb{R}}|Q^{\theta}(t,x)|dxdt\leq\bar{C}(v,w,T)\|P^{\theta}(0,\cdot)\|_{1}.

Therefore the estimates for ζθ\zeta^{\theta} and QθQ^{\theta} combine using (3.18) to give us the estimate for PθP^{\theta}:

0T|Pθ(t,x)|𝑑x𝑑tC¯(v,w,T)Pθ(0,)1.\int_{0}^{T}\int_{\mathbb{R}}|P^{\theta}(t,x)|dxdt\leq\bar{C}(v,w,T)\|P^{\theta}(0,\cdot)\|_{1}.

To conclude the proof, we use the above two inequalities to get:

0T(|ρ1(t,x)ρ0(t,x)|+|q1(t,x)q0(t,x)|)dxdt010T(|Pθ(t,x)|+|Qθ(t,x)|)𝑑x𝑑t𝑑θ01C¯(T)Pθ(0,)1𝑑θC¯(T)|ρ1(0,x)ρ0(0,x)|𝑑x.\begin{split}\int_{0}^{T}\int_{\mathbb{R}}&\big{(}|\rho^{1}(t,x)-\rho^{0}(t,x)|+|q^{1}(t,x)-q^{0}(t,x)|\big{)}dxdt\\ &\leq\int_{0}^{1}\int_{0}^{T}\int_{\mathbb{R}}\Big{(}|P^{\theta}(t,x)|+|Q^{\theta}(t,x)|\Big{)}dxdtd\theta\\ &\leq\int_{0}^{1}\bar{C}(T)\|P^{\theta}(0,\cdot)\|_{1}d\theta\leq\bar{C}(T)\int_{\mathbb{R}}|\rho^{1}(0,x)-\rho^{0}(0,x)|dx.\end{split}

Proof of Theorem 1.2.

Let ρ0𝒳\rho_{0}\in\mathcal{X}, and let ρ0n\rho_{0}^{n}, nn\in\mathbb{N}, be a sequence of mollified functions in 𝒳~Ln\widetilde{\mathcal{X}}_{L_{n}} (possibly with LnL_{n}\to\infty) that converge to ρ0\rho_{0} in 𝐋loc1()\mathbf{L}^{1}_{\mathrm{loc}}(\mathbb{R}). By virtue of (3.2) the corresponding solutions ρn𝒟Ln,T,ρmin,ρmax\rho^{n}\in\mathcal{D}_{L_{n},T,\rho_{\mathrm{min}},\rho_{\mathrm{max}}} to (1.1)-(1.11) with initial condition ρn(0,x)=ρ0n(x)\rho^{n}(0,x)=\rho_{0}^{n}(x) are Cauchy, and hence converge, in 𝐋loc1([0,T]×)\mathbf{L}^{1}_{\mathrm{loc}}([0,T]\times\mathbb{R}) to a function ρ\rho. Thus ρ\rho satisfies (1.12), and so is a weak solution. Furthermore, we note that the weak solutions constructed in this way inherit the same stability property (3.2), since the bounding constant in that inequality does not depend on the Lipschitz constant of the solutions, and so uniqueness follows. To complete the proof, given that ρn\rho^{n} is a bounded sequence in 𝐋([0,T]×)\mathbf{L}^{\infty}([0,T]\times\mathbb{R}), and the weak-* limits are unique, by noting the sequence ρn\rho^{n} is obtained with initial conditions that are mollified approximations of ρ0\rho_{0}, we can pass through the limits to obtain the bounds (2.4)-(2.5) for the weak solution ρ\rho. ∎

4 Uniform BV bound and existence of limit solutions

Towards the aim of proving the convergence of the solutions of (1.1)-(1.11) as the weight kernel ww converges to a Dirac delta function, we consider only the exponential kernels as defined in (1.14):

w(s)=es,wε(s)=ε1w(s/ε)=ε1es/ε,s[0,).\displaystyle w(s)=e^{-s},\qquad w_{\varepsilon}(s)=\varepsilon^{-1}w(s/\varepsilon)=\varepsilon^{-1}e^{-s/\varepsilon},\quad s\in[0,\infty).

In this case the nonlocal model (1.1)-(1.11) can be reformulated as the relaxation system (1.15)-(1.16), which is recalled here:

tρ+x(ρv(q))\displaystyle\partial_{t}\rho+\partial_{x}(\rho v(q)) =0,\displaystyle=0,
tqγ1xq\displaystyle\partial_{t}q-\gamma^{-1}\partial_{x}q =(γε)1(ρq).\displaystyle=(\gamma\varepsilon)^{-1}(\rho-q).

The characteristic speeds of the system are

λ1=γ1<0,λ2=v(q)0.\lambda_{1}=-\gamma^{-1}<0,\quad\lambda_{2}=v(q)\geq 0.

Taking ε0\varepsilon\to 0, we expect the solution of (1.15)-(1.16) to converge to that of its equilibrium approximation, which is the LWR model (1.3). The characteristic speed of the limit equation (1.3) is

λ=v(ρ)+ρv(ρ).\lambda=v(\rho)+\rho v^{\prime}(\rho).

The condition (1.8) plus ρρmin>0\rho\geq\rho_{\mathrm{min}}>0 ensures the strict sub-characteristic condition λ1<λ<λ2\lambda_{1}<\lambda<\lambda_{2}.

