This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

The Cauchy Problem for a non Strictly Hyperbolic 3×33\times 3 System of Conservation Laws Arising in Polymer Flooding

Graziano Guerra Department of Mathematics and its Applications, University of Milano - Bicocca, Italy, ([email protected]).    Wen Shen Mathematics Department, Pennsylvania State University, USA, ([email protected]).
Abstract

We study the Cauchy problem of a 3×33\times 3 system of conservation laws modeling two–phase flow of polymer flooding in rough porous media with possibly discontinuous permeability function. The system loses strict hyperbolicity in some regions of the domain where the eigenvalues of different families coincide, and BV estimates are not available in general. For a suitable 2×22\times 2 system, a singular change of variable introduced by Temple [T82, IT86] could be effective to control the total variation [WSCauchy]. An extension of this technique can be applied to a 3×33\times 3 system only under strict hypotheses on the flux functions [CocliteRisebro]. In this paper, through an adapted front tracking algorithm we prove the existence of solutions for the Cauchy problem under mild assumptions on the flux function, using a compensated compactness argument.

Keywords: Conservation Laws; Discontinuous Flux; Compensated Compactness; Polymer Flooding; Wave Front Tracking; Degenerate Systems

AMS subject classifications: 35L65; 35L45; 35L80; 35L40; 35L60

1 Introduction

We consider a simple model for polymer flooding in two phase flow in rough media

{ts+xf(s,c,k)=0,t[cs]+x[cf(s,c,k)]=0,tk=0,\begin{cases}\partial_{t}s+\partial_{x}f(s,c,k)&=~{}0,\\ \partial_{t}[cs]+\partial_{x}[cf(s,c,k)]&=~{}0,\\ \partial_{t}k&=~{}0,\end{cases} (1.1)

associated with the initial data

(s,c,k)(0,x)=(s¯,c¯,k¯)(x),x.\left(s,c,k\right)(0,x)=\left(\bar{s},\bar{c},\bar{k}\right)(x),\quad x\in\mathbb{R}. (1.2)

Here, the unknown vector is (s,c,k)(s,c,k), where ss is the saturation of water phase, cc is the fraction of polymer dissolved in water, and kk denotes the permeability of the porous media. We see that kk does not change in time, k(t,x)=k¯(x)k(t,x)=\bar{k}(x), and the initial data k¯()\bar{k}(\cdot) might be discontinuous.

We neglect both the adsorption of polymers in the porous media and the gravitational force, where the solution to the Riemann problem becomes more complex. For such Riemann solvers, see [JohWin, MR3663611] for the effect of the adsorption term, and [WSCauchy] for the addition of the gravitational force term. In particular, when the adsorption effect is included, the cc family described below would no longer be linearly degenerate, while adding the gravitational force term, the ss waves described below could have negative speed. Both effects would disrupt the carefully designed wave front tracking algorithm we use to prove the main theorem.

The conserved quantities and their fluxes are given by, respectively

𝐆(s,c,k)=(scsk),𝐅(s,c,k)=(f(s,c,k)cf(s,c,k)0).\mathbf{G}\left(s,c,k\right)=\begin{pmatrix}s\\ cs\\ k\end{pmatrix},\qquad\mathbf{F}\left(s,c,k\right)=\begin{pmatrix}f\left(s,c,k\right)\\ cf\left(s,c,k\right)\\ 0\end{pmatrix}.

Denoting the three families as the ss, cc and kk family, we have the following 3 eigenvalues as functions of the variables (σ,γ,κ)\left(\sigma,\gamma,\kappa\right) in the (s,c,k)\left(s,c,k\right) space.

λs=σf(σ,γ,κ),λc=f(σ,γ,κ)σ,λk=0,\lambda_{s}=\partial_{\sigma}f\left(\sigma,\gamma,\kappa\right),\qquad\lambda_{c}=\frac{f\left(\sigma,\gamma,\kappa\right)}{\sigma},\qquad\lambda_{k}=0,

and the three corresponding right eigenvectors (in the (s,c,k)\left(s,c,k\right) space):

rs=(100),rc=(γf(σ,γ,κ)σf(σ,γ,κ)f(σ,γ,κ)σ0),rk=(κf(σ,γ,κ)0σf(σ,γ,κ)).r_{s}=\begin{pmatrix}1\\ 0\\ 0\end{pmatrix},\qquad r_{c}=\begin{pmatrix}-\partial_{\gamma}f\left(\sigma,\gamma,\kappa\right)\\ \partial_{\sigma}f\left(\sigma,\gamma,\kappa\right)-\frac{f\left(\sigma,\gamma,\kappa\right)}{\sigma}\\ 0\end{pmatrix},\qquad r_{k}=\begin{pmatrix}-\partial_{\kappa}f\left(\sigma,\gamma,\kappa\right)\\ 0\\ \partial_{\sigma}f\left(\sigma,\gamma,\kappa\right)\end{pmatrix}.

A straight computation shows that both the cc and kk families are linearly degenerate. Furthermore, there exist regions in the domain such that λs=λc\lambda_{s}=\lambda_{c} or λs=λc=λk\lambda_{s}=\lambda_{c}=\lambda_{k}, where the system is parabolic degenerate.

The flux function f(σ,γ,κ)f\left(\sigma,\gamma,\kappa\right) has the following properties. For any given (γ,κ)(\gamma,\kappa), the mapping σf(σ,γ,κ)\sigma\mapsto f\left(\sigma,\gamma,\kappa\right) is the well-known S-shaped Buckley-Leverett function [BL] with a single inflection point, see Fig. 1. To be specific, we have

f(σ,γ,κ)[0,1],σf(σ,γ,κ)0,for all (σ,γ,κ),f(\sigma,\gamma,\kappa)\in[0,1],\qquad\partial_{\sigma}f(\sigma,\gamma,\kappa)\geq 0,\qquad\mbox{for all }(\sigma,\gamma,\kappa),

and, for all (γ,κ)(\gamma,\kappa),

f(0,γ,κ)=0,f(1,γ,κ)=1,σf(0,γ,κ)=0,σf(1,γ,κ)=0,σσf(0,γ,κ)>0,σσf(1,γ,κ)<0.\begin{split}&f(0,\gamma,\kappa)=0,\qquad\quad~{}f(1,\gamma,\kappa)=1,\\ &\partial_{\sigma}f(0,\gamma,\kappa)=0,\qquad~{}\partial_{\sigma}f(1,\gamma,\kappa)=0,\\ &\partial_{\sigma\sigma}f(0,\gamma,\kappa)>0,\qquad\partial_{\sigma\sigma}f(1,\gamma,\kappa)<0.\end{split} (1.3)

Remark that conditions (1.3) guarantee that the eigenvalues and the eigenvectors written above are well defined (can be extended) when σ=0\sigma=0. For each given (γ,κ)(\gamma,\kappa), there exists a unique σ(γ,κ)]0,1[\sigma^{*}\left(\gamma,\kappa\right)\in\left]0,1\right[ such that

σσf(σ(γ,κ),γ,κ)=0.\partial_{\sigma\sigma}f(\sigma^{*}\left(\gamma,\kappa\right),\gamma,\kappa)=0.

A detailed analysis of the wave properties for this system is carried out in [WS3x3], with the following highlights:

  • kk waves are the slowest with speed 0. Both ff and cc are continuous across any kk wave;

  • cc waves travel with non negative speed. Both fs\frac{f}{s} and kk are continuous across any cc wave;

  • ss waves travel with positive speed. Both cc and kk are continuous across any ss wave.

In [WS3x3], the global Riemann solver is constructed. Here we give a brief summary. Let (sl,cl,kl)(s_{l},c_{l},k_{l}) and (sr,cr,kr)(s_{r},c_{r},k_{r}) be the left and right state of a Riemann problem, respectively. In general, the solution of the Riemann problem consists of a kk wave, a cc wave and possibly some ss waves. They can be constructed as follows.

  • Let (sm,cl,kr)(s_{m},c_{l},k_{r}) denote the right state of the kk wave. The value sms_{m} is uniquely determined by the condition

    f(sm,cl,kr)=f(sl,cl,kl).f(s_{m},c_{l},k_{r})=f(s_{l},c_{l},k_{l}).
  • For the remaining waves, we have kkrk\equiv k_{r} throughout. We then solve the Riemann problem for the 2×22\times 2 sub-system

    ts+xf(s,c,kr)=0,t(cs)+x(cf(s,c,kr))=0\partial_{t}s+\partial_{x}f(s,c,k_{r})=0,\qquad\partial_{t}(cs)+\partial_{x}(cf(s,c,k_{r}))=0 (1.4)

    with Riemann data (sm,cl)(s_{m},c_{l}) and (sr,cr)(s_{r},c_{r}) as the left and right states. The solution consists of waves with non-negative speed.

We now give a precise definition of weak solution to the Cauchy problem (1.1)–(1.2) and state the main theorem.

Definition 1.1.

The vector-valued function (s,c,k)𝐋([0,+)×,[0,1]3)\left(s,c,k\right)\in\mathbf{L}^{\infty}\left([0,+\infty)\times\mathbb{R},[0,1]^{3}\right) is a solution to the Cauchy problem (1.1)–(1.2) if for any ϕCc1([0,+)×,)\phi\in\textbf{C}^{1}_{c}\left([0,+\infty)\times\mathbb{R},\mathbb{R}\right) the following equalities hold

Ω[stϕ+f(s,c,k)xϕ](t,x)𝑑t𝑑x+s¯(x)ϕ(0,x)𝑑x=0,\displaystyle\int_{\Omega}\left[s\partial_{t}\phi+f(s,c,k)\partial_{x}\phi\right](t,x)\;dtdx+\int_{\mathbb{R}}\bar{s}(x)\phi\left(0,x\right)\;dx=0,
Ω[cstϕ+cf(s,c,k)xϕ](t,x)𝑑t𝑑x+c¯(x)s¯(x)ϕ(0,x)𝑑x=0,\displaystyle\int_{\Omega}\left[cs\partial_{t}\phi+cf(s,c,k)\partial_{x}\phi\right](t,x)\;dtdx+\int_{\mathbb{R}}\bar{c}\left(x\right)\bar{s}(x)\phi\left(0,x\right)\;dx=0,
k(t,x)=k¯(x),(t,x)Ω,\displaystyle k\left(t,x\right)=\bar{k}(x),\quad\forall(t,x)\in\Omega,

where Ω=]0,+[×\Omega=\left]0,+\infty\right[\times\mathbb{R}.

Theorem 1.1.

If the initial data (s¯,c¯,k¯)\left(\bar{s},\bar{c},\bar{k}\right) satisfy

s¯𝐋(,[0,1]),c¯𝐁𝐕(,[0,1]),k¯𝐁𝐕(,[0,1]),\bar{s}\in\mathbf{L}^{\infty}\left(\mathbb{R},[0,1]\right),\qquad\bar{c}\in\mathbf{BV}\left(\mathbb{R},[0,1]\right),\qquad\bar{k}\in\mathbf{BV}\left(\mathbb{R},[0,1]\right),

then there exists a solution to the Cauchy problem (1.1)–(1.2) in the sense of Definition 1.1.

