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Uniqueness of weak solutions for Lax Oleinik Forumla

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  • Entropy Condition and Uniqueness of WeakSolutions

    Gopikrishnan C R

    School of MathematicsIndian Institute of Science Education and Research

    Thiruvananthapuram

    March 7, 2014

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    NotationsDefinitions

    Notation Definition

    Lip(f ) Lipschitz constant associated with a Lipschitz function f

    (x , t) Element of R [0,)F R Rg R Ru R [0,) R

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    NotationsDefinitions

    Entropy Solution

    We say that a function u L (R (0,)) is an entropy solution ofthe initial-value problem

    ut + F (u)x = 0 in R (0,) (1)u = g on R{t = 0} (2)

    provided 0

    (uvt + F (u)vx)dxdt +

    gvdx |t=0 = 0 (3)

    for all test functions v : R [0,) R with compact support, and

    u(x + z , t)u(x , t) C(

    1 +1

    t

    )z (4)

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

  • PreliminariesWeak Solutions

    AppendixReference

    NotationsDefinitions

    Mollifiers

    Define C(Rn) by

    :=

    {C exp

    (1

    |x |21), if |x |< 1

    0 if |x | 1(5)

    for constant C > 0 selected so thatRn dx = 1.

    For each > 0, set

    (x) :=1

    n(

    x

    )(6)

    We call the standard mollifier. The functions k are C andsatisfy

    Rndx = 1 spt() B(0,) (7)

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    NotationsDefinitions

    Outline

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

    Entropy Condition.

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    NotationsDefinitions

    Outline

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

    Entropy Condition.

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

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Lemma

    Assume that F is smooth and uniformly convex, and g L(R).Then there exists a constant C such that the function u defined buthe Lax - Oleinik formula satisfies the inequality

    u(x + z , t)u(x , t) Ct

    z (8)

    for all t > 0 and x ,z R,z > 0.

    Proof:- The mapping x y(x , t) is non decreasing as wellG = (F )1. Therefore we have,

    u(x , t) = G

    (xy(x , t)

    t

    ) G

    (xy(x + z , t)

    t

    )for z > 0

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Since G is Lipschitz,

    G(

    x + zy(x + z , t)t

    ) Lip(G )z

    t

    = u(x + z , t) Lip(G )zt

    which shows that,

    u(x + z , t)u(x , t) Czt

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Theorem

    Assume F is convex and smooth. Then there exists - up to a set ofmeasure zero - at most one entropy solution of 2.

    Proof:-Step 1Assume that u and v are two entropy solutions of 2. Writew = uv . Observe that for any point (x , t)

    F (u(x , t))F (v(x , t)) = 1

    0

    d

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

    = (u(x , t)v(x , t)) 1

    0F (ru(x , t) + (1 r)v(x , t))dr

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Define,

    (u(x , t)v(x , t)) 1

    0F (ru(x , t) + (1 r)v(x , t))dr = b(x , t)w(x , t)

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

    0 =

    0

    (uv)t + [F (u)F (v)]x (9)

    =

    0

    w(t + bx)dxdt (10)

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Step 2Take > 0 and define u = u,v = v , where is thestandard mollifier in x and t variables. Then,

    ||u ||L ||u||L||v ||L ||v ||L

    u u,v v a.e as 0From the Entropy condition we shall obtain (link),

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

    (1 +

    1

    t

    )ux(x , t) (11)

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

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Step 3Write

    b(x , t) := 1

    0F (ru(x , t) + (1 r)v (x , t))dr (12)

    Then (10) becomes

    0 =

    0

    w [t + bx ]dxdt +

    0

    w [bb ]dxdt (13)

    Step 4Now choose T > 0 and any smooth function : R (0,T ) Rwith compact support. We choose be the solution of thefollowing terminal value problem,

    t + bx = in R (0,T ) (14)

    = 0 on R{t = T} (15)

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

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

    x(s) = b(x(s),s) (s t) (16)x(t) = x (17)

    and set

    (x , t) := Tt

    (x(s),s)ds (x R,0 t T ) (18)

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

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

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

    | x | Cs (19)

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

    b,x(x , t) = 1

    0F (ru + (1 r)v )(rux + (1 r)v x )dr

    Ct

    Cs

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Now differentiate the PDE in 14 with respect to x:

    t x + bx x + bxv

    x = x (20)

    Now set

    a(x , t) := e t tx (x , t) (21)

    for

    =C

    s+ 1 (22)

