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# Interpreting the Wide Scattering of Synchronized Traffic Data by Time Gap Statistics

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## Abstract

Based on the statistical evaluation of experimental single-vehicle data, we propose a quantitative interpretation of the erratic scattering of flow-density data in synchronized traffic flows. A correlation analysis suggests that the dynamical flow-density data are well compatible with the so-called jam line characterizing fully developed traffic jams, if one takes into account the variation of their propagation speed due to the large variation of the netto time gaps (the inhomogeneity of traffic flow). The form of the time gap distribution depends not only on the density, but also on the measurement cross section: The most probable netto time gap in congested traffic flow upstream of a bottleneck is significantly increased compared to uncongested freeway sections. Moreover, we identify different power-law scaling laws for the relative variance of netto time gaps as a function of the sampling size. While the exponent is $`1`$ in free traffic corresponding to statistically independent time gaps, the exponent is about $`2/3`$ in congested traffic flow because of correlations between queued vehicles.

\] Recently, the statistical physics and non-linear dynamics of driven many-particle systems have been key disciplines in the discovery, interpretation, and simulation of phenomena in traffic flows . The observed instability mechanisms, jamming, segregation, breakdown, and clustering phenomena are now viewed as a paradigm for similar phenomena in granular and colloidal physics , in biology (social insects) , logistics (instability of supply chains), and economics (business cycles) . Empirical investigations  have particularly stimulated the development of traffic theory . For example, it was possible to identify constants of traffic dynamics such as the propagation speed $`C15`$ km/h of wide jams . According to analytical calculations by Kerner et al. for a macroscopic traffic model assuming uniformly behaving driver-vehicle units with identical parameters, fully developed wide traffic jams should be characterized by a self-organized flow-density relation

$$J(\rho ,T,\rho _{\mathrm{max}})=\frac{1}{T}\left(1\frac{\rho }{\rho _{\mathrm{max}}}\right),$$
(1)
where $`\rho `$ denotes the vehicle density, while the average netto time gap $`T`$ (the time clearance) and the maximum density $`\rho _{\mathrm{max}}`$ are assumed to be fixed parameters . The dependence of the flow $`J`$ on the density $`\rho `$ in Eq. (1) is sometimes referred to as “jam line” $`J(\rho )`$ and does not necessarily agree with the high-density part of the steady-state flow-density relation $`Q_\mathrm{f}(\rho )`$ for stationary and homogeneous traffic flow, the so-called fundamental diagram . We note, however, that a linear flow-density relation for wide moving jams is not yet fully confirmed by empirical measurements and that aggregation methods used to determine macroscopic traffic data from single-vehicle data have a non-trivial impact on the measurement results . Nevertheless, the slope $`C=dJ(\rho )/d\rho =1/(\rho _{\mathrm{max}}T)`$ is usually identified with the average propagation velocity of wide moving jams . In contrast to wide moving jams, synchronized traffic flow is a form of congested flow which is mostly found upstream of inhomogeneities (e.g. freeway bottlenecks) and claimed to show a completely different behavior . It is characterized by an erratic motion of time-dependent flow-density data in a two-dimensional area (and a synchronization of the time-dependent average vehicle velocities among neighboring lanes) . More specifically, in synchronized flow, the slopes

$$C(t_{k+1})=[Q(t_{k+1})Q(t_k)]/[\rho (t_{k+1})\rho (t_k)]$$
(2)
of the lines connecting flow-density data measured at a given freeway cross section at successive times $`t_k`$ and $`t_{k+1}`$ erratically take on positive and negative values, characterizing a complex spatio-temporal dynamics . This is, in fact, one of the most controversial subjects in traffic theory. It has not only been the reason for Kerner’s fundamental criticism of all traffic models assuming a fundamental (steady-state) relation $`Q_\mathrm{f}(\rho )`$ between the flow $`Q`$ and the density $`\rho `$ (i.e. of the vast majority of models suggested up to now) . It has also triggered a flood of publications in physics journals with various suggestions how to describe this wide scattering. The proposed interpretations reach from shock waves propagating forward or backward with speed $`C(t)`$ , changes in the driving behavior in response to the traffic situation (including “frustration effects”) , anticipation effects , non-unique solutions , a trapping of vehicles , or multiple metastable oscillating states . Non-unique solutions are also expected for car-following models, in which the vehicle acceleration $`dv/dt`$ is not a unique function of the distance or velocity . Other explanations based on a mixture of different vehicle types such as cars and trucks  or a heterogeneity of time headways  are easier accessible to empirical verification. In the following, we will therefore focus on these. The particular approach of this study is its restriction to empirical analyses to avoid theory-driven interpretations. Although it was been seriously questioned that relation (1) would also be applicable to flow-density data of synchronized congested traffic flow, by correlation analysis we will surprisingly find a strong empirical support for the validity of relation (1), if the average netto time gap is treated as a dynamical variable.

This requires single-vehicle data, which were recorded by double induction-loop detectors for the Dutch freeway A9. The measured data include, for each lane, the passage time $`t_i^0`$ of vehicle $`i`$, its velocity $`v_i`$, and its length $`l_i`$. From this, we determine the individual netto time gaps as $`T_i=t_i^0t_{i1}^0l_i/v_i.`$ As discussed in Ref. , we obtain macroscopic quantities by averaging over $`N=50`$ successive vehicles, which gives a better statistics than averaging over a fixed time interval. Thus, we obtain the empirical traffic flow at time $`t_k=\frac{1}{N}_{i=(k1)N+1}^{kN}t_i^0`$ by $`Q(t_k)=1/t_i^0t_{i1}^0=N/(t_{kN}^0t_{(k1)N}^0)`$ and the average netto time gap by

$$T(t_k)=T_i=\frac{1}{N}\underset{i=(k1)N+1}{\overset{kN}{}}T_i=T_{(k1)N}^{(N)}.$$
(3)
Likewise, we define the vehicle density $`\rho `$ and the maximum density $`\rho _{\mathrm{max}}`$ by

$$\frac{1}{\rho (t_k)}=\frac{1}{N}\underset{i=(k1)N+1}{\overset{kN}{}}v_i(t_i^0t_{i1}^0),$$
(4)
$$\frac{1}{\rho _{\mathrm{max}}(t_k)}=l_i=\frac{1}{N}\underset{i=(k1)N+1}{\overset{kN}{}}l_i.$$
(5)
For a given loop detector on the left lane, we consider all time intervals with congested traffic (defined by $`\rho (t_k)45`$ vehicles per kilometer and lane) and compare the temporal changes $`\mathrm{\Delta }Q^{(k+1)}=[Q(t_{k+1})Q(t_k)]`$ of the empirically measured flow with the changes predicted by Eq. (1). We will compare three hypotheses by correlation analysis: (i) $`\rho `$ is treated as an independent variable defined by (4), while $`T`$ and $`\rho _{\mathrm{max}}`$ are treated as parameters, (ii) $`\rho `$ and $`1/T`$ are independent variable defined directly from the single-vehicle data via (4) and (3), while $`\rho _{\mathrm{max}}`$ is a parameter, (iii) $`\rho `$, $`1/T`$, and $`1/\rho _{\mathrm{max}}`$ are independent variables defined by (3) to (5). The first order Taylor approximations for the temporal change $`\mathrm{\Delta }J_{(\alpha )}^{(k+1)}=[J_{(\alpha )}(t_{k+1})J_{(\alpha )}(t_k)]`$ of the corresponding theoretical vehicle flows are obtained by differential of relation (1) with respect to the independent variables, but not the parameters:

$`\mathrm{\Delta }J_{(\mathrm{i})}^{(k+1)}`$ $`=`$ $`{\displaystyle \frac{1}{\rho _{\mathrm{max}}T}}[\rho (t_{k+1})\rho (t_k)],`$ (6)
$`\mathrm{\Delta }J_{(\mathrm{ii})}^{(k+1)}`$ $`=`$ $`\mathrm{\Delta }J_{(\mathrm{i})}^{(k+1)}+\left[1{\displaystyle \frac{\rho (t_k)}{\rho _{\mathrm{max}}}}\right]\left[{\displaystyle \frac{1}{T(t_{k+1})}}{\displaystyle \frac{1}{T(t_k)}}\right],`$ (7)
$`\mathrm{\Delta }J_{(\mathrm{iii})}^{(k+1)}`$ $`=`$ $`\mathrm{\Delta }J_{(\mathrm{ii})}^{(k+1)}{\displaystyle \frac{\rho (t_k)}{T(t_k)}}\left[{\displaystyle \frac{1}{\rho _{\mathrm{max}}(t_{k+1})}}{\displaystyle \frac{1}{\rho _{\mathrm{max}}(t_k)}}\right],`$ (8)
Our statistical analysis gives the following correlations Corr$`(\mathrm{\Delta }Q,\mathrm{\Delta }J_{(\alpha )})=(_k\mathrm{\Delta }Q^{(k)}\mathrm{\Delta }J_{(\alpha )}^{(k)})/[(_k\mathrm{\Delta }Q^{(k)}{}_{}{}^{2})`$ $`(_k\mathrm{\Delta }J_{(\alpha )}^{(k)}{}_{}{}^{2})]^{1/2}`$ for the hypotheses $`\alpha =`$i, ii, and iii: $`\text{Corr}(\mathrm{\Delta }Q,\mathrm{\Delta }J_{(\mathrm{i})})=0.347`$, $`\text{Corr}(\mathrm{\Delta }Q,\mathrm{\Delta }J_{(\mathrm{ii})})=0.918`$, $`\text{Corr}(\mathrm{\Delta }Q,\mathrm{\Delta }J_{(\mathrm{iii})})=0.938`$. As a consequence, hypothesis (i) assuming a linear variation of the flow with the density is in fact a poor description of “synchronized” congested traffic data due to their two-dimensional scattering. However, hypothesis (ii) taking into account the dynamical variation of the average netto time gap $`T`$ yields a strong correlation, which indicates that we have identified the main reason for the wide scattering (see Fig. 1). Taking into account a variation of $`\rho _{\mathrm{max}}`$ with the truck fraction improves the correlation coefficient only a little. Hence, the maximum density, which influences the density-offset of the jam line, is an unimportant explanatory variable. In contrast, the netto time gap $`T`$ determining the slope of the jam line (see Eq. (1)) is highly significant. For this reason, we will investigate the characteristic features of the netto time gap distribution more closely.

