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BY 4.0 license Open Access Published by De Gruyter February 25, 2022

Vortex formation for a non-local interaction model with Newtonian repulsion and superlinear mobility

  • J.A. Carrillo , D. Gómez-Castro and J.L. Vázquez EMAIL logo

Abstract

We consider density solutions for gradient flow equations of the form ut = ∇ · (γ(u)∇ N(u)), where N is the Newtonian repulsive potential in the whole space ℝd with the nonlinear convex mobility γ(u) = uα, and α > 1. We show that solutions corresponding to compactly supported initial data remain compactly supported for all times leading to moving free boundaries as in the linear mobility case γ(u) = u. For linear mobility it was shown that there is a special solution in the form of a disk vortex of constant intensity in space u = c1t−1 supported in a ball that spreads in time like c2t1/d, thus showing a discontinuous leading front or shock. Our present results are in sharp contrast with the case of concave mobilities of the form γ(u) = uα, with 0 < α < 1 studied in [10]. There, we developed a well-posedness theory of viscosity solutions that are positive everywhere and moreover display a fat tail at infinity. Here, we also develop a well-posedness theory of viscosity solutions that in the radial case leads to a very detailed analysis allowing us to show a waiting time phenomena. This is a typical behaviour for nonlinear degenerate diffusion equations such as the porous medium equation. We will also construct explicit self-similar solutions exhibiting similar vortex-like behaviour characterizing the long time asymptotics of general radial solutions under certain assumptions. Convergent numerical schemes based on the viscosity solution theory are proposed analysing their rate of convergence. We complement our analytical results with numerical simulations illustrating the proven results and showcasing some open problems.

MSC 2010: 35L65; 35D40; 65M25

1 Introduction

We are interested in the family of equations of the form

{ut=(γ(u)v)(0,+)×d,Δv=u(0,+)×d,u=u0t=0,

where the function γ(u) is called the mobility. They all correspond to gradient flows with nonlinear mobility of the Newtonian repulsive interaction potential in dimension d ≥ 1

(u)=12dN(u)udx,

with N(u) the Newtonian repulsive potential [8], as they can be written in the form

(1.1) {ut+(γ(u)w)=0(0,+)×d,w=δδu(0,+)×d.

We will consider nonnegative data and solutions. The linear case γ(u) = u is well-known in the literature as a model for wave propagation in superconductivity or superfluidity, cf. Lin and Zhang [16], Ambrosio, Mainini, and Serfaty [4, 5], Bertozzi, Laurent, and Léger [7], Serfaty and Vazquez [18]. In that case the theory leads to uniqueness of bounded weak solutions having the property of compact space support, and in particular there is a special solution in the form of a disk vortex of constant intensity in space u = c1t−1 supported in a ball that spreads in time like c2t1/d, thus showing a discontinuous leading front or shock. This vortex is the generic attractor for a wide class of solutions.

We want to concentrate on models with nonlinear mobility of power-like type γ(u) = uα, α > 0. The sublinear concave 0 < α < 1 range was studied in our previous paper [10]. For nonnegative data the study provides a theory of viscosity solutions for radially symmetric initial data that are positive everywhere, and moreover display a fat tail at infinity. In particular the standard vortex of the linear mobility transforms into an explicit selfsimilar solution that reminds of the Barenblatt solution for the fast diffusion equation. A very detailed analysis is done for radially symmetric data and solutions via the corresponding mass function that satisfies a first-order Hamilton-Jacobi equation.

The present paper contains the rest of the analysis of power-like mobility for convex superlinear cases when γ(u) = uα, and α > 1. Again, we perform a fine analysis in the case of radially symmetric solutions by means of the study of the corresponding mass function. The theory of viscosity solutions for the mass function still applies. As for qualitative properties, let us stress that in this superlinear parameter range α > 1 solutions recover the finite propagation property and the existence of discontinuity fronts (shocks). We analyse in detail how the stable asymptotic solution goes from the fat tail profile of the sublinear case α < 1 to the shock profile of the range α > 1 when passing through the critical value α = 1.

Another important aspect of the well-posedness theory that we develop for viscosity solutions with radially symmetric initial data, is that the classical approach based on optimal transport theory for equations of the form (1.1) developed in [3, 8, 13] fail for convex superlinear mobilities as described in [8] since the natural associated distance is not well-defined [13]. Therefore, our present results are the first well-posedness results for gradient flows with convex superlinear power-law mobilities, even if only for radially symmetric initial data. Finally, let us mention that we still lack of a well-posedness theory for gradient flow equations of the form (1.1) with convex superlinear mobilities for general initial data, possibly showing that the vortex-like solutions are generic attractors of the flow.

We also highlight how different convex superlinear mobilities are with respect to the linear mobility case by showing the property of an initial waiting time for the spread of the support for radial solutions that we are able to characterize. Indeed, let u0 be radial and supported in a ball: suppu0=B¯R . We prove that there is finite waiting time at r = R if and only if

(1.2) limsuprR(Rr)1ααr<|x|<Ru0(x)dx=C<+.

The waiting time phenomenon is typical of slow diffusion equations like the Porous Medium Equation [20] or the p-Laplacian equation. In our class of equations it does not occur for the whole range 0 < α ≤ 1. We are able to estimate the waiting time in terms of the limit constant C in (1.2).

We combine the theory with the computational aspect: we identify suitable numerical methods and perform a detailed numerical analysis. Indeed, we construct numerical finite-difference convergent schemes and prove convergence to the actual viscosity solution for radially symmetric solutions based on the mass equation. By taking advantage of the connection to nonlinear Hamilton-Jacobi equations, we obtain monotone numerical schemes showing their convergence to the viscosity solutions of the problem with a uniform rate of convergence, see Theorem 5.6 in constrast with the case of concave sublinear mobilities in [10].

The paper is structured as follows. We start by constructing some explicit solutions and developing the theory for radially symmetric initial data by using the mass equation in Sections 2 and 3 respectively. We construct the general viscosity solution theory for radially symmetric initial data in Section 4 showing the most striking phenomena for convex superlinear mobilities: compactly supported free boundaries determined by sharp fronts and the waiting time phenomena. Section 5 is devoted to show the convergence of monotone schemes for the developed viscosity solution theory with an explicit convergence rate. The numerical schemes constructed illustrate the sharpness of the waiting time phenomena result, and allow us to showcase interesting open problems in Section 6. A selection of figures illustrates a number of salient phenomena. We provide videos for some interesting situations as supplementary material in [1].

2 Explicit solutions

The aim of this section is to find some important explicit solutions of

(P) {ut=(uαv)(0,+)×dΔv=u(0,+)×du=u0t=0

Notice that, as in [10], we still have that, for C ≥ 0

(2.1) u¯(t)=(C+αt)1α

is a solution of the PDE. The repulsion potential v diverges quadratically at infinity. For C = 0 we recover the Friendly Giant solution, introduced in [10].

2.1 Self-similar solution

The algebraic calculations developed in [10] still work, we get self-similar solutions of the form

U(t,x)=t1αF(|x|t1αd),

with the self-similar profile

(2.2) F(|y|)=(α+(ωd|y|dα)αα1)1α.

Let us remark that, for α > 1, we have F(0) = 0 and F(+)=α1α (see Figure 1 for a sketch of the self-similar profiles depending on α). This is different to the case 0 < α < 1, where F(0) is a positive constant and F decays at infinity. In our present case α > 1, the self-similar solutions have infinite mass, whereas for 0 < α < 1 the self-similar solutions have finite mass.

Fig. 1 Self-similar profiles when d = 1
Fig. 1

Self-similar profiles when d = 1

For 0 < α < 1 these self-similar give the typical asymptotic behaviour as t → +∞. For α > 1 we will show this is no longer the case, for finite mass solutions.

2.2 Vortices

The vortex solutions defined as

(2.3) u(t,x)={(u0α+αt)1αωd|x|d<S(t)=M/(u0α+αt)1α0otherwise

are local weak solutions of (P).

Remark 2.1

Notice that, for tu0α/α , the vortex collapses to the Dirac delta of mass M.

This solution was also constructed by characteristics and the Rankine-Hugoniot condition in [10, Section 5.2]. However, in that case the Lax-Oleinik condition of incoming characteristics failed. In our present setting for α > 1, this shock-type solutions are entropic, and we will prove that they are indeed viscosity solutions of the mass equation (3.1). We will prove that, for α > 1, they now have significant relevance. In particular, they describe the asymptotic behaviour as t → +∞. Notice that the the radius of the support S(t) of this kind of solutions solves an equation of type

(2.4) dSdt=M(u0α+αt)1+1α.