4.1 Uniform BV bound

Proof of Theorem 1.3.

Let us first assume ρ0𝐂c2()\rho_{0}\in\mathbf{C}^{2}_{\mathrm{c}}(\mathbb{R}). In this case, ρ\rho and qq are Lipschitz continuous and satisfy the reformulated system (1.15)-(1.16) pointwise.

Noting that ρ\rho and 1+γv(q)1+\gamma v(q) stay positive provided ρmin>0\rho_{\mathrm{min}}>0, we construct

u=ln(ρ(1+γv(q))),h=ln(1+γv(q)).\displaystyle u=\ln(\rho(1+\gamma v(q))),\quad h=-\ln(1+\gamma v(q)). (4.1)

One can easily verify that uu and hh are Riemann invariants of the system (1.15)-(1.16) corresponding to the system’s characteristic speeds λ2=v(q)\lambda_{2}=v(q) and λ1=γ1\lambda_{1}=-\gamma^{-1}, respectively. With the new set of variables (u,h)(u,h), the system (1.15)-(1.16) can be diagonalized as

tu+v(q(h))xu=\displaystyle\partial_{t}u+v(q(h))\partial_{x}u= ε1Λ(u,h),\displaystyle\varepsilon^{-1}\Lambda(u,h), (4.2)
thγ1xh=\displaystyle\partial_{t}h-\gamma^{-1}\partial_{x}h= ε1Λ(u,h),\displaystyle-\varepsilon^{-1}\Lambda(u,h), (4.3)

where q(h)v1(γ1(eh1))q(h)\doteq v^{-1}\left(\gamma^{-1}(e^{-h}-1)\right) is an increasing function, and

Λ(u,h)=v(q(h))eh(eu+hq(h)).\displaystyle\Lambda(u,h)=v^{\prime}(q(h))e^{h}\left(e^{u+h}-q(h)\right). (4.4)

Note that u(0,),h(0,)𝐂c2()u(0,\cdot),h(0,\cdot)\in\mathbf{C}^{2}_{\mathrm{c}}(\mathbb{R}) and u,hu,h are Lipschitz continuous. By the method of characteristics we see that xu,xh\partial_{x}u,\partial_{x}h are Lipschitz continuous and compactly supported. We claim that the system (4.2)-(4.3) is total variation diminishing, i.e.,

ddt|xu|+|xh|dx0.\frac{d}{dt}\int_{\mathbb{R}}|\partial_{x}u|+|\partial_{x}h|\,dx\leq 0. (4.5)

Indeed, differentiating (4.2)-(4.3) with respect to xx gives

t(xu)+x(v(q(h))xu)\displaystyle\partial_{t}(\partial_{x}u)+\partial_{x}\left(v(q(h))\partial_{x}u\right) =ε1(uΛxu+hΛxh),\displaystyle=\varepsilon^{-1}(\partial_{u}\Lambda\cdot\partial_{x}u+\partial_{h}\Lambda\cdot\partial_{x}h),
t(xh)+x(γ1xh)\displaystyle\partial_{t}(\partial_{x}h)+\partial_{x}\left(-\gamma^{-1}\partial_{x}h\right) =ε1(uΛxu+hΛxh),\displaystyle=-\varepsilon^{-1}(\partial_{u}\Lambda\cdot\partial_{x}u+\partial_{h}\Lambda\cdot\partial_{x}h),

from which we obtain that

ddt|xu|+|xh|dx=sgn(xu)t(xu)+sgn(xh)t(xh)dx=J1+J2,\displaystyle\frac{d}{dt}\int_{\mathbb{R}}|\partial_{x}u|+|\partial_{x}h|\,dx=\int_{\mathbb{R}}\mathrm{sgn}(\partial_{x}u)\cdot\partial_{t}(\partial_{x}u)+\mathrm{sgn}(\partial_{x}h)\cdot\partial_{t}(\partial_{x}h)\,dx=J_{1}+J_{2},

where

J1\displaystyle J_{1} =sgn(xu)x(v(q(h))xu)+γ1sgn(xh)x(xh)dx\displaystyle=\int_{\mathbb{R}}-\mathrm{sgn}(\partial_{x}u)\cdot\partial_{x}\left(v(q(h))\partial_{x}u\right)+\gamma^{-1}\mathrm{sgn}(\partial_{x}h)\cdot\partial_{x}(\partial_{x}h)\,dx
=δ(xu)v(q(h))xux2uγ1δ(xh)xhx2hdx\displaystyle=\int_{\mathbb{R}}\delta(\partial_{x}u)v(q(h))\partial_{x}u\partial_{x}^{2}u-\gamma^{-1}\delta(\partial_{x}h)\partial_{x}h\partial_{x}^{2}h\,dx
=0,\displaystyle=0,

and

J2\displaystyle J_{2} =ε1sgn(xu)(uΛxu+hΛxh)sgn(xh)(uΛxu+hΛxh)dx\displaystyle=\varepsilon^{-1}\int_{\mathbb{R}}\mathrm{sgn}(\partial_{x}u)(\partial_{u}\Lambda\cdot\partial_{x}u+\partial_{h}\Lambda\cdot\partial_{x}h)-\mathrm{sgn}(\partial_{x}h)(\partial_{u}\Lambda\cdot\partial_{x}u+\partial_{h}\Lambda\cdot\partial_{x}h)\,dx
ε1(|Λu|+Λu)|xu|+(|Λh|Λh)|xh|dx.\displaystyle\leq\varepsilon^{-1}\int_{\mathbb{R}}(|\Lambda_{u}|+\Lambda_{u})|\partial_{x}u|+(|\Lambda_{h}|-\Lambda_{h})|\partial_{x}h|\,dx.