The variation of the average time gaps with time can only be relevant, when it is large. The time gap distribution is, in fact, surprisingly wide, and it has so-called heavy tails (see Fig. 2). To investiagte this, let us calculate the variance of the sample-averaged time gaps as a function of the sampling size $`N`$,

$$\text{Var}(T)=\frac{1}{IN+1}\underset{j=0}{\overset{IN}{}}\left(T_j^{(N)}\overline{T}\right)^2,$$
(9)
where $`(j+1)`$ runs over the first vehicle indices of all possible samples of $`N`$ consecutive vehicles in the data set of size $`I`$, $`T_j^{(N)}=\frac{1}{N}_{i=j+1}^{j+N}T_j`$ is defined as moving average of the time gaps of the $`N`$ next vehicles, and $`\overline{T}=_{i=1}^IT_i/I=T_0^{(I)}`$ is the global average. To account for artifacts caused by the daily variation of traffic flow, we applied a high-pass filter (with cutoff period $`N_c=500`$) to the single-vehicle data before calculating Eq. (9), which limits the scaling range of relation (10). For a given $`N`$, the variance (9) decreases with increasing density (see Figs. 2 and 3), as less and less space is available for time gaps larger than the safe time gap, but the variance is also a function of the sampling size $`N`$. For free traffic flow (with $`\rho <15`$ veh/km/lane), we observe the power law behavior $`\text{Var}(T)1/N`$, as expected for statistically independent time gaps in free traffic. At high vehicle densities (with $`\rho >35`$ veh/km/lane), however, we find the power law

$$\text{Var}(T)N^\gamma $$
(10)
with an exponent $`\gamma 0.67`$ (see Fig. 3). That is, the relative variance decreases much slower with the sampling size than expected, implying that the time gaps do not average well and fluctuations of average time gaps remain significant for reasonable sampling sizes $`N`$. This is related with surprisingly wide time gap distributions and results from correlations between queued vehicles, which are probably due to platoon formation , but may also be caused by dynamical vehicle interactions. The reproduction of this scaling law will be a serious test for microscopic traffic simulation models, which are needed to reveal the detailed mechanism behind it.

According to Figure 2, the time gap distribution is not only dependent on the density, but also on the measurement cross section (more specifically: on the relative location with respect to bottlenecks of the freeway). It has been suggested  that the increase of the most probable brutto time gap (time headway) $`\mathrm{\Delta }t_i^0=t_i^0t_{i1}^0=T_i+l_i/v_i`$ in congested traffic compared to free traffic  is due to the drop of the vehicle velocity $`v_i`$, increasing $`l_i/v_i`$. However, an increase is also observed for the most probable netto time gaps $`T_i`$ (see Fig. 2). This increase is most pronounced at cross sections upstream of bottlenecks (e.g. on-ramps), where vehicles are queueing. We interpret this increase of the netto time gaps as “frustration effect” of drivers after a considerable queuing time, which is supported by other observations as well . The frustration effect is most significant at freeway sections, where the accumulated time of driving under congested conditions is high, and it decays with increasing recovery time. At freeway sections, where serious congestion never occurs, there is no relevant increase in the most probable netto time gap with growing density (see Fig. 2). Finally, we note that the time gaps in front of long vehicles (“trucks”) are much higher, on average, than in front of short vehicles (“cars”), as expected (see Fig. 2). This supports the theory suggested in Ref. .

In conclusion, we have found an interpretation of the wide scattering of flow-density data in “synchronized” congested traffic based on the jam relation $`J(\rho )`$, but taking into account the time-dependent variation of empirical netto time gaps among successive cars. This variation is related to time-dependent changes of the slope $`C=1/(\rho _{\mathrm{max}}T)`$ of the jam line and causes the two-dimensional scattering together with the variation of the vehicle density. The surprisingly strong variation of the average time gaps was due to the fact that the power law relating the variance of the time gaps with the sampling size had a considerably smaller exponent ($`\gamma 2/3`$) than expected ($`\gamma =1`$). Hence, distinguishing different forms of congested traffic based on the scattering is questionable. We also found that the increase in the most probable time gap in congested traffic is site-dependent and not attributed to a drop in the vehicle velocity, indicating a “frustration effect”. Traffic models considering the dynamical changes of the netto time gaps can reproduce empirical observations more realistically .

Acknowledgements: The authors would like to thank Henk Taale and the Dutch Ministry of Transport, Public Works and Water Management for providing the induction double-loop single-vehicle detector data.


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# Parabose Squeezed Operator and Its Applications This project supported by National Natural Science Foundation of China under Grant 19771077 and LWTZ 1298.

## 1 Introduction

A fundamental unsolved question in physics is whether all particles in the nature are necessarily either bosons or fermions. Theoretical inverstigations of other possibilities in local, relativistic quantum field theory show that may exist more general particle statistics. Parastatistics was introduced by Green as an exotic possibility extending the Bose and Fermi statistics  and for the long period of time the interest to it was rather academic. Nowadays it finds some applications in the physics of the quantum Hall effect  and (probably) it is relevant to high temperature superconductivity , so more and more attentions are paid to it in recent years. Even though there are no observed paraparticles in nature, the possibility exists for unobserved particles which obey the parastatistics. Some developments in interacting many-particle systems have also shown that the quasiparticles in such systems may exhibit features far more exotic than those permitted to ordinary particles, and it appeara quite possible that parastatistics may be realized in condensed matter physics. In the case of parastatistics, there is the additional motivation of the possible production of $`p>1`$ paraparticles ($`p`$ is the parastatistics order) at the high energies of new and future colliders (the Tevatron, the LHC, the NLCs, etc).

Since the paraquantization, carried out at the level of the algebra of creation and annihilation operators, involves trilinear (or double) commutation relations in place of the bilinear relations that characterize Bose and Fermi statistics, sometimes it is highly non-trivial to generalize some interesting results from ordinary Bose or Fermi statistics to parastatistics case. In spite of these difficulties, many progresses have been made in the past years .

It is also well known that $`SU(2)`$ and $`SU(1,1)`$ are the simplest non-Abelian Lie groups, and the relevant Lie algebras $`su(2)`$ and $`su(1,1)`$ have many important applications in various areas of physics. For instance, the $`su(1,1)`$ coherent state, has some intrinsic relations to the squeezed state, one of the most important non-classical states in quantum optics. Using the ordinary Bose oscillator, one can get a very simple realization of the $`su(1,1)`$ algebra. By virtue of the parabose oscillator, one can also do this, that is, introducing notations $`K_\pm `$ and $`K_0`$ defined by

$$K_+=\frac{1}{2}a^2,K_{}=\frac{1}{2}a^2,K_0=\frac{1}{4}\left(a^{}a+aa^{}\right),$$
(1)
where $`a^{}`$ and $`a`$ are the parabose creation and annihilation operators respectively, which satisfy the following trilinear commutation relations

$$[a,\{a^{},a\}]=2a,[a,a^2]=2a^{},[a,a^2]=0,$$
(2)
one has the $`su(1,1)`$ Lie algebra

$$[K_0,K_\pm ]=\pm K_\pm ,[K_+,K_{}]=2K_0.$$
(3)
In terms of the generators $`K_\pm `$, the parabose squeezed operator $`S(z)`$ takes the form of

$$S(z)=exp\left(\frac{1}{2}za^2\frac{1}{2}z^{}a^2\right).$$
(4)
In this letter, using this parabose squeezed operator, we generalize some interesting results of the ordinary boson systems to systems made of a single type of parabosons, which include the propagator of a parametric amplifier in parabose coherent state representation, the explicit form for parabose squeezed number states and the normalization factors of excitation states on a parabose squeezed vacuum state.

## 2 Propagator of a parabose parametric amplifier

In this section, we take the parameter $`z`$ in $`S(z)`$ as an immaginary number $`z=ir`$. Using the disentangling theorem of $`su(1,1)`$  , we have

$$S(ir)=exp\left(itanhr\frac{a^2}{2}\right)exp\left(lnsechr\frac{\{a^{},a\}}{2}\right)exp\left(itanhr\frac{a^2}{2}\right).$$
(5)
Differentiating eq.(5) with the parameter $`r`$ and using the following operator identities

$$exp\left(\lambda a^2\right)\{a^{},a\}exp\left(\lambda a^2\right)=\{a^{},a\}4\lambda a^2,$$
(6)
$$exp\left(\lambda \{a^{},a\}\right)aexp\left(\lambda \{a^{},a\}\right)=ae^{2\lambda },$$
(7)
$$exp\left(\lambda a^2\right)a^2exp\left(\lambda a^2\right)=a^22\lambda \{a^{},a\}+4\lambda ^2a^2,$$
(8)
one gets

$$\frac{}{r}S(ir)=\frac{i}{2}(a^2+a^2)S(ir),$$
(9)
with a boundary condition $`S(r=0)=1`$. In fact, eq.(9) also may be derived from eq.(4) directly by defferentiating $`S(ir)`$ with $`r`$.

Noticing that $`S(ir)`$ is a unitary operator, furthermore, when the parameter $`r`$ is a function of time $`t`$ and the initial value of $`r`$ is taken as $`r(t=t_0)=0`$, one may denote $`S(ir)`$ as $`S(t,t_0)`$ and rewrite eq.(9) as

$$i\frac{}{t}S(t,t_0)=\frac{1}{2}(a^2+a^2)S(t,t_0)\frac{r}{t},$$
(10)
with the condition $`S(t_0,t_0)=1`$. Particularly, for $`r/t=2f(t)`$, eq.(10) will lead to

$$i\frac{}{t}S(t,t_0)=f(t)(a^2+a^2)S(t,t_0).$$
(11)
If one introduces a free Hamiltonian $`H_0=\frac{\omega }{2}\{a^{},a\}`$ for the parasystem under investigation, and uses eq.(7) and its conjugate identity, one may rewrite $`f(t)(a^2+a^2)`$ as

$$H_I(t)=f(t)(a^2+a^2)=exp(iH_0t)f(t)(a^2e^{2i\omega t}+a^2e^{2i\omega t})exp(iH_0t).$$
(12)
Thus eq.(11) becomes

$$i\frac{}{t}S(t,t_0)=H_I(t)S(t,t_0),$$
(13)
which means that one can treat $`S(t,t_0)`$ and $`H_I(t)`$ as a time-displacement operator and the interaction Hamiltonian in the interaction picture respectively. According to the standard picture transformation theory in quantum mechanics, a Hamiltonian resulting the squeezed effect in the Schrodinger picture is

$$H_S=\frac{\omega }{2}\{a^{},a\}+f(t)\left(a^2e^{2i\omega t}+a^2e^{2i\omega t}\right).$$
(14)
Obviously here $`H_S`$ is a time-dependent Hamiltonian. When the $`a^{}`$ and $`a`$ in $`H_S`$ are ordinary bose creation and annihilation operators, $`H_S`$ describes a kind of non-linear optical phenomena, that is, the interaction of two types of light beams in a non-linear optical coupler . $`f(t)`$ includes a pumping factor (treated as a classical quantity) and another factor related to two-order of susceptibility of some optical medium. Especially, when $`f(t)=k`$, or $`r=2k(tt_0)`$, $`H_S`$ is exactly the Hamiltonian of a degenerate parametric amplifier. So the $`H_S`$ in eq.(14) is a parabose generalization of this kind of Hamiltonian. Also from the transformation theory between interaction picture and Schrodinger picture, the time-displacement operator in the Schrodinger picture is