We emphasize the fact that s=0s=0 is not excluded in our theorem since we do not make use of Lagrangian coordinates which would have required s>0s>0. Indeed, under the hypotheses ss>0s\geq s^{*}>0, k(t,x)=const.k(t,x)=\text{const.}, system (1.1) is equivalent to its Lagrangian formulation [Wagner]:

{t(1s)y(f(s,c,k)s)=0,tc=0,k=const.,\begin{cases}\partial_{t}\left(\frac{1}{s}\right)-\partial_{y}\left(\frac{f\left(s,c,k\right)}{s}\right)&=0,\\ \partial_{t}c&=0,\\ k&=\text{const.},\end{cases} (1.5)

where yy is the Lagrangian coordinate satisfying xy=s\partial_{x}y=s, ty=f(s,c,k)\partial_{t}y=-f(s,c,k). Therefore, under some additional hypotheses, the result in [BGS], which holds for scalar equations since it is based on the maximum principle for Hamilton–Jacobi equation, could be used to prove the existence of a unique vanishing viscosity solution to the first equation in (1.5) and hence a (in some sense) unique solution to system (1.5). However, since we consider the case where ss can become 0, the analysis in [BGS] cannot be applied. Instead, we need to solve the original non triangular 2×22\times 2 system in Eulerian coordinates. Furthermore, since we consider rough permeability function kk, the corresponding system in the Lagrangian coordinate is no longer triangular,

{t(1s)y(f(s,c,k)s)=0,tc=0,t(ks)y(kf(s,c,k)s)=0.\begin{cases}\partial_{t}\left(\frac{1}{s}\right)-\partial_{y}\left(\frac{f\left(s,c,k\right)}{s}\right)&=0,\\ \partial_{t}c&=0,\\ \partial_{t}\left(\frac{k}{s}\right)-\partial_{y}\left(\frac{kf\left(s,c,k\right)}{s}\right)&=0.\end{cases}

Remark that the Lagrangian coordinates introduced in [BGS, Section 6] for (1.1) make the system triangular, but still require ss>0s\geq s^{*}>0 and moreover they mix time and space, therefore the Cauchy problem for (1.1) in Eulerian coordinates is not equivalent to the Cauchy problem in the coordinates introduced in [BGS, Section 6].

In this paper, the proof for the existence of solution is carried out by showing that wave front tracking approximate solutions are compact by a compensated compactness argument (see for instance [KarRasTad] for an application of compensated compactness to a 2×22\times 2 bi–dimensional related model).

The remaining of the paper is organized as follows. In Section 2 the wave front tracking approximate solutions are constructed. In Section 3 we prove the necessary entropy estimates. Finally in Section 4 the compensated compactness argument is carried out to prove Theorem 1.1.

2 Front Tracking Approximations

In this section we modify the algorithm constructed in [CocliteRisebro] and [WSCauchy] to adapt it to system (1.1). We define the functions (see Figure 1):

g(σ,γ,κ)=f(σ,γ,κ)σ,P(σ,γ,κ)=0σ|ξg(ξ,γ,κ)|𝑑ξ.g\left(\sigma,\gamma,\kappa\right)=\frac{f\left(\sigma,\gamma,\kappa\right)}{\sigma},\qquad P\left(\sigma,\gamma,\kappa\right)=\int_{0}^{\sigma}\left|\partial_{\xi}g\left(\xi,\gamma,\kappa\right)\right|d\xi. (2.6)

Since at σ=0\sigma=0 both ff and its derivative σf\partial_{\sigma}f vanish, we define g(0,γ,κ)=0g(0,\gamma,\kappa)=0. Hypotheses (1.3) imply that σg(0,γ,κ)>0\partial_{\sigma}g\left(0,\gamma,\kappa\right)>0 and that the function σg(σ,γ,κ)\sigma\mapsto g\left(\sigma,\gamma,\kappa\right) has one single maximum point somewhere between the single inflexion point of ff and the point σ=1\sigma=1. The function PP is continuous with respect to its three variables and strictly increasing and invertible with respect to the variable σ\sigma.

σ\sigma(1,1)\left(1,1\right)(1,0)\left(1,0\right)(0,0)\left(0,0\right)f{\color[rgb]{1,0,0}\definecolor[named]{pgfstrokecolor}{rgb}{1,0,0}f}g{\color[rgb]{0,0,1}\definecolor[named]{pgfstrokecolor}{rgb}{0,0,1}g}
Figure 1: Diagrams of the flux σf(σ,γ,κ)\sigma\mapsto f\left(\sigma,\gamma,\kappa\right) and of the function σg(σ,γ,κ)=f(σ,γ,κ)/σ\sigma\mapsto g\left(\sigma,\gamma,\kappa\right)=f\left(\sigma,\gamma,\kappa\right)/\sigma for fixed values of γ\gamma and κ\kappa.

Fixing initial data (s¯,c¯,k¯)\left(\bar{s},\bar{c},\bar{k}\right) satisfying the hypotheses of Theorem 1.1 and fixing an approximation parameter ε>0\varepsilon>0, we can construct piecewise constant approximate initial data (s¯ε,c¯ε,k¯ε)\left(\bar{s}^{\varepsilon},\bar{c}^{\varepsilon},\bar{k}^{\varepsilon}\right) with values in [0,1]3\left[0,1\right]^{3} such that:

k¯εk¯𝐋<ε,\displaystyle\left\|\bar{k}^{\varepsilon}-\bar{k}\right\|_{\mathbf{L}^{\infty}}<\varepsilon, Tot.Var.k¯εTot.Var.k¯,\displaystyle\operatorname{Tot.Var.}\bar{k}^{\varepsilon}\leq\operatorname{Tot.Var.}\bar{k},
c¯εc¯𝐋<ε,\displaystyle\left\|\bar{c}^{\varepsilon}-\bar{c}\right\|_{\mathbf{L}^{\infty}}<\varepsilon, Tot.Var.c¯εTot.Var.c¯,\displaystyle\operatorname{Tot.Var.}\bar{c}^{\varepsilon}\leq\operatorname{Tot.Var.}\bar{c},
s¯εs¯𝐋1((1ε,1ε),)ε,\displaystyle\left\|\bar{s}^{\varepsilon}-\bar{s}\right\|_{\mathbf{L}^{1}\left(\left(-\frac{1}{\varepsilon},\frac{1}{\varepsilon}\right),\mathbb{R}\right)}\leq\varepsilon, (2.7)

Let x¯1,,x¯N\bar{x}_{1},\ldots,\bar{x}_{N} be the set of points in which k¯ε\bar{k}^{\varepsilon} has jumps such that

k¯ε(x)=k0χ],x¯1]+i=1N1kiχ]x¯i,x¯i+1](x)+kNχ]x¯N,+[,\bar{k}^{\varepsilon}\left(x\right)=k_{0}\chi_{]-\infty,\bar{x}_{1}]}+\sum_{i=1}^{N-1}k_{i}\chi_{]\bar{x}_{i},\bar{x}_{i+1}]}(x)+k_{N}\chi_{]\bar{x}_{N},+\infty[},

and let y¯1,,y¯M\bar{y}_{1},\ldots,\bar{y}_{M} be the set of points in which c¯ε\bar{c}^{\varepsilon} has jumps such that

c¯ε(x)=c0χ],y¯1]+j=1M1cjχ]y¯j,y¯j+1](x)+cMχ]y¯M,+[.\bar{c}^{\varepsilon}\left(x\right)=c_{0}\chi_{]-\infty,\bar{y}_{1}]}+\sum_{j=1}^{M-1}c_{j}\chi_{]\bar{y}_{j},\bar{y}_{j+1}]}(x)+c_{M}\chi_{]\bar{y}_{M},+\infty[}.

Without loss of generality, we can suppose that no y¯j\bar{y}_{j} coincides with any x¯i\bar{x}_{i}. Define the constant

L=1εsupγ,κf(,γ,κ)𝐂2(N+M),L=\left\lceil\frac{1}{\varepsilon}\sup_{\gamma,\kappa}\left\|f\left(\cdot,\gamma,\kappa\right)\right\|_{\mathbf{C}^{2}}\right\rceil\cdot\left(N+M\right),

where α\lceil\alpha\rceil denotes the least integer greater than or equal to the real number α\alpha. In the following we denote by \land the logical operator and. We consider the following finite sets of possible values for the function gg:

𝒢01\displaystyle\mathcal{G}_{0}^{1} ={gg=g(s¯ε(x),c¯ε(x),k¯ε(x)),x},\displaystyle=\left\{g\mid g=g\left(\bar{s}^{\varepsilon}(x),\bar{c}^{\varepsilon}(x),\bar{k}^{\varepsilon}(x)\right),\quad x\in\mathbb{R}\right\},
𝒢02\displaystyle\mathcal{G}_{0}^{2} ={gg=g(L,cj,ki),i=0,,N,j=0,,M,=0,,L},\displaystyle=\left\{g\mid g=g\left(\frac{\ell}{L},c_{j},k_{i}\right),\quad i=0,\ldots,N,\;j=0,\ldots,M,\;\ell=0,\ldots,L\right\},
𝒢03\displaystyle\mathcal{G}_{0}^{3} ={gg=max0σ1g(σ,cj,ki),i=0,,N,j=0,,M},\displaystyle=\left\{g\mid g=\max_{0\leq\sigma\leq 1}g\left(\sigma,c_{j},k_{i}\right),\quad i=0,\ldots,N,\;j=0,\ldots,M\right\},
𝒢04\displaystyle\mathcal{G}_{0}^{4} ={gg=g(σ,cj,ki)=g(σ,cj,ki)gs(σ,cj,ki)gs(σ,cj,ki)<0,\displaystyle=\Big{\{}g\mid g=g\left(\sigma,c_{j},k_{i}\right)=g\left(\sigma,c_{j^{*}},k_{i^{*}}\right)\land g_{s}\left(\sigma,c_{j},k_{i}\right)\cdot g_{s}\left(\sigma,c_{j^{*}},k_{i^{*}}\right)<0,
 for some i,i=0,,N,j,j=0,,M,σ[0,1]},\displaystyle\qquad\qquad\text{ for some }i,i^{*}=0,\ldots,N,\;j,j^{*}=0,\ldots,M,\;\sigma\in[0,1]\Big{\}},
𝒢0\displaystyle\mathcal{G}_{0} =𝒢01𝒢02𝒢03𝒢04.\displaystyle=\mathcal{G}_{0}^{1}\cup\mathcal{G}_{0}^{2}\cup\mathcal{G}_{0}^{3}\cup\mathcal{G}_{0}^{4}.
Remark 2.1.
  • The set 𝒢01\mathcal{G}_{0}^{1} includes all the possible initial values for gg;

  • The set 𝒢02\mathcal{G}_{0}^{2} includes a sufficiently fine grid for gg in order that any ss grid that contains all the counter images of 𝒢02\mathcal{G}_{0}^{2} through g(,cj,ki)g\left(\cdot,c_{j},k_{i}\right), for any fixed j,ij,i, is finer than 1L\frac{1}{L};

  • The set 𝒢03\mathcal{G}_{0}^{3} includes all the possible maxima of g(,cj,ki)g\left(\cdot,c_{j},k_{i}\right) for any j,ij,i;

  • The set 𝒢04\mathcal{G}_{0}^{4} includes all the possible values of gg where two graphs of functions of type g(,cj,ki)g\left(\cdot,c_{j},k_{i}\right) intersect with derivatives of different sign. Because of the shape of gg, this set too is finite.

