The goal of this paper is to study the link between the solution to an Hamilton-Jacobi (HJ) equation and the solution to a Scalar Conservation Law (SCL) on a special network. When the equations are posed on the real axis, it is well known that the space derivative of the solution to the Hamilton-Jacobi equation is the solution to the corresponding scalar conservation law. On networks, the situation is more complicated and we show that this result still holds true in the convex case on a 1:1 junction. The correspondence between solutions to HJ equations and SCL on a 1:1 junction is done showing the convergence of associated numerical schemes. A second direct proof using semi-algebraic approximations is also given.
Here a 1:1 junction is a simple network composed of two edges and one vertex. In the case of three edges or more, we show that the associated HJ germ is not a $ L^1 $-dissipative germ, while it is the case for only two edges.
As an important byproduct of our numerical approach, we get a new result on the convergence of numerical schemes for scalar conservation laws on a junction. For a general desired flux condition which is discretized, we show that the numerical solution with the general flux condition converges to the solution of a SCL problem with an effective flux condition at the junction. Up to our knowledge, in previous works the effective condition was directly implemented in the numerical scheme. In general the effective flux condition differs from the desired one, and is its relaxation, which is very natural from the point of view of Hamilton-Jacobi equations. Here for SCL, this effective flux condition is encoded in a germ that we characterize at the junction.
Citation: |
[1] | Y. Achdou, F. Camilli, A. Cutrì and N. Tchou, Hamilton-Jacobi equations constrained on networks, NoDEA Nonlinear Differential Equations Appl., 20 (2013), 413-445. doi: 10.1007/s00030-012-0158-1. |
[2] | M. Adimurthi, S. Mishra and G. D. V. Gowda, Optimal entropy solutions for conservation laws with discontinuous flux-functions, J. Hyperbolic Differ. Equ., 2 (2005), 783-837. doi: 10.1142/S0219891605000622. |
[3] | B. Andreianov, New approaches to describing admissibility of solutions of scalar conservation laws with discontinuous flux, ESAIM: Proc., 50 (2015), 40-65. doi: 10.1051/proc/201550003. |
[4] | B. Andreianov and C. Cancès, On interface transmission conditions for conservation laws with discontinuous flux of general shape, Journal of Hyperbolic Differential Equations, 12 (2015), 343-384. doi: 10.1142/S0219891615500101. |
[5] | B. Andreianov, G. Coclite and C. Donadello, Characterization of vanishing viscosity solutions on a star-shaped graph under generalized Kedem-Katchalski transmission conditions at the node, (incoming). |
[6] | B. Andreianov, P. Goatin and N. Seguin, Finite volume schemes for locally constrained conservation laws, Numer. Math. (Heidelb.), 115 (2010), 609-645. doi: 10.1007/s00211-009-0286-7. |
[7] | B. Andreianov, K. H. Karlsen and N. H. Risebro, A theory of $L^1$-dissipative solvers for scalar conservation laws with discontinuous flux, Arch. Ration. Mech. Anal., 201 (2011), 27-86. doi: 10.1007/s00205-010-0389-4. |
[8] | B. Andreianov and A. Sylla, Finite volume approximation and well-posedness of conservation laws with moving interfaces under abstract coupling conditions., Nonlinear Differ. Equ. Appl., 30 (2023), Paper No. 53, 33 pp. doi: 10.1007/s00030-023-00857-9. |
[9] | B. P. Andreianov, G. M. Coclite and C. Donadello, Well-posedness for vanishing viscosity solutions of scalar conservation laws on a network, Discrete and Continuous Dynamical Systems, 37 (2017), 5913-5942. doi: 10.3934/dcds.2017257. |
[10] | M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhauser, 2008. doi: 10.1007/978-0-8176-4755-1. |
[11] | C. Bardos, A. Y. le Roux and J.-C. Nédélec, First order quasilinear equations with boundary conditions, Comm. Partial Differential Equations, 4 (1979), 1017-1034. doi: 10.1080/03605307908820117. |
[12] | G. Barles and E. Chasseigne, On Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities-A Guide to Theory, Applications, and Some Open Problems, Progress in Nonlinear Differential Equations and Their Applications, 104, Birkhauser, 2024. doi: 10.1007/978-3-031-49371-3. |
[13] | Y. Brenier and S. Osher, The discrete one-sided Lipschitz condition for convex scalar conservation laws, SIAM J. Numer. Anal., 25 (1988), 8-23. doi: 10.1137/0725002. |
[14] | A. Bressan and K. T. Nguyen, Conservation law models for traffic flow on a network of roads, Networks and Heterogeneous Media, 10 (2015), 255-293. doi: 10.3934/nhm.2015.10.255. |
[15] | P. Cardaliaguet and P. E. Souganidis, An optimal control problem of traffic flow on a junction, preprint, arXiv: 2312.15418, (2023). |
