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Viscous shocks and long-time behavior of scalar conservation laws

Thierry Gallay and Arnd Scheel
Abstract

We study the long-time behavior of scalar viscous conservation laws via the structure of ω\omega-limit sets. We show that ω\omega-limit sets always contain constants or shocks by establishing convergence to shocks for arbitrary monotone initial data. In the particular case of Burgers’ equation, we review and refine results that parametrize entire solutions in terms of probability measures, and we construct initial data for which the ω\omega-limit set is not reduced to the translates of a single shock. Finally we propose several open problems related to the description of long-time dynamics.

1 Introduction and main results

We are interested in the long-time dynamics of viscous scalar conservation laws,

tu(t,x)+f(u(t,x))xu(t,x)=x2u(t,x),t>0,x,\partial_{t}u(t,x)+f^{\prime}(u(t,x))\partial_{x}u(t,x)\,=\,\partial_{x}^{2}u(t,x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (1.1)

with smooth and strictly convex flux function f:f:\mathbb{R}\to\mathbb{R}, that is, f′′(u)>0f^{\prime\prime}(u)>0 for all uu\in\mathbb{R}. A typical example is Burgers’ equation where f(u)=u2/2f(u)=u^{2}/2. The Cauchy problem for (1.1) is globally well-posed in the space L()L^{\infty}(\mathbb{R}), see e.g. [29]. More precisely, given initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}), equation (1.1) has a unique global solution uC0((0,+),L())u\in C^{0}((0,+\infty),L^{\infty}(\mathbb{R})) such that u(t,)u(t,\cdot) converges to u0u_{0} in the weak-* topology of L()L^{\infty}(\mathbb{R}) as t0+t\to 0+. By parabolic regularity, the function u(t,x)u(t,x) is smooth for all positive times. For any t>0t>0, let 𝒮t:L()L()\mathcal{S}_{t}:L^{\infty}(\mathbb{R})\to L^{\infty}(\mathbb{R}) be the nonlinear map defined by u(t,)=𝒮t(u0)u(t,\cdot)=\mathcal{S}_{t}(u_{0}), where u(t,x)u(t,x) is the solution of (1.1) with initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}). We also write 𝒮0=1\mathcal{S}_{0}=\mathbbold{1}, the identity map.

To a first approximation, the long-time behavior of 𝒮t(u0)\mathcal{S}_{t}(u_{0}) as tt\to\infty is described by the collection of all limit points, usually referred to as the ω\omega-limit set. The unboundedness of the spatial domain \mathbb{R} implies a typical lack of compactness of the trajectory {𝒮t(u0)|t>0}\{\mathcal{S}_{t}(u_{0})\,|\,t>0\}, and the ω\omega-limit set may indeed be empty when convergence is measured in the uniform topology defined by the norm in L()L^{\infty}(\mathbb{R}). It is therefore preferable to rely on the local topology induced by Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), which is the topology of uniform convergence on compact intervals [R,R][-R,R]\subset\mathbb{R}. The ω\omega-limit set is commonly defined as follows:

ω0(u0):={vL()|tk s.th. 𝒮tk(u0)v in Lloc()},\omega_{0}(u_{0})\,:=\,\bigl{\{}v\in L^{\infty}(\mathbb{R})\,\big{|}\,\exists\,t_{k}\to\infty\,\text{ s.th. }\mathcal{S}_{t_{k}}(u_{0})\to v\text{ in }L^{\infty}_{\mathrm{loc}}(\mathbb{R})\bigr{\}}\,, (1.2)

but this definition assigns a particular role to the laboratory frame and is not invariant under Galilean transformations. A somewhat richer description of asymptotic behavior is obtained by considering the set of limit points modulo translations,

ω(u0):={vL()|tk and xk s.th. 𝒯xk𝒮tk(u0)v in Lloc()},\omega(u_{0})\,:=\,\bigl{\{}v\in L^{\infty}(\mathbb{R})\,\big{|}\,\exists\,t_{k}\to\infty\text{ and }x_{k}\in\mathbb{R}\,\text{ s.th. }\mathcal{T}_{x_{k}}\mathcal{S}_{t_{k}}(u_{0})\to v\text{ in }L^{\infty}_{\mathrm{loc}}(\mathbb{R})\bigr{\}}\,, (1.3)

where (𝒯yu)(x)=u(xy)(\mathcal{T}_{y}u)(x)=u(x-y). Note that we use the zero subscript in the definition of ω0\omega_{0} in (1.2) to emphasize the fixed origin in the definition of locally uniform convergence in (1.2).

Fairly standard results assert that both ω0(u0)\omega_{0}(u_{0}) and ω(u0)\omega(u_{0}) are non-empty, compact, connected, fully invariant, attractive, and chain recurrent (up to translations) in the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}); see Propositions 3.2 and 3.3. Full invariance implies in particular that for any v0v_{0} in the ω\omega-limit set, there exists a solution v(t,x)v(t,x) of (1.1) that is defined for all tt\in\mathbb{R} and satisfies v(0,)=v0v(0,\cdot)=v_{0}. We refer to such solutions, defined for all positive and negative times, as entire solutions. Describing all possible long-term dynamics can then be rephrased as describing all subsets of the family of entire solutions that can occur as ω\omega-limit sets for bounded initial data.

The results we present can be seen as small steps in this direction. Somewhat trivial candidates for the ω\omega-limit sets are first spatially constant states v(x)mv(x)\equiv m and then viscous shocks, found as traveling-wave solutions v(t,x)=ϕβ,α(xct)v(t,x)=\phi_{\beta,\alpha}(x-ct) with ϕ()=β>ϕ(+)=α\phi(-\infty)=\beta>\phi(+\infty)=\alpha, ϕ(ξ)<0\phi^{\prime}(\xi)<0 for all ξ\xi, and cc given by the Rankine-Hugoniot formula cβ,α=(f(β)f(α))/(βα)c_{\beta,\alpha}=(f(\beta)-f(\alpha))/(\beta-\alpha). It is known since the classical work of Il’in and Oleinik [15] that large sets of initial data give rise to solutions of (1.1) that converge uniformly to shocks as t+t\to+\infty, see also [8]. In Proposition 4.1 below, we show that this is the case for all initial data that are monotonically decreasing, without any assumption on the rate at which the limits are approached as x±x\to\pm\infty. At this level of generality, we cannot prove convergence to a fixed translate of the shock as t+t\to+\infty. In fact, as discussed in Remark 4.2, there exist monotone initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) with u0()=β>u0(+)=αu_{0}(-\infty)=\beta>u_{0}(+\infty)=\alpha and cβ,α=0c_{\beta,\alpha}=0 such that, for instance, ω0(u0)=β\omega_{0}(u_{0})=\beta; in particular one observes that 𝒯yϕβ,αω0(u0)\mathcal{T}_{y}\phi_{\beta,\alpha}\notin\omega_{0}(u_{0}) for all yy\in\mathbb{R}.

Our first general result establishes a property reminiscent of the Poincaré-Bendixson theorem, in the sense that it describes the long-time behavior of solutions with initial data in ω\omega-limit sets.

Proposition 1.1.

For every u0L()u_{0}\in L^{\infty}(\mathbb{R}) and any nonconstant vω(u0)v\in\omega(u_{0}), there exist real numbers α<β\alpha<\beta such that

ω(v)={𝒯yϕβ,α;y}¯Llocω(u0).\omega(v)\,=\,\overline{\{\mathcal{T}_{y}\phi_{\beta,\alpha}\,;\,y\in\mathbb{R}\}}^{\,L^{\infty}_{\mathrm{loc}}}\,\subset\,\omega(u_{0})\,. (1.4)

In particular, the set ω(u0)\omega(u_{0}) contains a shock unless it consists entirely of constants.

In other words, if vω(u0)v\in\omega(u_{0}) is nonconstant, the ω\omega-limit set ω(v)\omega(v) consists of all translates of a viscous shock ϕβ,α\phi_{\beta,\alpha}, together with the constant states α\alpha and β\beta that arise as limits of the shock profile at ±\pm\infty. The proof relies on the simple observation that any such vv is necessarily monotonically decreasing, as a consequence of Oleinik’s inequality (2.2). We can thus invoke Proposition 4.1 to determine the ω\omega-limit ω(v)\omega(v), which is included in ω(u0)\omega(u_{0}) since the latter set is invariant under the dynamics of (1.1).

Our remaining results focus on the specific case of Burgers’ equation, which through the Cole-Hopf transformation allows for a somewhat explicit representation of any solution in terms of its initial data. Interestingly, as pointed out in [16], bounded entire solutions of Burgers’ equation can be represented in terms of probability measures μ\mu on the real line,

u(t,x)=zezx/2+z2t/4dμ(z)ezx/2+z2t/4dμ(z),t,x.u(t,x)\,=\,\genfrac{}{}{1.0pt}{0}{\int z\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}{\int e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,. (1.5)

This remarkable formula gives, in particular, an explicit characterization of candidates for elements in ω\omega-limit sets. In Section 5 we give a short proof of the representation (1.5), showing that the measure μ\mu is unique and supported in the closure of the range of the entire solution uu. We also relate the measure μ\mu to backward-in-time asymptotics of the entire solution uu. A striking result in this direction is:

Proposition 1.2.