We start the front tracking algorithm from the region x<x¯1x<\bar{x}_{1}. For this purpose we define the allowed values for ss in that region:

𝒮0,j={σg(σ,cj,k0)𝒢0}.\mathcal{S}_{0,j}=\left\{\sigma\mid g\left(\sigma,c_{j},k_{0}\right)\in\mathcal{G}_{0}\right\}.

We call f0,j(σ)f^{0,j}(\sigma) the linear interpolation of the map σf(σ,cj,k0)\sigma\mapsto f\left(\sigma,c_{j},k_{0}\right) according to the points in 𝒮0,j\mathcal{S}_{0,j}. Observe that, since we have included 𝒢02\mathcal{G}_{0}^{2} in 𝒢0\mathcal{G}_{0}, the set {L}=0L\left\{\frac{\ell}{L}\right\}_{\ell=0}^{L} is included in 𝒮0,j\mathcal{S}_{0,j} for every jj, hence we have the uniform estimate

{|f(σ,cj,k0)f0,j(σ)|ε,|σf(σ,cj,k0)σf0,j(σ)|εN+M, for all σ[0,1],j=0,,M.\begin{cases}\left|f\left(\sigma,c_{j},k_{0}\right)-f^{0,j}(\sigma)\right|\leq\varepsilon,\\ \left|\partial_{\sigma}f\left(\sigma,c_{j},k_{0}\right)-\partial_{\sigma}f^{0,j}(\sigma)\right|\leq\frac{\varepsilon}{N+M},\end{cases}\quad\text{ for all }\sigma\in\left[0,1\right],\ j=0,\ldots,M.
Ω0,0\Omega_{0,0}Ω0,1\Omega_{0,1}Ω1,2\Omega_{1,2}Ω1,4\Omega_{1,4}Ω3,3\Omega_{3,3}Ω4,3\Omega_{4,3}x¯1\bar{x}_{1}x¯2\bar{x}_{2}x¯3\bar{x}_{3}x¯4\bar{x}_{4}x¯5\bar{x}_{5}y¯2\bar{y}_{2}y¯3\bar{y}_{3}y¯1\bar{y}_{1}y¯4\bar{y}_{4}y¯5\bar{y}_{5}y¯7\bar{y}_{7}
Figure 2: Wave front tracking pattern. kk waves in blue, cc waves in green and ss waves in red

We solve all the Riemann problems in x<x¯1x<\bar{x}_{1} at t=0t=0 in the following way. Let x¯]y¯j,y¯j+1[\bar{x}\in\left]\bar{y}_{j},\bar{y}_{j+1}\right[ (y¯0=\bar{y}_{0}=-\infty) be a jump in s¯ε\bar{s}^{\varepsilon}. Here we take the entropic solution to the Riemann problem

ts+xf0,j(s)=0,s(0,x)={s¯ε(x¯) for x<x¯,s¯ε(x¯+) for x>x¯.\partial_{t}s+\partial_{x}f^{0,j}\left(s\right)=0,\qquad s\left(0,x\right)=\begin{cases}\bar{s}^{\varepsilon}\left(\bar{x}-\right)&\text{ for }x<\bar{x},\\ \bar{s}^{\varepsilon}\left(\bar{x}+\right)&\text{ for }x>\bar{x}.\end{cases}

Since f0,jf^{0,j} is piecewise linear, the solution to the Riemann problem is piecewise constant and takes values in the set 𝒮0,j\mathcal{S}_{0,j} of the kink points of f0,jf^{0,j}, moreover the entropy condition in [Bbook, Theorem 4.4] is satisfied. The same Riemann solver is used whenever at t>0t>0 two ss waves interact in some region Ω0,j\Omega_{0,j} defined below.

At the points y¯j\bar{y}_{j}, we solve the Riemann problem according to the minimum jump condition described in [WSCauchy] (see also [GimseRisebro]) that we briefly outline (see Fig 3).

σ\sigmasL=ss^{L}=s^{-}γ{\color[rgb]{0,1,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,1,0}\gamma}
σ\sigmasLs^{L}ss^{-}γ{\color[rgb]{0,1,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,1,0}\gamma}
σ\sigmass^{-}sLs^{L}γ{\color[rgb]{0,1,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,1,0}\gamma}
σ\sigmasRs^{R}\ s+\ s^{+}γ{\color[rgb]{0,1,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,1,0}\gamma}
σ\sigmas+s^{+}sRs^{R}γ{\color[rgb]{0,1,0}\definecolor[named]{pgfstrokecolor}{rgb}{0,1,0}\gamma}
Figure 3: The graphs of GLG^{L} and GRG^{R} are drawn respectively in blue and red. For each graph, a possible transition level γ\gamma (the level at which given GLG^{L} and GRG^{R} intersect) is drawn in green.

Define

sL=s¯ε(y¯j),cL=c¯ε(y¯j)=cj1,sR=s¯ε(y¯j+),cR=c¯ε(y¯j+)=cj,s^{L}=\bar{s}^{\varepsilon}\left(\bar{y}_{j}-\right),\quad c^{L}=\bar{c}^{\varepsilon}\left(\bar{y}_{j}-\right)=c_{j-1},\quad s^{R}=\bar{s}^{\varepsilon}\left(\bar{y}_{j}+\right),\quad c^{R}=\bar{c}^{\varepsilon}\left(\bar{y}_{j}+\right)=c_{j},

and the two auxiliary monotone functions (the first one non increasing and the second one non decreasing)

GL(σ)={max{g(ς,cL,k0)ς[σ,sL]}, for σsL,min{g(ς,cL,k0)ς[sL,σ]}, for σsL,G^{L}\left(\sigma\right)=\begin{cases}\max\left\{g\left(\varsigma,c^{L},k_{0}\right)\mid\varsigma\in\left[\sigma,s^{L}\right]\right\},&\text{ for }\sigma\leq s^{L},\\[10.0pt] \min\left\{g\left(\varsigma,c^{L},k_{0}\right)\mid\varsigma\in\left[s^{L},\sigma\right]\right\},&\text{ for }\sigma\geq s^{L},\end{cases}
GR(σ)={min{g(ς,cR,k0)ς[σ,sR]}, for σsR,max{g(ς,cR,k0)ς[sR,σ]}, for σsR.G^{R}\left(\sigma\right)=\begin{cases}\min\left\{g\left(\varsigma,c^{R},k_{0}\right)\mid\varsigma\in\left[\sigma,s^{R}\right]\right\},&\text{ for }\sigma\leq s^{R},\\[10.0pt] \max\left\{g\left(\varsigma,c^{R},k_{0}\right)\mid\varsigma\in\left[s^{R},\sigma\right]\right\},&\text{ for }\sigma\geq s^{R}.\end{cases}

Call γ\gamma the unique level at which GLG^{L} and GRG^{R} intersect. Because of the hypotheses on gg, γ\gamma is equal to either g(sL,cL,k0)g\left(s^{L},c^{L},k_{0}\right), g(sR,cR,k0)g\left(s^{R},c^{R},k_{0}\right), a maximum of either g(,cL,k0)g\left(\cdot,c^{L},k_{0}\right) or g(,cR,k0)g\left(\cdot,c^{R},k_{0}\right), or a point in which these two function intersect with derivatives having opposite sign. In any case γ𝒢0\gamma\in\mathcal{G}_{0} holds. Define the closed intervals

IL=[GL]1({γ}),IR=[GR]1({γ}).I^{L}=\left[G^{L}\right]^{-1}\left(\left\{\gamma\right\}\right),\qquad I^{R}=\left[G^{R}\right]^{-1}\left(\left\{\gamma\right\}\right).

Finally call ss^{-} and s+s^{+} respectively the unique projections of sLs^{L} and sRs^{R} on the closed strictly convex sets ILI^{L} and IRI^{R}. It is not difficult to show that

γ=GL(s)=g(s,cL,k0),sL,s𝒮0,j1,γ=GR(s+)=g(s+,cR,k0),sR,s+𝒮0,j.\begin{array}[]{ll}\gamma=G^{L}\left(s^{-}\right)=g\left(s^{-},c^{L},k_{0}\right),&s^{L},s^{-}\in\mathcal{S}_{0,j-1},\\ \gamma=G^{R}\left(s^{+}\right)=g\left(s^{+},c^{R},k_{0}\right),&s^{R},\;s^{+}\in\mathcal{S}_{0,j}.\end{array}

Take any wave, with left and right states sl,sr𝒮0,j1s_{l},s_{r}\in\mathcal{S}_{0,j-1}, of the entropic solution to the Riemann problem

ts+xf0,j1(s)=0,s(0,x)={sL for x<y¯j,s for x>y¯j,\partial_{t}s+\partial_{x}f^{0,j-1}\left(s\right)=0,\qquad s\left(0,x\right)=\begin{cases}s^{L}&\text{ for }x<\bar{y}_{j},\\ s^{-}&\text{ for }x>\bar{y}_{j},\end{cases} (2.8)

and suppose sL<ss^{L}<s^{-}. Then, sLsl<srss^{L}\leq s_{l}<s_{r}\leq s^{-} and, because of the entropy condition [Bbook, Theorem 4.4], its speed satisfies (f0,j1f^{0,j-1} coincides with f(,cL,k0)f\left(\cdot,c^{L},k_{0}\right) on 𝒮0,j1\mathcal{S}_{0,j-1}):

λs=f(sr,cL,k0)f(sl,cL,k0)srslf(s,cL,k0)f(sl,cL,k0)ssl=g(s,cL,k0)+slg(s,cL,k0)g(sl,cL,k0)ssl=λc+slGL(s)g(sl,cL,k0)sslλc,\begin{split}\lambda_{s}&=\frac{f\left(s_{r},c^{L},k_{0}\right)-f\left(s_{l},c^{L},k_{0}\right)}{s_{r}-s_{l}}\leq\frac{f\left(s^{-},c^{L},k_{0}\right)-f\left(s_{l},c^{L},k_{0}\right)}{s^{-}-s_{l}}\\ &\quad=g\left(s^{-},c^{L},k_{0}\right)+s_{l}\frac{g\left(s^{-},c^{L},k_{0}\right)-g\left(s_{l},c^{L},k_{0}\right)}{s^{-}-s_{l}}\\ &\quad=\lambda_{c}+s_{l}\frac{G^{L}\left(s^{-}\right)-g\left(s_{l},c^{L},k_{0}\right)}{s^{-}-s_{l}}\\ &\quad\leq\lambda_{c},\end{split}

with λc=γ=g(s,cL,k0)=g(s+,cR,k0)\lambda_{c}=\gamma=g\left(s^{-},c^{L},k_{0}\right)=g\left(s^{+},c^{R},k_{0}\right) and where we used the definition of GLG^{L}. If instead s<sLs^{-}<s^{L}, then ssr<slsLs^{-}\leq s_{r}<s_{l}\leq s^{L} and, as in the previous computation, we have

λsλc+slGL(s)g(sl,cL,k0)sslλc,\lambda_{s}\leq\lambda_{c}+s_{l}\frac{G^{L}\left(s^{-}\right)-g\left(s_{l},c^{L},k_{0}\right)}{s^{-}-s_{l}}\leq\lambda_{c},

Therefore, in any case, the solution to the Riemann problem (2.8) can be patched with a cc wave that travel with speed λc\lambda_{c} and connect the left state (s,cL,k0)\left(s^{-},c^{L},k_{0}\right) to the right state (s+,cR,k0)\left(s^{+},c^{R},k_{0}\right). Similar computations can be done at the right of the cc wave so that the complete solution includes a cc wave travelling with speed λc\lambda_{c}, possibly together some entropic ss waves to its left (solutions to ts+xf0,j1(s)=0\partial_{t}s+\partial_{x}f^{0,j-1}\left(s\right)=0) and some entropic ss waves to its right (solutions to ts+xf0,j(s)=0\partial_{t}s+\partial_{x}f^{0,j}\left(s\right)=0). We also use this Riemann solver whenever, for t>0t>0, a cc wave interact with one or more ss waves.