$$S_S(t,t_0)=e^{iH_0t}S(t,t_0)e^{iH_0t_0},$$
(15)
which satisfies the following equation

$$i\frac{}{t}S_S=H_SS_S.$$
(16)
Now let us consider the propagator of the degenerate parametric amplifier in a parabose coherent state representation $`z|S_S(t,t_0)|z_0`$, where $`|z`$ is the parabose coherent state given by

$$|z=E(|z|^2)^{1/2}\underset{n=0}{\overset{\mathrm{}}{}}\frac{z^n}{\sqrt{[n]!}}|n,$$
(17)
$`|n`$ being the number state of the parabose Fock space

$$|n=\frac{a^n}{\sqrt{[n]!}}|0,a|n=\sqrt{[n]}|n1,a^{}|n=\sqrt{[n+1]}|n+1,$$
(18)
and

$$[n]=n+\frac{p1}{2}(1()^n),E(x)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{x^n}{[n]!},$$
(19)
where $`[n]!=[n][n1]\mathrm{}[1]`$, $`[0]!1`$, and $`|0`$ is the unique vacuum state of the Fock space, which satisfies $`a|0=0`$ and $`aa^{}|0=p|0`$, here $`p`$ is the parastatistics order ($`p=1,2,3,\mathrm{}`$). Using eq.(7) one has

$$exp(iH_0t_0)|z_0=e^{ip\omega t_0/2}|z_0e^{i\omega t_0}.$$
(20)
Furthermore, according to the disentangling formula (5), it is easily to get the desired propagator

$`z|S_S(t,t_0)|z_0=e^{ip\omega (tt_0)/2}E(|z|^2)^{1/2}E(|z_0|^2)^{1/2}`$
$`\times \left(sech\mathrm{\hspace{0.17em}2}k(tt_0)\right)^{p/2}E\left(z^{}z_0e^{i\omega (tt_0)}sech\mathrm{\hspace{0.17em}2}k(tt_0)\right)`$
$`\times exp\left({\displaystyle \frac{i}{2}}tanh\mathrm{\hspace{0.17em}2}k(tt_0)(z_0^2e^{2i\omega t_0}+z^2e^{2i\omega t})\right).`$ (21)
When $`p1`$, this propagator will reduce to the ordinary result .

## 3 Parabose squeezed number states

In this section we consider the resulting states from the parabose squeezed operator $`S(r)=exp(\frac{r}{2}a^2\frac{r}{2}a^2)`$ acting on the parabose number states $`|n`$

$$|r,n=S(r)|n,(n=0,1,2,3,\mathrm{})$$
(22)
here for the sake of simplicity, we take the squeezed parameter $`z`$ as a real number $`r`$. We call $`|r,n`$ the parabose squeezed number states. Obviously, $`|r,n`$ form a complete and orthonormal state-vector set for the system made of a single type of parabosons:

$$r,n|r,m=n|m=\delta _{n,m},\underset{n=0}{\overset{\mathrm{}}{}}|r,nr,n|=1.$$
(23)
Using the following transformations

$`S(r)aS(r)^1`$ $`=`$ $`coshra+sinhra^{},`$
$`S(r)a^{}S(r)^1`$ $`=`$ $`coshra^{}+sinhra`$ (24)
and the disentangling formula (5), we have

$$|r,n=\frac{(sechr)^{p/2}}{\sqrt{[n]!}}\left(coshra^{}+sinhra\right)^ne^{tanhra^2/2}|0.$$
(25)
In terms of the deformed Hermite polynomials $`H_n^{(p)}(x)`$ (see the appendix), the explicit form of $`|r,n`$ is

$$|r,n=\frac{(sechr)^{p/2}}{\sqrt{[n]!}}\left(\frac{tanhr}{2}\right)^{n/2}H_n^{(p)}\left(\frac{a^{}}{i\sqrt{sinh\mathrm{\hspace{0.17em}2}r}}\right)e^{tanhra^2/2}|0.$$
(26)
We prove eq.(26) by induction. Firstly, from (25), and using

$$e^{tanhra^2/2}a^ne^{tanhra^2/2}=(atanhra^{})^n,$$
(27)
for $`n=1`$ case, we have

$`|r,1`$ $`=`$ $`{\displaystyle \frac{(sechr)^{p/2}}{\sqrt{[1]!}coshr}}a^{}e^{tanhra^2/2}|0`$ (28)
$`=`$ $`{\displaystyle \frac{(sechr)^{p/2}}{\sqrt{[1]!}}}\left({\displaystyle \frac{tanhr}{2}}\right)^{1/2}H_1^{(p)}(\chi )e^{tanhra^2/2}|0,`$
where $`\chi `$ stands for $`a^{}/i\sqrt{sinh\mathrm{\hspace{0.17em}2}r}`$. Then supposing

$$|r,n1=\frac{(sechr)^{p/2}}{\sqrt{[n1]!}}\left(\frac{tanhr}{2}\right)^{\frac{n1}{2}}H_{n1}^{(p)}(\chi )e^{tanhra^2/2}|0,$$
(29)
we will have

$`|r,n={\displaystyle \frac{1}{\sqrt{[n]}}}\left(coshra^{}+sinhra\right)|r,n1`$
$`={\displaystyle \frac{(sechr)^{p/2}}{\sqrt{[n]!}}}\left({\displaystyle \frac{tanhr}{2}}\right)^{\frac{n1}{2}}coshra^{}H_{n1}^{(p)}(\chi )e^{tanhra^2/2}|0`$
$`+{\displaystyle \frac{(sechr)^{p/2}}{\sqrt{[n]!}}}\left({\displaystyle \frac{tanhr}{2}}\right)^{\frac{n1}{2}}sinhre^{tanhra^2/2}(atanhra^{})`$
$`\times H_{n1}^{(p)}(\chi )|0.`$ (30)
By use of the relations

$`[a,a^n]`$ $`=`$ $`a^{n1}\left(n+{\displaystyle \frac{p1}{2}}(1()^n)R\right),`$
$`[a^{},a^n]`$ $`=`$ $`a^{n1}\left(n+{\displaystyle \frac{p1}{2}}(1()^n)R\right),`$ (31)
where $`R`$ is a reflection operator (see eq.(38)), it is easily to find that

$$aH_{n1}^{(p)}(\chi )|0=\frac{2[n1]}{i\sqrt{sinh\mathrm{\hspace{0.17em}2}r}}H_{n2}^{(p)}(\chi )|0.$$
(32)
Substituting eq.(32) into (30), we obtain

$`|r,n`$ $`=`$ $`{\displaystyle \frac{(sechr)^{p/2}}{\sqrt{[n]!}}}\left({\displaystyle \frac{tanhr}{2}}\right)^{n/2}\left(2\chi H_{n1}^{(p)}(\chi )2[n1]H_{n2}^{(p)}(\chi )\right)`$ (33)
$`\times e^{tanhra^2/2}|0.`$
At last, by virtue of a recursion relation for the deformed Hermite polynomials (see the appendix)

$$H_{n+1}^{(p)}(x)2xH_n^{(p)}(x)+2[n]H_{n1}^{(p)}(x)=0,$$
(34)
eq.(26) is proved.

## 4 Excitations on a parabose squeezed vacuum state

In this section we consider the excitations on a parabose squeezed vacuum state which defined by

$$||n,r=a^n|0,r,$$
(35)
where $`|0,r=S(r)|0`$ is the parabose squeezed vacuum state. It is easily to see that $`|0,r`$ is normalized, however, the states $`||n,r`$ have not been normalized. We would like to point out that the states $`||n,r`$ may be normalized in terms of the deformed Legendre polynomials $`P_n^{(p)}(x)`$ (see the appendix) as

$$n,r||n,r=[n]!(coshr)^nP_n^{(p)}(coshr).$$
(36)
We prove eq.(36) by induction again. Firstly, we have

$`a|0,r`$ $`=`$ $`(sechr)^{p/2}ae^{tanhra^2/2}|0`$ (37)
$`=`$ $`(sechr)^{p/2}e^{tanhra^2/2}(atanhra^{})|0`$
$`=`$ $`tanhra^{}|0,r.`$
By virtue of the so-called $`R`$-deformed Heisenberg algebra , one can rewrite the trilinear commutation relations (2) as

$$[a,a^{}]=1+(p1)R,\{R,a\}=\{R,a^{}\}=0,R^2=1,$$
(38)
where $`R`$ is the reflection operator. Using the $`R`$-deformed commutation relation (38) and noticing that $`R|0=|0`$, we find

$$1,r||1,r=0,r|aa^{}|0,r=0,r|\left(1+a^{}a+(p1)R\right)|0,r$$

$$=p+tanh^2r1,r||1,r=[1]!coshrP_1^{(p)}(coshr).$$
(39)
Then supposing eq.(36) is true for $`mn`$, that is,

$$m1,r||m1,r=[m1]!(coshr)^{m1}P_{m1}^{(p)}(coshr),$$
(40)
we show that eq.(36) works. In fact, using eq.(31) we have

$`n,r||n,r=0,r|a^{n1}aa^{}a^{(n1)}|0,r`$
$`=0,r|a^{n1}\left(1+a^{}a+(p1)R\right)a^{(n1)}|0,r`$
$`=n1,r||n1,r+(p1)()^{n1}n1,r||n1,r`$
$`+0,r|\left(a^{}a^{n1}+[n1]a^{n2}\right)\left(a^{(n1)}a+[n1]a^{(n2)}\right)|0,r`$
$`=tanh^2rn,r||n,r[n1]^2n2,r||n2,r`$
$`+\left(2[n1]+1+(p1)()^{n1}\right)n1,r||n1,r,`$ (41)
or

$`n,r||n,r=cosh^2r[n1]^2n2,r||n2,r`$
$`+cosh^2r\left(2[n1]+1+(p1)()^{n1}\right)n1,r||n1,r.`$ (42)
Substituting (40) into (42), we get

$`n,r||n,r=cosh^nr[n1]![n1]P_{n2}^{(p)}(coshr)`$
$`+cosh^{n+1}r[n1]!\left(2[n1]+1+(p1)()^{n1}\right)P_{n1}^{(p)}(coshr).`$ (43)
Noticing that $`2[n1]+1+(p1)()^{n1}=[2n1]`$ and using the following recursion relation for $`P_n^{(p)}(x)`$ (see the appendix),

$$[n+1]P_{n+1}^{(p)}(x)[2n+1]xP_n^{(p)}(x)+[n]P_{n1}^{(p)}(x)=0,$$
(44)
we finally arrive at eq.(36). Thus we see that the deformed Legendre polynomials indeed can be used to normalize the excitation states on a squeezed vacuum state for a single parabose mode.