A direct calculation gives

uΛ=v(q(h))eu+2h0\partial_{u}\Lambda=v^{\prime}(q(h))e^{u+2h}\leq 0

and

hΛ\displaystyle\partial_{h}\Lambda
=eh[v′′(q(h))(1+γv(q(h)))γv(q(h))(q(h)eu+h)+v(q(h))(2eu+hq(h))+v(q(h))+1γ]\displaystyle=e^{h}\left[\frac{v^{\prime\prime}(q(h))(1+\gamma v(q(h)))}{\gamma v^{\prime}(q(h))}(q(h)-e^{u+h})+v^{\prime}(q(h))(2e^{u+h}-q(h))+v(q(h))+\frac{1}{\gamma}\right]
eh[1γ2v(1+γvmax)v′′γminρ[0,1]|v(ρ)|]\displaystyle\geq e^{h}\left[\frac{1}{\gamma}-2\left\lVert v^{\prime}\right\rVert_{\infty}-\frac{(1+\gamma v_{\mathrm{max}})\left\lVert v^{\prime\prime}\right\rVert_{\infty}}{\gamma\min_{\rho\in[0,1]}|v^{\prime}(\rho)|}\right]
0,\displaystyle\geq 0,

where the condition (1.17) and the solution bounds 0<eu+h=ρ1,0q(h)10<e^{u+h}=\rho\leq 1,~{}0\leq q(h)\leq 1 are used. With uΛ0\partial_{u}\Lambda\leq 0 and hΛ0\partial_{h}\Lambda\geq 0, the estimate (4.5) follows immediately.

Thanks to the estimate (4.5), we now turn to the uniform BV bound on ρ\rho. At the initial time t=0t=0, we have

|xρ(0,x)|𝑑x=|xq(0,x)|𝑑x=TV(ρ0).\displaystyle\int_{\mathbb{R}}|\partial_{x}\rho(0,x)|\,dx=\int_{\mathbb{R}}|\partial_{x}q(0,x)|\,dx=\mathrm{TV}(\rho_{0}).

Therefore,

|xu(0,x)|+|xh(0,x)|dx\displaystyle\int_{\mathbb{R}}|\partial_{x}u(0,x)|+|\partial_{x}h(0,x)|\,dx 1ρ(0,x)|xρ(0,x)|+2γ|v(q(0,x))|1+γv(q(0,x))|xq(0,x)|dx\displaystyle\leq\int_{\mathbb{R}}\frac{1}{\rho(0,x)}|\partial_{x}\rho(0,x)|+\frac{2\gamma|v^{\prime}(q(0,x))|}{1+\gamma v(q(0,x))}|\partial_{x}q(0,x)|\,dx
ρmin1|xρ(0,x)|𝑑x+2γv|xq(0,x)|𝑑x\displaystyle\leq\rho_{\mathrm{min}}^{-1}\int_{\mathbb{R}}|\partial_{x}\rho(0,x)|\,dx+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\int_{\mathbb{R}}|\partial_{x}q(0,x)|\,dx
(ρmin1+2γv)TV(ρ0).\displaystyle\leq\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\mathrm{TV}(\rho_{0}).

Since the total variation of (u,h)(u,h) is diminishing, it holds that

|xu(t,x)|+|xh(t,x)|dx(ρmin1+2γv)TV(ρ0),\displaystyle\int_{\mathbb{R}}|\partial_{x}u(t,x)|+|\partial_{x}h(t,x)|\,dx\leq\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\mathrm{TV}(\rho_{0}),

for any time t0t\geq 0. Noting that xρ=ρ(xu+xh)\partial_{x}\rho=\rho(\partial_{x}u+\partial_{x}h), we deduce that

|xρ(t,x)|𝑑x|xu(t,x)|+|xh(t,x)|dx(ρmin1+2γv)TV(ρ0).\displaystyle\int_{\mathbb{R}}|\partial_{x}\rho(t,x)|\,dx\leq\int_{\mathbb{R}}|\partial_{x}u(t,x)|+|\partial_{x}h(t,x)|\,dx\leq\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\mathrm{TV}(\rho_{0}).