We point out the following properties of this Riemann solver that will be needed in the proof of the main theorem.

  • The cc wave satisfies Rankine-Hugoniot

    {f(s+,cR,k0)f(s,cL,k0)=λc(s+s),cRf(s+,cR,k0)cLf(s,cL,k0)=λc(cRs+cLs).\begin{cases}f\left(s^{+},c^{R},k_{0}\right)-f\left(s^{-},c^{L},k_{0}\right)=\lambda_{c}\left(s^{+}-s^{-}\right),\\ c^{R}f\left(s^{+},c^{R},k_{0}\right)-c^{L}f\left(s^{-},c^{L},k_{0}\right)=\lambda_{c}\left(c^{R}s^{+}-c^{L}s^{-}\right).\\ \end{cases}
  • The cc wave is an “admissible” path as defined in [WSCauchy] and satisfies the following entropy condition:

    • if s<s+s^{-}<s^{+} there exists s[s,s+]s^{*}\in\left[s^{-},s^{+}\right] such that

      {g(σ,cL,k0)λc for all σ[s,s],g(σ,cR,k0)λc for all σ[s,s+].\begin{cases}g\left(\sigma,c^{L},k_{0}\right)\geq\lambda_{c}&\text{ for all }\sigma\in\left[s^{-},s^{*}\right],\\ g\left(\sigma,c^{R},k_{0}\right)\geq\lambda_{c}&\text{ for all }\sigma\in\left[s^{*},s^{+}\right].\end{cases} (2.9)
    • if s+<ss^{+}<s^{-} there exists s[s+,s]s^{*}\in\left[s^{+},s^{-}\right] such that

      {g(σ,cR,k0)λc for all σ[s+,s],g(σ,cL,k0)λc for all σ[s,s].\begin{cases}g\left(\sigma,c^{R},k_{0}\right)\leq\lambda_{c}&\text{ for all }\sigma\in\left[s^{+},s^{*}\right],\\ g\left(\sigma,c^{L},k_{0}\right)\leq\lambda_{c}&\text{ for all }\sigma\in\left[s^{*},s^{-}\right].\end{cases} (2.10)

Let y1(t),,yM(t)y_{1}\left(t\right),\ldots,y_{M}\left(t\right) denote all the cc wave fronts at the time tt. Their initial positions are the discontinuity points of c¯ε\bar{c}^{\varepsilon}. We will show that they do not interact between each other and keep the same number and order as time goes on.

We define the open regions

Ω0,j={(t,x)[0,+)×x<x¯1yj(t)<x<yj+1(t)},\Omega_{0,j}=\left\{(t,x)\in\left[0,+\infty\right)\times\mathbb{R}\mid x<\bar{x}_{1}\land y_{j}(t)<x<y_{j+1}(t)\right\},

and the flux

Fε(t,x,σ)=f0,j(σ), for (t,x)Ω0,j.F^{\varepsilon}\left(t,x,\sigma\right)=f^{0,j}\left(\sigma\right),\text{ for }\left(t,x\right)\in\Omega_{0,j}.

The wave front tracking approximation sεs^{\varepsilon} so constructed is an exact weak entropic solution to

{tsε+x[Fε(t,x,sε)]=0,t(cεsε)+x[cεFε(t,x,sε)]x=0,\begin{cases}\partial_{t}s^{\varepsilon}+\partial_{x}\left[F^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]=0,\\ \partial_{t}\left(c^{\varepsilon}s^{\varepsilon}\right)+\partial_{x}\left[c^{\varepsilon}F^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]_{x}=0,\\ \end{cases}

in the region x<x¯1x<\bar{x}_{1}.

Since the cc family is linearly degenerate, cc waves will not interact with each other. Indeed, given two consecutive cc waves located respectively in yj(t)y_{j}(t) and yj+1(t)y_{j+1}(t), the first conservation law in the previous system implies

ddtyj(t)yj+1(t)sε(t,x)dx=y˙j+1(t)sε(t,yj+1(t))y˙j(t)sε(t,yj(t)+)f0,j(sε(t,yj+1(t)))+f0,j(sε(t,yj(t)+))=0\begin{split}\frac{d}{dt}\int_{y_{j}(t)}^{y_{j+1}(t)}s^{\varepsilon}\left(t,x\right)\;dx&=\dot{y}_{j+1}\left(t\right)s^{\varepsilon}\left(t,y_{j+1}\left(t\right)-\right)-\dot{y}_{j}\left(t\right)s^{\varepsilon}\left(t,y_{j}\left(t\right)+\right)\\ &\quad-f^{0,j}\left(s^{\varepsilon}\left(t,y_{j+1}\left(t\right)-\right)\right)+f^{0,j}\left(s^{\varepsilon}\left(t,y_{j}\left(t\right)+\right)\right)=0\end{split}

since y˙=λc=fσ\dot{y}=\lambda_{c}=\frac{f}{\sigma}. Hence cc waves cannot interact with each other (if sε=0s^{\varepsilon}=0 between two cc waves, then they both must travel with zero speed and therefore even in this case they cannot interact).

Since any interaction with the kk wave located at x¯1\bar{x}_{1} cannot give rise to waves entering the region x<x¯1x<\bar{x}_{1}, following [WSCauchy], the wave front tracking algorithm can be carried out for all times in that region. Observe that for a fixed ε\varepsilon the total variation of the singular variable PP introduced in (2.6) is bounded. Since the grid 𝒮0,j\mathcal{S}_{0,j} contains all the possible maximum points of g(,cj,k0)g\left(\cdot,c_{j},k_{0}\right), in the regions Ω0,j\Omega_{0,j}, P(σ,cj,k0)=0σ|ξf0,j(ξ)ξ|dξP\left(\sigma,c_{j},k_{0}\right)=\int_{0}^{\sigma}\left|\partial_{\xi}\frac{f^{0,j}\left(\xi\right)}{\xi}\right|d\xi for any σ𝒮0,j\sigma\in\mathcal{S}_{0,j}. The variable PP is well behaved in the interplay between the two resonant waves ss and cc. Unfortunately, this behavior is disrupted by the third family of waves, the kk waves, except in the case where very strong hypothesis are assumed on the flux as in [CocliteRisebro]. In fact, in [CocliteRisebro] it is assumed that the point of maximum of gg does not change with kk (actually in [CocliteRisebro] our kk waves correspond to discontinuities in time because of Lagrangian coordinates). Since such assumptions are not realistic for our model, we are not able to prove a bound on the total variation of PP uniformly in ε\varepsilon. Instead, we resolve this difficulty by applying a compensated compactness argument.

Up to now, all the values of (sε,cε,kε)\left(s^{\varepsilon},c^{\varepsilon},k^{\varepsilon}\right) are determined for x<x¯1x<\bar{x}_{1}. Since kεk^{\varepsilon} is constant in time, its value at the right of x¯1\bar{x}_{1} is known. The jump conditions Δf=Δc=0\Delta f=\Delta c=0 determine all the values of (sε,cε,kε)\left(s^{\varepsilon},c^{\varepsilon},k^{\varepsilon}\right) to the right of x¯1\bar{x}_{1}. These values could introduce new values for the function gg that must be added to the grid, i.e.,

𝒢1=𝒢0{g(sε(t,x¯1+),cε(t,x¯1+),kε(x¯1+))t0}.\mathcal{G}_{1}=\mathcal{G}_{0}\cup\left\{g\left(s^{\varepsilon}\left(t,\bar{x}_{1}+\right),c^{\varepsilon}\left(t,\bar{x}_{1}+\right),k^{\varepsilon}\left(\bar{x}_{1}+\right)\right)\mid\;t\geq 0\right\}.

This gives the new allowed values for ss for x¯1<x<x¯2\bar{x}_{1}<x<\bar{x}_{2}:

𝒮1,j={σg(σ,cj,k1)𝒢1}.\mathcal{S}_{1,j}=\left\{\sigma\mid g\left(\sigma,c_{j},k_{1}\right)\in\mathcal{G}_{1}\right\}.

Using these values we now build the corresponding approximations f1,j(σ)f^{1,j}\left(\sigma\right) of the flux as the linear interpolation of f(σ,cj,k1)f\left(\sigma,c_{j},k_{1}\right) according to the points in 𝒮1,j\mathcal{S}_{1,j}. Then we solve, as before, all the Riemann problems at t=0t=0, x¯1<x<x¯2\bar{x}_{1}<x<\bar{x}_{2} and t0t\geq 0, x=x¯1x=\bar{x}_{1}. As before cc waves cannot interact with each other so, by induction, we can carry out the wave front tracking algorithm on the semi plane t0t\geq 0.

We define the open regions (x¯0=y0(t)=\bar{x}_{0}=y_{0}(t)=-\infty, x¯N+1=yM+1(t)=+\bar{x}_{N+1}=y_{M+1}(t)=+\infty)

Ωi,j={(t,x)[0,+)×x¯i<x<x¯i+1yj(t)<x<yj+1(t)}.\Omega_{i,j}=\left\{(t,x)\in\left[0,+\infty\right)\times\mathbb{R}\mid\bar{x}_{i}<x<\bar{x}_{i+1}\land y_{j}(t)<x<y_{j+1}(t)\right\}.

The wave front tracking approximations so obtained are weak entropic solutions to

{tsε+x[Fε(t,x,sε)]=0,t(cεsε)+x[cεFε(t,x,sε)]=0,tkε=0,(sε,cε,kε)(0,x)=(s¯ε,c¯ε,k¯ε)(x),\begin{cases}\partial_{t}s^{\varepsilon}+\partial_{x}\left[F^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]=0,\\ \partial_{t}\left(c^{\varepsilon}s^{\varepsilon}\right)+\partial_{x}\left[c^{\varepsilon}F^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]=0,\\ \partial_{t}k^{\varepsilon}=0,\\ \left(s^{\varepsilon},c^{\varepsilon},k^{\varepsilon}\right)(0,x)=\left(\bar{s}^{\varepsilon},\bar{c}^{\varepsilon},\bar{k}^{\varepsilon}\right)(x),\end{cases} (2.11)

where the flux FεF^{\varepsilon} is defined by

Fε(t,x,σ)=fi,j(σ), for (t,x)Ωi,j.F^{\varepsilon}\left(t,x,\sigma\right)=f^{i,j}\left(\sigma\right),\text{ for }\left(t,x\right)\in\Omega_{i,j}.