In summary, in this letter, we generalize some interesting results from the ordinary Bose statistics to the parabose statistics which are related to the squeezed operator. In these generalizations, some deformed polynomials and the relevant recursion relations are used which will be defined and explained in the appendix.

## Appendix

### Deformations of ordinary Hermite and Legendre polynomials

In order to explain the definitions and properties of the new kind of deformation of the ordinary Hermire polynomials and Legendre polynomials, let us introduce a kind of deformation of the ordinary derivative operator, which was proposed for developing coordinate representation theory of parabose system . The deformed derivative operator $`D`$ is defined by

$`Df(x)`$ $``$ $`{\displaystyle \frac{D}{Dx}}f(x)={\displaystyle \frac{d}{dx}}f(x)+{\displaystyle \frac{p1}{2x}}(1R)f(x)`$ (45)
$`=`$ $`df(x)+{\displaystyle \frac{p1}{2x}}(f(x)f(x)),`$
where $`df=df/dx`$ and $`R`$ is the reflection operator which has a property $`Rf(x)=f(x)`$ for any $`x`$ dependent function $`f(x)`$. Let us consider solutions of a second-order differential equation based on the deformed derivative operator $`D`$

$$D^2f(x)2xDf(x)+\mu f(x)=0.$$
(46)
When the parameter $`\mu `$ takes eigenvalues $`\mu =2[n],n=0,1,2,3,\mathrm{}`$, for each given parastatistics order $`p`$, eq.(46) has the following solutions

$$H_n^{(p)}(x)=[n]!\underset{k=0}{\overset{[n/2]^{^{}}}{}}\frac{()^k(2x)^{n2k}}{k![n2k]!},$$
(47)
where $`[k]^{^{}}`$ in the above of $``$ stands for the largest integer smaller than or equal to $`k`$. We call polynomials (47) the deformed Hermite polynomials because when $`p1`$ (47) will reduce to the ordinary Hermite polynomials. The first few of $`H_n^{(p)}(x)`$ have the following explicit forms

$`H_0^{(p)}(x)=1,H_1^{(p)}(x)=2x,H_2^{(p)}(x)=4x^2[2]!`$
$`H_3^{(p)}(x)=8x^34[3]x,\mathrm{}`$ (48)
In terms of the deformed operator $`D`$, $`H_n^{(p)}(x)`$ also have its differential form

$$H_n^{(p)}(x)=()^ne^{x^2}D^ne^{x^2}.$$
(49)
The generating function of $`H_n^{(p)}(x)`$ is

$$e^{t^2}E(2tx)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{t^n}{[n]!}H_n^{(p)}(x).$$
(50)
There are some definite relations between neighbouring $`H_n^{(p)}(x)`$ and their derivatives. The main recursion relations are the following two:

$$DH_n^{(p)}(x)2[n]H_{n1}^{(p)}(x)=0,$$
(51)
$$H_{n+1}^{(p)}(x)2xH_n^{(p)}(x)+2[n]H_{n1}^{(p)}(x)=0.$$
(52)
Another second-order differential equation also based on the deformed operator $`D`$

$$(1x^2)D^2f(x)2xDf(x)+\mu f(x)=0$$
(53)
will lead to the notion of the deformed Legendre polynomials when $`\mu =[n][n+1],n=0,1,2,3,\mathrm{}`$,

$$P_n^{(p)}(x)=\underset{k=0}{\overset{[n/2]^{^{}}}{}}\frac{()^k[2n2k]!x^{n2k}}{2^nk!(nk)![n2k]!}.$$
(54)
The first few of $`P_n^{(p)}(x)`$ are

$`P_0^{(p)}(x)=1,P_1^{(p)}(x)=x,P_2^{(p)}(x)={\displaystyle \frac{1}{2}}([3]x^2[1]),`$
$`P_3^{(p)}(x)={\displaystyle \frac{1}{2}}([5]x^3[3]x),\mathrm{}.`$ (55)
A defferential expression for $`P_n^{(p)}(x)`$ is

$$P_n^{(p)}(x)=\frac{1}{2^nn!}D^n(x^21)^n.$$
(56)
The main recursion relations of $`P_n^{(p)}(x)`$ are

$$[n+1]P_{n+1}^{(p)}(x)[2n+1]xP_n^{(p)}(x)+[n]P_{n1}^{(p)}(x)=0,$$
(57)
$$DP_{n+1}^{(p)}(x)xDP_n^{(p)}(x)[n+1]P_n^{(p)}(x)=0,$$
(58)
$$xDP_n^{(p)}(x)DP_{n1}^{(p)}(x)[n]P_n^{(p)}(x)=0,$$
(59)
$$DP_{n+1}^{(p)}(x)DP_{n1}^{(p)}(x)[2n+1]P_n^{(p)}(x)=0,$$
(60)
$$(x^21)DP_n^{(p)}(x)[n]xP_n^{(p)}(x)+[n]P_{n1}^{(p)}(x)=0.$$
(61)
Note added in proof. The authors would like to thank one of the referees for drawing to their attention a paper by Saxena and Mehta , in which the parabose squeezed vacuum state wes discussed, and in the present work the excitations on the parabose squeezed vacuum state was considered and normalized in terms of a new kind of deformed Legendre polynomials.


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# Untitled Document

Hyperbolic Systems of Conservation Laws

in One Space Dimension

Alberto Bressan* S.I.S.S.A., Via Beirut 4, Trieste 34014, Italy. E-mail: bressan@sissa.it

Abstract

Aim of this paper is to review some basic ideas and recent developments in the theory of strictly hyperbolic systems of conservation laws in one space dimension. The main focus will be on the uniqueness and stability of entropy weak solutions and on the convergence of vanishing viscosity approximations.

2000 Mathematics Subject Classification: 35L60, 35L65.

Keywords and Phrases: Hyperbolic system of conservation laws, Entropy weak solution, Vanishing viscosity.

1. Introduction

By a system of conservation laws in $`m`$ space dimensions we mean a first order system of partial differential equations in divergence form:

$$\frac{}{t}U+\underset{\alpha =1}{\overset{m}{}}\frac{}{x_\alpha }F_\alpha (U)=0,UIR^n,(t,x)IR\times IR^m.$$

The components of the vector $`U=(U_1,\mathrm{},U_n)`$ are the conserved quantities. Systems of this type express the balance equations of continuum physics, when small dissipation effects are neglected. A basic example is provided by the equations of non-viscous gases, accounting for the conservation of mass, momentum and energy. The subject is thus very classical, having a long tradition which can be traced back to Euler (1755) and includes contributions by Stokes, Riemann, Weyl and Von Neumann, among several others. The continued attention of analysts and mathematical physicists during the span of over two centuries, however, has not accounted for a comprehensive mathematical theory. On the contrary, as remarked in \[Lx2\], \[D2\], \[S2\], the field is still replenished with challenging open problems. In several space dimensions, not even the global existence of solutions is presently known, in any significant degree of generality. Until now, most of the analysis has been concerned with the one-dimensional case, and it is only here that basic questions could be settled. In the remainder of this paper we shall thus consider systems in one space dimension, referring to the books of Majda \[M\], Serre \[S1\] or Dafermos \[D3\] for a discussion of the multidimensional case.

Toward a rigorous mathematical analysis of solutions, the main difficulty that one encounters is the lack of regularity. Due to the strong nonlinearity of the equations and the absence of diffusion terms with smoothing effect, solutions which are initially smooth may become discontinuous within finite time. In the presence of discontinuities, most of the classical tools of differential calculus do not apply. Moreover, for general $`n\times n`$ systems, the powerful techniques of functional analysis cannot be used. In particular, solutions cannot be represented as fixed points of a nonlinear transformation, or in variational form as critical points of a suitable functional. Dealing with vector valued functions, comparison arguments based on upper and lower solutions do not apply either. Up to now, the theory of conservation laws has progressed largely by ad hoc methods. A survey of these techniques is the object of the present paper. The Cauchy problem for a system of conservation laws in one space dimension takes the form

$$u_t+f(u)_x=0,$$
$`(1.1)`$
$$u(0,x)=\overline{u}(x).$$
$`(1.2)`$
Here $`u=(u_1,\mathrm{},u_n)`$ is the vector of conserved quantities, while the components of $`f=(f_1,\mathrm{},f_n)`$ are the fluxes. We shall always assume that the flux function $`f:IR^nIR^n`$ is smooth and that the system is strictly hyperbolic, i. e., at each point $`u`$ the Jacobian matrix $`A(u)=Df(u)`$ has $`n`$ real, distinct eigenvalues

$$\lambda _1(u)<\mathrm{}<\lambda _n(u).$$
$`(1.3)`$
As already mentioned, a distinguished feature of nonlinear hyperbolic systems is the possible loss of regularity. Even with smooth initial data, it is well known that the solution can develop shocks in finite time. Therefore, solutions defined globally in time can only be found within a space of discontinuous functions. The equation (1.1) must then be interpreted in distributional sense. A vector valued function $`u=u(t,x)`$ is a weak solution of (1.1) if

$$\left[u\varphi _t+f(u)\varphi _x\right]𝑑x𝑑t=0$$
$`(1.4)`$
for every test function $`\varphi 𝒞_c^1`$, continuously differentiable with compact support. In particular, the piecewise constant function

$$u(t,x)\{\begin{array}{cc}u^{}\hfill & \text{if }x<\lambda t\text{,}\hfill \\ u^+\hfill & \text{if }x>\lambda t\text{,}\hfill \end{array}$$
$`(1.5)`$
is a weak solution of (1.1) if and only if the left and right states $`u^{},u^+`$ and the speed $`\lambda `$ satisfy the famous Rankine-Hugoniot equations

$$f(u^+)f(u^{})=\lambda (u^+u^{}).$$
$`(1.6)`$
When discontinuities are present, the weak solution of a Cauchy problem may not be unique. To single out a unique “good” solution, additional entropy conditions are usually imposed along shocks \[Lx1\], \[L3\]. These conditions often have a physical motivation, characterizing those solutions which can be recovered from higher order models, letting the diffusion or dispersion coefficients approach zero (see \[D3\]). In one space dimension, the mathematical theory of hyperbolic systems of conservation laws has developed along two main lines. 1. The $`BV`$ setting, pioneered by Glimm (1965). Solutions are here constructed within a space of functions with bounded variation, controlling the $`BV`$ norm by a wave interaction potential. 2. The $`𝐋^{\mathrm{}}`$ setting, introduced by DiPerna (1983), based on weak convergence and a compensated compactness argument. Both approaches yield results on the global existence of weak solutions. However, it is only in the $`BV`$ setting that the well posedness of the Cauchy problem could recently be proved, as well as the stability and convergence of vanishing viscosity approximations. On the other hand, a counterexample in \[BS\] indicates that similar results cannot be expected, in general, for solutions in $`𝐋^{\mathrm{}}`$. In the remainder of this paper we thus concentrate on the theory of $`BV`$ solutions, referring to \[DP2\] or \[S1\] for the alternative approach based on compensated compactness.