There are also complementary vortex solutions:

(2.5) u(t,x)={0|x|d<a(c0α+αt)1α|x|d>a

which are stationary (and solve the mass problem (3.1) by characteristics). This type of solution belongs to a theory of solutions in L, but not L1.

3 Mass of radial solutions

In [10] we proved that the mass of a radial solution

m(t,r)=Bru(t,x)dx

written in volume coordinates ρ = drd is a solution of the equation

(3.1) mt+m(mρ)α=0.

3.1 Characteristics for the mass equation

In [10] we computed the generalised characteristics for the mass equation in the case of sublinear mobility, α < 1. The algebra for characteristics still works

(3.2) ρ=ρ0+αm(ρ0)u0(ρ0)α1t,

and the solutions behave like

(3.3) u(t,ρ)=(u0(ρ0)α+αt)1α,

and

m(t,ρ)=m0(ρ0)(1+αu0(ρ0)αt)11α.

Remark 3.1

Notice that the the generalised characteristics are not the level sets of m.

These solutions are well defined, for a given u0, as long as the characteristics do not cross.

Proposition 3.2

Let u0 be non-decreasing and C1. Then, there is a classical global solution of the mass equation, given by characteristics.

Proof

Let Pt(ρ0) = ρ0 + αm(ρ0)u0(ρ0)α−1t. Clearly Pt(0) = 0. If u0 is non-decreasing, dPtdρ01 , and hence it is invertible. We construct

(3.4) u(t,ρ)={((u0(Pt1(ρ)))α+αt)1αifu0(Pt1(ρ))0,0ifu0(Pt1(ρ))=0.

It is immediate to see that u is continuous and C1.

For 0 < α < 1, in [10] we developed a theory of classical solutions for non-increasing initial data. In that case, rarefaction fan tails appeared, which gave rise to classical solutions of the mass equation. In our present case α > 1, it seems that the good data is radially non-decreasing, but this is not possible in an L1L theory, unless a jump is introduced.

3.2 The Rankine-Hugoniot condition

We will prove in Section 4.3 that solutions with a jump, given by a Rankine-Hugoniot condition, will be the correct “stable” solutions. As in [10], shocks (i.e. discontinuities) propagate following a Rankine-Hugoniot condition. If S(t) is the position of the shock, we write the continuity of mass condition

m(t,S(t))=m(t,S(t)+).

Taking a derivative and applying the equation (3.1) we have that

(3.5) dSdt(t)=m(t,S(t))u(t,S(t)+)αu(t,S(t))αu(t,S(t)+)u(t,S(t)).

Remark 3.3

Notice that, in the case of the vortex the Rankine-Hugoniot condition determines precisely the support. In particular, we have u(t, S(t)+) = 0 and u(t,S(t))=(u0α+αt)1α so (3.5) is precisely (2.4). In fact, the vortex is simply a cut-off of the Friendly Giant with a free-boundary determined by the Rankine-Hugoniot condition.

3.3 Local existence of solutions by characteristics

Theorem 3.4

Let 0 ≤ u0L1(ℝn) ∩ L(ℝn) be radial and such that u0α1 is Lipschitz. Then, there exists a small time T > 0 and a classical solution of the mass equation given by characteristics defined for t ∈ [0, T].

Proof

The solution given by (3.2) and (3.3) is well defined as long as the characteristics cover the whole space, and do not cross. This is equivalent to Pt(ρ0) = ρ0 + αm(ρ0)u0(ρ0)α−1t being a bijection [0, +∞) → [0, +∞). Again, we construct (3.4). Since Pt(0) = 0, it suffices to prove that dPtdρ0c0>0 . We take the derivative explicitly and find that

dPtdρ0=1+αt(dm0dρ0u0α1+m0ddρ0(u0α1))=1+αt(u0α+m0ddρ0(u0α1)).

Due to the hypothesis

L:=supρ00|u0α+m0ddρ0(u0α1)|<,

and we have that dPtdρ01αtL which is strictly positive if tT < 1/(αL). Since u0α1 is Lipschitz and bounded, then 1αTLdPtdρ0C is Lipschitz. Hence, Pt1 is Lipschitz in ρ0. Also, it is easy to see that Pt1 is continuous in t. Since it is immediate to check that u is continuous by composition, we have that m is of class C1, and the proof is complete.

Corollary 3.5

(Waiting time). Let 0 ≤ u0L1(ℝn) ∩ L(ℝn) be radial and such that u0α1 is Lipschitz. Then, there is a short time T > 0 such that, if suppu0BR¯ , then any classical solution of the mass equation satisfies suppu(t,)BR¯ .

Proof

Notice that, if u0 is compactly supported, then outside the support the characteristics are given by Pt(ρ0) = ρ0. As long as the solution is given by characteristics, if suppu0BR¯ for ρ > ωdRd, then u(t, ρ) = 0.

Remark 3.6

This effect of preservation of the support for a finite time is known as waiting time. In Section 3.4 we will show this holds true as long as the solution is smooth. In Section 4.5 we show that this waiting time effect must be finite. This will lead us to show that solutions must lose regularity.

Remark 3.7

Notice that higher regularity of u0 is preserved by characteristics. Taking a derivative

dudρ=((u0(Pt1(ρ)))α+αt)11αu01αdu0dρ0dPt1dρ.=(1+αtu0(Pt1(ρ))α)11αdu0dρ01dPtdρ0=(1+αtu0(Pt1(ρ)))α)11α1+αt(u0α+m0ddρ0(u0α1))du0dρ0.

It is easy to see that, for small time, if u0 is smooth enough, then u is of class 𝒞1.

Remark 3.8

The condition u0α1 Lipschitz is sharp. Let us take, for ε > 0

(3.6) u0(ρ)=(c0ρ)+1εα1

and let us show that characteristics cross for all t > 0. Looking at the characteristics for ρ0 = c0δ with δ positive but small (so that m0(ρ) > M/2) we have that

ρ=ρ0+αm0(ρ)(c0ρ0)+1εtc0δ+αM2δ1εt.

But for δ<(αMt2)1ε we have ρ > c0. But this is not possible, since it must have crossed the characteristic ρ = c0 coming from ρ0 = c0. No solutions by characteristics can exist.

The crossing of characteristics will immediately lead to the formation of shock waves. The shock waves will be led by a Rankine-Hugoniot condition as above.

Remark 3.9

As shown in Remark 3.8, with initial datum (3.6) we cannot expect solutions by characteristics. We could potentially paste solutions by characteristics on either side of a shock. We will show that this is the case, and we will show that solutions with bounded and compactly supported initial data will indeed produce a propagating shock at the end of their support, possibly with a waiting time (see the main results in Section 4).

3.4 Explicit Ansatz with waiting time

For fixed mass M and prescribed support of u = mρ we can construct local classical solutions with waiting time T. We will prove that

(3.7) m(t,ρ)=(Mαα1α1α1(c0ρ)+αα1(Tt)1α1)α1α,ift<Tandρ>(c0α1αM(Tt)1α)+

is a classical solution of mt+mραm=0 . We represent this function in Figure 2. We will extend this function by zero for ρ(c0α1αM(Tt)1α)+ to construct a viscosity subsolution of the mass equation.

Fig. 2 Ansatz solution
Fig. 2

Ansatz solution

The intuition to construct this kind of explicit Ansatz in “separated variables” is well known in the context of nonlinear PDEs of power type (see, e.g., [20]). One starts with a general formula of the type

m(t,ρ)=(M1βc(c0ρ)γ(Tt)δ)β

and we match the exponents through the scaling properties of the equation. By taking β=α1α , γ=αα1>1 and δ=1α1 this gives

mt+mmρα=(M1βc(c0ρ)γ(Tt)δ)β1(c0ρ)γ(Tt)δ+1[cδβ+(cγβ)α].

Hence, the sign is that of −cδβ + (cγβ)α, which in our case is precisely cα+cα. .

Remark 3.10

We have also checked the following properties

  1. m ∈ 𝒞1 in its domain of definition, since γ ≥ 1, the matching at ρ = c0 is guaranteed by the explicit formula for mρ.

  2. The domain of definition of m depends on the value of T, and ρ = 0 may not be contained in the domain.

  3. It is easy to check that the function u = mρ associate to the Ansatz satisfies

    (3.8) u(t,ρ)=cm(t,ρ)1α1(Tt)1α1(c0ρ)+1α1.