Assume that uu is given by (1.5) for some probability measure μ\mu on \mathbb{R}. A real number cc\in\mathbb{R} belongs to supp(μ)\mathop{\mathrm{supp}}(\mu) if and only if u(t,+ct)u(t,\cdot+ct) converges to cc in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}) as tt\to-\infty.

It is also possible to determine the asymptotic behavior of u(t,x)u(t,x) as tt\to-\infty in Galilean frames with speeds csupp(μ)c\notin\mathop{\mathrm{supp}}(\mu). In that case we define

m(c)=sup{z<c|zsuppμ}, and m+(c)=inf{z>c|zsuppμ}.m_{-}(c)\,=\,\sup\{z<c\,|\,z\in\mathop{\mathrm{supp}}\,\mu\}\,,\quad\text{ and }\quad m_{+}(c)\,=\,\inf\{z>c\,|\,z\in\mathop{\mathrm{supp}}\,\mu\}\,.
Proposition 1.3.

If csupp(μ)c\notin\mathop{\mathrm{supp}}(\mu) and c(m+(c)+m(c))/2c\neq(m_{+}(c)+m_{-}(c))/2, the solution uu defined by (1.5) satisfies

limtu(t,+ct)={m(c)if c<(m+(c)+m(c))/2,m+(c)if c>(m+(c)+m(c))/2,\lim_{t\to-\infty}u(t,\cdot+ct)\,=\,\left\{\begin{array}[]{ll}m_{-}(c)&\text{if }~{}c<(m_{+}(c)+m_{-}(c))/2\,,\\[2.84526pt] m_{+}(c)&\text{if }~{}c>(m_{+}(c)+m_{-}(c))/2\,,\end{array}\right.

where convergence is understood in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}).

We refer to Propositions 5.6 and 5.8 below for more general statements, which also cover the somewhat delicate situation where c=(m+(c)+m(c))/2c=(m_{+}(c)+m_{-}(c))/2. Other properties of the measure μ\mu, such as the presence of atoms, can also be detected in the ancient behavior of the corresponding entire solution uu.

Lastly, we show that out of this plethora of entire solutions, the ω\omega-limit set may contain elements that are not simply shocks or constants.

Proposition 1.4.

There exist initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) for Burgers’ equation such that ω0(u0)\omega_{0}(u_{0}) contains a solution v(t,x)v(t,x) that is neither a constant nor a shock. In fact vv describes the merging of a pair of shocks into a single shock.

The construction is carried out in a somewhat explicit fashion in Section 6. In the terminology of dynamical systems, the ω\omega-limit set contains a heteroclinic trajectory connecting the zero solution to a steady shock ϕ\phi, as well as a continuous family of steady shocks interpolating between ϕ\phi and 0. This can be compared to a famous example of coarsening dynamics due to Eckmann and Rougemont [5], also rigorously studied by Poláčik [21, 22], where the ω\omega-limit set is a heteroclinic loop.

Outline. We recall basic properties of conservation laws and shocks in Section 2. We then formulate and establish properties of both ω\omega-limit sets ω0(u0)\omega_{0}(u_{0}) and ω(u0)\omega(u_{0}) in Section 3. Our first main result, the convergence to shocks for monotone initial data, is proved in Section 4. Section 5 derives the representation of entire solutions in terms of probability measures, displays some key examples, and relates measures to ancient limits. Lastly, Section 6 is devoted to the proof of Proposition 1.4. We conclude with a brief discussion.

Acknowledgements. This project started from discussions held in the stimulating atmosphere of the Mathematisches Forschungsinstitut Oberwolfach, in August 2021. ThG would like to thank Denis Serre for his expert advice on several points addressed in this work. The authors were partially supported by the grants ISDEEC ANR-16-CE40-0013 (ThG) and NSF DMS-1907391, DMS-2205663 (AS).

2 Properties of scalar conservation laws and shocks solutions

We first recall some basic properties of scalar conservation laws of the form (1.1).

A priori bounds and monotonicity.

The evolution semigroup (𝒮t)t0(\mathcal{S}_{t})_{t\geq 0} defined by (1.1) in L()L^{\infty}(\mathbb{R}) has the following properties :

  1. a)

    Monotonicity : if u0,u1L()u_{0},u_{1}\in L^{\infty}(\mathbb{R}) and u0u1u_{0}\leq u_{1} almost everywhere, then 𝒮t(u0)𝒮t(u1)\mathcal{S}_{t}(u_{0})\leq\mathcal{S}_{t}(u_{1}) everywhere when t>0t>0;

  2. b)

    Contraction in L1L^{1} : if u0,u1L()u_{0},u_{1}\in L^{\infty}(\mathbb{R}) satisfy u0u1L1()u_{0}-u_{1}\in L^{1}(\mathbb{R}), then 𝒮t(u0)𝒮t(u1)L1()\mathcal{S}_{t}(u_{0})-\mathcal{S}_{t}(u_{1})\in L^{1}(\mathbb{R}) and 𝒮t(u0)𝒮t(u1)L1u0u1L1\|\mathcal{S}_{t}(u_{0})-\mathcal{S}_{t}(u_{1})\|_{L^{1}}\leq\|u_{0}-u_{1}\|_{L^{1}} for all t>0t>0;

  3. c)

    Conservation of mass : under the assumptions of b), we also have

    (𝒮t(u0)𝒮t(u1))(x)dx=(u0u1)(x)dx,t>0.\int_{\mathbb{R}}\bigl{(}\mathcal{S}_{t}(u_{0})-\mathcal{S}_{t}(u_{1})\bigr{)}(x)\,{\rm d}x\,=\,\int_{\mathbb{R}}\bigl{(}u_{0}-u_{1}\bigr{)}(x)\,{\rm d}x\,,\qquad t>0\,.

Assertions a), b), c) are readily established using the parabolic maximum principle [24] and the fact that (1.1) is a conservation law, see e.g. [27, 29].

Another remarkable property of the solutions of (1.1) is a universal upper bound for the derivative xu\partial_{x}u, which is known as Oleinik’s inequality. Given u0L()u_{0}\in L^{\infty}(\mathbb{R}), we define

α:=essinfxu0(x),β:=esssupxu0(x).\alpha\,:=\,\operatorname*{ess\,inf}_{x\in\mathbb{R}}u_{0}(x)\,,\qquad\beta\,:=\,\operatorname*{ess\,sup}_{x\in\mathbb{R}}u_{0}(x)\,. (2.1)

Since constants are steady states of (1.1), monotonicity implies that the solution u(t)=𝒮t(u0)u(t)=\mathcal{S}_{t}(u_{0}) satisfies αu(t,x)β\alpha\leq u(t,x)\leq\beta for all t>0t>0 and all xx\in\mathbb{R} (in fact, due to the strong maximum principle, both inequalities are strict as soon as α<β\alpha<\beta). Oleinik’s inequality asserts that, for all t>0t>0 and all xx\in\mathbb{R},

xu(t,x)<1kt,wherek:=min{f′′(u);u[α,β]}> 0.\partial_{x}u(t,x)\,<\,\frac{1}{kt}\,,\qquad\hbox{where}\quad k\,:=\,\min\bigl{\{}f^{\prime\prime}(u)\,;\,u\in[\alpha,\beta]\bigr{\}}\,>\,0\,. (2.2)

For convenience, we include a short proof of (2.2) in Section A.1.

Viscous shocks.

Given α,β\alpha,\beta\in\mathbb{R} with α<β\alpha<\beta, equation (1.1) has a unique traveling wave solution of the form u(t,x)=ϕβ,α(xct)u(t,x)=\phi_{\beta,\alpha}(x-ct), such that ϕ()=β\phi(-\infty)=\beta and ϕ(+)=α\phi(+\infty)=\alpha, and ϕ(0)=(α+β)/2\phi(0)=(\alpha+\beta)/2. The profile ϕ\phi is strictly decreasing and solves

ϕ(y)=f(ϕ(y))cϕ(y)d,y,\phi^{\prime}(y)\,=\,f(\phi(y))-c\phi(y)-d\,,\qquad y\in\mathbb{R}\,, (2.3)

where

c:=f(β)f(α)βα,d:=f(β)cβf(α)cα,c\,:=\,\frac{f(\beta)-f(\alpha)}{\beta-\alpha}\,,\qquad d\,:=\,f(\beta)-c\beta\,\equiv\,f(\alpha)-c\alpha\,, (2.4)

Strict convexity of ff gives the Lax condition f(β)>c>f(α)f^{\prime}(\beta)>c>f^{\prime}(\alpha), and the ODE (2.3) then implies that ϕβ,α\phi_{\beta,\alpha} converges exponentially to its limits at ±\pm\infty.

Stability of viscous shocks has been known since the classical work of Il’in and Oleinik [15]. For localized perturbations, that is, for initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) with u0ϕβ,αL1()u_{0}-\phi_{\beta,\alpha}\in L^{1}(\mathbb{R}) for some α<β\alpha<\beta, the solution u(t,x)u(t,x) of (1.1) converges uniformly to ϕβ,α(xctx0)\phi_{\beta,\alpha}(x-ct-x_{0}) as t+t\to+\infty, with cc as in (2.4) and

x0:=1βα(u0(x)ϕβ,α(x))dx.x_{0}\,:=\,\frac{1}{\beta-\alpha}\int_{\mathbb{R}}\bigl{(}u_{0}(x)-\phi_{\beta,\alpha}(x)\bigr{)}\,{\rm d}x\,. (2.5)

Extensions towards viscous conservation laws with more general flux function, allowing for degenerate shocks, can be found in the references [18, 8, 29, 20, 13, 11]. Rates of convergence can be obtained under stronger localization of the perturbations. However, the hypothesis that u0ϕβ,αL1()u_{0}-\phi_{\beta,\alpha}\in L^{1}(\mathbb{R}), which allows one to determine the asymptotic shift (2.5), seems to play an important role in all existing results. Our analysis in Section 4 removes this restriction for monotone solutions.