Then, using (1.11) and (1.1), we have

|xq(t,x)|𝑑x\displaystyle\int_{\mathbb{R}}|\partial_{x}q(t,x)|\,dx\leq (ρmin1+2γv)TV(ρ0),\displaystyle\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\mathrm{TV}(\rho_{0}),
|tρ(t,x)|𝑑x\displaystyle\int_{\mathbb{R}}|\partial_{t}\rho(t,x)|\,dx\leq (vmax+v)(ρmin1+2γv)TV(ρ0),\displaystyle\left(v_{\mathrm{max}}+\left\lVert v^{\prime}\right\rVert_{\infty}\right)\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)\mathrm{TV}(\rho_{0}),

for any time t0t\geq 0. Combining the above inequalities, we obtain

0T|tρ(t,x)|+|xρ(t,x)|dxdt\displaystyle\int_{0}^{T}\int_{\mathbb{R}}|\partial_{t}\rho(t,x)|+|\partial_{x}\rho(t,x)|\,dxdt
(vmax+v+1)(ρmin1+2γv)TTV(ρ0),\displaystyle\leq(v_{\mathrm{max}}+\left\lVert v^{\prime}\right\rVert_{\infty}+1)\left(\rho_{\mathrm{min}}^{-1}+2\gamma\left\lVert v^{\prime}\right\rVert_{\infty}\right)T\cdot\mathrm{TV}(\rho_{0}),

which gives the desired uniform BV bound (1.18).

For general initial data ρ0𝒳\rho_{0}\in\mathcal{X}, we apply an approximation argument as in Theorem 1.2 but instead using 𝐂c2()\mathbf{C}^{2}_{\mathrm{c}}(\mathbb{R}) functions. By passing through the limit we deduce that the BV bound (1.18) holds also for weak solutions of (1.1)-(1.11). ∎

Remark 4.1.

A counterexample was given in [13] to show that the total variation of solutions to the nonlocal-in-space model (1.4)-(1.5) blow up as ε0\varepsilon\to 0 if the initial data are not uniformly positive. We leave the same question for (1.1)-(1.11) to future works.

4.2 Convergence to a weak solution

Now we are in a position to show the existence of limit solutions that satisfy the limit equation (1.3) in the weak sense. To pass the limit we need to establish the following theorem.

Theorem 4.2.

Under the same assumptions as in Theorem 1.3, let ρε\rho^{\varepsilon} be the unique weak solution of (1.1)-(1.11) with parameter ε\varepsilon and initial condition ρε(0,x)=ρ0(x)\rho^{\varepsilon}(0,x)=\rho_{0}(x). There is a sequence εn0\varepsilon_{n}\to 0 and a limit function ρ𝐋([0,)×)\rho^{\star}\in\mathbf{L}^{\infty}([0,\infty)\times\mathbb{R}) such that ρεnρ\rho^{\varepsilon_{n}}\to\rho^{\star} in 𝐋loc1([0,)×)\mathbf{L}^{1}_{\mathrm{loc}}([0,\infty)\times\mathbb{R}). Moreover, ρ\rho^{\star} is a weak solution of (1.3).

Proof.

By Theorem 1.2 and Theorem 1.3, the family of solutions {ρε}ε>0\{\rho^{\varepsilon}\}_{\varepsilon>0} is uniformly bounded in BVloc([0,)×)\mathrm{BV}_{\mathrm{loc}}([0,\infty)\times\mathbb{R}). As a consequence, the family {ρε}ε>0\{\rho^{\varepsilon}\}_{\varepsilon>0} is precompact in the 𝐋loc1\mathbf{L}^{1}_{\mathrm{loc}} norm (see [22]). Then we can select a sequence εn0\varepsilon_{n}\to 0 such that ρεnρ\rho^{\varepsilon_{n}}\to\rho^{\star} in 𝐋loc1([0,)×)\mathbf{L}^{1}_{\mathrm{loc}}([0,\infty)\times\mathbb{R}), where the limit function ρ𝐋([0,)×)\rho^{\star}\in\mathbf{L}^{\infty}([0,\infty)\times\mathbb{R}).

Now we claim that

0T|qε(t,x)ρε(t,x)|𝑑x𝑑tCTεT>0,\displaystyle\int_{0}^{T}\int_{\mathbb{R}}|q^{\varepsilon}(t,x)-\rho^{\varepsilon}(t,x)|\,dxdt\leq CT\varepsilon\quad\forall T>0, (4.6)

where the constant C=C(γ,v,ρmin1,TV(ρ0))C=C\left(\gamma,v,\rho_{\mathrm{min}}^{-1},\mathrm{TV}(\rho_{0})\right) is independent of ε\varepsilon. Indeed, by (1.11) we can write

qε(t,x)ρε(t,x)\displaystyle q^{\varepsilon}(t,x)-\rho^{\varepsilon}(t,x)
=\displaystyle= 0t/γ(ρε(tγs,x+s)ρε(t,x))wε(s)𝑑s+t/γ(ρ0(x+s)ρ0(x))wε(s)𝑑s\displaystyle\int_{0}^{t/\gamma}(\rho^{\varepsilon}(t-\gamma s,x+s)-\rho^{\varepsilon}(t,x))w_{\varepsilon}(s)\,ds+\int_{t/\gamma}^{\infty}(\rho_{0}(x+s)-\rho_{0}(x))w_{\varepsilon}(s)\,ds
+(ρ0(x)ρε(t,x))t/γwε(s)𝑑s,\displaystyle+(\rho_{0}(x)-\rho^{\varepsilon}(t,x))\int_{t/\gamma}^{\infty}w_{\varepsilon}(s)\,ds,

where wε(s)=ε1es/εw_{\varepsilon}(s)=\varepsilon^{-1}e^{-s/\varepsilon}. Integrating the above inequality on [0,T]×[0,T]\times\mathbb{R} and applying Theorem 1.3, we obtain that