    Notice that uα−1 is a Lipschitz function of ρ. The easiest way to check this expression is by using

    mαα1=Mαα1c(c0ρ)+αα1(Tt)1α1,

    taking a derivative in ρ, and solving for mρ.

  4. Conversely, notice that the condition u0α1 in Theorem 3.4 is sharply satisfied by

    u0(ρ)(c0ρ)+1α1.

    If this is the behaviour of u0 then close to ρ = c0 we have that

    (m0αα1)ρ=αα1m01α1(m0)ρ=αα1m1α1u0αα1M1α1(c0ρ)+1α1

    and, integrating in [ρ, c0]

    Mαα1m0αα1M1α1(c0ρ)+αα1.

    Solving for m, we precisely recover the Ansatz

    m0(Mαα1M1α1(c0ρ)+αα1)α1α.

3.5 A change of variable to a Hamilton-Jacobi equation

The change in variable m=θα1α leads to the equation

(3.9) θt+(α1α)α1θρα=0.

This equation is of classical Hamilton-Jacobi form, and falls in the class studied by Crandall and Lions in the famous series of papers (see, e.g. [12]). Letting w = θρ we recover a Burguer's conservation equation

(3.10) wt+(α1α)α1(wα)ρ=0.

The theory of existence and uniqueness of entropy solutions for this problem is well know (see, e.g. [6, 9, 15] and related results in [14, 17]). Notice that the relation between u and w is somewhat difficult

w(t,ρ)=dρd[(0ρu(t,σ)dσ)α1α].

Remark 3.11

Notice that, for α < 1 this change of variable does not make any sense since as ρ → 0 we have that m → 0 so θ → +∞. We would be outside the L1L framework.

4 Viscosity solutions of the mass equation

4.1 Existence, uniqueness and comparison principle

The Crandall-Lions theory of viscosity solutions developed in [10] for α < 1, works also for the case α ≥ 1 without any modifications. Since mρ = u ≥ 0 we can write the equation as

(4.1) mt+(mρ)+αm=0.

Then, the Hamiltonian H(z, p1, p2) = (p2)αz is defined and non-decreasing everywhere. We write the initial and boundary conditions

(4.2) {mt+(mρ)+αm=0t,ρ>0m(t,0)=0t>0m(0,ρ)=m0(ρ)ρ>0.

The natural setting is with m0 Lipschitz (i.e. mρ = uL) and bounded (i.e. uL1). We introduce the definition of viscosity solution for our problem and some notation.

Definition 4.1

Let f : Ω ⊂ ℝn → ℝ. We define the Fréchet subdifferential and superdifferential

Du(x)={pn:liminfyxu(y)u(x)p(yx)|yx|0}D+u(x)={pn:limsupyxu(y)u(x)p(yx)|yx|0}.

Definition 4.2

We say that a continuous function m ∈ 𝒞([0, +∞)2) is a:

  • viscosity subsolution of (4.2) if

    (4.3) p1+(p2)+αm(t,ρ)0,(t,ρ)+2and(p1,p2)D+m(t,ρ).

    and m(0, ρ) ≤ m0(ρ) and m(t, 0) ≤ 0.

  • a viscosity supersolution of (4.2) if

    p1+(p2)+αm(t,ρ)0,(t,ρ)+2and(p1,p2)Dm(t,ρ).

    and m(0, ρ) ≥ m0(ρ) and m(t, 0) ≥ 0.

  • a viscosity solution of (4.2) if it is both a sub and supersolution.

The main results in [10] show the comparison principle and the well-posedness result for viscosity solutions of (4.2).

Theorem 4.3

Let m and M be uniformly continuous sub and supersolution of (4.2) in the sense of Definition 4.2. Then mM.

We will denote by BUC the space of bounded uniformly continuous functions.

Theorem 4.4

If m0 ∈ BUC([0, +∞)) be non-decreasing such that m0(0) = 0. Then, there exists a unique bounded and uniformly continuous viscosity solution. Furthermore, we have that

(4.4) m(t,)=limρ+m(t,ρ)=m0,mρ(t,)(m0)ρ.

If m0 is Lipschitz, then so is m.

4.2 The vortex

We next show that the mass associated to vortices (2.3) (see Figure 3) are viscosity solutions if and only if α ≥ 1. In [10] we showed that the mass associated to vortex solutions are not of viscosity type for α < 1. Intuitively, this is another instance of degenerate diffusion versus fast diffusion-like behaviour, i.e. compactly supported versus fat tails.

Fig. 3 Representation of (4.5) where c0 = L = 1
Fig. 3

Representation of (4.5) where c0 = L = 1

Theorem 4.5

The mass associated to the vortex solution (2.3)

(4.5) m(t,ρ)=min{(c0α+αt)1αρ,c0L}.

is a viscosity solution for α ≥ 1.

Proof

Let us fix a t0, ρ0 > 0. If we are not on the edge, i.e. (c0α+αt0)1αρ0c0L , then m is a classical solution and it satisfies the viscosity formulation.

Let us, therefore, look at a point such that

(4.6) (c0α+αt0)1αρ0=c0L.

It is clear that no smooth function ϕm can be tangent to m at (t0, ρ0), since the derivative of mρ(t0,ρ0)>mρ(t0,ρ0+) . Therefore, the definition of viscosity supersolution is immediately satisfied, since Dm(t0, ρ0) = ∅.

To check that m is a viscosity subsolution, let us take (p1, p2) ∈ D+m(t0, ρ0). Due to the explicit formula p2[0,(c0α+αt)1α] , and since it is non-increasing in t, p1 ≤ 0.

If p2 = 0 then, since p1 ≤ 0, (4.3) is satisfied. Assume p2 ≠ 0. There exists ϕ ∈ 𝒞1 such that ϕm, ϕ(t0, ρ0) = m(t0, ρ0) and ϕt(t0, ρ0) = p1 and

(4.7) φρ(t0,ρ0)=p2(c0α+αt)1α.

Let us take a look at the level sets. Since ϕm, we have that {ϕ < c0L} ⊂ {m < c0L}. Therefore {ϕ < c0L}, is contained in the region {m<c0L}¯ . Since ϕ and m coincide at (t0, ρ0), then {ϕ < c0L} and {m < c0L} are tangent at (t0, ρ0) (see Figure 4).

Fig. 4 Relation between level sets. In the figure, M = c0L.
Fig. 4

Relation between level sets. In the figure, M = c0L.

Since p2 > 0, {ϕ < c0L} can be parametrised by a curve (t, ρ*(t)) defined for t ∈ (t0ε, t0 + ε) such that ϕ(t, ρ*(t)) = c0L and ρ*(t0) = ρ0. Hence, taking a derivative and evaluating at (t0, ρ0)

φt(t0,ρ0)+dρ*dt(t0)φρ(t0,ρ0)=0.

On the other hand, {m < c0L} can be parametrised as (t, S(t)) where

S(t)=c0L(c0α+αt)1α

and hence

(4.8) dSdt=c0L(c0α+αt)1+1α.

Notice that the sign of α − 1 decides the convexity or concavity of the matching curve. Since the level sets are tangent at (t0, ρ0), the derivatives coincide and we have

dρ*dt(t0)=dSdt(t0)=c0L(c0α+αt0)1+1α.

Hence, we have that

p1=φt(t0,ρ0)=dρ*dt(t0)φρ(t0,ρ0)=c0L(c0α+αt)1αp2.

Applying (4.7) and that α ≥ 1 we have that

p1+m(t0,ρ0)p2α=c0L(c0α+αt)1αp2+c0Lp2α=c0Lp2(p2α1(c0α+αt)1α)0,

which is precisely (4.3). This completes the proof.

Remark 4.6

The notion of viscosity solution can be extended, by approximation, to cover non-negative finite measures as initial data u0. Notice that these vortex solutions concentrate as tc0α/α to the Heaviside function m(t, ρ) → c0LH0(ρ). As we point out above, this proves that if

(4.9) u0=Mδ0(i.e.m0=MH0),

then the solution is a cut-off of the Friendly Giant (2.1)

u(t,ρ)={(αt)1αρ<M(αt)1α0ρ>M(αt)1α,

and hence

(4.10) m(t,ρ)={(αt)1αρρM(αt)1αMρ>M(αt)1α.