3 Properties of ω\omega-limit sets

In this section we establish the properties of the ω\omega-limit sets (1.2), (1.3) that were announced in the introduction. Here and in what follows, we denote by dd the distance on L()L^{\infty}(\mathbb{R}) defined by

d(u,v)=uvexp,whereuexp=esssupx(e|x||u(x)|).d(u,v)\,=\,\|u-v\|_{\exp}\,,\qquad\hbox{where}\quad\|u\|_{\exp}\,=\,\operatorname*{ess\,sup}_{x\in\mathbb{R}}\bigl{(}e^{-|x|}|u(x)|\bigr{)}\,. (3.1)

As is easily verified, on any bounded set ΣL()\Sigma\subset L^{\infty}(\mathbb{R}), the topology defined by the distance (3.1) coincides with the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), namely the topology of uniform convergence on compact subsets of \mathbb{R}.

In view of the properties recalled in Section 2, for any initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) the solution u(t,)=𝒮t(u0)u(t,\cdot)=\mathcal{S}_{t}(u_{0}) of (1.1) belongs for all times to the ball

Σ(u0):={uL();uLu0L}L().\Sigma(u_{0})\,:=\,\bigl{\{}u\in L^{\infty}(\mathbb{R})\,;\,\|u\|_{L^{\infty}}\leq\|u_{0}\|_{L^{\infty}}\bigr{\}}\,\subset\,L^{\infty}(\mathbb{R})\,. (3.2)

The following standard result plays a fundamental role:

Lemma 3.1.

When equipped with the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), the ball Σ(u0)\Sigma(u_{0}) defined by (3.2) is closed and the solution map 𝒮t:Σ(u0)Σ(u0)\mathcal{S}_{t}:\Sigma(u_{0})\to\Sigma(u_{0}) is continuous for any t0t\geq 0.

  • Proof . It is easy to check that Σ(u0)\Sigma(u_{0}) is closed in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), and the properties recalled in Section 2 imply that the semiflow 𝒮t\mathcal{S}_{t} maps the ball Σ(u0)\Sigma(u_{0}) into itself. The key point is the continuous dependence of the solution 𝒮t(u)\mathcal{S}_{t}(u) upon the initial data uΣ(u0)u\in\Sigma(u_{0}), in the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}). This a rather standard result for parabolic PDEs on unbounded domains, see e.g. [19]. For the reader’s convenience, the argument showing continuity is reproduced in Section A.2 below.  

We are now in position to establish the main properties of the ω\omega-limit set (1.2).

Proposition 3.2.

For any u0L()u_{0}\in L^{\infty}(\mathbb{R}), the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) defined by (1.2) is bounded in L()L^{\infty}(\mathbb{R}) and, when equipped with the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), has the following properties :

  1. a)

    ω0(u0)\omega_{0}(u_{0}) is non-empty, compact, connected, and

    ω0(u0)=T>0{𝒮t(u0);tT}¯Lloc;\omega_{0}(u_{0})\,=\,\bigcap_{T>0}\,\overline{\bigl{\{}\mathcal{S}_{t}(u_{0})\,;\,t\geq T\bigr{\}}}^{\,L^{\infty}_{\mathrm{loc}}}\,; (3.3)
  2. b)

    ω0(u0)\omega_{0}(u_{0}) is fully invariant, attractive, and chain recurrent, namely :

    • 𝒮t(ω0(u0))=ω0(u0)\mathcal{S}_{t}(\omega_{0}(u_{0}))=\omega_{0}(u_{0}) for all t0t\geq 0;

    • for any neighborhood 𝒩\mathcal{N} of ω0(u0)\omega_{0}(u_{0}), there exists T>0T>0 such that 𝒮t(u0)𝒩\mathcal{S}_{t}(u_{0})\in\mathcal{N} for all tTt\geq T;

    • for each v0ω0(u0)v_{0}\in\omega_{0}(u_{0}) and any T,ε>0T,\varepsilon>0, there exists a closed (ε,T)(\varepsilon,T)-pseudo-orbit in ω0(u0)\omega_{0}(u_{0}) starting at v0v_{0}, that is, there exist finite sequences vjω(u0)v_{j}\in\omega(u_{0}) and tjTt_{j}\geq T for 0jN10\leq j\leq N-1, such that vN=v0v_{N}=v_{0} and d(vj+1,𝒮tj(vj))<εd(v_{j+1},\mathcal{S}_{t_{j}}(v_{j}))<\varepsilon for all j{0,,N1}j\in\{0,\dots,N{-}1\}.

    In particular, if v0ω0(u0)v_{0}\in\omega_{0}(u_{0}), there exists an entire solution vC0(,L())v\in C^{0}(\mathbb{R},L^{\infty}(\mathbb{R})) of (1.1) such that v(t,)ω0(u0)v(t,\cdot)\in\omega_{0}(u_{0}) for all tt\in\mathbb{R} and v(0,)=v0v(0,\cdot)=v_{0}; moreover ω0(v0)ω0(u0)\omega_{0}(v_{0})\subset\omega_{0}(u_{0}).

  3. c)

    ω0(u0)\omega_{0}(u_{0}) is a bounded subset of Cbk()C^{k}_{b}(\mathbb{R}) for all kk\in\mathbb{N}, and any vω0(u0)v\in\omega_{0}(u_{0}) satisfies v(x)0xv^{\prime}(x)\leq 0~{}\forall x\in\mathbb{R}.

  • Proof . Smoothing properties of the parabolic equation (1.1) and a priori bounds for the solutions and their derivatives guarantee that, for any u0L()u_{0}\in L^{\infty}(\mathbb{R}) and any kk\in\mathbb{N}, the solution 𝒮t(u0)\mathcal{S}_{t}(u_{0}) is uniformly bounded in Cbk()C^{k}_{b}(\mathbb{R}) for t1t\geq 1. This does not imply that the forward trajectory γ+(u0):={𝒮t(u0);t0}\gamma_{+}(u_{0}):=\{\mathcal{S}_{t}(u_{0})\,;\,t\geq 0\} is compact in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), because in general the map t𝒮t(u0)t\mapsto\mathcal{S}_{t}(u_{0}) is not continuous at t=0t=0 in that topology. However, for any T>0T>0, the trajectory γ+(𝒮T(u0))={𝒮t(u0);tT}\gamma_{+}(\mathcal{S}_{T}(u_{0}))=\{\mathcal{S}_{t}(u_{0})\,;\,t\geq T\} is relatively compact and connected in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}). Topological properties (a) and dynamic properties (b) of the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) follow in a standard fashion. We include some details here for later reference.

    1) Compactness and attractivity. It is easy to verify that the relation (3.3) is equivalent to the definition (1.2). Now (3.3) shows that ω0(u0)\omega_{0}(u_{0}) is the intersection of a decreasing family of non-empty compact sets, so that ω0(u0)\omega_{0}(u_{0}) is itself compact and non-empty. By the same argument, if 𝒩\mathcal{N} is any neighborhood of ω0(u0)\omega_{0}(u_{0}) in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), there exists T>0T>0 such that γ+(𝒮T(u0))𝒩\gamma_{+}(\mathcal{S}_{T}(u_{0}))\subset\mathcal{N}, which proves attractivity.

    2) Connectedness. We argue by contradiction: if ω0(u0)=A1A2\omega_{0}(u_{0})=A_{1}\cup A_{2} where A1,A2A_{1},A_{2} are non-empty disjoint closed sets, then A1,A2A_{1},A_{2} are in fact compact and are therefore separated by a distance ε>0\varepsilon>0. If 𝒩1,𝒩2\mathcal{N}_{1},\mathcal{N}_{2} are ε/3\varepsilon/3-neighborhoods of A1,A2A_{1},A_{2}, respectively, then 𝒩1,𝒩2\mathcal{N}_{1},\mathcal{N}_{2} are non-empty disjoint open sets, and the attractivity property shows that, for T>0T>0 sufficiently large, the connected forward orbit γ+(𝒮T(u0))\gamma_{+}(\mathcal{S}_{T}(u_{0})) is contained in the neighborhood 𝒩:=𝒩1𝒩2\mathcal{N}:=\mathcal{N}_{1}\cup\mathcal{N}_{2}, without being included in either 𝒩1\mathcal{N}_{1} or 𝒩2\mathcal{N}_{2}, which is clearly impossible.