For all (t,x)[0,+[× and σ[0,1]\left(t,x\right)\in\left[0,+\infty\right[\times\mathbb{R}\text{ and }\sigma\in\left[0,1\right], the flux satisfies the estimates

{|Fε(t,x,σ)f(σ,cε(t,x),kε(x))|ε,|σFε(t,x,σ)σf(σ,cε(t,x),kε(x))|εN+M.\begin{cases}\left|F^{\varepsilon}\left(t,x,\sigma\right)-f\left(\sigma,c^{\varepsilon}\left(t,x\right),k^{\varepsilon}\left(x\right)\right)\right|\leq\varepsilon,\\ \left|\partial_{\sigma}F^{\varepsilon}\left(t,x,\sigma\right)-\partial_{\sigma}f\left(\sigma,c^{\varepsilon}\left(t,x\right),k^{\varepsilon}\left(x\right)\right)\right|\leq\frac{\varepsilon}{N+M}.\end{cases} (2.12)

We remark that, in any region Ωi,j\Omega_{i,j}, sεs^{\varepsilon} is an entropic solution to the scalar conservation law

tsε+x[fi,j(sε)]=0.\partial_{t}s^{\varepsilon}+\partial_{x}\left[f^{i,j}\left(s^{\varepsilon}\right)\right]=0.

3 Entropy estimates

Given a smooth (not necessarily convex) entropy function η(σ)\eta\left(\sigma\right) with η(0)=0\eta(0)=0, we define the corresponding entropy flux qεq^{\varepsilon} (relative to the approximate flux FεF^{\varepsilon}) as

qε(t,x,σ)=0ση(ς)ςFε(t,x,ς)dς.q^{\varepsilon}\left(t,x,\sigma\right)=\int_{0}^{\sigma}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}F^{\varepsilon}\left(t,x,\varsigma\right)d\varsigma. (3.13)
Theorem 3.1.

For a fixed convex entropy η\eta, the positive part of the measure

με=t[η(sε)]+x[qε(t,x,sε)]\mu_{\varepsilon}=\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right] (3.14)

is uniformly (with respect to the approximation parameter ε\varepsilon) locally bounded. More precisely, for any compact set K]0,+[×K\subset\left]0,+\infty\right[\times\mathbb{R} there exists a constant CKC_{K} such that

με+(K)CK.\mu_{\varepsilon}^{+}\left(K\right)\leq C_{K}.

Here the constant CKC_{K} may depend on η\eta, ff and on the total variation of the initial data c¯\bar{c} and k¯\bar{k}, but it does not depend on the approximation parameter ε\varepsilon.

Proof.

Fixing a non negative test function ϕCc(]0,+[×)\phi\in C^{\infty}_{c}\left(\left]0,+\infty\right[\times\mathbb{R}\right), we compute

t[η(sε)]+x[qε(t,x,sε)],ϕ=η(sε)tϕ+qε(t,x,sε)xϕdtdx=0+=1𝒩(t)[Δqε(t)Δη(t)ξ˙(t)]ϕ(t,ξ(t))dt.\begin{split}\langle\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right],\phi\rangle&=-\int\eta\left(s^{\varepsilon}\right)\partial_{t}\phi+q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\partial_{x}\phi\;dtdx\\ &=\int_{0}^{+\infty}\sum_{\ell=1}^{\mathcal{N}(t)}\left[\Delta q^{\varepsilon}_{\ell}\left(t\right)-\Delta\eta_{\ell}\left(t\right)\dot{\xi}_{\ell}\left(t\right)\right]\phi\left(t,\xi_{\ell}\left(t\right)\right)dt.\end{split} (3.15)

Here ξ1,,ξ𝒩(t)\xi_{1},\ldots,\xi_{\mathcal{N}(t)} are the locations of the discontinuities in (sε,cε,kε)\left(s^{\varepsilon},c^{\varepsilon},k^{\varepsilon}\right), and the notation Δ\Delta denotes the jumps:

{Δη(t)=η(sε(t,ξ(t)+))η(sε(t,ξ(t))),Δqε(t)=qε(t,ξ(t)+,sε(t,ξ(t)+))qε(t,ξ(t),sε(t,ξ(t))).\begin{cases}\Delta\eta_{\ell}\left(t\right)=\eta\left(s^{\varepsilon}\left(t,\xi_{\ell}\left(t\right)+\right)\right)-\eta\left(s^{\varepsilon}\left(t,\xi_{\ell}\left(t\right)-\right)\right),\\ \Delta q^{\varepsilon}_{\ell}\left(t\right)=q^{\varepsilon}\left(t,\xi_{\ell}(t)+,s^{\varepsilon}\left(t,\xi_{\ell}\left(t\right)+\right)\right)-q^{\varepsilon}\left(t,\xi_{\ell}(t)-,s^{\varepsilon}\left(t,\xi_{\ell}\left(t\right)-\right)\right).\end{cases}

We study separately the three different kinds of waves and denote with the superscripts “-” and “++” the values computed respectively to the left and the right of the discontinuities. We omit the superscript for the values that do not change across the discontinuities.

ss waves: Both cc and kk are constant while the jump in ss satisfies Rankine-Hugoniot and is entropic according to the approximate flux. If (t,ξ(t))Ωi,j\left(t,\xi_{\ell}\left(t\right)\right)\in\Omega_{i,j}, then

ξ˙(s+s)=fi,j(s+)fi,j(s)=f+f.\dot{\xi}_{\ell}\left(s^{+}-s^{-}\right)=f^{i,j}\left(s^{+}\right)-f^{i,j}\left(s^{-}\right)=f^{+}-f^{-}.

Hence, applying the definition of qεq^{\varepsilon} and integrating by parts, we compute

ΔqεΔηξ˙=ss+η(ς)[ςfi,j(ς)ξ˙]dς=[η(ς)(fi,j(ς)fξ˙(ςs))]ss+ss+η(ς)[fi,j(ς)fξ˙(ςs)]dς0.\begin{split}\Delta q^{\varepsilon}_{\ell}-\Delta\eta_{\ell}\dot{\xi}_{\ell}&=\int_{s^{-}}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\left[\partial_{\varsigma}f^{i,j}\left(\varsigma\right)-\dot{\xi}_{\ell}\right]d\varsigma\\ &=\left[\eta^{\prime}\left(\varsigma\right)\left(f^{i,j}\left(\varsigma\right)-f^{-}-\dot{\xi}_{\ell}\left(\varsigma-s^{-}\right)\right)\right]_{s^{-}}^{s^{+}}\\ &\qquad\qquad-\int_{s^{-}}^{s^{+}}\eta^{\prime\prime}\left(\varsigma\right)\left[f^{i,j}\left(\varsigma\right)-f^{-}-\dot{\xi}_{\ell}\left(\varsigma-s^{-}\right)\right]d\varsigma\\ &\leq 0.\end{split}

Since η0\eta^{\prime\prime}\geq 0 and the ss wave in ξ\xi_{\ell} is an entropic wave for the flux fi,jf^{i,j}, therefore for all ς[min{s,s+},max{s,s+}]\varsigma\in\left[\min\left\{s^{-},s^{+}\right\},\max\left\{s^{-},s^{+}\right\}\right] one has

sign(s+s)[fi,j(ς)ff+fs+s(ςs)]0.\operatorname{sign}\left(s^{+}-s^{-}\right)\left[f^{i,j}\left(\varsigma\right)-f^{-}-\frac{f^{+}-f^{-}}{s^{+}-s^{-}}\left(\varsigma-s^{-}\right)\right]\geq 0.

cc waves: Both kk and g=fsg=\frac{f}{s} are constants and the speed ξ˙\dot{\xi}_{\ell} of the wave equals g(s,c,k)=g(s+,c+,k)g\left(s^{-},c^{-},k\right)=g\left(s^{+},c^{+},k\right), where ξ\xi_{\ell} is the boundary between the regions Ωi,j\Omega_{i,j} and Ωi,j+1\Omega_{i,j+1}. Denoting by CC a generic constant that depends only on η\eta and ff, the uniform estimates (2.12) lead to

ΔqεΔηξ˙=0s+η(ς)ςfi,j+1(ς)dς0sη(ς)ςfi,j(ς)dςξ˙(η(s+)η(s))CεN+M+0s+η(ς)ςf(ς,c+,k)dς0sη(ς)ςf(ς,c,k)dς0s+η(ς)ξ˙dς+0sη(ς)ξ˙dςCεN+M+0s+η(ς)[ςf(ς,c+,k)ξ˙]dς0sη(ς)[ςf(ς,c,k)ξ˙]dςCεN+M0s+η(ς)[f(ς,c+,k)ξ˙ς]dς+0sη(ς)[f(ς,c,k)ξ˙ς]dς.\begin{split}\Delta&q^{\varepsilon}_{\ell}-\Delta\eta_{\ell}\dot{\xi}_{\ell}=\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f^{i,j+1}\left(\varsigma\right)d\varsigma-\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f^{i,j}\left(\varsigma\right)d\varsigma-\dot{\xi}_{\ell}\left(\eta\left(s^{+}\right)-\eta\left(s^{-}\right)\right)\\ &\leq C\frac{\varepsilon}{N+M}+\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f\left(\varsigma,c^{+},k\right)d\varsigma-\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f\left(\varsigma,c^{-},k\right)d\varsigma\\ &\qquad-\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\dot{\xi}_{\ell}d\varsigma+\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\dot{\xi}_{\ell}d\varsigma\\ &\leq C\frac{\varepsilon}{N+M}+\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\left[\partial_{\varsigma}f\left(\varsigma,c^{+},k\right)-\dot{\xi}_{\ell}\right]d\varsigma-\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\left[\partial_{\varsigma}f\left(\varsigma,c^{-},k\right)-\dot{\xi}_{\ell}\right]d\varsigma\\ &\leq C\frac{\varepsilon}{N+M}-\int_{0}^{s^{+}}\eta^{\prime\prime}\left(\varsigma\right)\left[f\left(\varsigma,c^{+},k\right)-\dot{\xi}_{\ell}\varsigma\right]d\varsigma+\int_{0}^{s^{-}}\eta^{\prime\prime}\left(\varsigma\right)\left[f\left(\varsigma,c^{-},k\right)-\dot{\xi}_{\ell}\varsigma\right]d\varsigma.\\ \end{split}

Here we have integrated by parts and used the relations

f(0,c±,k)=0,f(s±,c±,k)=s±g(s±,c±,k)=s±ξ˙.f\left(0,c^{\pm},k\right)=0,\qquad f\left(s^{\pm},c^{\pm},k\right)=s^{\pm}g\left(s^{\pm},c^{\pm},k\right)=s^{\pm}\dot{\xi}_{\ell}.