For every ε > 0 this is a viscosity solution of (4.2) in 𝒞((ε, +∞) × ℝ+). Notice that m is of self-similar form

(4.11) m(t,ρ)=MG(ρM(αt)1α),whereG(y)={yy11y>1.

In fact, by translation invariance, it is possible to show that if u0 = c0, i.e.

m0(ρ)=MHc0(ρ),

then

(4.12) m(t,ρ)={0ρ<c0(αt)1α(ρc0)ρ[c0,c0+M(αt)1α)Mρ>c0+M(αt)1α.

is a viscosity solution of the mass equation defined for t > 0. With self-similar form

(4.13) m(t,ρ)=MG(ρc0M(αt)1α),whereG(y)={0y0yy(0,1)1y>1.

4.3 Monotone non-decreasing data with final cut-off

As in [10], the theory of existence and uniqueness is written in terms of m, but we take advantage of the intuition from the conservation law (P) for u, to construct explicit solutions through characteristics. Notice that taking a derivative in (4.2) we can write

ut+(uαm)ρ=0.

Afterwards, we check that the constructed solution fall into our viscosity theory for m.

Since it is suggested by (3.2) that characteristics do not cross if u0 is non-decreasing, let us look for solutions with initial data

(4.14) u0(ρ)={u˜0(ρ)ρ<S00ρ>S0.,whereu˜0incontinuousandnon-decreasingin[0,S0].

When m0 and u0 are non-decreasing, it clear that characteristics with foot on ρ0 ∈ [0, S0] do not cross. If ũ0 ≢ 0, then u0(S0)=u˜0(S0)>0 and there is a shock starting at S0 which will propagate following the Rankine-Hugoniot condition (3.5).

We construct the viscosity solution as follows. The characteristic of foot ρ0 = S0 is precisely

S¯(t)=S0+αMu˜0(S0)α1t.

For ρ<S¯(t) we can go back through the characteristics with Pt defined above. Let us define

(4.15) u˜(t,ρ)={0ifu˜0(Pt1(ρ))=0(u˜0(Pt1(ρ))α+αt)1αifu˜0(Pt1(ρ))>0andρ<S¯(t)0ifρ>S¯(t).

The shock is given by

(4.16) {dSdt=Mu˜(t,S(t))α1S(0)=S0.

Finally we define

(4.17) u(t,ρ)={u˜(t,ρ)ρ<S(t)0ρ>S(t).

Solving explicitly is not possible. However, we can prove that

Proposition 4.7

Let α ≥ 1, (4.14). Then, the mass of (4.17) is a viscosity solution of (4.2) and S(t)S¯(t) .

Proof

Since α ≥ 1, we have that

dSdt=m(t,S(t))u(t,S(t))α1=m(t,S(t))u˜(t,S(t))α1αMu˜0(S0)α1=dS¯dt.

where M = sup m0. Also S(0)=S¯(0) . Hence the shock is slower than the last characteristic (i.e. S(t)S¯(t) ) and this implies that there are no outgoing characteristics so the Lax-Oleinik condition is satisfied.

Now, in order to check that it is a viscosity solution, we can repeat the proof of Theorem 4.5, replacing (4.8) by (4.16).

4.4 Two Dirac deltas

Let us now consider that

(4.18) u0=m1δρ1+m2δρ2.

where 0 ≤ ρ1 < ρ2. Then the initial mass m0 is discontinuous, and this creates some technical difficulties. We will show the viscosity solution for (4.2) is the primitive of

(4.19) u(t,ρ)={0ρ<ρ1(αt)1αρ[ρ1,S1(t)]0ρ[S1(t),ρ2]((ρρ2αm1t)αα1+αt)1αρ[ρ2,S2(t)]0ρ>S2(t)

where

(4.20) S1(t)=ρ1+m1(αt)α1α,

and

(4.21) S2(t)=ρ2+αm1K1(m2αm1)t1α,

with

(4.22) K(τ)=0τ(sαα1+α)1αds.

We have the following estimates for the function 𝒦−1: for τs0 there exists c(s0), C(s0) > 0 such that

(4.23) c(s0)ταα1K1(τ)C(s0)ταα1.

This solution is defined for all t such that S1(t) ≤ ρ2, i.e. t((ρ2ρ1)/m1)αα1/α. . For large t, S1 would need to be computed from another further Rankine-Hugoniot condition. We will only use the value for t small, so this computation is enough for our purposes.

4.4.1 Approximation by viscosity solutions

We will prove there is an explicit solution defined for some T > 0 which is of viscosity type for t > 0. We will approximate the initial data by

(4.24) u0ε,δ={m1ερ[ρ1,ρ1+ε]m2ε(ρ(ρ2δ))δρ[ρ2δ,ρ2]m2ερ[ρ2,ρ2+ε]0otherwise,

for ε and δ small enough. The ε-regularisation is used to approximate the Dirac deltas at the level of u. The δ-regularisation is used to resolve the appearance of a rarefaction wave at ρ2 due to a gap in the characteristics. Since viscosity solutions are stable by passage to the limit, we only need to show that our approximating solution are viscosity solutions.

The first part of the solutions does not notice the δ-regularisation. We take ε small enough so that ρ1 + ε < ρ2 − 2ε. For ρ < ρ2 we reconstruct a vortex type solution following Section 4.2 with an initial gap

(4.25) uε(t,ρ)={0ρ<ρ1((m1ε)α+αt)1αρ[ρ1,S1ε(t)]

where the first shock is given by

(4.26) S1ε(t)=ρ1+ε1+m1(((m1ε)α+αt)α1α(m1ε)1α).

Solutions in this form are defined for t ∈ [0, Tε) such that S1ε(Tε)=ρ2δ . We leave to the reader to check that Tε does not tend to zero with ε → 0.

For the second part, the characteristics with foot ρ0 ∈ [ρ2δ, ρ2] are given by

(4.27) ρ=ρ0+α(m1+m22(ρ0+δρ2)2εδ)(m2εδ(ρ2+δρ))α1t.

On the other hand, if ρ0 ∈ [ρ2, ρ2 + ε] we have

(4.28) ρ=ρ0+α(m1+m22εδ+m2ε(1(ρ2+ερ0)))(m2ε)α1t.

Notice that in both cases u is given by

u(t,ρ)=(u0(ρ0)α+αt)1α.

By mass conservation we have a further shock starting from ρ2 + ε given by a Rankine-Hugoniot condition

dS2ε,δdt(t)=(m1+m2)uε,δ(t,S2ε(t))α1.

The first part of solution is of viscosity type, by an argument analogous to Section 4.2 and the second part have a monotone non-decreasing datum with final cut-off as in Section 4.3. We are reduced now to pass to the limit as ε and δ tend to 0.

4.4.2 Passage to the limit as δ → 0

For [0, ρ2δ] the solution did not depend on δ, so there is no work needed. Applying a similar argument as in [10] we can pass to the limit in (4.27). The characteristics with foot in [ρ2, ρ2 + δ] collapse to a rarefaction fan at ρ2 of the form

(4.29) ρ=ρ2+m1η0α1t,η0[0,m22ε].

By inverting η0 in (4.29) we recover the solution

uε(t,ρ)=(η0α+αt)1α=((ρρ2αm1t)αα1+αt)1α.

The other characteristics are for foot ρ0 ∈ [ρ2, ρ2 + ε] and, by passing analogously to the limit in (4.28), we have

ρ=ρ0+α(m1+m2ε(1(ρ2+ερ0)))(m2ε)α1t.

Since u0ε is non-decreasing the characteristics do not cross. The Rankine-Hugoniot condition is now

dS2εdt(t)=(m1+m2)uε(t,S2ε(t))α1.

4.4.3 Passage to the limit as ε → 0

Passing to the limit we end up only with the rarefaction fan characteristics and recover (4.19) where the first shock is given by (4.20) and the second shock, S2 which defines the support, is a solution of the ODE

(4.30) {dS2dt(t)=(m1+m2)((S2(t)ρ2αm1t)αα1+αt)α1α,S2(0)=ρ2.

Notice that this equation is singular at t = 0 but it can be rewritten as

dS2dt(t)=(m1+m2)tα1α(t1α1(S2(t)ρ2αm1)αα1+α)α1α.

Since α1α(0,1) the Cauchy problem is well-posed. Alternatively, one can write S2 implicitly as the only value such that

ρ2S2(t)u(t,ρ)dρ=m2.

In other words,

(4.31) ρ2S2(t)((ρρ2αm1t)αα1+αt)1αdρ=m2.

This solution is defined for 0 ≤ t < T where

T=1α(ρ2ρ1m1)αα1.