    3) Full invariance. If v0ω0(u0)v_{0}\in\omega_{0}(u_{0}) there exists a sequence tk+t_{k}\to+\infty such that 𝒮tk(u0)v0\mathcal{S}_{t_{k}}(u_{0})\to v_{0} in LlocL^{\infty}_{\mathrm{loc}}. By Lemma 3.1, for any t>0t>0, we thus have

    𝒮t(v0)=𝒮t(limk𝒮tk(u0))=limk𝒮tk+t(u0)ω0(u0),\mathcal{S}_{t}(v_{0})\,=\,\mathcal{S}_{t}\bigl{(}\lim_{k\to\infty}\mathcal{S}_{t_{k}}(u_{0})\bigr{)}\,=\,\lim_{k\to\infty}\mathcal{S}_{t_{k}+t}(u_{0})\,\in\,\omega_{0}(u_{0})\,,

    which proves that 𝒮t(ω0(u0))ω0(u0)\mathcal{S}_{t}(\omega_{0}(u_{0}))\subset\omega_{0}(u_{0}). Similarly, we can extract a subsequence (still denoted by tkt_{k}) such that 𝒮tkt(u0)vtω(u0)\mathcal{S}_{t_{k}-t}(u_{0})\to v_{-t}\in\omega(u_{0}), where vtv_{-t} satisfies 𝒮t(vt)=v0\mathcal{S}_{t}(v_{-t})=v_{0}. Altogether, this shows that 𝒮t(ω0(u0))=ω0(u0)\mathcal{S}_{t}(\omega_{0}(u_{0}))=\omega_{0}(u_{0}) for all t0t\geq 0. It is easy to deduce that, given any v0ω0(u0)v_{0}\in\omega_{0}(u_{0}), there exists an entire solution vC0(,Lloc())v\in C^{0}(\mathbb{R},L^{\infty}_{\mathrm{loc}}(\mathbb{R})) of (1.1) such that v(0)=v0v(0)=v_{0}.

    4) Chain recurrence. This is a consequence of continuity and attractivity, which can be established as follows. Fix ε,T>0\varepsilon,T>0 and take v0ω0(u0)v_{0}\in\omega_{0}(u_{0}). By continuity, there exists δ(0,ε/2)\delta\in(0,\varepsilon/2) such that, for all u1,u2Σ(u0)u_{1},u_{2}\in\Sigma(u_{0}) such that d(u1,u2)<δd(u_{1},u_{2})<\delta, one has d(𝒮t(u1),𝒮t(u2))<ε/2d(\mathcal{S}_{t}(u_{1}),\mathcal{S}_{t}(u_{2}))<\varepsilon/2 for all t[T,2T]t\in[T,2T]. By attractivity, we can then choose t>0t_{*}>0 such that dist(𝒮t(u0),ω0(u0))<δ\mathop{\mathrm{dist}}(\mathcal{S}_{t}(u_{0}),\omega_{0}(u_{0}))<\delta for all ttt\geq t_{*}. Now, we take T0tT_{0}\geq t_{*} such that d(𝒮T0(u0),v0)<δd(\mathcal{S}_{T_{0}}(u_{0}),v_{0})<\delta, and also Tt+TT_{*}\geq t_{*}+T such that d(𝒮T(u0),v0)<δd(\mathcal{S}_{T_{*}}(u_{0}),v_{0})<\delta. For some NN\in\mathbb{N}^{*}, we define intermediate times T1,,TNT_{1},\dots,T_{N} such that TN=TT_{N}=T_{*} and

    tj:=Tj+1Tj[T,2T],for all j{0,,N1}.t_{j}\,:=\,T_{j+1}-T_{j}\,\in\,[T,2T]\,,\quad\hbox{for all }\,j\in\{0,\dots,N-1\}\,.

    Finally we denote u~j=𝒮Tj(u0)\tilde{u}_{j}=\mathcal{S}_{T_{j}}(u_{0}) for j=0,,Nj=0,\dots,N, and we take vjω0(u0)v_{j}\in\omega_{0}(u_{0}) such that d(vj,u~j)<δd(v_{j},\tilde{u}_{j})<\delta. Note that v0v_{0} is given from the beginning, and we can take vN=v0v_{N}=v_{0}. We claim that the sequence vjv_{j} for j=0,,Nj=0,\dots,N is the desired pseudo-orbit. Indeed for j=0,,N1j=0,\dots,N-1 we have u~j+1=𝒮tj(u~j)\tilde{u}_{j+1}=\mathcal{S}_{t_{j}}(\tilde{u}_{j}), hence

    d(vj+1,𝒮tj(vj))d(vj+1,u~j+1)+d(𝒮tj(u~j),𝒮tj(vj))<δ+ε/2<ε,d\bigl{(}v_{j+1},\mathcal{S}_{t_{j}}(v_{j})\bigr{)}\,\leq\,d\bigl{(}v_{j+1},\tilde{u}_{j+1}\bigr{)}+d\bigl{(}\mathcal{S}_{t_{j}}(\tilde{u}_{j}),\mathcal{S}_{t_{j}}(v_{j})\bigr{)}\,<\,\delta+\varepsilon/2\,<\,\varepsilon\,,

    where we used the uniform continuity of 𝒮tj\mathcal{S}_{t_{j}} and the fact that tj[T,2T]t_{j}\in[T,2T].

    5) Assertion (c) is an easy consequence of parabolic smoothing and Oleinik’s inequality (2.2).  

We next consider the larger ω\omega-limit set (1.3), where limit points are considered up to translations in space. The analogue of Proposition 3.2 is:

Proposition 3.3.

For any u0L()u_{0}\in L^{\infty}(\mathbb{R}), the ω\omega-limit set ω(u0)\omega(u_{0}) defined by (1.3) is bounded in L()L^{\infty}(\mathbb{R}) and, when equipped with the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), has the following properties :

  1. a)

    ω(u0)\omega(u_{0}) is non-empty, compact, connected, and

    ω(u0)=T>0{𝒯y𝒮t(u0);tT,y}¯Lloc;\omega(u_{0})\,=\,\bigcap_{T>0}\,\overline{\bigl{\{}\mathcal{T}_{y}\mathcal{S}_{t}(u_{0})\,;\,t\geq T,\,y\in\mathbb{R}\bigr{\}}}^{\,L^{\infty}_{\mathrm{loc}}}\,; (3.4)
  2. b)

    ω(u0)\omega(u_{0}) is fully invariant in time, translation invariant in space, uniformly attractive, and chain recurrent up to translations;

  3. c)

    ω(u0)\omega(u_{0}) is a bounded subset of Cbk()C^{k}_{b}(\mathbb{R}) for all kk\in\mathbb{N}, and any vω(u0)v\in\omega(u_{0}) satisfies v(x)0xv^{\prime}(x)\leq 0~{}\forall x\in\mathbb{R}.

  • Proof . The proof is completely parallel to that of Proposition 3.2, and we just indicate here the main differences. The starting point is the formula (3.4), which is easily derived from the definition (1.3). Since the space-time trajectory {𝒯y𝒮t(u0);tT,y}\bigl{\{}\mathcal{T}_{y}\mathcal{S}_{t}(u_{0})\,;\,t\geq T,\,y\in\mathbb{R}\bigr{\}} is relatively compact in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}) for any T>0T>0, we see that ω(u0)\omega(u_{0}) is non-empty and compact as the decreasing intersection of non-empty compact sets. Moreover, if 𝒩\mathcal{N} is any neighborhood of ω(u0)\omega(u_{0}) in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), we have {𝒯y𝒮t(u0);tT,y}𝒩\bigl{\{}\mathcal{T}_{y}\mathcal{S}_{t}(u_{0})\,;\,t\geq T,\,y\in\mathbb{R}\bigr{\}}\subset\mathcal{N} for any sufficiently large T>0T>0, which means that ω(u0)\omega(u_{0}) attracts the trajectory 𝒯y𝒮t(u0)\mathcal{T}_{y}\mathcal{S}_{t}(u_{0}) uniformly in yy\in\mathbb{R} as t+t\to+\infty. As a consequence, since the space-time trajectory is connected for all T>0T>0, the same argument as in Proposition 3.2 shows that ω(u0)\omega(u_{0}) is a connected set. There is no difference either in the reasoning showing that 𝒮t(ω(u0))=ω(u0)\mathcal{S}_{t}(\omega(u_{0}))=\omega(u_{0}) for all t0t\geq 0. Finally, the definition (1.3) immediately implies that 𝒯y(ω(u0))=ω(u0)\mathcal{T}_{y}(\omega(u_{0}))=\omega(u_{0}) for all yy\in\mathbb{R}, and the boundedness properties (c) are established exactly as before.

    The main difference we would like to point out is that ω(u0)\omega(u_{0}) is not chain recurrent in the sense of Proposition 3.2, but only in a weaker sense that can be called “chain recurrence up to translations”. The precise definition is as follows: for each v0ω(u0)v_{0}\in\omega(u_{0}) and any T,ε>0T,\varepsilon>0, there exist finite sequences vjω(u0)v_{j}\in\omega(u_{0}), tjTt_{j}\geq T, and yjy_{j}\in\mathbb{R} for 0jN10\leq j\leq N-1, such that vN=v0v_{N}=v_{0} and d(vj+1,𝒯yj𝒮tj(vj))<εd(v_{j+1},\mathcal{T}_{y_{j}}\mathcal{S}_{t_{j}}(v_{j}))<\varepsilon for all j{0,,N1}j\in\{0,\dots,N{-}1\}. In other words, the definition of the (ε,T)(\varepsilon,T)-pseudo-orbit involves spatial shifts yjy_{j} in addition to the time shifts tjt_{j}, which is natural in view of (1.3). The existence of such a pseudo-orbit for all v0ω(u0)v_{0}\in\omega(u_{0}), all ε>0\varepsilon>0, and all T>0T>0 is established by the same argument as in Proposition 3.2.  