0T|qε(t,x)ρε(t,x)|𝑑x𝑑tJ1+J2+J3,\displaystyle\int_{0}^{T}\int_{\mathbb{R}}|q^{\varepsilon}(t,x)-\rho^{\varepsilon}(t,x)|\,dxdt\leq J_{1}+J_{2}+J_{3},

where

J1=\displaystyle J_{1}= 0T0t/γ0s(|(xγt)ρε(tγσ,x+σ)|𝑑x)wε(s)𝑑σ𝑑s𝑑t\displaystyle\int_{0}^{T}\int_{0}^{t/\gamma}\int_{0}^{s}\left(\int_{\mathbb{R}}|(\partial_{x}-\gamma\partial_{t})\rho^{\varepsilon}(t-\gamma\sigma,x+\sigma)|\,dx\right)w_{\varepsilon}(s)\,d\sigma dsdt
\displaystyle\leq (1+γ)C1(γ,v,ρmin1)TV(ρ0)T0swε(s)𝑑s\displaystyle(1+\gamma)C_{1}\left(\gamma,v,\rho_{\mathrm{min}}^{-1}\right)\mathrm{TV}(\rho_{0})\cdot T\int_{0}^{\infty}sw_{\varepsilon}(s)\,ds
=\displaystyle= (1+γ)C1(γ,v,ρmin1)TV(ρ0)Tε,\displaystyle(1+\gamma)C_{1}\left(\gamma,v,\rho_{\mathrm{min}}^{-1}\right)\mathrm{TV}(\rho_{0})\cdot T\varepsilon,
J2=\displaystyle J_{2}= 0Tt/γ0s(|xρ0(x+σ)|𝑑x)wε(s)𝑑σ𝑑s𝑑t\displaystyle\int_{0}^{T}\int_{t/\gamma}^{\infty}\int_{0}^{s}\left(\int_{\mathbb{R}}|\partial_{x}\rho_{0}(x+\sigma)|\,dx\right)w_{\varepsilon}(s)\,d\sigma dsdt
\displaystyle\leq TV(ρ0)T0swε(s)𝑑s\displaystyle\mathrm{TV}(\rho_{0})\cdot T\int_{0}^{\infty}sw_{\varepsilon}(s)\,ds
=\displaystyle= TV(ρ0)Tε,\displaystyle\mathrm{TV}(\rho_{0})\cdot T\varepsilon,

and

J3=\displaystyle J_{3}= 0T(0t(|tρε(τ,x)|𝑑x)𝑑τt/γwε(s)𝑑s)𝑑t\displaystyle\int_{0}^{T}\left(\int_{0}^{t}\left(\int_{\mathbb{R}}|\partial_{t}\rho^{\varepsilon}(\tau,x)|\,dx\right)\,d\tau\int_{t/\gamma}^{\infty}w_{\varepsilon}(s)\,ds\right)dt
\displaystyle\leq C1(γ,v,ρmin1)TV(ρ0)0Ttetγε𝑑t\displaystyle C_{1}\left(\gamma,v,\rho_{\mathrm{min}}^{-1}\right)\mathrm{TV}(\rho_{0})\int_{0}^{T}te^{-\frac{t}{\gamma\varepsilon}}\,dt
\displaystyle\leq C1(γ,v,ρmin1)TV(ρ0)γTε.\displaystyle C_{1}\left(\gamma,v,\rho_{\mathrm{min}}^{-1}\right)\mathrm{TV}(\rho_{0})\cdot\gamma T\varepsilon.

Combining the above inequalities we get the desired estimate (4.6).

Therefore by (4.6) and the convergence of ρεnρ\rho^{\varepsilon_{n}}\to\rho^{\star}, we get qεnρq^{\varepsilon_{n}}\to\rho^{\star} in 𝐋loc1([0,)×)\mathbf{L}^{1}_{\mathrm{loc}}([0,\infty)\times\mathbb{R}) as εn0\varepsilon_{n}\to 0. By passing through the limit in (1.12), we deduce that ρ\rho^{\star} is a weak solution of (1.3). ∎

5 Entropy admissibility of the limit solution

In this section, we show that the weak solution to the local model (1.3) obtained from the limit as ε0\varepsilon\to 0 of a sequence of weak solutions to (1.1)-(1.11) is in fact the entropy admissible solution. This completes the theory of nonlocal-to-local limit from (1.1)-(1.11) to (1.3) in the case of exponential kernels.

Proof of Theorem 1.4.