By scaling analysis on the integral, we can give an algebraic expression of S2(t). We apply the change of variables ρ=ρ2+αm1st1α to deduce

m2=ρ2S2(t)((ρρ2αm1t)αα1+αt)1αdρ=0S2(t)ρ2αm1t1α((stα1α)αα1+αt)1αt1ααm1ds=αm10S2(t)ρ2αm1t1α(sαα1+α)1αds=αm1K(S2(t)ρ2αm1t1α).

Hence, we recover (4.21). To show (4.23) we simply indicate that, for ss0

sαα1sαα1+αC(s0)sαα1

4.5 Waiting time

4.5.1 Existence of waiting time

We turn the explicit solution in (3.7) into a viscosity subsolution by extending it by zero, that is we define m(t, ρ) as

(4.32) m_(t,ρ):={0ifρ<c0α1αM(Tt)1α(Mαα1α1α1(c0ρ)αα1(Tt)1α1)α1αifρ(c0α1αM(Tt)1α,c0)Mifρc0.

Proposition 4.8

m(t, ρ) is a viscosity subsolution of mt+mmρα=0 .

Proof

It is clear that 0 is a solution of mt+mmρα=0 . So is the second part for ρ>c0c1αM(Tt)1α , as we have checked in Section 3.4. At the matching point ρ=c0c1αM(Tt)1α , we have that

mρ(t,ρ)=0,mρ(t,ρ+)=c(0+)1α(c0ρ)1α(Tt)1α=+

This corner does not allow any smooth ϕ to be tangent from above at this point, and hence the condition of viscosity subsolution is trivially satisfied.

We will denote by c0 = max supp u0, where u0 = (m0)ρ, that coincides with the boundary of m0 = M in the sense that

(4.33) m0(ρ)<Mforρ<c0andm0(ρ)=Mforρc0.

Corollary 4.9

Let m0 ∈ BUC([0, +∞)) and let c0 = max supp u0. If

(4.34) limsupρc0Mm0(ρ)(c0ρ)αα1<+,

then there is waiting time as in Corollary 3.5.

Proof

First, we prove that

supρ[0,c0]Mm0(ρ)(c0ρ)αα1<+.

Let ρk be such that

Mm0(ρk)(c0ρk)αα1supρ[0,c0]Mm0(ρ)(c0ρ)αα1.

If the supremum were infinite, since Mm0(ρk) is bounded, then we have that ρkc0. This results in

limkMm0(ρk)(c0ρk)αα1limsupρc0Mm0(ρ)(c0ρ)αα1<+

leading to a contradiction.

Therefore, there exists C > 0 such that for all ρ ∈ [0, c0]

Mm0(ρ)(c0ρ)αα1C.

In particular, we have that

m0(ρ)MC(c0ρ)αα1.

We can apply the convexity of the function f(x)=xαα1 to show that

m0(ρ)α1αMαα1αα1M1α1C(c0ρ)αα1=Mαα1α1α1T1α1(c0ρ)+αα1=m_(0,ρ)α1α,

for a well chosen T (see, e.g. Figure 6). Therefore, applying the comparison principle Theorem 4.3 then mm, and thus m has waiting time.

Fig. 5 Solutions with u0 given by two characteristics. Computed with the numerical scheme for m in Section 5 reproducing the exact solution up to approximation error. The function u = mρ is recovered by numerical differentiation.
Fig. 5

Solutions with u0 given by two characteristics. Computed with the numerical scheme for m in Section 5 reproducing the exact solution up to approximation error. The function u = mρ is recovered by numerical differentiation.

Fig. 6 The explicit Ansatz viscosity subsolution (4.32) guarantees existence of waiting time. The subsolution is represented from the explicit solution, whereas u is computed through the numerical scheme in Section 5. See a movie simulation in the supplementary material [1, Video 1].
Fig. 6

The explicit Ansatz viscosity subsolution (4.32) guarantees existence of waiting time. The subsolution is represented from the explicit solution, whereas u is computed through the numerical scheme in Section 5. See a movie simulation in the supplementary material [1, Video 1].

4.5.2 Non-existence of waiting time

Theorem 4.10

Let m0 ∈ BUC([0, +∞)) and let c0 = max supp u0. If

(4.35) limsupρc0Mm0(ρ)(c0ρ)αα1=+,

then there is no waiting time.

Proof

To prove there is no waiting time, we want to show that S(t) > c0 for any t > 0. In order to do this, we will construct a sequence of supersolutions m¯k with Sk(t)=maxsupp(m¯k)ρ(t,) and times tk ↘ 0 such that Sk(tk) > c0. This ensures that, for some k we have 0 < tk < t and hence S(t) ≥ Sk(t) ≥ Sk(tk) > c0.

Let us consider a sequence dk such that

dklimsupρc0Mm0(ρ)(c0ρ)αα1.

There exists ρkc0 such that

(4.36) Mm0(ρk)dk(c0ρk)αα1.

We construct the viscosity supersolutions m¯k with initial derivative

uk,0=m0(ρk)δ0+(Mm0(ρk))δρk.

It is clear that m¯k(0,ρ)m(0,ρ) . By using the comparison principle Theorem 4.3, m¯km .

Now we apply the theory of Section 4.4. We will select tk > 0 such that Sk(t) ≥ c0 + εk for ttk with εk=c0ρk2>0 . Using (4.21), (4.22) and (4.36) we have that

Sk(t)=ρk+αm0(ρk)K1(Mm0(ρk)αm0(ρk))t1αρk+αm0(ρk)K1(dk(c0ρk)αα1αm0(ρk))t1α.

Due to our choice of ρk, it is sufficient that

ρk+αm0(ρk)K1(dk(c0ρk)αα1αm0(ρk))t1αc0+εk.

Solving for t, we have that

(4.37) t((c0ρk)+εkαm0(ρk)K1(dk(c0ρk)αα1αm0(ρk)))α.

We know that dk(c0ρk)αα1Mm0(ρk)0 , therefore we need to study 𝒦−1 close to 0. Going back to (4.23) there exists a constant C > 0 such that

((c0ρk)+εkαm0(ρk)K1(dk(c0ρk)αα1αm0(ρk)))αC((c0ρk)+εkαm0(ρk)(dk(c0ρk)αα1αm0(ρk))α1α)α=3α2αCdkα1=:tk.

Due to the hypothesis of the theorem dk → +∞ and hence tk → 0.

See a movie simulation of one of the mass supersolutions interacting with a solution without waiting time in the supplementary material [1, Video 2].

Remark 4.11

Notice that if the lim sup is finite, the previous proof can be adapted to show that the supersolutions m¯k give an upper bound of the waiting time.

Remark 4.12

As pointed out in Corollary 3.5, the spatial support of classical solutions does not change in time. Taking c0 = max supp u0, we construct the supersolution m¯ with initial derivative

u¯0=m0(c02)δ0+(Mm0(c02))δc02.

This supersolution shows that the support of u must move after a finite time and therefore that the solution is no longer classical.

4.6 Asymptotic behaviour

We give first a general result of asymptotic behaviour in mass variable.

Theorem 4.13

Assume that u0L(0, ∞) has compact support, M = ‖u0L1, m be the viscosity solution with initial data m0 and S(t) = inf{ρ : m(t, ρ) = M}. Then S(t)M(αt)1α with estimate

(4.38) 0S(t)M(αt)1α1S(0)M(αt)1α.

Furthermore, m has the asymptotic profile in rescaled variable y=ρM(αt)1α with an asymptotic estimate

(4.39) supyε|m(t,M(αt)1αy)MG(y)1|0,ast+whereG(y)={yy11y>1

for any ε > 0.

Proof

By Remark 4.6 we take as super and subsolution m¯ and m with initial data

m¯0(ρ)=MH0(ρ),m_0(ρ)=MHS(0)(ρ).

Hence m¯mm_ . Due to the explicit form of m¯ and m, we have that

M(αt)1αS(t)S(0)+M(αt)1α.

Due to the self-similar form of m¯ and m given in Remark 4.6, the result is proven.

Remark 4.14

Notice that for m0 = 0 in [0, a], we have m(t, ρ) = 0 in [0, a] so the supremum of y ≥ 0 is always 1. If u0 is continuous and u0(0) > 0, then the supremum can be taken for y ≥ 0.

Let us discuss the asymptotic behaviour when the datum is monotone non-decreasing with final cut-off. We recall (4.14)(4.17) and define

U(t,ξ)=u(t,(αt)1αξ)(u0Lα+αt)1α.