We shall first review the main ideas involved in the construction of weak solutions, based on the Riemann problem and the wave interaction functional. We then present more recent results on stability, uniqueness and characterization of entropy weak solutions. All this material can be found in the monograph \[B3\]. The last section contains an outline of the latest work on stability and convergence of vanishing viscosity approximations.

2. Existence of weak solutions

Toward the construction of more general solutions of (1.1), the basic building block is the Riemann problem, i.e. the initial value problem where the data are piecewise constant, with a single jump at the origin:

$$u(0,x)=\{\begin{array}{cc}u^{}\hfill & \text{if }x<0\text{,}\hfill \\ u^+\hfill & \text{if }x>0\text{.}\hfill \end{array}$$
$`(2.1)`$
Assuming that the amplitude $`|u^+u^{}|`$ of the jump is small, this problem was solved in a classical paper of Lax \[Lx1\], under the additional hypothesis

(H) For each $`i=1,\mathrm{},n`$, the $`i`$-th field is either genuinely nonlinear, so that $`D\lambda _i(u)r_i(u)>0`$ for all $`u`$, or linearly degenerate, with $`D\lambda _i(u)r_i(u)=0`$ for all $`u`$. The solution is self-similar: $`u(t,x)=U(x/t)`$. It consists of $`n+1`$ constant states $`\omega _0=u^{}`$, $`\omega _1,\mathrm{},\omega _n=u^+`$ (see Fig. 1). Each couple of adiacent states $`\omega _{i1}`$, $`\omega _i`$ is separated either by a shock (the thick lines in Fig. 1) satisfying the Rankine Hugoniot equations, or else by a centered rarefaction. In this second case, the solution $`u`$ varies continuously between $`\omega _{i1}`$ and $`\omega _i`$ in a sector of the $`t`$-$`x`$-plane (the shaded region in Fig. 1) where the gradient $`u_x`$ coincides with an $`i`$-eigenvector of the matrix $`A(u)`$.

Figure 1 Figure 2

Approximate solutions to a more general Cauchy problem can be constructed by patching together several solutions of Riemann problems. In the Glimm scheme (Fig. 2), one works with a fixed grid in the $`x`$-$`t`$ plane, with mesh sizes $`\mathrm{\Delta }x`$, $`\mathrm{\Delta }t`$. At time $`t=0`$ the initial data is approximated by a piecewise constant function, with jumps at grid points. Solving the corresponding Riemann problems, a solution is constructed up to a time $`\mathrm{\Delta }t`$ sufficiently small so that waves generated by different Riemann problems do not interact. By a random sampling procedure, the solution $`u(\mathrm{\Delta }t,)`$ is then approximated by a piecewise constant function having jumps only at grid points. Solving the new Riemann problems at every one of these points, one can prolong the solution to the next time interval $`[\mathrm{\Delta }t,2\mathrm{\Delta }t]`$, etc$`\mathrm{}`$

Figure 3

An alternative technique for contructing approximate solutions is by wave-front tracking (Fig. 3). This method was introduced by Dafermos \[D1\] in the scalar case and later developed by various authors \[DP1\], \[B1\], \[R\], \[BJ\]. It now provides an efficient tool in the study of general $`n\times n`$ systems of conservation laws, both for theoretical and numerical purposes \[B3\], \[HR\].

The initial data is here approximated with a piecewise constant function, and each Riemann problem is solved approximately, within the class of piecewise constant functions. In particular, if the exact solution contains a centered rarefaction, this must be approximated by a rarefaction fan, containing several small jumps. At the first time $`t_1`$ where two fronts interact, the new Riemann problem is again approximately solved by a piecewise constant function. The solution is then prolonged up to the second interaction time $`t_2`$, where the new Riemann problem is solved, etc$`\mathrm{}`$ The main difference is that in the Glimm scheme one specifies a priori the nodal points where the the Riemann problems are to be solved. On the other hand, in a solution constructed by wave-front tracking the locations of the jumps and of the interaction points depend on the solution itself, and no restarting procedure is needed.

In the end, both algorithms produce a sequence of approximate solutions, whose convergence relies on a compactness argument based on uniform bounds on the total variation. We sketch the main idea involved in these a priori BV bounds. Consider a piecewise constant function $`u:IRIR^n`$, say with jumps at points $`x_1<x_2<\mathrm{}<x_N`$. Call $`\sigma _\alpha `$ the amplitude of the jump at $`x_\alpha `$. The total strength of waves is then defined as

$$V(u)\underset{\alpha }{}|\sigma _\alpha |.$$
$`(2.2)`$
Clearly, this is an equivalent way to measure the total variation. Along a solution $`u=u(t,x)`$ constructed by front tracking, the quantity $`V(t)=V\left(u(t,)\right)`$ may well increase at interaction times. To provide global a priori bounds, following \[G\] one introduces a wave interaction potential, defined as

$$Q(u)=\underset{(\alpha ,\beta )𝒜}{}|\sigma _\alpha \sigma _\beta |,$$
$`(2.3)`$
where the summation runs over the set $`𝒜`$ of all couples of approaching waves. Roughly speaking, we say that two wave-fronts located at $`x_\alpha <x_\beta `$ are approaching if the one at $`x_\alpha `$ has a faster speed than the one at $`x_\beta `$ (hence the two fronts are expected to collide at a future time). Now consider a time $`\tau `$ where two incoming wave-fronts interact, say with strengths $`\sigma `$, $`\sigma ^{}`$ (for example, take $`\tau =t_1`$ in Fig. 3). The difference between the outgoing waves emerging from the interaction and the two incoming waves $`\sigma ,\sigma ^{}`$ is of magnitude $`𝒪(1)|\sigma \sigma ^{}|`$. On the other hand, after time $`\tau `$ the two incoming waves are no longer approaching. This accounts for the decrease of the functional $`Q`$ in (2.3) by the amount $`|\sigma \sigma ^{}|`$. Observing that the new waves generated by the interaction could approach all other fronts, the change in the functionals $`V,Q`$ across the interaction time $`\tau `$ is estimated as

$$\mathrm{\Delta }V(\tau )=𝒪(1)|\sigma \sigma ^{}|,\mathrm{\Delta }Q(\tau )=|\sigma \sigma ^{}|+𝒪(1)|\sigma \sigma ^{}|V(\tau ).$$

If the initial data has small total variation, for a suitable constant $`C_0`$ the quantity

$$\mathrm{{\rm Y}}(t)V\left(u(t,)\right)+C_0Q\left(u(t,)\right)$$

is monotone decreasing in time. This argument provides the uniform BV bounds on all approximate solutions. Using Helly’s compactness theorem, one obtains the convergence of a subsequence of approximate solutions, and hence the global existence of a weak solution. Theorem 1. Let the system (1.1) be strictly hyperbolic and satisfy the assumptions (H). Then, for a sufficiently small $`\delta >0`$ the following holds. For every initial condition $`\overline{u}`$ with

$$\overline{u}_𝐋^{\mathrm{}}<\delta ,\text{Tot.Var.}\{\overline{u}\}<\delta ,$$
$`(2.4)`$
the Cauchy problem has a weak solution, defined for all times $`t0`$. This result is based on careful analysis of solutions of the Riemann problem and on the use of a quadratic interaction functional (2.3) to control the creation of new waves. These techniques also provided the basis for subsequent investigations of Glimm and Lax \[GL\] and Liu \[L2\] on the asymptotic behavior of weak solutions as $`t\mathrm{}`$.

3. Stability

The previous existence result relied on a compactness argument which, by itself, does not provide informations on the uniqueness of solutions. A first understanding of the dependence of weak solutions on the initial data was provided by the analysis of front tracking approximations. The idea is to perturb the initial data by shifting the position of one of the jumps, say from $`x`$ to a nearby point $`x^{}`$ (see Fig. 3). By carefully estimating the corresponding shifts in the positions of all wave-fronts at a later time $`t`$, one obtains a bound on the $`𝐋^1`$ distance between the original and the perturbed approximate solution. After much technical work, this approach yielded a proof of the Lipschitz continuous dependence of solutions on the initial data, first in \[BC1\] for $`2\times 2`$ systems, then in \[BCP\] for general $`n\times n`$ systems. Theorem 2. Let the system (1.1) be strictly hyperbolic and satisfy the assumptions (H). Then, for every initial data $`\overline{u}`$ satisfying (2.4) the weak solution obtained as limit of Glimm or front tracking approximations is unique and depends Lipschitz continuously on the initial data, in the $`𝐋^1`$ distance. These weak solutions can thus be written in the form $`u(t,)=S_t\overline{u}`$, as trajecories of a semigroup $`S:𝒟\times [0,\mathrm{}[𝒟`$ on some domain $`𝒟`$ containing all functions with sufficiently small total variation. For some Lipschitz constants $`L,L^{}`$ one has

$$S_t\overline{u}S_s\overline{v}_{𝐋^1}L\overline{u}\overline{v}_{𝐋^1}+L^{}|ts|,$$
$`(3.1)`$
for all $`t,s0`$ and initial data $`\overline{u},\overline{v}𝒟`$. An alternative proof of Theorem 2 was later achieved by a technique introduced by Liu and Yang in \[LY\] and presented in \[BLY\] in its final form. The heart of the matter is to construct a nonlinear functional, equivalent to the $`𝐋^1`$ distance, which is decreasing in time along every pair of solutions. We thus seek $`\mathrm{\Phi }=\mathrm{\Phi }(u,v)`$ and a constant $`C`$ such that

$$\frac{1}{C}vu_{𝐋^1}\mathrm{\Phi }(u,v)Cvu_{𝐋^1},$$
$`(3.2)`$
$$\frac{d}{dt}\mathrm{\Phi }(u(t),v(t))0.$$
$`(3.3)`$
Figure 4