Although the ω\omega-limit sets (1.2), (1.3) are relatively easy to define and enjoy the nice properties listed in Propositions 3.2 and 3.3, it is notoriously difficult to compute them for arbitrary initial data. In the case of equation (1.1), general results in this direction are only available under monotonicity assumptions. If u0u_{0} is increasing, the solution 𝒮t(u0)\mathcal{S}_{t}(u_{0}) remains increasing for all t>0t>0 by the maximum principle, and x𝒮t(u0)L0\|\partial_{x}\mathcal{S}_{t}(u_{0})\|_{L^{\infty}}\to 0 as t+t\to+\infty by Oleinik’s inequality (2.2). This implies that ω(u0)\omega(u_{0}) consists of the constant states uγu\equiv\gamma for all γ[α,β]\gamma\in[\alpha,\beta], where α,β\alpha,\beta are as in (2.1). On the other hand, if u0u_{0} is decreasing, Proposition 4.1 below implies that ω(u0)\omega(u_{0}) is the set of all translates of the viscous shock ϕβ,α\phi_{\beta,\alpha}, supplemented with the constant states uαu\equiv\alpha and uβu\equiv\beta. A similar conclusion is reached if u0u_{0} satisfies the assumptions of Il’in and Oleinik’s result [15]. Incidentally, we observe in this example that ω(u0)\omega(u_{0}) is a heteroclinic orbit in the terminology of dynamical systems, so that ω(u0)\omega(u_{0}) is not chain recurrent.

More generally, if u0L()u_{0}\in L^{\infty}(\mathbb{R}) and if there is a vω(u0)v\in\omega(u_{0}) that is not a constant, then vv is decreasing by Proposition 3.3, and since ω(v)ω(u0)\omega(v)\subset\omega(u_{0}) we deduce that ω(u0)\omega(u_{0}) contains the translates of a viscous shock, as asserted in (1.4). So we see that Proposition 1.1 is a direct consequence of Propositions 3.3 and 4.1. In addition we have

Corollary 3.4.

For any u0L()u_{0}\in L^{\infty}(\mathbb{R}), the ω\omega-limit set ω(u0)\omega(u_{0}) contains a constant state or a viscous shock.

This statement can be compared with a result by S. Slijepčević and the first author [9] which shows that, for a general class of dissipative systems including reaction-diffusion equations on the real line, the ω\omega-limit set of a bounded trajectory always contains an equilibrium. For the viscous conservation law (1.1), where all Galilean frames are equivalent, the role of equilibria is played by the constant states and the viscous shocks.

From a different perspective, one may wonder which collections of entire solutions vC0(,Lloc())v\in C^{0}(\mathbb{R},L^{\infty}_{\mathrm{loc}}(\mathbb{R})) of (1.1) may occur as ω\omega-limit sets of bounded initial data. From the results presented thus far, only non-empty, compact, connected, invariant, and chain-recurrent sets are candidates. In general, compact, connected sets with a chain-recurrent flow are precisely the possible ω\omega-limit sets of flows, in the sense that any such set is topologically conjugated to an ω\omega-limit set of some flow [7]. It is however not clear at all if any compact, connected, invariant, and chain-recurrent set within the family of entire solutions is realized as the ω\omega-limit set of the particular flow generated by the conservation law (1.1).

Remark 3.5.

In the definition (1.3) of the ω\omega-limit set ω(u0)\omega(u_{0}), we allow for arbitrary spatial shifts xkx_{k}\in\mathbb{R} while the temporal shifts tkt_{k} must go to infinity. This is clearly not the only possibility. One the one hand, we could restrict the class of spatial shifts by imposing, for instance, a Galilean constraint of the form |xk|ctk|x_{k}|\leq ct_{k} with, typically, c>u0c>\|u_{0}\|_{\infty}. Actually, we could even require that xk/tkx_{k}/t_{k} converges to some limit in [c,c][-c,c] as k+k\to+\infty. In a different direction, we could consider all spatio-temporal shifts such that |xk|+tk|x_{k}|+t_{k}\to\infty as kk\to\infty, which potentially gives an ω\omega-limit set even larger than (1.3). However, in the examples we are aware of, these alternative possibilities do not seem to change the nature of the ω\omega-limit set in a profound way, so in what follows we stick to the original definition (1.3).

4 Convergence to shocks for monotone initial data

The main result of this section is:

Proposition 4.1.

Assume that u0L()u_{0}\in L^{\infty}(\mathbb{R}) is nonincreasing and satisfies α<β\alpha<\beta, where

α:=limx+u0(x),β:=limxu0(x).\alpha\,:=\,\lim_{x\to+\infty}u_{0}(x)\,,\qquad\beta\,:=\,\lim_{x\to-\infty}u_{0}(x)\,. (4.1)

Then there exists a smooth function s:(0,+)s:(0,+\infty)\to\mathbb{R} such that the solution uu of (1.1) with initial data u0u_{0} satisfies

supx|u(t,x)ϕβ,α(xs(t))|t+ 0.\sup_{x\in\mathbb{R}}\,\bigl{|}u(t,x)-\phi_{\beta,\alpha}(x-s(t))\bigr{|}\,\xrightarrow[t\to+\infty]{}\,0\,. (4.2)

Moreover s(t)/tcs(t)/t\to c as t+t\to+\infty, where cc is given by the Rankine-Hugoniot formula (2.4).

Remark 4.2.

It is not difficult to find examples for which the shift function ss in (4.2) is not asymptotically linear, namely s(t)cts(t)-ct has no limit as t+t\to+\infty. For instance, assume that βu0L1()\beta-u_{0}\in L^{1}(\mathbb{R}_{-}) but u0αL1(+)u_{0}-\alpha\notin L^{1}(\mathbb{R}_{+}). Given any γ>0\gamma>0, we define u~0(x)=u0(x)\tilde{u}_{0}(x)=u_{0}(x) for xγx\leq\gamma and u~0(x)=α\tilde{u}_{0}(x)=\alpha for x>γx>\gamma. As u~0u0\tilde{u}_{0}\leq u_{0}, monotonicity implies that 𝒮tu~0𝒮tu0\mathcal{S}_{t}\tilde{u}_{0}\leq\mathcal{S}_{t}u_{0} for all t>0t>0. On the other hand, since u~0ϕβ,αL1()\tilde{u}_{0}-\phi_{\beta,\alpha}\in L^{1}(\mathbb{R}), we can apply the result of [15] to deduce that (𝒮tu~0)(x)(\mathcal{S}_{t}\tilde{u}_{0})(x) converges uniformly to ϕβ,α(xctx~0)\phi_{\beta,\alpha}(x-ct-\tilde{x}_{0}) as t+t\to+\infty, where

x~0:=1βα(γ(u0(x)ϕβ,α(x))dx+γ+(αϕβ,α(x))dx).\tilde{x}_{0}\,:=\,\frac{1}{\beta-\alpha}\left(\int_{-\infty}^{\gamma}\bigl{(}u_{0}(x)-\phi_{\beta,\alpha}(x)\bigr{)}\,{\rm d}x+\int_{\gamma}^{+\infty}\bigl{(}\alpha-\phi_{\beta,\alpha}(x)\bigr{)}\,{\rm d}x\right)\,.

In particular one has lim inft+(s(t)ct)x~0\liminf_{t\to+\infty}(s(t)-ct)\geq\tilde{x}_{0} by monotonicity. Now, taking taking γ+\gamma\to+\infty, we see that x~0+\tilde{x}_{0}\to+\infty by assumption on u0u_{0}, and we conclude that s(t)ct+s(t)-ct\to+\infty as t+t\to+\infty. A more explicit example of such a “sublinear shift” will be given in Section 5.2 below.

The remainder of this section is devoted to the proof of Proposition 4.1. Assume that the initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) are nonincreasing and satisfy (4.1) for some α<β\alpha<\beta. The solution u(t)=𝒮tu0u(t)=\mathcal{S}_{t}u_{0} of (1.1) is smooth for positive times, and the strong maximum principle implies that xu(t,x)<0\partial_{x}u(t,x)<0 for all t>0t>0 and all xx\in\mathbb{R}. On the other hand, using for instance Lemma 3.1, it is not difficult to verify that the limits of u(t,x)u(t,x) as x±x\to\pm\infty are independent of time. As a consequence, for each t>0t>0, there exists a unique point s(t)s(t)\in\mathbb{R} such that

u(t,s(t))=α+β2.u(t,s(t))\,=\,\frac{\alpha+\beta}{2}\,. (4.3)

Moreover s(t)s(t) is a smooth function of time thanks to the implicit function theorem.

Lemma 4.3.