Since the solution is constructed by characteristics we have that

U(t,ξ)={0ifu0((αt)1αξ)=0(η0(t,ξ)α+αtu0Lα+αt)1αifu0((αt)1αξ)>0and(αt)1αξS(t)0if(αt)1αξ>S(t)

where η0(t, ξ) ∈ (0, ‖u0L). Due to (4.38), as t → +∞ we have that

U(t,ξ){1ifξ(0,M)0ifξ(M,+).

The value at 0 depends on whether u0(0) = 0.

5 A numerical scheme

In the pioneering paper by Crandall and Lions [11], the authors developed a theory of monotone schemes for finite differences of Hamilton-Jacobi equations, where solutions are shown to converge to the viscosity solution. They study equations of the form

(5.1) mt+H(mρ)=0.

For these equations it is natural to develop only explicit methods. However, for our case mt + H(mρ)m = 0, we will see that it more natural, and probably more stable, to do an explicit-implicit approximation of the non-linear term H(mρ)m. In fact, since the nonlinear term is linear in m, we can solve for the implicit step in an explicit manner. More precisely, considering an equispaced discretization

(5.2) tn=htnρj=hρj.

We select the following finite-difference schemes

Mjn+1Mjnht+(MjnMj1nhρ)αMjn+1=0

which can be written as

(5.3) Mjn+1=Mjn1+ht(MjnMj1nhρ)+α=G(Mjn,Mj1n).

Here, G is given by

G(p,q)=p1+htH(pqhρ),whereH(s)=s+α.

Notice that the method depends only on the parameter ht/hρα . Taking derivatives we have that

Gp=1+htH(pqhρ)hthρH(pqhρ)p(1+htH(pqhρ))2,Gq=phtH(pqhρ)hρ(1+htH(pqhρ))20.

Then G is non-decreasing in p under the simple CFL condition:

(5.4) hthρH(pqhρ)p12.

Since the denominator in G is larger than 1, we have that G(p, q) ≤ p. This is immediately translated to a maximum principle for Mjn

(5.5) Mjn+1Mjnm0.

For α ≥ 1 we have two options to obtain a CFL condition. We can check whether the numerical derivative is bounded (this can be done for some methods, see Section 5.2) or cut-off the equation by a nice value. For m0 fixed, since mρ ≤ ‖(m0)ρL due to (4.4), the equation (5.1) where H(s)=s+α is equivalently to itself with

(5.6) H(s)=(max{s,(m0)ρ})+α.

We write this cut-off to ensure monotonicity. Nevertheless, once the method is monotone, Lemma 5.3 ensures that the cut-off part is not reached. Hence, this cut-off is purely technical.

For α ≥ 1 this new H given by (5.6) satisfies

0H(s)α(m0)ρα1.

Therefore, (5.4) can be taken as

(CFL) hthρ12α(m0)ρα1m0.

We propose the scheme

(M) {Mjn+1=Mjn1+htH(MjnMj1nhρ)ifj>0,n0Mj0=m0(hρj)ifj0M0n=0ifn>0.

Remark 5.1

As we pointed out in [10], for 0 < α < 1 this method is not monotone. This was fixed by regularising H. For δ > 0 we take

(5.7) Hδ(s)=(s++δ)αδα.

By including the boundary and initial condition, we constructed the method

(Mδ) {Mjn+1=Mjn1+htHδ(MjnMj1nhρ)ifj>0,n0Mj0=m0(hρj)ifj0M0n=0ifn>0.

with this regularisation we know that Hδ(s)αδα1 so we have a CFL condition

(CFLδ) hthρδ1α2αm0.

In [10] we made δ to converge to 0 with ht and hρ, showing the convergence of the numerical solutions.

5.1 Properties of monotone methods

The following properties of (M) when G is monotone in each variable are a classical matter (see the original result in [11] and the presentation and references in [2]). We just briefly sketch them for completeness.

Lemma 5.2

Let α ≥ 1, m0 ≥ 0 and bounded and consider the sequence Mjn constructed by (M) and assume (CFL). We have the following properties:

  • 1. Mjn+1=G(Mjn,Mj1n) where G is non-decreasing.

  • 2. Mjnm0

  • 3. If m0 ≥ 0 is non-decreasing then:

    • (a) 0MjnMj+1n for all n, j

    • (b) There is mass conservation in the numerical scheme

      Mn+1=limj+Mjn+1=limj+Mjn=Mn.

Proof

  1. We have shown this above.

  2. This is true for Mj0 by construction, and hence for all n, due to the previous item.

    1. We proceed by induction in n. For time n = 0 this is true due to the monotonicity of m0. Assume MjnMj+1n for all j. Since G is monotone in each coordinate

      Mj+1n+1=G(Mj+1n,Mjn)G(Mjn,Mjn)G(Mjn,Mj1n)=Mjn+1.

    2. Since the sequence is non-decreasing and bounded, it has a limit. Furthermore limj(MjnMj1n)=0 . Hence, since Hδ(0) = 0 we have that

      Mn+1=limj+Mjn+1=limj+Mjn1+htH(MjnMj1nhρ)=Mn.

Notice the biggest advantage of the method (M) is that it preserves the space monotonicity of m and the total mass, as it should be for a mass equation.

5.2 Convergence of the numerical scheme (M) to the viscosity solution

In order to construct a convergent scheme, it is better to work with a single parameter. For h > 0 we define

hρ=h,ht=h2α(m0)ρα1m0.

so that (CFL) is satisfied. We now allow M jn to be constructed from (M). For tnt < tn+1 and ρjρ < ρj+1 we write the piecewise linear interpolation of the discrete values as

(5.8) mh(t,ρ)={M jn+(ρρj)M j+1nM jnhρ+(ttn)M jn+1M jnhtifρtM j+1n+1(ρj+1ρ)M j+1n+1M jn+1hρ(tn+1t)M j+1n+1M j+1nhtifρ>t

This construction ensures that

mhρ={Uj+1nifρ<tUj+1n+1ifρ>t,mht={H(Ujn)Mjn+1ifρ<tH(Uj+1n)Mj+1n+1ifρ>t

where Ujn is the numerical space derivative

(5.9) Ujn=MjnMj1nhρ0,

and the numerical time derivative is given by the relation

Mjn+1Mjnht=H(Ujn)Mjn+10.

The strategy of the proof is the following. We will show that these space and time numerical derivatives are uniformly bounded, and hence mh is uniformly continuous, non-decreasing in ρ and non-increasing in t. We can then apply the Ascoli-Arzelá precompactness theorem and show there exists a convergent subsequence. We will prove the limit is the viscosity solution.

If we subtract (M) for j and j − 1 we recover an equation for the numerical derivative Ujn

(5.10) Ujn+1Ujnht+H(Ujn)Mjn+1H(Uj1n)Mj1n+1hρ=0.

Notice that the natural scaling for this equation is ht/hρ.

5.2.1 Boundedness of the numerical derivative

Since (5.10) is a numerical approximation by a monotone method of the nonlinear conservation law (P), we can expect a maximum principle.

Lemma 5.3

Let 0 ≤ m0 be uniformly Lipschitz continuous, bounded and non-decreasing, Mjn be given by (M), that (CFL) holds and let Ujn given by (5.9). Then, Ujn0 and

(5.11) supjUjn+1supjUjnn0.

Remark 5.4

Once this is proven, the cut-off (5.6) is not needed.

Proof

That Ujn0 follows form Lemma 5.2. We write

0=Ujn+1Ujnht+Mj1n+1H(Ujn)H(Uj1n)hρ+H(Ujn)MjnMj1nhρ=Ujn+1Ujnht+Mj1n+1H(Ujn)H(Uj1n)hρ+H(Ujn)Ujn.

Solving for Ujn+1 , using the fact that H is non-decreasing and Ujn0 , we have that

Ujn+1UjnhthρMj1n+1(H(Ujn)H(Uj1n))=UjnhthρMjn+1H(ξjn)Ujn+hthρMjn+1H(ξjn)Uj1n=(1hthρMjn+1H(ξjn))Ujn+hthρMjn+1H(ξjn)Uj1n.

Due to (CFL) we have that the coefficients in front of Ujn and Uj1n are non-negative. Hence

Ujn+1(1hthρMjn+1H(ξjn))supjUjn+hthρMjn+1H(ξjn)supjUjn=supjUjn.

And this holds for every j so the result is proved.