In connection with piecewise constant functions $`u,v:IRIR^n`$ generated by a front tracking algorithm, this functional can be defined as follows (Fig. 4). At each point $`x`$, we connect the states $`u(x)`$, $`v(x)`$ by means of $`n`$ shock curves. In other words, we construct intermediate states $`\omega _0=u(x),\omega _1,\mathrm{},\omega _n=v(x)`$ such that each pair $`\omega _{i1},\omega _i`$ is connected by an $`i`$-shock. These states can be uniquely determined by the implicit function theorem. Call $`q_1,\mathrm{},q_n`$, the strengths of these shocks. We regard $`q_i(x)`$ as the $`i`$-th scalar component of the jump $`(u(x),v(x))`$. For some constant $`C^{}`$, one clearly has

$$\frac{1}{C^{}}\left|v(x)u(x)\right|\underset{i=1}{\overset{n}{}}\left|q_i(x)\right|C^{}\left|v(x)u(x)\right|.$$
$`(3.4)`$
The functional $`\mathrm{\Phi }`$ is now defined as

$$\mathrm{\Phi }(u,v)\underset{i=1}{\overset{n}{}}_{\mathrm{}}^{\mathrm{}}W_i(x)\left|q_i(x)\right|𝑑x,$$
$`(3.5)`$
where the weights $`W_i`$ take the form

$$\begin{array}{cc}\hfill W_i(x)1& +\kappa _1[\text{total strength of waves in }u\text{ and in }v\hfill \\ & \text{which approach the }i\text{-wave}q_i(x)]\hfill \\ & +\kappa _2\left[\text{wave interaction potentials of }u\text{ and of }v\right]\hfill \\ \hfill 1& +\kappa _1V_i(x)+\kappa _2\left[Q(u)+Q(v)\right]\hfill \end{array}$$
$`(3.6)`$
for suitable constants $`\kappa _1,\kappa _2`$. Notice that, by construction, $`q_i(x)`$ represents the strength of a fictitious shock wave located at $`x`$, travelling with a speed $`\lambda _i(x)`$ determined by the Rankine-Hugoniot equations. In (3.6), it is thus meaningful to consider the quantity

$$V_i(x)\underset{\alpha 𝒜_i(x)}{}|\sigma _\alpha |,$$

where the summation extends to all wave-fronts $`\sigma _\alpha `$ in $`u`$ and in $`v`$ which are approaching the $`i`$-shock $`q_i(x)`$. From (3.4) and the boundedness of the weights $`W_i`$, one easily derives (3.2). By careful estimates on the Riemann problem, one can prove that also (3.3) is approximately satisfied. In the end, by taking a limit of front tracking approximations, one obtains Theorem 2. For general $`n\times n`$ systems, in (3.1) one finds a Lipschitz constant $`L>1`$. Indeed, it is only in the scalar case that the semigroup is contractive and the theory of accretive operators and abstract evolution equations in Banach spaces can be applied, see \[K\], \[C\]. We refer to the flow generated by a system of conservation laws as a Riemann semigroup, because it is entirely determined by specifying how Riemann problems are solved. As proved in \[B2\], if two semigroups $`S,S^{}`$ yield the same solutions to all Riemann problems, then they coincide, up to the choice of their domains. From (3.1) one can deduce the error bound

$$w(T)S_Tw(0)_{𝐋^1}L_0^T\left\{\underset{h0+}{lim\; inf}\frac{w(t+h)S_hw(t)_{𝐋^1}}{h}\right\}𝑑t,$$
$`(3.7)`$
valid for every Lipschitz continuous map $`w:[0,T]𝒟`$ taking values inside the domain of the semigroup. We can think of $`tw(t)`$ as an approximate solution of (1.1), while $`tS_tw(0)`$ is the exact solution having the same initial data. According to (3.7), the distance at time $`T`$ is bounded by the integral of an instantaneous error rate, amplified by the Lipschitz constant $`L`$ of the semigroup. Using (3.7), one can estimate the distance between a front tracking approximation and the corresponding exact solution. For approximate solutions constructed by the Glimm scheme, a direct application of this same formula is not possible because of the additional errors introduced by the restarting procedures at times $`t_kk\mathrm{\Delta }t`$. However, relying on a careful analysis of Liu \[L1\], one can construct a front tracking approximate solution having the same initial and terminal values as the Glimm solution. By this technique, in \[BM\] the authors proved the estimate

$$\underset{\mathrm{\Delta }x0}{lim}\frac{u^{\mathrm{Glimm}}(T,)u^{\mathrm{exact}}(T,)_{𝐋^1}}{\sqrt{\mathrm{\Delta }x}|\mathrm{ln}\mathrm{\Delta }x|}=0.$$
$`(3.8)`$
In other words, letting the mesh sizes $`\mathrm{\Delta }x,\mathrm{\Delta }t0`$ while keeping their ratio $`\mathrm{\Delta }x/\mathrm{\Delta }t`$ constant, the $`𝐋^1`$ norm of the error in the Glimm approximate solution tends to zero at a rate slightly slower than $`\sqrt{\mathrm{\Delta }x}`$.

4. Uniqueness

The uniqueness and stability results stated in Theorem 2 refer to a special class of weak solutions: those obtained as limits of Glimm or front tracking approximations. For several applications, it is desirable to have a uniqueness theorem valid for general weak solutions, without reference to any particular constructive procedure. Results in this direction were proved in \[BLF\], \[BG\], \[BLe\]. They are all based on the error formula (3.7). In the proofs, one considers a weak solution $`u=u(t,x)`$ of the Cauchy problem (1.1)–(1.2). Assuming that $`u`$ satisfies suitable entropy and regularity conditions, one shows that

$$\underset{h0+}{lim\; inf}\frac{u(t+h)S_hu(t)_{𝐋^1}}{h}=0$$
$`(4.1)`$
at almost every time $`t`$. By (3.7), $`u`$ thus coincides with the semigroup trajectory $`tS_tu(0)=S_t\overline{u}`$. Of course, this implies uniqueness. As an example, we state below the result of \[BLe\]. Consider the following assumptions:

(A1) (Conservation Equations) The function $`u=u(t,x)`$ is a weak solution of the Cauchy problem (1.1)–(1.2), taking values within the domain $`𝒟`$ of the semigroup $`S`$. More precisely, $`u:[0,T]𝒟`$ is continuous w.r.t. the $`𝐋^1`$ distance. The initial condition (1.2) holds, together with

$$\left[u\varphi _t+f(u)\varphi _x\right]𝑑x𝑑t=0$$

for every $`𝒞^1`$ function $`\varphi `$ with compact support contained inside the open strip $`]0,T[\times IR`$.

(A2) (Lax Entropy Condition) Let $`u`$ have an approximate jump discontinuity at some point $`(\tau ,\xi )]0,T[\times IR`$. In other words, assume that there exists states $`u^{},u^+\mathrm{\Omega }`$ and a speed $`\lambda IR`$ such that, calling

$$U(t,x)\{\begin{array}{cc}u^{}\hfill & \text{if }x<\xi +\lambda (t\tau )\text{,}\hfill \\ u^+\hfill & \text{if }x>\xi +\lambda (t\tau )\text{,}\hfill \end{array}$$
$`(4.2)`$
there holds

$$\underset{\rho 0+}{lim}\frac{1}{\rho ^2}_{\tau \rho }^{\tau +\rho }_{\xi \rho }^{\xi +\rho }\left|u(t,x)U(t,x)\right|𝑑x𝑑t=0.$$
$`(4.3)`$
Then, for some $`i\{1,\mathrm{},n\}`$, one has the entropy inequality:

$$\lambda _i(u^{})\lambda \lambda _i(u^+).$$
$`(4.4)`$
(A3) (Bounded Variation Condition) The function $`xu(\tau (x),x)`$ has bounded variation along every Lipschitz continuous space-like curve $`\left\{t=\tau (x)\right\}`$, which satisfies $`|d\tau /dx|<\delta `$ a.e., for some constant $`\delta >0`$ small enough. Theorem 3. Let $`u=u(t,x)`$ be a weak solution of the Cauchy problem (1.1)–(1.2) satisfying the assumptions (A1), (A2) and (A3). Then

$$u(t,)=S_t\overline{u}$$
$`(4.5)`$
for all $`t`$. In particular, the solution that satisfies the three above conditions is unique. An additional characterization of these unique solutions, based on local integral estimates, was given in \[B2\]. The underlying idea is as follows. In a forward neighborhood of a point $`(\tau ,\xi )`$ where $`u`$ has a jump, the weak solution $`u`$ behaves much in the same way as the solution of the corresponding Riemann problem. On the other hand, on a region where its total variation is small, our solution $`u`$ can be accurately approximated by the solution of a linear hyperbolic system with constant coefficients.

To state the result more precisely, we introduce some notations. Given a function $`u=u(t,x)`$ and a point $`(\tau ,\xi )`$, we denote by $`U_{(u;\tau ,\xi )}^{\mathrm{}}`$ the solution of the Riemann problem with initial data

$$u^{}=\underset{x\xi }{lim}u(\tau ,x),u^+=\underset{x\xi +}{lim}u(\tau ,x).$$
$`(4.6)`$
In addition, we define $`U_{(u;\tau ,\xi )}^{\mathrm{}}`$ as the solution of the linear hyperbolic Cauchy problem with constant coefficients

$$w_t+\widehat{A}w_x=0,w(0,x)=u(\tau ,x).$$
$`(4.7)`$
Here $`\widehat{A}A\left(u(\tau ,\xi )\right)`$. Observe that (4.7) is obtained from the quasilinear system

$$u_t+A(u)u_x=0(A=Df)$$
$`(4.8)`$
by “freezing” the coefficients of the matrix $`A(u)`$ at the point $`(\tau ,\xi )`$ and choosing $`u(\tau )`$ as initial data. A new notion of “good solution” can now be introduced, by locally comparing a function $`u`$ with the self-similar solution of a Riemann problem and with the solution of a linear hyperbolic system with constant coefficients. More precisely, we say that a function $`u=u(t,x)`$ is a viscosity solution of the system (1.1) if $`tu(t,)`$ is continuous as a map with values into $`𝐋_{\mathrm{loc}}^1`$, and moreover the following integral estimates hold. (i) At every point $`(\tau ,\xi )`$, for every $`\beta ^{}>0`$ one has

$$\underset{h0+}{lim}\frac{1}{h}_{\xi \beta ^{}h}^{\xi +\beta ^{}h}\left|u(\tau +h,x)U_{(u;\tau ,\xi )}^{\mathrm{}}(h,x\xi )\right|𝑑x=0.$$
$`(4.9)`$
(ii) There exist constants $`C,\beta >0`$ such that, for every $`\tau 0`$ and $`a<\xi <b`$, one has

$$\underset{h0+}{lim\; sup}\frac{1}{h}_{a+\beta h}^{b\beta h}|u(\tau +h,x)U_{(u;\tau ,\xi )}^{\mathrm{}}(h,x)|dxC(\text{Tot.Var.}\{u(\tau );]a,b[\})^2.$$
$`(4.10)`$
As proved in \[B2\], this concept of viscosity solution completely characterizes semigroup trajectories. Theorem 4. Let $`S:𝒟\times [0,\mathrm{}[\times 𝒟`$ be a semigroup generated by the system of conservation laws (1.1). A function $`u:[0,T]𝒟`$ is a viscosity solution of (1.1) if and only if $`u(t)=S_tu(0)`$ for all $`t[0,T]`$.