[16] | V. Caselles, Scalar conservation laws and Hamilton-Jacobi equations in one-space variable, Nonlinear Anal., 18 (1992), 461-469. doi: 10.1016/0362-546X(92)90013-5. |
[17] | R. M. Colombo and P. Goatin, A well posed conservation law with a variable unilateral constraint, J. Differ. Equ., 234 (2007), 654-675. doi: 10.1016/j.jde.2006.10.014. |
[18] | R. M. Colombo and V. Perrollaz, Initial data identification in conservation laws and Hamilton-Jacobi equations, Journal de Mathématiques Pures et Appliquées, 138 (2020), 1-27. doi: 10.1016/j.matpur.2020.03.005. |
[19] | R. M. Colombo, V. Perrollaz and A. Sylla, Initial data identification in space dependent conservation laws and Hamilton-Jacobi equations, https://hal.science/hal-04062783/, 2023. |
[20] | R. M. Colombo and E. Rossi, Rigorous estimates on balance laws in bounded domains, Acta Math. Sci. Ser. B (Engl. Ed.), 35 (2015), 906-944. doi: 10.1016/S0252-9602(15)30028-X. |
[21] | M. Coste, An Introduction to O-Minimal Geometry, RAAG Notes, 81 pages, Institut de Recherche Mathématiques de Rennes, November 1999, Lectures notes, https://perso.univ-rennes1.fr/michel.coste/polyens/OMIN.pdf. |
[22] | M. Coste, An Introduction to Semialgebraic Geometry, RAAG Notes, 78 pages, Institut de Recherche Mathématiques de Rennes, October 2002. |
[23] | C. De Lellis, F. Otto and M. Westdickenberg, Minimal entropy conditions for Burgers equation, Quarterly of Applied Mathematics, 62 (2004), 687-700. doi: 10.1090/qam/2104269. |
[24] | U. S. Fjordholm, M. Musch and N. H. Risebro, Well-posedness and convergence of a finite volume method for conservation laws on networks, SIAM J. Numer. Anal., 60 (2022), 606-630. doi: 10.1137/21M145001X. |
[25] | J. B. Goodman and R. J. LeVeque, A geometric approach to high resolution TVD schemes, SIAM J. Numer. Anal., 25 (1988), 268-284. doi: 10.1137/0725019. |
[26] | J. Guerand and M. Koumaiha, Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction, Numer. Math., 142 (2019), 525-575. doi: 10.1007/s00211-019-01043-9. |
[27] | C. Imbert and R. Monneau, Flux-limited solutions for quasi-convex Hamilton-Jacobi equations on networks, Ann. Sci. Éc. Norm. Supér. (4), 50 (2017), 357-448. doi: 10.24033/asens.2323. |
[28] | C. Imbert, R. Monneau and H. Zidani, A Hamilton-Jacobi approach to junction problems and application to traffic flows, ESAIM Control Optim. Calc. Var., 19 (2013), 129-166. doi: 10.1051/cocv/2012002. |
[29] | K. H. Karlsen and N. H. Risebro, A note on Front tracking and the equivalence between viscosity solutions of Hamilton-Jacobi equations and entropy solutions of scalar conservation laws, Nonlin. Anal. TMA, 50 (2002), 455-469. doi: 10.1016/S0362-546X(01)00753-2. |
[30] | P.-L. Lions and P. Souganidis, Viscosity solutions for junctions: Well posedness and stability, Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl., 27 (2016), 535-545. doi: 10.4171/rlm/747. |
[31] | P.-L. Lions and P. Souganidis, Well-posedness for multi-dimensional junction problems with Kirchoff-type conditions, Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl., 28 (2017), 807-816. doi: 10.4171/rlm/786. |
[32] | S. Mishra, Chapter 18 - numerical methods for conservation laws with discontinuous coefficients, in Handbook of Numerical Methods for Hyperbolic Problems, R. Abgrall and C.-W. Shu, eds., Handbook of Numerical Analysis, Elsevier, 18 (2017), 479-506. doi: 10.1016/bs.hna.2016.11.002. |
[33] | R. Monneau, Strictly convex Hamilton-Jacobi equations: Strong trace of the gradient, Preprint, https://hal.science/hal-04254243, (2023). |
[34] | R. Monneau, Strictly convex Hamilton-Jacobi equations: Strong trace of the derivatives in codimension $\ge 2$, Preprint, https://hal.science/hal-04281591, (2023). |
[35] | M. Musch, U. S. Fjordholm and N. H. Risebro, Well-posedness theory for nonlinear scalar conservation laws on networks, Netw. Heterog. Media, 17 (2022), 101-128. doi: 10.3934/nhm.2021025. |
[36] | E. Y. Panov, Existence of strong traces for quasi-solutions of multidimensional conservation laws, J. Hyperbolic Differ. Equ., 4 (2007), 729-770. doi: 10.1142/S0219891607001343. |
[37] | A. Sylla, A lwr model with constraints at moving interfaces, ESAIM: Mathematical Modelling and Numerical Analysis, 56 (2022), 1081-1114. doi: 10.1051/m2an/2022030. |
[38] | E. Tadmor, The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme, Math. Comp., 43 (1984), 353-368. doi: 10.1090/S0025-5718-1984-0758188-8. |
[39] | E. Trélat, Global subanalytic solutions of Hamilton-Jacobi type equations, Ann. Inst. H. Poincaré C Anal. Non Linéaire, 23 (2006), 363-387. doi: 10.1016/j.anihpc.2005.05.002. |
[40] | E. Trélat, Solutions sous-analytiques globales de certaines équations d'Hamilton-Jacobi, Comptes Rendus Math., 337 (2003), 653-656. doi: 10.1016/j.crma.2003.09.028. |