    Then

    at + bax = a + e t [ xt + bvxx ]

    = a + e t [b,x x +x ]= [ b,x ]a + e tx

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Since has compact support, a attains a nonnegative maximumover R [s,T ] at some point (x0, t0). If t0 = T then x = 0. If0 t0 T then,

    at(x0, t0) 0,ax(t0,x0) = 0 (23)Consequently the last expression gives,

    [ b,x ] + e t0x 0 (24)But since b ,x Cs and is gien by 22, the inequality 24 implies,

    a(x0, t0) e t0 eT ||x ||L (25)A similar argument shows that,

    a(x1, t1) eT ||x ||L (26)at any point (x1, t1) where a attains a non positive minimum.These two estimates and definition of a imply the required bound.

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Step 6We will need one more inequality, namely,

    | x (x , t)|dx D (27)

    for all 0 t and some constatn D, provided t is small enough.To prove this choose > 0 so small taht = 0 on R (0,).Then if 0 t , is constant along the characteristic curvex(.) for t s .Select any partiton x0 < x1 < x2 < < xN . Theny0 < y1 < < yN , where yi := xi (s) for,

    x(s) = b(x(s),s) (t s ) (28)x(t) = xi (29)

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

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

    N

    i=1

    | (xi , t) (xi1, t)|=N

    i=1

    | (yi ,) (yi1,)|

    var ( (.,))

    Taking supremum over all such partitions, | x (x , t)|dx = var (., t) var (.,) =

    | x (x ,)|dx C

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

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    One Sided Jump EstimateUniqueness of Entropy Solutions

    Step 7 // Now substitute = in 13 and by the PDE 14, 0

    wdxdt =

    0

    w(b b) x dxdt (31)

    = T

    w(b b) x dxdt +

    0

    w(b b) x dxdt(32)

    := I + J (33)

    Observations

    I 0 as 0 for each > 0.I f0 < < T we see,

    |J | C max0t

    | x |dx C (34)

    Thus 0

    wdxdt = 0 (35)

    Therefore w = 0 identically a.e.Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Why G is Lipschitz?Bounded variation?Estimate 1

    Inverse Function Theorem

    Assume that f C k (U;Rn) and Jf (x0) 6= 0. Then there exists anopen set V U, with x0 V , and with an open set W Rn with

    zo W such that the mapping

    f : V W (36)

    is one one and onto and the inverse function is also C k .

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

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Why G is Lipschitz?Bounded variation?Estimate 1

    Why is of bounded variation ?

    We have for : R (0,T ) R

    (x , t) := Tt

    (x(s),s)ds (37)

    The integrand is smooth and compactly supported. Therefore isa compactly supported smooth function on R [0,T ). Then wehave the result,

    Theorem

    If f : [a,b] R has finite derivatives at every point x in [a,b] andf is bounded on [a,b] then f is a function of bounded variation.

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Why G is Lipschitz?Bounded variation?Estimate 1

    For all t > 0, the mapping x u(x , t) Cxt is a non increasingfunction (easily follows the entropy condition). From this we findthat,

    (

    u Cxt

    )= u C x

    t(38)

    is also non increasing. This is a smooth function and therefore,

    x

    (

    (u Cx

    t

    ))=u

    x C

    t 0 (39)

    which gives,u

    x C

    t C + C

    t= C

    (1 +

    1

    t

    )(40)

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Lawrence C Evans, Partial Differential Equations, GraduateStudies in Mathematics - AMS, Shaper 3, Section 3.4.3 p.n149 - 154.

    Utpal Chatterjee, Advanced Mathematical Analysis, AcademicPublishers, Chapter 3 and Chapter 4.

    Joel Smoller,Shock Waves and Reaction Diffusion Equations,Springer Verlag, Chapter 16, p.n 281 - 290

    Walter Rudin, Real Analysis

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Thanks

    University Library, Kerala University

    Central Library, IISER TVM

    Gopikrishnan C R Weak Solutions

  • PreliminariesWeak Solutions

    AppendixReference

    Thanks

    University Library, Kerala University

    Central Library, IISER TVM

    THANK YOU...!

    Gopikrishnan C R Weak Solutions

    PreliminariesNotationsDefinitions

    Weak SolutionsOne Sided Jump EstimateUniqueness of Entropy Solutions

    AppendixWhy G is Lipschitz?Bounded variation?Estimate 1

    Reference


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