5.2.2 Convergence via Ascoli-Arzelá. Existence of a viscosity solution

Theorem 5.5

Let us m0W1,∞(0, +∞) and non-decreasing, (CFL), Mjn constructed by (M) and mh be given by (5.8). Then, mh is a family of uniformly continuous functions. Then, for every P > 0

(5.12) mhminC([0,P]×[0,T])ashρ0.

where m is a viscosity solution of (4.2). Furthermore, (4.4) holds.

Proof

First, we notice that mh satisfies (4.4). Due to (5.8), we have that

|mρh(t,ρ)|(m0)ρ,|mth(t,ρ)||H(Ujn)Mjn+1|H((m0)ρ)m0.

By the Ascoli-Arzelá theorem there is a subsequence that converges uniformly in [0, P] × [0, T].

We will show every convergent subsequence converges to the same limit m, and hence the whole sequence converges. We still denote by h the indices of the convergent subsequences.

Let mh be a subsequence converging in [0, T] × [0, P]. We check that it is a viscosity subsolution, and the proof of viscosity supersolution is analogous. Let (t0, ρ0) ∈ (0, T) × (0, P) and ϕC2 be such that mϕ has a strict local maximum at (t0, ρ0) and m(t0, ρ0) = ϕ(t0, ρ0). We can modify ϕ outside a bounded neighbourhood of (t0, ρ0), so that mϕ attains a unique global maximum at (t0, ρ0), for h large enough mhϕ attains a global maximums in [0, T] × [0, P] at an interior points (th, ρh), and (th, ρh) → (t0, ρ0) as h → 0. Our argument is a variation of [19, Lemma 1.8].

Let B ⊂ [0, T]×[0, P] be a small open ball around (t0, ρ0) where the maximum is global. Let ε = − infB(mϕ)/2. Define U = {mϕ > −ε} ∩ B which is a open and bounded neighbourhood of (t0, ρ0). We modify ϕ so that is greater than m + ε outside U. With the modification, mϕ attains a unique global maximum at (t0, ρ0).

Let h be small enough so that |mhm|<ε2 in [0, T] × [0, P]. We have that

max[0,t0+1]×[0,ρ0+1]\U(mhφ)<max[0,t0+1]×[0,ρ0+1]\U(mφ)+ε2ε2.

On the other hand

mh(t0,ρ0)φ(t0,ρ0)>m(t0,ρ0)φ(t0,ρ0)ε2=ε2.

Therefore the maximum over [0, T]×[0, P] is attained at some (th, ρh) ∈ U. The sequence (th, ρh) is bounded, and therefore as a convergent subsequence. Let (t1, h1) be its limit. We have that

mh(th,ρh)φ(th,ρh)mh(t,ρ)φ(t,ρ)(t,ρ)[0,T]×[0,P].

Passing to the limit, since the maximum is unique, we have that (t1, ρ1) = (t0, ρ0). Since all convergent subsequences share a limit, the whole sequence converges.

For such small values of h, let us define

nh=thht1,jh=ρhhρ.

Since mhϕ has a global maximum in [0, T] × [0, P], we have that

mh(th,ρh)φ(th,ρh)mh(t,ρ)φ(t,ρ).

Evaluating on the points of the mesh, we get that

Mjnφ(tn,ρj)φ(th,ρh)+mh(th,ρh).

Since mh is increasing in ρ and decreasing in t and the fact that G is non-decreasing, we recover

mh(th,ρh)mh((nh+1)ht,jhhρ)=Mjhnh+1=G(Mjhnh,Mjh1nh)G(φ(tnh,ρjh)φ(th,ρh)+mh(th,ρh),φ(tnh,ρjh1)φ(th,ρh)+mh(th,ρh))=φ(tnh,ρjh)φ(th,ρh)+mh(th,ρh)1+htH(φ(tnh,ρjh)φ(tnh,ρjh1)hρ)

due to the definition of G. Since ϕ is smooth, for h small enough the denominator is positive and hence

φ(th,ρh)φ(tnh,ρjh)ht+H(φ(tnh,ρjh)φ(tnh,ρjh1)hρ)mh(th,ρh)0.

Adding and subtracting ϕ(tnh+1, ρj)/hρ on both sides

φ(tnh+1,ρjh)φ(tnh,ρjh)ht+H(φ(tnh,ρjh)φ(tnh,ρjh1)hρ)mh(th,ρh)φ(tnh+1,ρjh)φ(th,ρh)thtnhthtnhht.

Clearly thtnh ≥ 0 and, since ϕ is of class C1 and m is non-increasing in t, we have that

limh0φ(tnh+1,ρjh)φ(th,ρh)thtnh=φt(t0,ρ0)0,

Therefore, as h → 0, we conclude that

φt(t0,ρ0)+H(φρ(t0,ρ0))m(t0,ρ0)0,

for any ϕ such that mϕ has a global maximum at (t0, ρ0). Therefore, m is a viscosity subsolution.

5.3 Rate of convergence

Theorem 5.6

Let α ≥ 1 and let ht and hρ satisfy (CFL). Let m0 be Lipschitz continuous and bounded and let m be the viscosity solution of (4.2) and Mjn be constructed by (M). Then, for any T > 0

supj00nT/ht|m(tn,ρj)Mjn|Chρ13.

where C does not depend on hρ.

Remark 5.7

The original paper by Crandall and Lions allows, by a longer and more involved argument, to prove estimates of the form O(ht) with H continuous, but requiring that the function defining the method is Lipschitz continuous.

Proof

For convenience, in the proof we denote N = ⌊T/ht⌋. Our aim is to prove that

σ=supj00nT/ht(m(tn,ρj)Mjn)Chρ13.

The argument can be analogously repeated for the infimum. If σ ≤ 0 there is nothing to prove. Assume that σ > 0. Let L be the Lipschitz constant of m0. Due to (4.4), it is also the Lipschitz constant of m.

We begin by indicating there exist n1, j1 such that

m(t1,ρ1)Mj1n13σ4,wheret1=htn1andρ=hρj1.

We define

Φ(t,htn,ρ,hρj)=m(t,ρ)Mjnϕ(t,htn,ρ,hρj)

where, for ε, λ > 0 we define

ϕ(t,s,ρ,ξ)=(|ρξ|2+|ts|2ε2+λ(t+s))

Then the maximum is at tε ∈ [0, T], ρε ∈ [0, +∞) and tε = htnε with nε ∈ {0, · · · , N}, ξε = hρjε with jε ∈ ℕ ∪ {0}. Again this function is continuous and

  1. Defined over a bounded set in tε and sε.

  2. If ρ → +∞ and j remains bounded then Φ → −∞ (analogously in ρ bounded and j → +∞).

  3. If ρ → +∞ and j → +∞ then

    limsupρ,j+Φmm0,

so there exists a point of maximum (tε, htnε, ρε, hρjε) such that

Φ(tε,sε,ρε,ξε)Φ(t,s,ρ,ξ)(t,s,ρ,ξ).

In particular

Φ(tε,sε,ρε,ξε)Φ(t1,t1,ρ1,ρ1)=m(t1,ρ1)Mj1n12λt1.

Taking

(5.13) λ=σ8(1+T)

we have

Φ(tε,ρε,nε,jε)σ2.

In particular,

(5.14) m(tε,ρε)Mjεnεσ2+ϕ(tε,htnε,ρε,hρjε)>0

Step 1. Variables collapse. As Φ(tε, sε, ρε, ξε) ≥ Φ(0, 0, 0, 0) = 0, we have

|ρεξε|2+|tεsε|2ε2+λ(tε+sε)m(tε,ρε)Mjεnε2m0.

Therefore, we obtain

|ρεξε|2+|tεsε|22m0ε2,andρε2+ξε22m0ε.

This implies that, as ε → 0, the variable doubling collapses to a single point.

Step 2. For ε small enough, tε, ρε, nε, jε > 0. Since m is Lipschitz continuous

σ2<m(tε,ρε)Mjεnε=m(tε,ρε)m(0,ρε)+m(0,ρε)m(0,ξε)+m(0,ξε)Mjε0+Mjε0MjεnεLtε+L|ρεξε|,

using the fact that m(0,ξε)=Mjε0 and Mjn is decreasing in n. If ε is small enough

(5.15) ε<σ4L2m0,

we have Ltε > σ/4 and hence tε > 0. Analogously for ρε > 0.