5. Vanishing viscosity approximations

A natural conjecture is that the entropic solutions of the hyperbolic system (1.1) actually coincide with the limits of solutions to the parabolic system

$$u_t^\epsilon +f(u^\epsilon )_x=\epsilon u_{xx}^\epsilon ,$$
$`(5.1)`$
letting the viscosity coefficient $`\epsilon 0`$. In view of the previous uniqueness results, one expects that the vanishing viscosity limit should single out the unique “good” solution of the Cauchy problem, satisfying the appropriate entropy conditions. In earlier literature, results in this direction were based on three main techniques: 1 - Comparison principles for parabolic equations. For a scalar conservation law, the existence, uniqueness and global stability of vanishing viscosity solutions was first established by Oleinik \[O\] in one space dimension. The famous paper by Kruzhkov \[K\] covers the more general class of $`𝐋^{\mathrm{}}`$ solutions and is also valid in several space dimensions. 2 - Singular perturbations. Let $`u`$ be a piecewise smooth solution of the $`n\times n`$ system (1.1), with finitely many non-interacting, entropy admissible shocks. In this special case, using a singular perturbation technique, Goodman and Xin \[GX\] constructed a family of solutions $`u^\epsilon `$ to (5.1), with $`u^\epsilon u`$ as $`\epsilon 0`$. 3 \- Compensated compactness. If, instead of a $`BV`$ bound, only a uniform bound on the $`𝐋^{\mathrm{}}`$ norm of solutions of (5.1) is available, one can still construct a weakly convergent subsequence $`u^\epsilon u`$. In general, we cannot expect that this weak limit satisfies the nonlinear equations (1.1). However, for a class of $`2\times 2`$ systems, in \[DP2\] DiPerna showed that this limit $`u`$ is indeed a weak solution of (1.1). The proof relies on a compensated compactness argument, based on the representation of the weak limit in terms of Young measures, which must reduce to a Dirac mass due to the presence of a large family of entropies. Since the main existence and uniqueness results for hyperbolic systems of conservation laws are valid within the space of BV functions, it is natural to seek uniform BV bounds also for the viscous approximations $`u^\epsilon `$ in (5.1). This is indeed the main goal accomplished in \[BB\]. As soon as these BV bounds are established, the existence of a vanishing viscosity limit follows by a standard compactness argument. The uniqueness of the limit can then be deduced from the uniqueness theorem in \[BG\]. By further analysis, one can also prove the continuous dependence on the initial data for the viscous approximations $`u^\epsilon `$, in the $`𝐋^1`$ norm. Remarkably, these results are valid for general $`n\times n`$ strictly hyperbolic systems, not necessarily in conservation form. Theorem 5. Consider the Cauchy problem for a strictly hyperbolic system with viscosity

$$u_t^\epsilon +A(u^\epsilon )u_x^\epsilon =\epsilon u_{xx}^\epsilon ,u^\epsilon (0,x)=\overline{u}(x).$$
$`(5.2)`$
Then there exist constants $`C,L,L^{}`$ and $`\delta >0`$ such that the following holds. If

$$\text{Tot.Var.}\{\overline{u}\}<\delta ,\overline{u}(x)_𝐋^{\mathrm{}}<\delta ,$$
$`(5.3)`$
then for each $`\epsilon >0`$ the Cauchy problem (5.2) has a unique solution $`u^\epsilon `$, defined for all $`t0`$. Adopting a semigroup notation, this will be written as $`tu^\epsilon (t,)S_t^\epsilon \overline{u}`$. In addition, one has:

$$\mathrm{𝐁𝐕}\mathrm{𝐛𝐨𝐮𝐧𝐝𝐬}:\text{Tot.Var.}\left\{S_t^\epsilon \overline{u}\right\}C\text{Tot.Var.}\{\overline{u}\}.$$
$`(5.4)`$
$$𝐋^1\mathrm{𝐬𝐭𝐚𝐛𝐢𝐥𝐢𝐭𝐲}:S_t^\epsilon \overline{u}S_t^\epsilon \overline{v}_{𝐋^1}L\overline{u}\overline{v}_{𝐋^1},$$
$`(5.5)`$
$$S_t^\epsilon \overline{u}S_s^\epsilon \overline{u}_{𝐋^1}L^{}\left(|ts|+\left|\sqrt{\epsilon t}\sqrt{\epsilon s}\right|\right).$$
$`(5.6)`$
Convergence. As $`\epsilon 0+`$, the solutions $`u^\epsilon `$ converge to the trajectories of a semigroup $`S`$ such that

$$S_t\overline{u}S_s\overline{v}_{𝐋^1}L\overline{u}\overline{v}_{𝐋^1}+L^{}|ts|.$$
$`(5.7)`$
These vanishing viscosity limits can be regarded as the unique vanishing viscosity solutions of the hyperbolic Cauchy problems

$$u_t+A(u)u_x=0,u(0,x)=\overline{u}(x).$$
$`(5.8)`$
In the conservative case where $`A(u)=Df(u)`$ for some flux function $`f`$, the vanishing viscosity solution is a weak solution of

$$u_t+f(u)_x=0,u(0,x)=\overline{u}(x),$$
$`(5.9)`$
satisfying the Liu admissibility conditions \[L3\]. Moreover, the vanishing viscosity solutions are precisely the same as the viscosity solutions defined at (4.9)–(4.10) in terms of local integral estimates. The key step in the proof is to establish a priori bounds on the total variation of solutions of

$$u_t+A(u)u_x=u_{xx}$$
$`(5.10)`$
uniformly valid for all times $`t[0,\mathrm{}[`$. We outline here the main ideas.

(i) At each point $`(t,x)`$ we decompose the gradient along a suitable basis of unit vectors $`\stackrel{~}{r}_i`$, say

$$u_x=v_i\stackrel{~}{r}_i.$$
$`(5.11)`$
(ii) We then derive an equation describing the evolution of these gradient components

$$v_{i,t}+(\stackrel{~}{\lambda }_iv_i)_xv_{i,xx}=\varphi _i.$$
$`(5.12)`$
(iii) Finally, we show that all source terms $`\varphi _i=\varphi _i(t,x)`$ are integrable. Hence, for all $`\tau >0`$,

$$v_i(\tau ,)_{𝐋^1}v_i(0,)_{𝐋^1}+_0^{\mathrm{}}_{IR}\left|\varphi _i(t,x)\right|𝑑x𝑑t<\mathrm{}.$$
$`(5.13)`$
In this connection, it seems natural to decompose the gradient $`u_x`$ along the eigenvectors of the hyperbolic matrix $`A(u)`$. This approach however does NOT work. In the case where the solution $`u`$ is a travelling viscous shock profile, we would obtain source terms which are not identically zero. Hence they are certainly not integrable over the domain $`\left\{t>0,xIR\right\}`$.

An alternative approach, proposed by S. Bianchini, is to decompose $`u_x`$ as a sum of gradients of viscous travelling waves. By a viscous travelling $`i`$-wave we mean a solution of (5.10) having the form

$$w(t,x)=U(x\sigma t),$$
$`(5.14)`$
where the speed $`\sigma `$ is close to the $`i`$-th eigenvalue $`\lambda _i`$ of the hyperbolic matrix $`A`$. Clearly, the function $`U`$ must provide a solution to the second order O.D.E.

$$U^{\prime \prime }=\left(A(U)\sigma \right)U^{}.$$
$`(5.15)`$
The underlying idea for the decomposition is as follows. At each point $`(t,x)`$, given $`(u,u_x,u_{xx})`$, we seek travelling wave profiles $`U_1,\mathrm{},U_n`$ such that

$$U_i(x)=u(x),i=1,\mathrm{},n,$$
$`(5.16)`$
$$\underset{i}{}U_i^{}(x)=u_x(x),\underset{i}{}U_i^{\prime \prime }(x)=u_{xx}(x).$$
$`(5.17)`$
In general, the system of algebraic equations (5.16)–(5.17) admits infinitely many solutions. A unique solution is singled out by considering only those travelling profiles $`U_i`$ that lie on a suitable center manifold $`_i`$. We now call $`\stackrel{~}{r}_i`$ the unit vector parallel to $`U_i^{}`$, so that $`U_i^{}=v_i\stackrel{~}{r}_i`$ for some scalar $`v_i`$. The decomposition (5.11) is then obtained from the first equation in (5.17).

Toward the BV estimate, the second part of the proof consists in deriving the equation (5.12) and estimating the integrals of the source terms $`\varphi _i`$. Here the main idea is that these source terms can be regarded as generated by wave interactions. In analogy with the hyperbolic case considered by Glimm \[G\], the total amount of these interactions can be controlled by suitable Lyapunov functionals. We describe here the main ones. 1. Consider first two independent, scalar diffusion equations with strictly different drifts:

$$\{\begin{array}{cc}\hfill z_t+\left[\lambda (t,x)z\right]_xz_{xx}& =0,\hfill \\ \hfill z_t^{}+\left[\lambda ^{}(t,x)z^{}\right]_xz_{xx}^{}& =0,\hfill \end{array}$$

assuming that

$$\underset{t,x}{inf}\lambda ^{}(t,x)\underset{t,x}{sup}\lambda (t,x)c>0.$$

We regard $`z`$ as the density of waves with a slow speed $`\lambda `$ and $`z^{}`$ as the density of waves with a fast speed $`\lambda ^{}`$. A transversal interaction potential is defined as

$$Q(z,z^{})\frac{1}{c}_{IR^2}K(x_2x_1)\left|z(x_1)\right|\left|z^{}(x_2)\right|𝑑x_1𝑑x_2,$$
$`(5.18)`$
$$K(y)\{\begin{array}{cc}e^{cy/2}\hfill & \text{if }y>0\text{,}\hfill \\ 1\hfill & \text{if }y0\text{.}\hfill \end{array}$$
$`(5.19)`$
One can show that this functional $`Q`$ is monotonically decreasing along every couple of solutions $`z,z^{}`$. The total amount of interaction between fast and slow waves can now be estimated as

$$\begin{array}{cc}\hfill _0^{\mathrm{}}_{IR}\left|z(t,x)\right|\left|z^{}(t,x)\right|& dxdt_0^{\mathrm{}}\left[\frac{d}{dt}Q(z(t),z^{}(t))\right]𝑑t\hfill \\ \hfill Q(z(0),z^{}(0))& \frac{1}{c}_{IR}\left|z(0,x)\right|𝑑x_{IR}\left|z^{}(0,x)\right|𝑑x.\hfill \end{array}$$