The shift function s:(0,+)s:(0,+\infty)\to\mathbb{R} defined by (4.3) satisfies

limt+s(t)t=c:=f(β)f(α)βα.\lim_{t\to+\infty}\frac{s(t)}{t}\,=\,c\,:=\,\frac{f(\beta)-f(\alpha)}{\beta-\alpha}\,. (4.4)
  • Proof . We use the monotonicity of the evolution map 𝒮t\mathcal{S}_{t} to compare the solution u(t)=𝒮tu0u(t)=\mathcal{S}_{t}u_{0} with suitably translated viscous shocks. Take ε>0\varepsilon>0 small enough so that

    0<ε<βα2,henceα+ε<α+β2<βε.0\,<\,\varepsilon\,<\,\frac{\beta-\alpha}{2}\,,\qquad\hbox{hence}\quad\alpha+\varepsilon\,<\,\frac{\alpha+\beta}{2}\,<\,\beta-\varepsilon\,. (4.5)

    Since u0u_{0} is nonincreasing and satisfies (4.1), there exist x+(ε)x_{+}(\varepsilon)\in\mathbb{R} and x(ε)x_{-}(\varepsilon)\in\mathbb{R} such that

    ϕβε,αε(xx(ε))u0(x)ϕβ+ε,α+ε(xx+(ε)),x,\phi_{\beta-\varepsilon,\alpha-\varepsilon}(x-x_{-}(\varepsilon))\,\leq\,u_{0}(x)\,\leq\,\phi_{\beta+\varepsilon,\alpha+\varepsilon}(x-x_{+}(\varepsilon))\,,\qquad\forall\,x\in\mathbb{R}\,, (4.6)

    where ϕβ±ε,α±ε\phi_{\beta\pm\varepsilon,\alpha\pm\varepsilon} denotes the viscous shock connecting β±ε\beta\pm\varepsilon with α±ε\alpha\pm\varepsilon. In fact, it is straightforward to verify that (4.6) holds as soon as x+(ε)1x_{+}(\varepsilon)\gg 1 and x(ε)1x_{-}(\varepsilon)\ll-1 are sufficiently large, depending on ε\varepsilon. By monotonicity, we deduce from (4.6) that

    ϕβε,αε(xc(ε)tx(ε))u(t,x)ϕβ+ε,α+ε(xc+(ε)tx+(ε)),\phi_{\beta-\varepsilon,\alpha-\varepsilon}\bigl{(}x-c_{-}(\varepsilon)t-x_{-}(\varepsilon)\bigr{)}\,\leq\,u(t,x)\,\leq\,\phi_{\beta+\varepsilon,\alpha+\varepsilon}\bigl{(}x-c_{+}(\varepsilon)t-x_{+}(\varepsilon)\bigr{)}\,, (4.7)

    for all t0t\geq 0 and all xx\in\mathbb{R}, where the speeds c±(ε)c_{\pm}(\varepsilon) are given by the Rankine-Hugoniot formulas

    c+(ε):=f(β+ε)f(α+ε)βα,c(ε):=f(βε)f(αε)βα.c_{+}(\varepsilon)\,:=\,\frac{f(\beta{+}\varepsilon)-f(\alpha{+}\varepsilon)}{\beta-\alpha}\,,\qquad c_{-}(\varepsilon)\,:=\,\frac{f(\beta{-}\varepsilon)-f(\alpha{-}\varepsilon)}{\beta-\alpha}\,. (4.8)

    On the other hand, due to the second inequality in (4.5), there exist s+(ε)s_{+}(\varepsilon)\in\mathbb{R} and s(ε)s_{-}(\varepsilon)\in\mathbb{R} such that

    ϕβ+ε,α+ε(s+(ε))=ϕβε,αε(s(ε))=α+β2.\phi_{\beta+\varepsilon,\alpha+\varepsilon}\bigl{(}s_{+}(\varepsilon)\bigr{)}\,=\,\phi_{\beta-\varepsilon,\alpha-\varepsilon}\bigl{(}s_{-}(\varepsilon)\bigr{)}\,=\,\frac{\alpha+\beta}{2}\,. (4.9)

    In view of (4.9), we deduce from (4.7) that the shift function defined by (4.3) satisfies

    c(ε)t+x(ε)+s(ε)s(t)c+(ε)t+x+(ε)+s+(ε),t>0.c_{-}(\varepsilon)t+x_{-}(\varepsilon)+s_{-}(\varepsilon)\,\leq\,s(t)\,\leq\,c_{+}(\varepsilon)t+x_{+}(\varepsilon)+s_{+}(\varepsilon)\,,\qquad\forall\,t>0\,. (4.10)

    In particular we infer from (4.10) that

    c(ε)lim inft+s(t)tlim supt+s(t)tc+(ε).c_{-}(\varepsilon)\,\leq\,\liminf_{t\to+\infty}\frac{s(t)}{t}\,\leq\,\limsup_{t\to+\infty}\frac{s(t)}{t}\,\leq\,c_{+}(\varepsilon)\,. (4.11)

    Finally it is clear from (4.8) that c±(ε)cc_{\pm}(\varepsilon)\to c as ε0\varepsilon\to 0, which concludes the proof of (4.4).  

In a second step, we consider the auxiliary function vv defined by

v(t,x)=xu(t,x)f(u(t,x))+cu(t,x)+d,t>0,x,v(t,x)\,=\,\partial_{x}u(t,x)-f(u(t,x))+cu(t,x)+d\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (4.12)

where the constants c,dc,d are defined in (2.4). This function is smooth for positive times and a direct calculation shows that it satisfies the evolution equation

tv(t,x)+f(u(t,x))xv(t,x)=x2v(t,x),t>0,x.\partial_{t}v(t,x)+f^{\prime}\bigl{(}u(t,x)\bigr{)}\partial_{x}v(t,x)\,=\,\partial_{x}^{2}v(t,x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,. (4.13)

The key step in the proof of Proposition 4.1 is :

Lemma 4.4.

The function vv defined by (4.12) converges uniformly to zero as t+t\to+\infty :

supx|v(t,x)|t+ 0.\sup_{x\in\mathbb{R}}\,|v(t,x)|\,\xrightarrow[t\to+\infty]{}\,0\,. (4.14)
  • Proof . Shifting the initial time if needed, we can assume without loss of generality that the functions u(t,x)u(t,x) and v(t,x)v(t,x) are smooth for all t0t\geq 0. We consider the linear advection-diffusion equation

    tw(t,x)+f(u(t,x))xw(t,x)=x2w(t,x),t>0,x,\partial_{t}w(t,x)+f^{\prime}\bigl{(}u(t,x)\bigr{)}\partial_{x}w(t,x)\,=\,\partial_{x}^{2}w(t,x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (4.15)

    where the function u(t,x)u(t,x) is considered as given. The following LpL^{p}LqL^{q} estimates are known for the solution of (4.15) with initial data w0w_{0} :

    supt0w(t,)L()w0L(),supt>0t1/2w(t,)L()Cw0L1(),\sup_{t\geq 0}\|w(t,\cdot)\|_{L^{\infty}(\mathbb{R})}\,\leq\,\|w_{0}\|_{L^{\infty}(\mathbb{R})}\,,\qquad\sup_{t>0}t^{1/2}\|w(t,\cdot)\|_{L^{\infty}(\mathbb{R})}\,\leq\,C\|w_{0}\|_{L^{1}(\mathbb{R})}\,, (4.16)

    where C>0C>0 is a universal constant. While the first bound in (4.16) is a direct consequence of the parabolic maximum principle, the second one takes into account the convexity of the flux function ff as well as the monotonicity of the solution uu. For the reader’s convenience, we provide a proof of the second estimate (4.16) in Section A.3.

    For the time being, to conclude the proof of Lemma 4.4, we consider the solution vv of (4.13) with initial data v0:=xu0f(u0)+cu0+dv_{0}:=\partial_{x}u_{0}-f(u_{0})+cu_{0}+d. We know that xu0L1()\partial_{x}u_{0}\in L^{1}(\mathbb{R}) because u0u_{0} is decreasing and bounded, and that f(u0)cu0df(u_{0})-cu_{0}-d converges to zero as x±x\to\pm\infty because of (2.4). As a consequence, given any ε>0\varepsilon>0, we can decompose v0=w1+w2v_{0}=w_{1}+w_{2}, where w1L1()w_{1}\in L^{1}(\mathbb{R}) and w2Lε\|w_{2}\|_{L^{\infty}}\leq\varepsilon. For j=1,2j=1,2 we denote by wj(t)w_{j}(t) the solution of (4.15) with initial data wjw_{j}, so that v(t)=w1(t)+w2(t)v(t)=w_{1}(t)+w_{2}(t) by linearity. Using (4.16), we infer that

    v(t)Lw1(t)L+w2(t)LCt1/2w1L1+w2L,t>0,\|v(t)\|_{L^{\infty}}\,\leq\,\|w_{1}(t)\|_{L^{\infty}}+\|w_{2}(t)\|_{L^{\infty}}\,\leq\,Ct^{-1/2}\|w_{1}\|_{L^{1}}+\|w_{2}\|_{L^{\infty}}\,,\qquad\forall\,t>0\,,

    so that lim supt+v(t)Lε\limsup_{t\to+\infty}\|v(t)\|_{L^{\infty}}\leq\varepsilon. Since ε>0\varepsilon>0 was arbitrary, this gives (4.14).  

Equipped with Lemmas 4.3 and 4.4, it is now straightforward to conclude the proof of Proposition 4.1. Let g:g:\mathbb{R}\to\mathbb{R} be the convex function defined by g(u)=f(u)cudg(u)=f(u)-cu-d, where c,dc,d are given by (2.4), and let

L:=max{|g(u)|;u[α,β]}=max{cf(α),f(β)c}.L\,:=\,\max\bigl{\{}|g^{\prime}(u)|\,;\,u\in[\alpha,\beta]\bigr{\}}\,=\,\max\bigl{\{}c-f^{\prime}(\alpha)\,,\,f^{\prime}(\beta)-c\bigr{\}}\,.