Suppose ss+s^{-}\leq s^{+}, the other case being symmetric. Because of the entropy condition on cc waves (2.9) there exists s[s,s+]s^{*}\in\left[s^{-},s^{+}\right] such that

{g(ς,c,k)ξ˙ for all ς[s,s],g(ς,c+,k)ξ˙ for all ς[s,s+].\begin{cases}g\left(\varsigma,c^{-},k\right)\geq\dot{\xi}_{\ell}&\text{ for all }\varsigma\in\left[s^{-},s^{*}\right],\\ g\left(\varsigma,c^{+},k\right)\geq\dot{\xi}_{\ell}&\text{ for all }\varsigma\in\left[s^{*},s^{+}\right].\end{cases}

The estimates (2.12) further lead to

ΔqεΔηξ˙ss+η(ς)[f(ς,c+,k)ξ˙ς]dς+ssη(ς)[f(ς,c,k)ξ˙ς]dς+C(εN+M+|c+c|)=ss+η(ς)ς[g(ς,c+,k)ξ˙]dς+ssη(ς)ς[g(ς,c,k)ξ˙]dς+C(εN+M+|c+c|)C(εN+M+|Δc|).\begin{split}\Delta q^{\varepsilon}_{\ell}-\Delta\eta_{\ell}\dot{\xi}_{\ell}&\leq-\int_{s^{*}}^{s^{+}}\eta^{\prime\prime}\left(\varsigma\right)\left[f\left(\varsigma,c^{+},k\right)-\dot{\xi}_{\ell}\varsigma\right]d\varsigma+\int_{s^{*}}^{s^{-}}\eta^{\prime\prime}\left(\varsigma\right)\left[f\left(\varsigma,c^{-},k\right)-\dot{\xi}_{\ell}\varsigma\right]d\varsigma\\ &\qquad+C\left(\frac{\varepsilon}{N+M}+\left|c^{+}-c^{-}\right|\right)\\ &=-\int_{s^{*}}^{s^{+}}\eta^{\prime\prime}\left(\varsigma\right)\varsigma\left[g\left(\varsigma,c^{+},k\right)-\dot{\xi}_{\ell}\right]d\varsigma+\int_{s^{*}}^{s^{-}}\eta^{\prime\prime}\left(\varsigma\right)\varsigma\left[g\left(\varsigma,c^{-},k\right)-\dot{\xi}_{\ell}\right]d\varsigma\\ &\qquad+C\left(\frac{\varepsilon}{N+M}+\left|c^{+}-c^{-}\right|\right)\\ &\leq C\left(\frac{\varepsilon}{N+M}+\left|\Delta c_{\ell}\right|\right).\end{split}

kk waves: For a kk wave, both cc and ff are constant and ξ˙=0\dot{\xi}_{\ell}=0, where ξ\xi_{\ell} is the boundary between two regions Ωi,j\Omega_{i,j} and Ωi+1,j\Omega_{i+1,j}. We have

ΔqεΔηξ˙=0s+η(ς)ςfi+1,j(ς)dς0sη(ς)ςfi,j(ς)dςCεN+M+0s+η(ς)ςf(ς,c,k+)dς0sη(ς)ςf(ς,c,k)dςC(εN+M+|k+k|)+ss+η(ς)ςf(ς,c,k)dςC(εN+M+|Δk|)+ηsign(s+s)ss+ςf(ς,c,k)dς=C(εN+M+|Δk|+|f(s+,c,k)f(s,c,k)|)=C(εN+M+|Δk|+|f(s+,c,k)f(s+,c,k+)|)=C(εN+M+|Δk|)\begin{split}\Delta&q^{\varepsilon}_{\ell}-\Delta\eta_{\ell}\dot{\xi}_{\ell}=\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f^{i+1,j}\left(\varsigma\right)d\varsigma-\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f^{i,j}\left(\varsigma\right)d\varsigma\\ &\leq C\frac{\varepsilon}{N+M}+\int_{0}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f\left(\varsigma,c,k^{+}\right)d\varsigma-\int_{0}^{s^{-}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f\left(\varsigma,c,k^{-}\right)d\varsigma\\ &\leq C\left(\frac{\varepsilon}{N+M}+\left|k^{+}-k^{-}\right|\right)+\int_{s^{-}}^{s^{+}}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}f\left(\varsigma,c,k^{-}\right)d\varsigma\\ &\leq C\left(\frac{\varepsilon}{N+M}+\left|\Delta k_{\ell}\right|\right)+\left\|\eta^{\prime}\right\|_{\infty}\operatorname{sign}\left(s^{+}-s^{-}\right)\int_{s^{-}}^{s^{+}}\partial_{\varsigma}f\left(\varsigma,c,k^{-}\right)d\varsigma\\ &=C\left(\frac{\varepsilon}{N+M}+\left|\Delta k_{\ell}\right|+\left|f\left(s^{+},c,k^{-}\right)-f\left(s^{-},c,k^{-}\right)\right|\right)\\ &=C\left(\frac{\varepsilon}{N+M}+\left|\Delta k_{\ell}\right|+\left|f\left(s^{+},c,k^{-}\right)-f\left(s^{+},c,k^{+}\right)\right|\right)\\ &=C\left(\frac{\varepsilon}{N+M}+\left|\Delta k_{\ell}\right|\right)\end{split}

where we used the fact that ςf(ς,c,k)0\partial_{\varsigma}f\left(\varsigma,c,k^{-}\right)\geq 0 and that f(s,c,k)=f(s+,c,k+)f\left(s^{-},c,k^{-}\right)=f\left(s^{+},c,k^{+}\right).


Finally, if the compact support of ϕ\phi is contained in ]0,T[×\left]0,T\right[\times\mathbb{R}, equality (3.15) and the previous analysis on the three types of waves lead to

t[η(sε)]+x[qε(t,x,sε)],ϕCT(Nε+MεN+M+Tot.Var.{c¯}+Tot.Var.{k¯})ϕCT(1+Tot.Var.{c¯}+Tot.Var.{k¯})ϕ\begin{split}\langle\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right],\phi\rangle&\leq CT\left(\frac{N\varepsilon+M\varepsilon}{N+M}+\operatorname{Tot.Var.}\left\{\bar{c}\right\}+\operatorname{Tot.Var.}\left\{\bar{k}\right\}\right)\left\|\phi\right\|_{\infty}\\ &\leq CT\left(1+\operatorname{Tot.Var.}\left\{\bar{c}\right\}+\operatorname{Tot.Var.}\left\{\bar{k}\right\}\right)\left\|\phi\right\|_{\infty}\end{split}

for any ε]0,1[\varepsilon\in\left]0,1\right[, proving the theorem. ∎

Theorem 3.2.

For any smooth entropy η\eta (even non convex) and decreasing sequence εj0\varepsilon_{j}\to 0 there exists a compact set 𝒦H1loc(Ω)\mathcal{K}\subset H^{-1}_{loc}\left(\Omega\right), independent of j{j}, such that

μεj=t[η(sεj)]+x[qεj(t,x,sεj)]𝒦.\mu_{\varepsilon_{j}}=\partial_{t}\left[\eta\left(s^{\varepsilon_{j}}\right)\right]+\partial_{x}\left[q^{\varepsilon_{j}}\left(t,x,s^{\varepsilon_{j}}\right)\right]\in\mathcal{K}.
Proof.

We apply standard arguments in compensated compactness theory [diperna]. Integrating the measure με\mu_{\varepsilon} over a rectangle (with t1>0t_{1}>0) R=[t1,t2]×[L,L]R=\left[t_{1},t_{2}\right]\times\left[-L,L\right] we obtain

με(R)=t1t2qε(t,L+,sε(t,L+))qε(t,L,sε(t,L))dt+LLη(sε(t2+,x))η(sε(t1,x))dx.\begin{split}\mu_{\varepsilon}\left(R\right)&=\int_{t_{1}}^{t_{2}}q^{\varepsilon}\left(t,L+,s^{\varepsilon}\left(t,L+\right)\right)-q^{\varepsilon}\left(t,-L-,s^{\varepsilon}\left(t,-L-\right)\right)dt\\ &\qquad+\int_{-L}^{L}\eta\left(s^{\varepsilon}\left(t_{2}+,x\right)\right)-\eta\left(s^{\varepsilon}\left(t_{1}-,x\right)\right)dx.\end{split}

Since sεs^{\varepsilon} is uniformly bounded, there exists a constant C¯R\bar{C}_{R} such that |με(R)|C¯R\left|\mu_{\varepsilon}\left(R\right)\right|\leq\bar{C}_{R} for any ε]0,1[\varepsilon\in\left]0,1\right[. If η\eta is convex, we can apply Theorem 3.1 to estimate the total variation of με\mu_{\varepsilon} uniformly with respect to ε\varepsilon:

|με|(R)=με+(R)+με(R)=2με+(R)με(R)2CR+C¯R.\left|\mu_{\varepsilon}\right|\left(R\right)=\mu_{\varepsilon}^{+}\left(R\right)+\mu_{\varepsilon}^{-}\left(R\right)=2\mu_{\varepsilon}^{+}\left(R\right)-\mu_{\varepsilon}\left(R\right)\leq 2C_{R}+\bar{C}_{R}.

If η\eta is not convex, then we take a strictly convex entropy η\eta^{*} (for instance η(σ)=σ2\eta^{*}\left(\sigma\right)=\sigma^{2}) and define η~=η+Hη\tilde{\eta}=\eta+H\eta^{*}. The entropy η~\tilde{\eta} is convex for a sufficiently big constant HH. We denote by με\mu_{\varepsilon}, με\mu_{\varepsilon}^{*} and μ~ε\tilde{\mu}_{\varepsilon} the measures corresponding to the entropies η\eta, η\eta^{*} and η~\tilde{\eta}. Since the definition of the entropy flux (3.13) is linear with respect to the associated entropy, the measures satisfy μ~ε=με+Hμε\tilde{\mu}_{\varepsilon}=\mu_{\varepsilon}+H\mu_{\varepsilon}^{*}. Hence the inequality

|με|(R)|μ~ε|(R)+H|με|(R)\left|\mu_{\varepsilon}\right|\left(R\right)\leq\left|\tilde{\mu}_{\varepsilon}\right|\left(R\right)+H\left|\mu^{*}_{\varepsilon}\right|\left(R\right)

holds. This means that |με|(R)\left|\mu_{\varepsilon}\right|\left(R\right) is bounded uniformly with respect to ε\varepsilon since both μ~ε\tilde{\mu}_{\varepsilon} and με\mu^{*}_{\varepsilon} are associated with convex entropies. Since the measure με=t[η(sε)]+x[qε(t,x,sε)]\mu_{\varepsilon}=\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right] restricted to RR lies both in a bounded set of the space of measures (R)\mathcal{M}\left(R\right) and in a bounded set of W1,(R)W^{-1,\infty}\left(R\right), [Dafermos, Lemma 17.2.2] allows us to conclude the proof of the theorem. ∎

4 Strong Convergence

The following result is a step towards the proof of Theorem 1.1.

Theorem 4.1.

There exists a sequence εj0\varepsilon_{j}\to 0 such that (sεj,cεj,kεj)(s~,c~,k~)\left(s^{\varepsilon_{j}},c^{\varepsilon_{j}},k^{\varepsilon_{j}}\right)\to\left(\tilde{s},\tilde{c},\tilde{k}\right) in L1loc(Ω)L^{1}_{loc}\left(\Omega\right).

Proof.

We suitably modify the proof of [BGS, Theorem 4.2], omitting some computations already written there. The proof takes several steps.

1.

Observe that by construction we have

Tot.Var.{cε(t,)}=Tot.Var.{c¯ε}Tot.Var.{c¯}\operatorname{Tot.Var.}\left\{c^{\varepsilon}\left(t,\cdot\right)\right\}=\operatorname{Tot.Var.}\left\{\bar{c}^{\varepsilon}\right\}\leq\operatorname{Tot.Var.}\left\{\bar{c}\right\}

and the wave speeds are uniformly bounded. Hence Helly’s theorem implies that there exist a sequence cεjc~c^{\varepsilon_{j}}\to\tilde{c} in L1loc(Ω)L^{1}_{loc}\left(\Omega\right). Since kεk^{\varepsilon} is constant in time, we have kεjk~=k¯k^{\varepsilon_{j}}\to\tilde{k}=\bar{k} in L1loc(Ω)L^{1}_{loc}\left(\Omega\right) as well. In the following we always take subsequences of this sequence and we will drop the index jj to simplify notations. We define the limit flux

F(t,x,σ)=f(σ,c~(t,x),k~(x)), for all (t,x)Ω, and σ[0,1]F\left(t,x,\sigma\right)=f\left(\sigma,\tilde{c}(t,x),\tilde{k}(x)\right),\quad\text{ for all }\left(t,x\right)\in\Omega,\text{ and }\sigma\in\left[0,1\right]

and for any entropy η\eta we define the limit entropy flux

q(t,x,σ)=0ση(ς)ςF(t,x,ς)dς.q\left(t,x,\sigma\right)=\int_{0}^{\sigma}\eta^{\prime}\left(\varsigma\right)\partial_{\varsigma}F\left(t,x,\varsigma\right)d\varsigma.