If nε = 0 then

σ2<m(tε,ρε)Mjε0=m(tε,ρε)m(0,ρε)+m(0,ρε)m(0,ξε)+m(0,ξε)Mjε0Ltε+L|ρεξε|=L|tεnε|+L|ρεξε|L2m0ε.

This is a contradiction if (5.15) holds. An analogous contradiction holds if jε = 0.

Step 3. An inequality for m via viscosity. We check that

(t,ρ)m(t,ρ)ϕ(t,sε,ρ,ξε)=m(t,ρ)ψ(t,ρ)

has a maximum at (tε, ρε). Hence, since m is a viscosity subsolution, we have

ϕt(tε,sε,ρε,ξε)+H(ϕρ(tε,sε,ρε,ξε))m(tε,ρε)0.

Computing the derivatives

(5.16) 2(tεsε)ε2+λ+H(2(ρεξε)ε2)m(tε,ρε)0.

Step 4. An inequality for M applying that G is monotone. As before, the function

(n,j)Mjn(ϕ(tε,htn,ρε,hρj))=Mjnψ(j,n)

has a minimum at (nε, jε). In particular, we obtain

MjnMjεnεψ(jε,nε)+ψ(j,n).

Since G is monotone, it yields

Mjεnε=G(Mjεnε1,Mjε1nε1)G(Mjεnεψ(jε,nε)+ψ(jε,nε1)S1,Mjεnεψ(jε,nε)+ψ(jε1,nε1)S2).

Similarly to the proof of Theorem 5.5, for h small, one can rewrite the previous inequality as

MjεnεS1ht+H(S1S2hx)Mjεnε0.

Hence, we recover

(5.17) ψ(jε,nε)ψ(jε,nε1)ht+H(ψ(jε,nε1)ψ(jε1,nε1)hx)Mjεnε0.

We could compute this explicitly, but it is sufficient and clearer to apply the intermediate value theorem to deduce

ϕs(tε,s¯ε,ρε,ξε)+H(ϕξ(tε,sεht,ρε,ξ¯ε))Mjεnε0

where s¯ε(sεht,sε) and ξ¯ε(ξεhρ,ξε) . Hence, we conclude that

(5.18) 2(tεs¯ε)ε2λ+H(2(ρεξ¯ε)ε2)Mjεnε0.

Step 5. An estimate for σ. Substracting (5.16) from (5.18) we have that

σ4(1+T)sεs¯εε2+H(2(ρεξ¯ε)ε2)MjεnεH(2(ρεξε)ε2)m(tε,ρε)(H(2(ρεξ¯ε)ε2)H(2(ρεξε)ε2))Mjεnε+H(2(ρεξ¯ε)ε2)(Mjεnεm(tε,ρε)).

Notice that the second term is non-positive due to (5.14). We now use the Lipschitz continuity of H, which holds for the cut-off given by (5.6), and we obtain that

σ8C|2(ξ¯εξε)ε2|Chρε2m0L.

Step 6. A first choice of ε. We take ε = where C is chosen so that (5.15) hold. Then, we have that

σ3Chρ.

where C(T, α) is independent of ht, hx or δ. This completes the proof.

Remark 5.8

Notice that we do not use the equation until step 4 and that the Lipschitz continuity of m0 plays a key role. However, the homogeneous boundary conditions do not.

Remark 5.9

Notice that we recover the exponent h13 from the Lipschitz continuity of H. If H is only α-Hölder continuous as in [10], then the rate of convergence is given by hα1+2α .

6 Numerical results

6.1 Asymptotics as t → +∞

Through numerical experiments, we see that the vortex seems to be the asymptotic solution also in u variable. In Figure 7 we represent the asymptotic state of the two-bump initial data constructed explicitly for small times in Section 4.4. We recall that why the computations in Section 4.4 are only valid for small time is that the first bump reaches the second bump, and we did not compute the first shock after this happens. However, as we see in Figure 7, the first bump "eats" the second bump (possibly in finite time), and we recover the vortex. Since u0(0) = 0, we have that u(t, 0) = 0 so the vortex cannot be reached in the supremum norm. Notice also that if u0(0) ≠ 0, then u(0,t)=(u0(0)α+αt)1α . Nevertheless, the simulation suggest convergence in all Lp norms for 1 ≤ p < ∞.

Fig. 7 Asymptotic behaviour of u in rescaled variables. See a movie simulation in the supplementary material [1, Video 3].
Fig. 7

Asymptotic behaviour of u in rescaled variables. See a movie simulation in the supplementary material [1, Video 3].

It is an open problem to determine if the first singularity catches the boundary front in finite time for these particular solutions.

6.2 Comparison of the waiting time

It is interesting to compare the behaviour of different powers u0(ρ)=(β+1)(1ρ)+β which have total mass M = 1. There is waiting time if β1α1 (see Corollary 4.9 and Theorem 4.10). We will work with α = 2. Since the masses are ordered, the waiting time for u0 = 2(1 − ρ)+ is shorter than that of u0=3(1ρ)+2. . It is interesting to notice that the solution for u0=3(1ρ)+2 develops a singularity at the interior of the support, before the support starts moving.

6.3 Level sets of a solution with and without waiting time

In Section 4.6 we showed that t1α is the asymptotic behaviour of the support of u for compactly supported u0. For instance, if u0 is a Dirac δ function at S(0) of mass M, we have shown that the support is [S(0),S(0)+M(αt)1α] . However, for solutions with waiting time, we do not know what is the behaviour of the support for t small. We illustrate an example when u0 = (1 − ρ)+ for α = 2 in Figure 9 (cf. Figure 6). This initial datum produces a solution with waiting time due to Corollary 4.9, which by Theorem 3.4 is initially given by the generalised characteristics. However, as pointed out in Remark 3.1 the characteristics are not the level sets of m. Notice that the level sets of m are not straight even for t small. For comparison, we show a solution not given by characteristics (therefore not a classical solution) and without waiting time (by Theorem 4.10) which we represent in Figure 10.

Fig. 8 Behaviour of two different powers with waiting time. See a movie simulation in the supplementary material [1, Video 4].
Fig. 8

Behaviour of two different powers with waiting time. See a movie simulation in the supplementary material [1, Video 4].

Fig. 9 Level sets of the numerical solution with u0 = (1 − ρ)+ for α = 2, and a uniform mesh in space of equispaced grid hρ = 1e − 3. In Figure 6 the reader may find a comparison with the mass subsolution with explicit Ansatz.
Fig. 9

Level sets of the numerical solution with u0 = (1 − ρ)+ for α = 2, and a uniform mesh in space of equispaced grid hρ = 1e − 3. In Figure 6 the reader may find a comparison with the mass subsolution with explicit Ansatz.

Remarks and open problems

  1. We have constructed a theory of radial solutions and proved well-posedness of the mass formulation. Uniqueness in terms of the u variable is an open problem.

  2. Is there a non-radial theory? This seems to be a very difficult problem.

  3. Is there asymptotic convergence to the vortex solution in the u variable in general?

  4. An interesting problem is to construct a theory for infinite mass solutions.

  5. In the two bump solution, is there actually convergence to the vortex in finite time? The numerical experiments suggest so. The ODE for S1 can be written explicitly from the Rankine-Hugoniot condition, and the question is whether S1(t) = S2(t) for some t > 0.

Fig. 10 Level sets of the numerical solution not given by characteristics presented in Remark 3.8, which does not have waiting time due to Theorem 4.10.
Fig. 10

Level sets of the numerical solution not given by characteristics presented in Remark 3.8, which does not have waiting time due to Theorem 4.10.

Acknowledgments

JAC was partially supported by EPSRC grant number EP/P031587/1. The research of JAC and DGC was supported by the Advanced Grant Nonlocal-CPD (Nonlocal PDEs for Complex Particle Dynamics: Phase Transitions, Patterns and Synchronization) of the European Research Council Executive Agency (ERC) under the European Union's Horizon 2020 research and innovation programme (grant agreement No. 883363). The research of DGC and JLV was partially supported by grant PGC2018-098440-B-I00 from the the Ministerio de Ciencia, Innovación y Universidades of the Spanish Government. JAC, DGC, and JLV were partially supported by Grant RED2018-102650-T funded by MCIN/AEI/10.13039/501100011033. JLV was an Honorary Professor at Univ. Complutense.

  1. Conflict of interest statement.

    Authors state no conflict of interest.

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Received: 2021-04-28
Accepted: 2022-01-04
Published Online: 2022-02-25

© 2021 J.A. Carrillo et al., published by De Gruyter

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