Fix any t>0t>0. In view of (4.12), the function ψ:\psi:\mathbb{R}\to\mathbb{R} defined by ψ(y)=u(t,y+s(t))\psi(y)=u\bigl{(}t,y+s(t)\bigr{)} satisfies the ODE

ψ(y)=g(ψ(y))+v(t,y+s(t)),y,withψ(0)=α+β2.\psi^{\prime}(y)\,=\,g\bigl{(}\psi(y)\bigr{)}+v\bigl{(}t,y+s(t)\bigr{)}\,,\quad\forall\,y\in\mathbb{R}\,,\qquad\hbox{with}~{}\,\psi(0)\,=\,\frac{\alpha+\beta}{2}\,.

This is to be compared with the ODE (2.3) satisfied by the viscous shock ϕ(y):=ϕβ,α(y)\phi(y):=\phi_{\beta,\alpha}(y), namely ϕ(y)=g(ϕ(y))\phi^{\prime}(y)=g(\phi(y)) and ϕ(0)=(α+β)/2\phi(0)=(\alpha+\beta)/2. If w=ψϕw=\psi-\phi, we infer that |w(y)|L|w(y)|+v(t)L|w^{\prime}(y)|\leq L|w(y)|+\|v(t)\|_{L^{\infty}}. Integrating this differential inequality and recalling that w(0)=0w(0)=0, we obtain

|w(y)||u(t,y+s(t))ϕβ,α(y)||y|eL|y|v(t)L,y.|w(y)|\,\equiv\,\bigl{|}u(t,y+s(t))-\phi_{\beta,\alpha}(y)\bigr{|}\,\leq\,|y|\,e^{L|y|}\,\|v(t)\|_{L^{\infty}}\,,\qquad\forall\,y\in\mathbb{R}\,. (4.17)

Since v(t)L0\|v(t)\|_{L^{\infty}}\to 0 by Lemma 4.14, it follows from (4.17) that u(t,y+s(t))ϕβ,α(y)u(t,y+s(t))-\phi_{\beta,\alpha}(y) converges to zero as t+t\to+\infty, uniformly for yy in any compact interval. Taking into account the fact that both functions u(t,)u(t,\cdot) and ϕβ,α\phi_{\beta,\alpha} are decreasing and have the same limits as y±y\to\pm\infty, we deduce that the convergence is in fact uniform for all yy\in\mathbb{R}. This proves (4.2), and we already established in Lemma 4.3 that s(t)/ts(t)/t has a limit as t+t\to+\infty. \Box

Remark 4.5.

Neither the strict convexity of the flux nor the Lax condition for the shock is used in the proof of Proposition 4.1, which therefore remains valid if we only assume that f′′(u)0f^{\prime\prime}(u)\geq 0 for all u[α,β]u\in[\alpha,\beta].

5 Representation of entire solutions via probability measures

From now on we restrict our attention to the special case of Burgers’ equation

tu(t,x)+u(t,x)xu(t,x)=x2u(t,x),t>0,x,\partial_{t}u(t,x)+u(t,x)\partial_{x}u(t,x)\,=\,\partial_{x}^{2}u(t,x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (5.1)

which corresponds to taking f(u)=u2/2f(u)=u^{2}/2 in (1.1). The Cauchy problem for (5.1) can be solved in explicit form through the celebrated Cole-Hopf transformation [4, 14]. As is easily verified, if U(t,x)U(t,x) is any positive solution of the heat equation tU=x2U\partial_{t}U=\partial_{x}^{2}U, a corresponding solution u(t,x)u(t,x) of (5.1) is obtained by setting

u(t,x)=2xU(t,x)U(t,x),t>0,x.u(t,x)\,=\,-2\,\frac{\partial_{x}U(t,x)}{U(t,x)}\,,\qquad t>0\,,\quad x\in\mathbb{R}\,. (5.2)

It is tempting to conclude that the dynamics of (5.1) is trivial, but one should keep in mind that bounded solutions of (5.1) are associated via (5.2) to functions U(t,x)U(t,x) that may grow exponentially as |x||x|\to\infty, and this seriously complicates the process of computing the long-time asymptotics, even if UU solves a simple equation.

A beautiful application of the Cole-Hopf transformation is the derivation of the representation formula (1.5) for bounded entire solutions of (5.1). By Oleinik’s inequality (2.2), any entire solution uu of (5.1) necessarily satisfies xu(t,x)0\partial_{x}u(t,x)\leq 0 for all (t,x)×(t,x)\in\mathbb{R}\times\mathbb{R}. If we assume in addition that uu is bounded, the limits α,β\alpha,\beta\in\mathbb{R} defined by

α=limx+u(t,x),β=limxu(t,x),\alpha\,=\,\lim_{x\to+\infty}u(t,x)\,,\qquad\beta\,=\,\lim_{x\to-\infty}u(t,x)\,, (5.3)

are therefore finite, and independent of time (the last property follows from Lemma 3.1 and translation invariance.) We then have the following result:

Proposition 5.1.

[16] If u:×u:\mathbb{R}\times\mathbb{R}\to\mathbb{R} is a bounded entire solution of Burgers’ equation (5.1), there exists a unique probability measure μ\mu supported on [α,β][\alpha,\beta], where α,β\alpha,\beta are the limits defined in (5.3), such that

u(t,x)=zezx/2+z2t/4dμ(z)ezx/2+z2t/4dμ(z),t,x.u(t,x)\,=\,\genfrac{}{}{1.0pt}{0}{\int z\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}{\int e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,. (5.4)

The proof of Proposition 5.1 uses a representation of positive, ancient solutions of the heat equation of the form U(t,x)=ezx/2+z2t/4dμ(z)U(t,x)=\int e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z), which substituted into (5.2) immediately gives (5.4). The formula (5.4) appears implicitly in the work of Kenig and Merle [17], and explicitly in the PhD thesis of U. P. Karunathilake [16]. Since the latter reference is not widely available, we reproduce the proof here and establish the uniqueness of the measure μ\mu, which is not asserted in [16].

Remark 5.2.

When restricted to the time interval (,T)(-\infty,T), for some TT\in\mathbb{R}, the representation formula (5.4) remains valid for ancient solutions u:(,T)×u:(-\infty,T)\times\mathbb{R}\to\mathbb{R} that are not necessarily bounded. In that situation μ\mu is just a positive measure, supported on the closure of the range of uu, which may have finite or infinite mass (in the latter case it cannot be normalized, and no uniqueness is claimed). In what follows we focus on bounded entire solutions, due to their connection with ω\omega-limit sets, but we allow ourselves occasional comments on the general case.

We now turn to the proof of Proposition 5.1, then study some examples of measures in Section 5.2 and conclude with an analysis of (5.4) for tt\to-\infty in Section 5.3.

5.1 Representation of ancient solutions

Assume that u:Ωu:\Omega_{-}\to\mathbb{R} is a smooth solution of Burgers’ equation (5.1) on the space-time domain Ω:={(t,x)2;t<0}\Omega_{-}:=\bigl{\{}(t,x)\in\mathbb{R}^{2}\,;\,t<0\bigr{\}}. Our goal is to obtain a representation formula for uu in terms of a positive measure on the real line. We proceed in three steps.

Step 1 : Cole-Hopf transformation [4, 14]. We first define

U(t,x)=exp(120xu(t,y)dy+a(t)),(t,x)Ω,U(t,x)\,=\,\exp\Bigl{(}-\frac{1}{2}\int_{0}^{x}u(t,y)\,{\rm d}y+a(t)\Bigr{)}\,,\qquad\forall\,(t,x)\in\Omega_{-}\,, (5.5)

where

a(t)=t0t(14u(s,0)212xu(s,0))ds,t<0.a(t)\,=\,\int_{t_{0}}^{t}\Bigl{(}\frac{1}{4}\,u(s,0)^{2}-\frac{1}{2}\,\partial_{x}u(s,0)\Bigr{)}\,{\rm d}s\,,\qquad\forall\,t<0\,.

Here t0<0t_{0}<0 is some arbitrary reference time. A direct calculation shows that

tU(t,x)=U(t,x)(12xu(t,x)+14u(t,x)2)=x2U(t,x),(t,x)Ω.\partial_{t}U(t,x)\,=\,U(t,x)\Bigl{(}-\frac{1}{2}\,\partial_{x}u(t,x)+\frac{1}{4}\,u(t,x)^{2}\Bigr{)}\,=\,\partial_{x}^{2}U(t,x)\,,\qquad\forall\,(t,x)\in\Omega_{-}\,.

Our solution uu of Burgers’ equation can therefore be expressed as

u(t,x)=2xU(t,x)U(t,x),(t,x)Ω,u(t,x)\,=\,\frac{-2\partial_{x}U(t,x)}{U(t,x)}\,,\qquad\forall\,(t,x)\in\Omega_{-}\,, (5.6)

where U:Ω(0,+)U:\Omega_{-}\to(0,+\infty) is a positive solution of the heat equation tU=x2U\partial_{t}U=\partial_{x}^{2}U.

