Upwind filtering of scalar conservation laws

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Main Authors: Coclite, Giuseppe Maria, Karlsen, Kenneth Hvistendahl, Risebro, Nils Henrik
Format: Preprint
Published: 2025
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author Coclite, Giuseppe Maria
Karlsen, Kenneth Hvistendahl
Risebro, Nils Henrik
author_facet Coclite, Giuseppe Maria
Karlsen, Kenneth Hvistendahl
Risebro, Nils Henrik
contents We study a class of multi-dimensional non-local conservation laws of the form $\partial_t u = \operatorname{div}^Φ \mathbf{F}(u)$, where the standard local divergence $\operatorname{div}$ of the flux vector $\mathbf{F}(u)$ is replaced by an average upwind divergence operator $\operatorname{div}^Φ$ acting on the flux along a continuum of directions given by a reference measure and a filter $Φ$. The non-local operator $\operatorname{div}^Φ$ applies to a general non-monotone flux $\mathbf{F}$, and is constructed by decomposing the flux into monotone components according to wave speeds determined by $\mathbf{F}'$. Each monotone component is then consistently subjected to a non-local derivative operator that utilizes an anisotropic kernel supported on the "correct" half of the real axis. We establish well-posedness, derive a priori and entropy estimates, and provide an explicit continuous dependence result on the kernel. This stability result is robust with respect to the "size" of the kernel, allowing us to specify $Φ$ as a Dirac delta $δ_0$ to recover entropy solutions of the local conservation law $\partial_t u = \operatorname{div} \mathbf{F}(u)$ (with an error estimate). Other choices of $Φ$ (and the reference measure) recover known numerical methods for (local) conservation laws. This work distinguishes itself from many others in the field by developing a consistent non-local approach capable of handling non-monotone fluxes.
format Preprint
id arxiv_https___arxiv_org_abs_2501_18340
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Upwind filtering of scalar conservation laws
Coclite, Giuseppe Maria
Karlsen, Kenneth Hvistendahl
Risebro, Nils Henrik
Analysis of PDEs
35L65, 35D30, 35B35
We study a class of multi-dimensional non-local conservation laws of the form $\partial_t u = \operatorname{div}^Φ \mathbf{F}(u)$, where the standard local divergence $\operatorname{div}$ of the flux vector $\mathbf{F}(u)$ is replaced by an average upwind divergence operator $\operatorname{div}^Φ$ acting on the flux along a continuum of directions given by a reference measure and a filter $Φ$. The non-local operator $\operatorname{div}^Φ$ applies to a general non-monotone flux $\mathbf{F}$, and is constructed by decomposing the flux into monotone components according to wave speeds determined by $\mathbf{F}'$. Each monotone component is then consistently subjected to a non-local derivative operator that utilizes an anisotropic kernel supported on the "correct" half of the real axis. We establish well-posedness, derive a priori and entropy estimates, and provide an explicit continuous dependence result on the kernel. This stability result is robust with respect to the "size" of the kernel, allowing us to specify $Φ$ as a Dirac delta $δ_0$ to recover entropy solutions of the local conservation law $\partial_t u = \operatorname{div} \mathbf{F}(u)$ (with an error estimate). Other choices of $Φ$ (and the reference measure) recover known numerical methods for (local) conservation laws. This work distinguishes itself from many others in the field by developing a consistent non-local approach capable of handling non-monotone fluxes.
title Upwind filtering of scalar conservation laws
topic Analysis of PDEs
35L65, 35D30, 35B35
url https://arxiv.org/abs/2501.18340