The estimate (uniform in σ[0,1]\sigma\in\left[0,1\right])

|q(t,x,σ)qε(t,x,σ)|01|η(ς)|(|ςf(ς,c~(t,x),k~(x))ςf(ς,cε(t,x),kε(x))|+|ςf(ς,cε(t,x),kε(x))ςFε(t,x,ς)|)dςC(|c~(t,x)cε(t,x)|+|k~(x)kε(x)|+ε)0 in L1loc(Ω)\begin{split}&\left|q\left(t,x,\sigma\right)-q^{\varepsilon}\left(t,x,\sigma\right)\right|\leq\int_{0}^{1}\left|\eta^{\prime}\left(\varsigma\right)\right|\bigg{(}\left|\partial_{\varsigma}f\left(\varsigma,\tilde{c}(t,x),\tilde{k}(x)\right)-\partial_{\varsigma}f\left(\varsigma,c^{\varepsilon}(t,x),k^{\varepsilon}(x)\right)\right|\\ &\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad+\left|\partial_{\varsigma}f\left(\varsigma,c^{\varepsilon}(t,x),k^{\varepsilon}(x)\right)-\partial_{\varsigma}F^{\varepsilon}\left(t,x,\varsigma\right)\right|\bigg{)}d\varsigma\\ &\quad\leq C\left(\left|\tilde{c}(t,x)-c^{\varepsilon}(t,x)\right|+\left|\tilde{k}(x)-k^{\varepsilon}(x)\right|+\varepsilon\right)\to 0\qquad\text{ in }L^{1}_{loc}\left(\Omega\right)\end{split}

implies that

x[q(t,x,sε)qε(t,x,sε)]0, inH1loc(Ω).\partial_{x}\left[q\left(t,x,s^{\varepsilon}\right)-q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]\to 0,\quad\mbox{ in}~{}H^{-1}_{loc}\left(\Omega\right).

Together with Theorem 3.2, it implies that the sequence

t[η(sε)]+x[q(t,x,sε)]=t[η(sε)]+x[qε(t,x,sε)]+x[q(t,x,sε)qε(t,x,sε)]\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q\left(t,x,s^{\varepsilon}\right)\right]=\partial_{t}\left[\eta\left(s^{\varepsilon}\right)\right]+\partial_{x}\left[q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]+\partial_{x}\left[q\left(t,x,s^{\varepsilon}\right)-q^{\varepsilon}\left(t,x,s^{\varepsilon}\right)\right]

belongs to a compact set in H1loc(Ω)H^{-1}_{loc}\left(\Omega\right).

2.

For any (t,x)Ω(t,x)\in\Omega and v,w[0,1]v,w\in[0,1] we define

I(t,x,v,w)(vw)wv[σF(t,x,σ)]2dσ[F(t,x,v)F(t,x,w)]2.I(t,x,v,w)~{}\doteq~{}(v-w)\int_{w}^{v}\bigl{[}\partial_{\sigma}F(t,x,\sigma)\bigr{]}^{2}\,d\sigma-\bigl{[}F(t,x,v)-F(t,x,w)\bigr{]}^{2}. (4.16)

The following properties hold.

  1. (i)

    (v,w)I(t,x,v,w)(v,w)\mapsto I(t,x,v,w) is continuous with I(t,x,v,v)=0I(t,x,v,v)=0 for any v[0,1]v\in\bigl{[}0,1\bigr{]}.

  2. (ii)

    I(t,x,v,w)>0I(t,x,v,w)>0 for any v,w[0,1]v,w\in\bigl{[}0,1\bigr{]} with vwv\not=w.

Indeed, (i) is trivial, while (ii) follows from Jensen’s inequality and the fact that σf(σ,γ,κ)\sigma\mapsto f\left(\sigma,\gamma,\kappa\right) and hence σF(t,x,σ)\sigma\mapsto F\left(t,x,\sigma\right) have a unique inflection point. Indeed suppose w<vw<v, we observe that σσF(t,x,σ)\sigma\mapsto\partial_{\sigma}F(t,x,\sigma) is not constant over the interval ω[w,v]\omega\in[w,v], and we compute

I(t,x,v,w)\displaystyle I(t,x,v,w)~{} =(vw)wv[σF(t,x,σ)]2dσ(vw)2[1vwwvσF(t,x,σ)dσ]2\displaystyle=~{}(v-w)\int_{w}^{v}\bigl{[}\partial_{\sigma}F(t,x,\sigma)\bigr{]}^{2}\,d\sigma-(v-w)^{2}\left[\frac{1}{v-w}\int_{w}^{v}\partial_{\sigma}F(t,x,\sigma)\,d\sigma\right]^{2}
>(vw)wv[σF(t,x,σ)]2dσ(vw)21vwwv[σF(t,x,σ)]2dσ\displaystyle>~{}(v-w)\int_{w}^{v}\bigl{[}\partial_{\sigma}F(t,x,\sigma)\bigr{]}^{2}\,d\sigma-(v-w)^{2}\frac{1}{v-w}\int_{w}^{v}\bigl{[}\partial_{\sigma}F(t,x,\sigma)\bigr{]}^{2}\,d\sigma
=0.\displaystyle=~{}0.

3.

Fixing (τ,y)Ω(\tau,y)\in\Omega and we consider the following entropies and corresponding limit fluxes

η(σ)\displaystyle\eta(\sigma) =σ,\displaystyle=\sigma, q(t,x,σ)\displaystyle q(t,x,\sigma) =F(t,x,σ),\displaystyle=F(t,x,\sigma),
η(τ,y)(σ)\displaystyle\eta_{\left(\tau,y\right)}(\sigma) =F(τ,y,σ),\displaystyle=F(\tau,y,\sigma), q(τ,y)(t,x,σ)\displaystyle q_{\left(\tau,y\right)}(t,x,\sigma) =0σςF(τ,y,ς)ςF(t,x,ς)dς.\displaystyle=\int_{0}^{\sigma}\partial_{\varsigma}F(\tau,y,\varsigma)\partial_{\varsigma}F(t,x,\varsigma)\,d\varsigma.

The same computations as the ones used to obtain [BGS, (4.16)] prove that there exists a constant C20C_{2}\geq 0 such that

(vw)[q(τ,y)(t,x,v)q(τ,y)(t,x,w)]I(t,x,v,w)+[F(t,x,v)F(t,x,w)]2C2supσ[0,1]|F(τ,y,σ)F(t,x,σ)|.(v-w)\bigl{[}q_{\left(\tau,y\right)}(t,x,v)-q_{\left(\tau,y\right)}(t,x,w)\bigr{]}\\ \geq~{}I(t,x,v,w)+\bigl{[}F(t,x,v)-F(t,x,w)\bigr{]}^{2}-C_{2}\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|}. (4.17)

4.

By possibly taking subsequences, we can achieve the following weak convergences in L(Ω)L^{\infty}(\Omega):

{sε(t,x)s~(t,x),F(t,x,sε(t,x))F~(t,x),I(t,x,sε(t,x),s~(t,x))I~(t,x).\begin{cases}\displaystyle s^{\varepsilon}(t,x)~{}\overset{*}{\rightharpoonup}~{}\tilde{s}(t,x),\\[2.84526pt] \displaystyle F\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}~{}\overset{*}{\rightharpoonup}~{}\tilde{F}(t,x),\\[2.84526pt] \displaystyle I\bigl{(}t,x,s^{\varepsilon}(t,x),\tilde{s}(t,x)\bigr{)}~{}\overset{*}{\rightharpoonup}~{}\tilde{I}(t,x).\end{cases} (4.18)

Taking further subsequences (which this time may depend on (τ,y)\left(\tau,y\right)) we can achieve these further weak convergences in L(Ω)L^{\infty}(\Omega)

F(τ,y,sε(t,x))\displaystyle F\bigl{(}\tau,y,s^{\varepsilon}(t,x)\bigr{)} F~(τ,y)(t,x),\displaystyle~{}\overset{*}{\rightharpoonup}~{}\tilde{F}_{\left(\tau,y\right)}(t,x), q(τ,y)(t,x,sε(t,x))\displaystyle q_{\left(\tau,y\right)}\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)} q~(τ,y)(t,x).\displaystyle~{}\overset{*}{\rightharpoonup}~{}\tilde{q}_{\left(\tau,y\right)}(t,x). (4.19)

Notice that the weak limits s~\tilde{s}, f~\tilde{f}, I~\tilde{I} in (4.18) do not depend on the values (τ,y)\left(\tau,y\right). Step 1 implies

t[sε(t,x)]+x[F(t,x,sε(t,x))],t[F(τ,y,sε(t,x))]+x[q(τ,y)(t,x,sε(t,x))]𝒦,\partial_{t}\left[s^{\varepsilon}(t,x)\right]+\partial_{x}\left[F\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}\right],\quad\partial_{t}\left[F\bigl{(}\tau,y,s^{\varepsilon}(t,x)\bigr{)}\right]+\partial_{x}\left[q_{\left(\tau,y\right)}\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}\right]~{}\in~{}\mathcal{K},

where 𝒦\mathcal{K} is a compact set (independent of the subsequence index) in Hloc1(Ω)H_{loc}^{-1}(\Omega). By an application of the div–curl lemma, see for example Theorem 16.2.1 in [Dafermos], one obtains

sε(t,x)q(τ,y)(t,x,sε(t,x))F(t,x,sε(t,x))F(τ,y,sε(t,x))s~(t,x)q~(τ,y)(t,x)F~(t,x)F~(τ,y)(t,x).\begin{array}[]{l}s^{\varepsilon}(t,x)q_{\left(\tau,y\right)}\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}-F\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}F\bigl{(}\tau,y,s^{\varepsilon}(t,x)\bigr{)}\\[8.53581pt] \qquad\qquad\overset{*}{\rightharpoonup}~{}\tilde{s}(t,x)\tilde{q}_{\left(\tau,y\right)}(t,x)-\tilde{F}(t,x)\tilde{F}_{\left(\tau,y\right)}(t,x).\end{array} (4.20)

Following the proof of [BGS, Theorem 4.2] we set v=sε(t,x)v=s^{\varepsilon}(t,x) and w=s~(t,x)w=\tilde{s}(t,x) in (4.17) and take the weak limit as ε0\varepsilon\to 0 to obtain