Following a similar approach as in [3], it suffices to establish the entropy inequality for one convex entropy, see also [17]. For this purpose, we introduce the following entropy-entropy flux pair:

η(ρ)=0ρr(1+γv(r))𝑑r,ψ(ρ)=0ρr(1+γv(r))(v(r)+rv(r))𝑑r.\displaystyle\eta(\rho)=\int_{0}^{\rho}r(1+\gamma v(r))\,dr,\qquad\psi(\rho)=\int_{0}^{\rho}r(1+\gamma v(r))(v(r)+rv^{\prime}(r))\,dr. (5.1)

It is straightforward to verify that ψ(ρ)=η(ρ)(ρv(ρ))\psi^{\prime}(\rho)=\eta^{\prime}(\rho)(\rho v(\rho))^{\prime}, and that η(ρ)\eta(\rho) is strictly convex. We claim the following entropy inequality for the nonlocal solution ρε\rho^{\varepsilon} of (1.1)-(1.11):

0η(ρε(t,x))tφ(t,x)+ψ(ρε(t,x))xφ(t,x)dxdt\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}\eta(\rho^{\varepsilon}(t,x))\partial_{t}\varphi(t,x)+\psi(\rho^{\varepsilon}(t,x))\partial_{x}\varphi(t,x)\,dxdt
C(γ,v,ρmin1,TV(ρ0),φ)ε,\displaystyle\geq-C\left(\gamma,v,\rho_{\mathrm{min}}^{-1},\mathrm{TV}(\rho_{0}),\varphi\right)\varepsilon, (5.2)

for all nonnegative test functions φ𝐂c1((0,)×)\varphi\in\mathbf{C}^{1}_{\mathrm{c}}((0,\infty)\times\mathbb{R}), where the constant C=C(γ,v,ρmin1,TV(ρ0),φ)C=C\left(\gamma,v,\rho_{\mathrm{min}}^{-1},\mathrm{TV}(\rho_{0}),\varphi\right) is independent of ε\varepsilon. Assuming this claim, any limit solution ρ\rho^{\ast} obtained following Theorem 4.2 satisfies the entropy inequality

0η(ρ(t,x))tφ(t,x)+ψ(ρ(t,x))xφ(t,x)dxdt0\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}\eta(\rho^{\ast}(t,x))\partial_{t}\varphi(t,x)+\psi(\rho^{\ast}(t,x))\partial_{x}\varphi(t,x)\,dxdt\geq 0 (5.3)

for all nonnegative test functions φ𝐂c1((0,)×)\varphi\in\mathbf{C}^{1}_{\mathrm{c}}((0,\infty)\times\mathbb{R}), and thus ρ\rho^{\ast} is the unique entropy admissible solution of (1.3).

Now we prove the inequality (5). Let us first assume that ρ0\rho_{0} is Lipschitz continuous and show (5) for Lipschitz solutions. For simplicity we omit the superscript ε\varepsilon in ρε\rho^{\varepsilon}. The equation (1.1) can be rewritten as

tρ+x(ρv(ρ))=x(ρ(v(ρ)v(q))).\displaystyle\partial_{t}\rho+\partial_{x}(\rho v(\rho))=\partial_{x}(\rho(v(\rho)-v(q))). (5.4)

For any nonnegative test function φ𝐂c1((0,)×)\varphi\in\mathbf{C}^{1}_{\mathrm{c}}\left((0,\infty)\times\mathbb{R}\right), multiplying ρ(1+γv(ρ))φ\rho(1+\gamma v(\rho))\varphi on both sides of (5.4) gives

(tη(ρ)+xψ(ρ))φ=ρ(1+γv(ρ))x(ρ(v(ρ)v(q)))φ.\displaystyle(\partial_{t}\eta(\rho)+\partial_{x}\psi(\rho))\varphi=\rho(1+\gamma v(\rho))\partial_{x}(\rho(v(\rho)-v(q)))\varphi. (5.5)

Using again the directional derivative notation y=xγt\partial_{y}=\partial_{x}-\gamma\partial_{t}, we obtain the identity ρ=qεyq\rho=q-\varepsilon\partial_{y}q. Then (5.5) becomes

(tη(ρ)+xψ(ρ))φ\displaystyle(\partial_{t}\eta(\rho)+\partial_{x}\psi(\rho))\varphi
=\displaystyle= γt(ρ2(v(ρ)v(q)))φ+12γx(ρ2(v(ρ)2v(q)2))φ+ρy(ρ(v(ρ)v(q)))φ.\displaystyle~{}\gamma\partial_{t}(\rho^{2}(v(\rho)-v(q)))\varphi+\frac{1}{2}\gamma\partial_{x}\left(\rho^{2}\left(v(\rho)^{2}-v(q)^{2}\right)\right)\varphi+\rho\partial_{y}(\rho(v(\rho)-v(q)))\varphi. (5.6)

Integrating (5) and using integration by parts, we get

0η(ρ)tφ+ψ(ρ)xφdxdt=J1+J2+J3,\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}\eta(\rho)\partial_{t}\varphi+\psi(\rho)\partial_{x}\varphi\,dxdt=J_{1}+J_{2}+J_{3},

where

J1\displaystyle J_{1} =γ0ρ2(v(ρ)v(q))tφdxdt,\displaystyle=\gamma\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}(v(\rho)-v(q))\partial_{t}\varphi\,dxdt,\qquad
J2\displaystyle J_{2} =12γ0ρ2(v(ρ)2v(q)2)xφdxdt,\displaystyle=\frac{1}{2}\gamma\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}\left(v(\rho)^{2}-v(q)^{2}\right)\partial_{x}\varphi\,dxdt,