By means of Lyapunov functionals of this type one can control all source terms in (5.12) due to the interaction of waves of different families. 2. To control the interactions between waves of the same family, we seek functionals which are decreasing along every solution of a scalar viscous conservation law

$$u_t+g(u)_x=u_{xx}.$$
$`(5.20)`$
For this purpose, to a scalar function $`xu(x)`$ we associate the curve in the plane

$$\gamma \left(\begin{array}{c}u\\ g(u)u_x\end{array}\right)=\left(\begin{array}{c}\text{conserved quantity}\\ \text{flux}\end{array}\right).$$
$`(5.21)`$
In connection with a solution $`u=u(t,x)`$ of (5.20), the curve $`\gamma `$ evolves according to

$$\gamma _t+g^{}(u)\gamma _x=\gamma _{xx}.$$
$`(5.22)`$
Notice that the vector $`g^{}(u)\gamma _x`$ is parallel to $`\gamma `$, hence the presence of this term in (5.22) only amounts to a reparametrization of the curve, and does not affect its shape. The curve thus evolves in the direction of curvature. An obvious Lyapunov functional is the length of the curve. In terms of the variables

$$\gamma _x=\left(\begin{array}{c}v\\ w\end{array}\right)\left(\begin{array}{c}u_x\\ u_t\end{array}\right),$$
$`(5.23)`$
this length is given by

$$L(\gamma )|\gamma _x|𝑑x=\sqrt{v^2+w^2}𝑑x.$$
$`(5.24)`$
We can estimate the rate of decrease in the length as

$$\frac{d}{dt}L\left(\gamma (t)\right)=_{IR}\frac{|v|\left[(w/v)_x\right]^2}{\left(1+(w/v)^2\right)^{3/2}}𝑑x\frac{1}{(1+\delta ^2)^{3/2}}_{|w/v|\delta }|v|\left[(w/v)_x\right]^2𝑑x,$$
$`(5.25)`$
for any given constant $`\delta >0`$. This yields a useful a priori estimate on the integral on the right hand side of (5.25).

3. In connection with the same curve $`\gamma `$ in (5.21), we now introduce another functional, defined in terms of a wedge product.

$$Q(\gamma )\frac{1}{2}_{x<x^{}}\left|\gamma _x(x)\gamma _x(x^{})\right|𝑑x𝑑x^{}.$$
$`(5.26)`$
For any curve that moves in the plane in the direction of curvature, one can show that this functional is monotone decreasing and its decrease bounds the area swept by the curve: $`|dA|dQ`$.

Using (5.22)–(5.23) we now compute

$$\frac{dQ}{dt}\left|\frac{dA}{dt}\right|=|\gamma _t\gamma _x|𝑑x=|\gamma _{xx}\gamma _x|𝑑x=|v_xwvw_x|𝑑x.$$

Integrating w.r.t. time, we thus obtain another useful a priori bound:

$$_0^{\mathrm{}}|v_xwvw_x|𝑑x𝑑t_0^{\mathrm{}}\left|\frac{dQ\left(\gamma (t)\right)}{dt}\right|𝑑tQ\left(\gamma (0)\right).$$

Together, the functionals in (5.24) and (5.26) allow us to estimate all source terms in (5.12) due to the interaction of waves of the same family.

This yields the $`𝐋^1`$ estimates on the source terms $`\varphi _i`$, in (5.12), proving the uniform bounds on the total variation of a solution $`u`$ of (5.10). See \[BB\] for details. Next, to prove the uniform stability of all solutions of the parabolic system (5.10) having small total variation, we consider the linearized system describing the evolution of a first order variation. Inserting the formal expansion $`u=u_0+ϵz+O(ϵ^2)`$ in (5.10), we obtain

$$z_t+\left[DA(u)z\right]u_x+A(u)z_x=z_{xx}.$$
$`(5.27)`$
Our basic goal is to prove the bound

$$z(t)_{𝐋^1}Lz(0)_{𝐋^1},$$
$`(5.28)`$
for some constant $`L`$ and all $`t0`$ and every solution $`z`$ of (5.27). By a standard homotopy argument, from (5.28) one easily deduces the Lipschitz continuity of the solution of (5.8) on the initial data. Namely, for every couple of solutions $`u,\stackrel{~}{u}`$ with small total variation one has

$$u(t)\stackrel{~}{u}(t)_{𝐋^1}Lu(0)\stackrel{~}{u}(0)_{𝐋^1}.$$
$`(5.29)`$
To prove (5.28) we decompose the vector $`z`$ as a sum of scalar components: $`z=_ih_i\stackrel{~}{r}_i`$, write an evolution equation for these components:

$$h_{i,t}+(\stackrel{~}{\lambda }_ih_i)_xh_{i,xx}=\widehat{\varphi }_i,$$

and show that the source terms $`\widehat{\varphi }_i`$ are integrable on the domain $`\{t>0,xIR\}`$. For every initial data $`u(0,)=\overline{u}`$ with small total variation, the previous arguments yield the existence of a unique global solution to the parabolic system (5.8), depending Lipschitz continuously on the initial data, in the $`𝐋^1`$ norm. Performing the rescaling $`tt/\epsilon `$, $`xx/\epsilon `$, we immediately obtain the same results for the Cauchy problem (5.2). Adopting a semigroup notation, this solution can be written as $`u^\epsilon (t,)=S_t^\epsilon \overline{u}`$. Thanks to the uniform bounds on the total variation, a compactness argument yields the existence of a strong limit in $`𝐋_{\mathrm{loc}}^1`$

$$u=\underset{\epsilon _m0}{lim}u^{\epsilon _m}$$
$`(5.30)`$
at least for some subsequence $`\epsilon _m0`$. Since the $`u^\epsilon `$ depend continuously on the initial data, with a uniform Lipschitz constant, the same is true of the limit solution $`u(t,)=S_t\overline{u}`$. In the conservative case where $`A(u)=Df(u)`$, it is not difficult to show that this limit $`u`$ actually provides a weak solution to the Cauchy problem (1.1)–(1.2).

The only remaining issue is to show that the limit in (5.30) is unique, i.e. it does not depend on the subsequence $`\{\epsilon _m\}`$. In the standard conservative case, this fact can already be deduced from the uniqueness result in \[BG\]. In the general case, uniqueness is proved in two steps. First we show that, in the special case of a Riemann problem, the solution obtained as vanishing viscosity limit is unique and can be completely characterized. To conclude the proof, we then rely on the same general argument as in \[B2\]: if two Lipschitz semigroups $`S,S^{}`$ provide the same solutions to all Riemann problems, then they must coincide. See \[BB\] for details.

6. Concluding remarks

1. A classical tool in the analysis of first order hyperbolic systems is the method of characteristics. To study the system

$$u_t+A(u)u_x=0,$$

one decomposes the solution along the eigenspaces of the matrix $`A(u)`$. The evolution of these components is then described by a family of O.D.E’s along the characteristic curves. In the $`t`$-$`x`$ plane, these are the curves which satisfy $`dx/dt=\lambda _i\left(u(t,x)\right)`$. The local decomposition (5.16)–(5.17) in terms of viscous travelling waves makes it possible to implement this “hyperbolic” approach also in connection with the parabolic system (5.10). In this case, the projections are taken along the vectors $`\stackrel{~}{r}_i`$, while the characteristic curves are defined as $`dx/dt=\sigma _i`$, where $`\sigma _i`$ is the speed of the $`i`$-th travelling wave. Notice that in the hyperbolic case the projections and the wave speeds depend only on the state $`u`$, through the eigenvectors $`r_i(u)`$ and the eigenvalues $`\lambda _i(u)`$ of the matrix $`A(u)`$. On the other hand, in the parabolic case the construction involves the derivatives $`u_x`$, $`u_{xx}`$ as well. 2. In nearly all previous works on BV solutions for systems of conservation laws, following \[G\] the basic estimates on the total variation were obtained by a careful study of the Riemann problem and of elementary wave interactions. The Riemann problem also takes the center stage in all earlier proofs of the stability of solutions \[BC1\], \[BCP\], \[BLY\]. In this connection, the hypothesis (H) introduced by Lax \[Lx1\] is widely adopted in the literature. It guarantees that solutions of the Riemann problem have a simple structure, consisting of at most $`n`$ elementary waves (shocks, centered rarefactions or contact discontinuities). If the assumption (H) is dropped, some results on global existence \[L3\], and continuous dependence \[AM\] are still available, but their proofs become far more technical. On the other hand, the approach introduced in \[BB\] marks the first time where uniform $`BV`$ estimates are obtained without any reference to Riemann problems. Global existence and stability of weak solutions are obtained for the whole class of strictly hyperbolic systems, regardless of the hypothesis (H). 3. For the viscous system of conservation laws

$$u_t+f(u)_x=u_{xx},$$

previous results in \[L4\], \[SX\], \[SZ\], \[Yu\] have established the stability of special types of solutions, for example travelling viscous shocks or viscous rarefactions. Taking $`\epsilon =1`$ in (5.2), from Theorem 5 we obtain the uniform Lipschitz stability (w..r.t. the $`𝐋^1`$ distance) of ALL viscous solutions with sufficiently small total variation. An interesting alternative technique for proving stability of viscous solutions, based on spectral methods, was recently developed in \[HZ\]. 4. In the present survey we only considered initial data with small total variation. This is a convenient setting, adopted in much of the current literature, which guarantees the global existence of $`BV`$ solutions of (1.1) and captures the main features of the problem. A recent example constructed by Jenssen \[J\] shows that, for initial data with large total variation, the $`𝐋^{\mathrm{}}`$ norm of the solution can blow up in finite time. In this more general setting, one expects that the existence and uniqueness of weak solutions, together with the convergence of vanishing viscosity approximations, should hold locally in time as long as the total variation remains bounded. For the hyperbolic system (1.1), results on the local existence and stability of solutions with large $`BV`$ data can be found in \[Sc\] and \[BC2\], respectively. Because of the counterexample in \[BS\], on the other hand, similar well posedness results are not expected in the general $`𝐋^{\mathrm{}}`$ case.

References

\[AM\] F. Ancona and A. Marson, Well posedness for general $`2\times 2`$ systems of conservation laws, Amer. Math. Soc. Memoir, to appear.

\[BaJ\] P. Baiti and H. K. Jenssen, On the front tracking algorithm, J. Math. Anal. Appl. 217 (1998), 395–404.

\[BB\] S. Bianchini and A. Bressan, Vanishing viscosity solutions of nonlinear hyperbolic systems, preprint S.I.S.S.A., Trieste 2001.

\[B1\] A. Bressan, Global solutions to systems of conservation laws by wave-front tracking, J. Math. Anal. Appl. 170 (1992), 414–432.

\[B2\] A. Bressan, The unique limit of the Glimm scheme, Arch. Rational Mech. Anal. 130 (1995), 205–230.

\[B3\] A. Bressan, Hyperbolic Systems of Conservation Laws. The One Dimensional Cauchy Problem. Oxford University Press, 2000.

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