I~(t,x)[s~(t,x)q~(τ,y)(t,x)F~(t,x)F~(τ,y)(t,x)]+s~(t,x)q~(τ,y)(t,x)2F~(t,x)F(t,x,s~(t,x))+F(t,x,s~(t,x))2C3supσ[0,1]|F(τ,y,σ)F(t,x,σ)|.\begin{split}&\tilde{I}(t,x)-\left[\tilde{s}(t,x)\tilde{q}_{\left(\tau,y\right)}(t,x)-\tilde{F}(t,x)\tilde{F}_{\left(\tau,y\right)}(t,x)\right]+\tilde{s}(t,x)\tilde{q}_{\left(\tau,y\right)}(t,x)\\ &\qquad-2\tilde{F}(t,x)F\bigl{(}t,x,\tilde{s}(t,x)\bigr{)}+F\bigl{(}t,x,\tilde{s}(t,x)\bigr{)}^{2}~{}\leq~{}C_{3}\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|}.\end{split}

This can be written as

I~(t,x)+[F~(t,x)F(t,x,s~(t,x))]2C3supσ[0,1]|F(τ,y,σ)F(t,x,σ)|+|F~(t,x)||F~(τ,y)(t,x)F~(t,x)|,\begin{split}\tilde{I}(t,x)+\bigl{[}\tilde{F}(t,x)-F\bigl{(}t,x,\tilde{s}(t,x)\bigr{)}\bigr{]}^{2}&\leq C_{3}\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|}\\ &\qquad+\bigl{|}\tilde{F}(t,x)\bigr{|}\bigl{|}\tilde{F}_{\left(\tau,y\right)}(t,x)-\tilde{F}(t,x)\bigr{|},\end{split}

which holds for any fixed (τ,y)Ω(\tau,y)\in\Omega and a.e. (t,x)Ω(t,x)\in\Omega. Taking the weak limit in

supσ[0,1]|F(τ,y,σ)F(t,x,σ)|\displaystyle-\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|} \displaystyle\leq F(τ,y,sε(t,x))F(t,x,sε(t,x))\displaystyle F\bigl{(}\tau,y,s^{\varepsilon}(t,x)\bigr{)}-F\bigl{(}t,x,s^{\varepsilon}(t,x)\bigr{)}
\displaystyle\leq supσ[0,1]|F(τ,y,σ)F(t,x,σ)|,\displaystyle\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|},

we obtain

supσ[0,1]|F(τ,y,σ)F(t,x,σ)|\displaystyle-\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|} \displaystyle\leq F~(τ,y)(t,x)F~(t,x)\displaystyle\tilde{F}_{\left(\tau,y\right)}(t,x)-\tilde{F}(t,x)
\displaystyle\leq supσ[0,1]|F(τ,y,σ)F(t,x,σ)|.\displaystyle\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|}.

Hence for any fixed (τ,y)Ω(\tau,y)\in\Omega, we have for a.e. (t,x)Ω(t,x)\in\Omega

I~(t,x)+[F~(t,x)F(t,x,s~(t,x))]2C4supσ[0,1]|F(τ,y,σ)F(t,x,σ)|.\tilde{I}(t,x)+\bigl{[}\tilde{F}(t,x)-F\bigl{(}t,x,\tilde{s}(t,x)\bigr{)}\bigr{]}^{2}~{}\leq~{}C_{4}\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|}. (4.21)

4.

We call E1E_{1} the set of Lebesgue points of the left hand side of (4.21). Moreover, for each σ[0,1]\sigma\in[0,1] let EσE_{\sigma} be the set of Lebesgue points of the map (t,x)F(t,x,σ)(t,x)\mapsto F(t,x,\sigma). Defining

EE1(q[0,1]Eq),E\doteq E_{1}\cap\left(\displaystyle{\bigcap_{q\in\mathbb{Q}\cap[0,1]}E_{q}}\right),

we observe that its complement ΩE\Omega\setminus E has zero measure. Take any (τ,y)E(\tau,y)\in E and fix ϵ>0\epsilon>0. Let ϵ[0,1]\mathcal{F}_{\epsilon}\subset\mathbb{Q}\cap[0,1] be a finite set such that infqϵ|qσ|<ϵ\displaystyle{\inf_{q\in\mathcal{F}_{\epsilon}}}\bigl{|}q-\sigma\bigr{|}<\epsilon for every σ[0,1]\sigma\in[0,1]. Then we have

supσ[0,1]|F(τ,y,σ)F(t,x,σ)|\displaystyle\sup_{\sigma\in[0,1]}\bigl{|}F(\tau,y,\sigma)-F(t,x,\sigma)\bigr{|} \displaystyle\leq maxqϵ|F(τ,y,q)F(t,x,q)|+2Lϵ\displaystyle\max_{q\in\mathcal{F}_{\epsilon}}\bigl{|}F(\tau,y,q)-F(t,x,q)\bigr{|}+2L\epsilon (4.22)
\displaystyle\leq qϵ|F(τ,y,q)F(t,x,q)|+2Lϵ,\displaystyle\sum_{q\in\mathcal{F}_{\epsilon}}\bigl{|}F(\tau,y,q)-F(t,x,q)\bigr{|}+2L\epsilon,

where LL is a uniform Lipchitz constant for ςF(t,x,ς)\varsigma\mapsto F\left(t,x,\varsigma\right). Let Bδ(τ,y)B_{\delta}(\tau,y) be the disc in Ω\Omega centered in (τ,y)(\tau,y) with radius δ>0\delta>0 whose area is πδ2\pi\delta^{2}. Integrating (4.21) and using (4.22) we obtain

1πδ2Bδ(τ,y)(I~(t,x)+[F~(t,x)F(t,x,s~(t,x))]2)dtdxC4πδ2qϵBδ(τ,y)|F(τ,y,q)F(t,x,q)|dtdx+2C4Lϵ.\begin{split}&\frac{1}{\pi\delta^{2}}\int_{B_{\delta}(\tau,y)}\Big{(}\tilde{I}(t,x)+\bigl{[}\tilde{F}(t,x)-F\bigl{(}t,x,\tilde{s}(t,x)\bigr{)}\bigr{]}^{2}\Big{)}\,dt\,dx\\ &\qquad\qquad\qquad\leq\frac{C_{4}}{\pi\delta^{2}}\sum_{q\in\mathcal{F}_{\epsilon}}\int_{B_{\delta}(\tau,y)}\bigl{|}F(\tau,y,q)-F(t,x,q)\bigr{|}\,dt\,dx+2C_{4}L\epsilon.\end{split}

Since (τ,y)(\tau,y) is a Lebesgue point for the map (t,x)F(t,x,q)(t,x)\mapsto F(t,x,q), for all qϵq\in\mathcal{F}_{\epsilon}, letting δ0\delta\to 0 we obtain

I~(τ,y)+[F~(τ,y)F(τ,y,s~(τ,y))]2C4Lϵ.\tilde{I}(\tau,y)+\bigl{[}\tilde{F}(\tau,y)-F\bigl{(}\tau,y,\tilde{s}(\tau,y)\bigr{)}\bigr{]}^{2}~{}\leq~{}C_{4}L\epsilon\,.

Since ϵ>0\epsilon>0 is arbitrary, this implies

I~(τ,y)+[F~(τ,y)F(τ,y,s~(τ,y))]20 for every (τ,y)E.\tilde{I}(\tau,y)+\bigl{[}\tilde{F}(\tau,y)-F\bigl{(}\tau,y,\tilde{s}(\tau,y)\bigr{)}\bigr{]}^{2}~{}\leq~{}0\qquad\text{ for every~{} }(\tau,y)\in E\,.

Hence I~(t,x)0\tilde{I}(t,x)\leq 0 a.e. in Ω\Omega. Since, by Step 2, I(t,x,sε(t,x),s~(t,x))0I\bigl{(}t,x,s^{\varepsilon}(t,x),\tilde{s}(t,x)\bigr{)}\geq 0, its weak limit I~(t,x)\tilde{I}(t,x) must be greater or equal to zero almost everywhere. Therefore we get

I~(t,x)=0, and F~(t,x)=F(t,x,s~(t,x)), a.e. in Ω.\tilde{I}(t,x)=0,\qquad\text{ and }\qquad\tilde{F}\left(t,x\right)=F\left(t,x,\tilde{s}\left(t,x\right)\right),\quad\text{ a.e. in }\Omega.

Since I(t,x,sε(t,x),s~(t,x))0I(t,x,s^{\varepsilon}(t,x),\tilde{s}(t,x)\bigr{)}\geq 0 converges weakly to zero, we conclude that it converges strongly in L1loc(Ω)L^{1}_{loc}\left(\Omega\right). We can thus take a subsequence such that I(t,x,sε(t,x),s~(t,x))0I(t,x,s^{\varepsilon}(t,x),\tilde{s}(t,x)\bigr{)}\to 0 a.e. in Ω\Omega. Finally, property (ii) proved in Step 2 implies sε(t,x)s~(t,x)s^{\varepsilon}(t,x)\to\tilde{s}(t,x) a.e. in Ω\Omega, completing the proof.∎

Proof of Theorem 1.1.

By Theorem 4.1 we know that there exists a subsequence of wave front tracking approximate solutions constructed in Section 2 (sε,cε,kε)\left(s^{\varepsilon},c^{\varepsilon},k^{\varepsilon}\right) which converges strongly in L1loc(Ω)L^{1}_{loc}\left(\Omega\right) to a limit (s~,c~,k~)\left(\tilde{s},\tilde{c},\tilde{k}\right). Clearly k~t=0\tilde{k}_{t}=0. Let ϕ\phi be a test function with compact support in [0,+[×\left[0,+\infty\right[\times\mathbb{R}. By construction (see Section 2) the approximate solutions satisfy

Ω[sεϕt+Fε(t,x,sε)ϕx](t,x)dtdx+s¯ε(x)ϕ(0,x)dx=0,\displaystyle\int_{\Omega}\left[s^{\varepsilon}\phi_{t}+F^{\varepsilon}(t,x,s^{\varepsilon})\phi_{x}\right](t,x)\;dtdx+\int_{\mathbb{R}}\bar{s}^{\varepsilon}(x)\phi\left(0,x\right)\;dx=0,
Ω[cεsεϕt+cεFε(t,x,sε)ϕx](t,x)dtdx+c¯ε(x)s¯ε(x)ϕ(0,x)dx=0,\displaystyle\int_{\Omega}\left[c^{\varepsilon}s^{\varepsilon}\phi_{t}+c^{\varepsilon}F^{\varepsilon}(t,x,s^{\varepsilon})\phi_{x}\right](t,x)\;dtdx+\int_{\mathbb{R}}\bar{c}^{\varepsilon}\left(x\right)\bar{s}^{\varepsilon}(x)\phi\left(0,x\right)\;dx=0,
kε(t,x)=k¯ε(x),(t,x)Ω.\displaystyle k^{\varepsilon}\left(t,x\right)=\bar{k}^{\varepsilon}(x),\quad\forall(t,x)\in\Omega.

The uniform estimate (2.12) and the strong convergence of approximate solutions allows us to pass to the limit and to conclude that the limit (s~,c~,k~)\left(\tilde{s},\tilde{c},\tilde{k}\right) satisfies Definition 1.1. ∎


Acknowledgment: The present work was supported by the PRIN 2015 project Hyperbolic Systems of Conservation Laws and Fluid Dynamics: Analysis and Applications and by GNAMPA 2019 project Equazioni alle derivate parziali di tipo iperbolico o non locale ed applicazioni.. The authors would like to thank the anonymous referee for carefully reading the manuscript and providing many useful suggestions.

References