and

J3\displaystyle J_{3} =0ρy(ρ(v(q)v(ρ)))φdxdt\displaystyle=\int_{0}^{\infty}\int_{\mathbb{R}}\rho\partial_{y}(\rho(v(q)-v(\rho)))\varphi\,dxdt
=120y(ρ2)(v(q)v(ρ))φdxdt+0ρ2y(v(q)v(ρ))φdxdt\displaystyle=\frac{1}{2}\int_{0}^{\infty}\int_{\mathbb{R}}\partial_{y}(\rho^{2})(v(q)-v(\rho))\varphi\,dxdt+\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}\partial_{y}(v(q)-v(\rho))\varphi\,dxdt
=120ρ2(v(ρ)v(q))yφdxdt+120ρ2y(v(q)v(ρ))φdxdt\displaystyle=\frac{1}{2}\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}(v(\rho)-v(q))\partial_{y}\varphi\,dxdt+\frac{1}{2}\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}\partial_{y}(v(q)-v(\rho))\varphi\,dxdt
12J4+12J5.\displaystyle\doteq\frac{1}{2}J_{4}+\frac{1}{2}J_{5}.

Repeatedly using the identity ρ=qεyq\rho=q-\varepsilon\partial_{y}q and integrating by parts, we compute

J5\displaystyle J_{5} =0ρ2(v(q)yqv(ρ)yρ)φ𝑑x𝑑t\displaystyle=\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}(v^{\prime}(q)\partial_{y}q-v^{\prime}(\rho)\partial_{y}\rho)\varphi\,dxdt
=0q2v(q)yqφdxdt\displaystyle=\int_{0}^{\infty}\int_{\mathbb{R}}q^{2}v^{\prime}(q)\partial_{y}q\varphi\,dxdt
0ρ2v(ρ)yρφdxdtε0(ρ+q)v(q)(yq)2φ𝑑x𝑑t\displaystyle\quad-\int_{0}^{\infty}\int_{\mathbb{R}}\rho^{2}v^{\prime}(\rho)\partial_{y}\rho\varphi\,dxdt-\varepsilon\int_{0}^{\infty}\int_{\mathbb{R}}(\rho+q)v^{\prime}(q)(\partial_{y}q)^{2}\varphi\,dxdt
=0(W(ρ)W(q))yφdxdtε0(ρ+q)v(q)(yq)2φ𝑑x𝑑t\displaystyle=\int_{0}^{\infty}\int_{\mathbb{R}}(W(\rho)-W(q))\partial_{y}\varphi\,dxdt-\varepsilon\int_{0}^{\infty}\int_{\mathbb{R}}(\rho+q)v^{\prime}(q)(\partial_{y}q)^{2}\varphi\,dxdt
J6+J7,\displaystyle\doteq J_{6}+J_{7},

with W(ρ)0ρr2v(r)𝑑rW(\rho)\doteq\int_{0}^{\rho}r^{2}v^{\prime}(r)\,dr.

Now we have

0η(ρ)tφ+ψ(ρ)xφdxdt=J1+J2+12J4+12J6+12J7.\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}\eta(\rho)\partial_{t}\varphi+\psi(\rho)\partial_{x}\varphi\,dxdt=J_{1}+J_{2}+\frac{1}{2}J_{4}+\frac{1}{2}J_{6}+\frac{1}{2}J_{7}.

Since ρ,q,φ0\rho,q,\varphi\geq 0 and v(q)0v^{\prime}(q)\leq 0, we have J70J_{7}\geq 0. Moreover, it follows from (4.6) that

|J1|+|J2|+|J4|+|J6|C1(γ,v,ρmin1,TV(ρ0))C2(suppφ,tφ,xφ)ε.|J_{1}|+|J_{2}|+|J_{4}|+|J_{6}|\leq C_{1}\left(\gamma,v,\rho_{\mathrm{min}}^{-1},\mathrm{TV}(\rho_{0})\right)C_{2}(\mathrm{supp}\varphi,\left\lVert\partial_{t}\varphi\right\rVert_{\infty},\left\lVert\partial_{x}\varphi\right\rVert_{\infty})\varepsilon.

Then we obtain the inequality (5).

The inequality (5) for initial data ρ0𝒳\rho_{0}\in\mathcal{X} follows from an approximation argument as in the proof of Theorem 1.2. ∎

Let us make some remarks on entropy pairs for the relaxation system (1.15)-(1.16) and its equilibrium approximation (1.3). In the proof of Theorem 4.2 we base the analysis directly on the nonlocal model (1.1)-(1.11), and do not rely on the rigorous justification of the entropy inequality for the relaxation system (1.15)-(1.16). However, we remark that some intuitive analysis based on the relaxation system (1.15)-(1.16) offers insight to our choice of the entropy pair (5.1).

Following the paradigm described in [7], if (η,ψ)(\eta,\psi) is any entropy-entropy flux pair for the limiting conservation law (1.3), one can construct an entropy-entropy flux pair (H,Ψ)(H,\Psi) for the relaxation system (1.15)-(1.16) such that

0H(ρ,q)tφ+Ψ(ρ,q)xφ+(γε)1qH(ρ,q)(ρq)φdxdt0,\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}H(\rho,q)\partial_{t}\varphi+\Psi(\rho,q)\partial_{x}\varphi+(\gamma\varepsilon)^{-1}\partial_{q}H(\rho,q)(\rho-q)\varphi\,dxdt\geq 0,

for any test function φ0\varphi\geq 0, and when ρ=q\rho=q one has

H(ρ,ρ)=η(ρ),Ψ(ρ,ρ)=ψ(ρ),qH(ρ,ρ)=0.\displaystyle H(\rho,\rho)=\eta(\rho),\quad\Psi(\rho,\rho)=\psi(\rho),\quad\partial_{q}H(\rho,\rho)=0\,.

Therefore, it holds

0η(ρ)tφ+ψ(ρ)xφdxdt\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}\eta(\rho)\partial_{t}\varphi+\psi(\rho)\partial_{x}\varphi\,dxdt
\displaystyle\geq 0[H(ρ,ρ)H(ρ,q)]tφ+[Ψ(ρ,ρ)Ψ(ρ,q)]xφdxdt\displaystyle\int_{0}^{\infty}\int_{\mathbb{R}}[H(\rho,\rho)-H(\rho,q)]\partial_{t}\varphi+[\Psi(\rho,\rho)-\Psi(\rho,q)]\partial_{x}\varphi\,dxdt
(γε)10[qH(ρ,q)qH(ρ,ρ)](ρq)φ𝑑x𝑑t.\displaystyle-(\gamma\varepsilon)^{-1}\int_{0}^{\infty}\int_{\mathbb{R}}[\partial_{q}H(\rho,q)-\partial_{q}H(\rho,\rho)](\rho-q)\varphi\,dxdt.

Assuming HH and Ψ\Psi are 𝐂2\mathbf{C}^{2} smooth, the right hand side is O(ε)O(\varepsilon) when ρqε\rho-q\approx\varepsilon.

Provided any convex η\eta, one can construct HH by solving the following hyperbolic Cauchy problem [7]:

ρv(q)ρρH(v(q)+γ1)ρqH=0,\displaystyle\rho v^{\prime}(q)\partial_{\rho\rho}H-(v(q)+\gamma^{-1})\partial_{\rho q}H=0,
H(ρ,ρ)=η(ρ),qH(ρ,ρ)=0.\displaystyle H(\rho,\rho)=\eta(\rho),\quad\partial_{q}H(\rho,\rho)=0.

We note that, with the simple choice of convex entropy η(ρ)=12ρ2\eta(\rho)=\frac{1}{2}\rho^{2}, the analytic solution HH may be complicated. Instead, if we choose a different convex entropy function:

η(ρ)=0ρr(1+γv(r))𝑑r\eta(\rho)=\int_{0}^{\rho}r(1+\gamma v(r))\,dr

we obtain a simple solution for HH as

H(ρ,q)=η(ρ)+γ2ρ2[v(q)v(ρ)].H(\rho,q)=\eta(\rho)+\frac{\gamma}{2}\rho^{2}[v(q)-v(\rho)].

This motivates our choice of the entropy-entropy flux pair in (5.1).

6 Concluding remarks

In this paper we propose a space-time nonlocal conservation law modelling traffic flow. The proposed model (1.1)-(1.2) extends the classical LWR model by introducing nonlocal velocities in the flux function. To fit realistic traffic scenarios, the model considers time delays in the long-range inter-vehicle communication, and the model parameter γ\gamma corresponds to the temporal nonlocal effects. In the limit as γ0\gamma\to 0, our analysis shows that the model recovers a model involving only spatial nonlocality, which has been extensively studied in the literature.

We provide well-posedness theories of the proposed model (1.1)-(1.2) under suitable assumptions on model parameters and the past-time condition. Furthermore, in the special case of exponential weight kernels, we prove convergence from solutions of the nonlocal model to the unique entropy admissible solution of the local limit equation, i.e. the LWR model. The results established in this paper provide a rigorous underpinning in potential implementation of the space-time nonlocal model for the modelling of nonlocal traffic flows.

Let us make some concluding remarks on possible generalizations of the model. An alternative model to (1.1)-(1.2) is to instead take a weighted average of vehicle velocity. To be precise,

tρ(t,x)+x(ρ(t,x)V(t,x))=0,\displaystyle\partial_{t}\rho(t,x)+\partial_{x}(\rho(t,x)V(t,x))=0,
where V(t,x)=0v(ρ(tγs,x+s))w(s)𝑑s.\displaystyle V(t,x)=\int_{0}^{\infty}v(\rho(t-\gamma s,x+s))w(s)\,ds.

For this model, we expect that the well-posedness and nonlocal-to-local limit can be established in a similar fashion. Furthermore, in future works we hope to consider more general cases where the traveling speed of nonlocal traffic information depends on additional quantities in the model.

We would also like to conduct more mathematical analysis. In this paper we show convergence of solutions of the space-time nonlocal model to the entropy admissible solution of the local model in the case of exponential weight kernels. The convergence result may be established on the nonlocal quantity qq for more general initial data and kernels. Such a result has been established for the nonlocal-in-space model (1.4)-(1.5) in [14]. We hope to show more nonlocal-to-local convergence results for the space-time nonlocal model along that direction. Furthermore, understanding the behavior – such as the existence, uniqueness and stability – of traveling wave solutions of the space-time nonlocal model will shed light on the long time behavior and stability of shock waves. In the case of exponential kernels, this is equivalent to the study of traveling waves for the relaxation system, which could be easier to analyze. For general kernels, an integro-differential equation is satisfied by the traveling wave profiles. In all cases, we expect that traveling waves are local attractors for solutions.

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