Step 2 : Appell transformation [2, 31]. We next transform the ancient solution U(t,x)U(t,x) of the heat equation into a solution V(t,x)V(t,x) of the same equation which is defined for positive times, namely on the space-time domain Ω+:={(t,x)2;t>0}\Omega_{+}:=\bigl{\{}(t,x)\in\mathbb{R}^{2}\,;\,t>0\bigr{\}}. This remarkable transformation, first discovered by P. Appell, takes the form

V(t,x)=K(t,x)U(1t,xt),(t,x)Ω+,V(t,x)\,=\,K(t,x)\,U\Bigl{(}\frac{-1}{t}\,,\,\frac{-x}{t}\Bigr{)}\,,\qquad\forall\,(t,x)\in\Omega_{+}\,, (5.7)

where K(t,x)K(t,x) is the fundamental solution of the one-dimensional heat equation :

K(t,x)=ex2/(4t)4πt,(t,x)Ω+.K(t,x)\,=\,\frac{e^{-x^{2}/(4t)}}{\sqrt{4\pi t}}\,,\qquad\forall\,(t,x)\in\Omega_{+}\,. (5.8)

A simple calculation shows that tV(t,x)=x2V(t,x)\partial_{t}V(t,x)=\partial_{x}^{2}V(t,x) for all (t,x)Ω+(t,x)\in\Omega_{+}, and by construction V(t,x)V(t,x) is strictly positive on the domain Ω+\Omega_{+}.

Step 3 : Poisson representation [30]. A classical result due to Widder [30, Theorem 6] asserts that, if V(t,x)V(t,x) is a nonnegative solution of the heat equation in Ω+\Omega_{+}, there exists a (unique) positive Borel measure μ\mu on \mathbb{R} such that

V(t,x)=K(t,xz)dμ(z),(t,x)Ω+.V(t,x)\,=\,\int_{\mathbb{R}}K(t,x-z)\,{\rm d}\mu(z)\,,\qquad\forall\,(t,x)\in\Omega_{+}\,. (5.9)

It should be emphasized at this point that the convergence of the integral in (5.9) is part of the conclusion of Widder’s theorem. In particular, the measure μ(I)\mu(I) of any compact interval II\subset\mathbb{R} should be finite, which implies that μ\mu is a regular measure [25, Theorem 2.18]. In addition μ\mu should have a “moderate growth” at infinity so that the integral in (5.9) is finite even when t>0t>0 is large. For instance, if dμ=ecz2/4dz{\rm d}\mu=e^{cz^{2}/4}\,{\rm d}z for some c>0c>0, the right-hand side of (5.9) is infinite when t1/ct\geq 1/c, which contradicts the assumption that VV is defined on the whole domain Ω+\Omega_{+}.

Remark 5.3.

The assumption that VV is nonnegative is crucial in Widder’s theorem. For instance the function V(t,x)=(x/t)K(t,x)V(t,x)=(x/t)K(t,x) is a (sign-changing) solution of the heat equation in Ω+\Omega_{+} which converges to zero as t0+t\to 0+ for any xx\in\mathbb{R}. As is easily verified, in that case one cannot find any measure μ\mu on \mathbb{R} such that (5.9) holds.

We now return to the ancient solution of Burgers’ equation. Combining (5.7) and (5.9) we first obtain

U(t,x)=V(1/t,x/t)K(1/t,x/t)=1K(1/t,x/t)K(1t,xtz)dμ(z),U(t,x)\,=\,\frac{V(-1/t,x/t)}{K(-1/t,x/t)}\,=\,\frac{1}{K(-1/t,x/t)}\int_{\mathbb{R}}K\Bigl{(}\frac{-1}{t}\,,\,\frac{x}{t}-z\Bigr{)}\,{\rm d}\mu(z)\,,

for all (t,x)Ω(t,x)\in\Omega_{-}. The right-hand side can be simplified using the explicit expression (5.8) of the heat kernel, leading to the following representation formula for ancient positive solutions of the heat equation :

U(t,x)=ezx/2+z2t/4dμ(z),(t,x)Ω,U(t,x)\,=\,\int_{\mathbb{R}}e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)\,,\qquad\forall\,(t,x)\in\Omega_{-}\,, (5.10)

see also [31, Theorem 8.1]. Finally, we deduce from (5.6) the desired representation of ancient solutions to Burgers’ equation :

u(t,x)=zezx/2+z2t/4dμ(z)ezx/2+z2t/4dμ(z),(t,x)Ω.u(t,x)\,=\,\genfrac{}{}{1.0pt}{0}{\int z\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}{\int e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}\,,\qquad\forall\,(t,x)\in\Omega_{-}\,. (5.11)

Conversely, if μ\mu is a positive measure on \mathbb{R} that is finite on compact intervals and has moderate growth at infinity, it is straightforward to verify that the function uu defined by (5.11) is an ancient solution of Burgers’ equation (5.1). For any (t,x)Ω(t,x)\in\Omega_{-}, the quantity u(t,x)u(t,x) can be interpreted as the average of a random variable zz\in\mathbb{R} with respect to the (non-normalized) measure ezx/2+z2t/4dμ(z)e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z). Introducing the obvious notation u(t,x)=zt,xu(t,x)=\langle z\rangle_{t,x}, we find by direct calculation

xu(t,x)=12(z2t,xzt,x2)=12(zzt,x)2t,x 0.\partial_{x}u(t,x)\,=\,-\frac{1}{2}\Bigl{(}\langle z^{2}\rangle_{t,x}-\langle z\rangle_{t,x}^{2}\Bigr{)}\,=\,-\frac{1}{2}\Big{\langle}\bigl{(}z-\langle z\rangle_{t,x}\bigr{)}^{2}\Big{\rangle}_{t,x}\,\leq\,0\,.

This shows that all solutions of the form (5.11) are non-increasing in xx, which is also a direct consequence of Oleinik’s inequality (2.2). Actually, we have xu(t,x)<0\partial_{x}u(t,x)<0 for all xx\in\mathbb{R} unless the measure μ=δα\mu=\delta_{\alpha} is a single Dirac mass, in which case u(t,x)=αu(t,x)=\alpha for all (t,x)Ω(t,x)\in\Omega_{-}.

Example 5.4.

The simple example where μ\mu is just the Lebesgue measure on \mathbb{R} is already quite instructive. In that case, it is clear from (5.9) that V1V\equiv 1 on Ω+\Omega_{+}, and we deduce from (5.7), (5.6) that

U(t,x)=1K(1/t,x/t)=4πtex2/(4t),u(t,x)=xt,(t,x)Ω.U(t,x)\,=\,\frac{1}{K(-1/t,x/t)}\,=\,\frac{\sqrt{4\pi}}{\sqrt{-t}}\,e^{-x^{2}/(4t)}\,,\qquad u(t,x)\,=\,\frac{x}{t}\,,\qquad\forall\,(t,x)\in\Omega_{-}\,.

We observe that the ancient solution U(t,x)U(t,x) of the heat equation blows up as t0t\to 0- at any point xx\in\mathbb{R}, and that the ancient solution u(t,x)u(t,x) of Burgers’ equation does so for any x0x\neq 0.

The blow-up phenomenon observed in Example 5.4 only occurs for unbounded solutions. Indeed, by the maximum principle, bounded ancient solutions of either the heat equation or the Burgers equation remain uniformly bounded at later times, and can therefore be extended to (bounded) entire solutions. In what follows, we concentrate on bounded ancient solutions, which are candidates for trajectories in ω\omega-limit sets of bounded initial data. We have the following characterization:

Proposition 5.5.

The ancient solution u:Ωu:\Omega_{-}\to\mathbb{R} of Burgers’ equation given by (5.11) is bounded if and only if the measure μ\mu has bounded support. In that case uu satisfies (5.3) for all t<0t<0, with

α=inf(supp(μ)),β=sup(supp(μ)).\alpha\,=\,\inf\,\bigl{(}\mathop{\mathrm{supp}}(\mu)\bigr{)}\,,\qquad\beta\,=\,\sup\,\bigl{(}\mathop{\mathrm{supp}}(\mu)\bigr{)}\,. (5.12)
  • Proof . Let μ\mu be a (nontrivial) positive measure on \mathbb{R} that is finite on compact intervals and has moderate growth at infinity. We define α,β\alpha,\beta by (5.12), so that α[,+)\alpha\in[-\infty,+\infty) and β(,+]\beta\in(-\infty,+\infty]. We shall show that, for any fixed t<0t<0, the quantity u(t,x)u(t,x) defined by (5.11) converges to β\beta as xx\to-\infty, and to α\alpha as x+x\to+\infty. We concentrate on the limit at -\infty, the other case being similar. Setting x=2yx=-2y, where y>0y>0, we have the representation

    u(t,2y)=zezydνt(z)ezydνt(z),wheredνt(z)=ez2t/4dμ(z).u(t,-2y)\,=\,\genfrac{}{}{1.0pt}{0}{\int z\,e^{zy}\,{\rm d}\nu_{t}(z)}{\int e^{zy}\,{\rm d}\nu_{t}(z)}\,,\qquad\hbox{where}\quad{\rm d}\nu_{t}(z)\,=\,e^{z^{2}t/4}\,{\rm d}\mu(z)\,.

    Given real numbers a,ba,b such that a<b<βa<b<\beta, we decompose

    ezydνt(z)={z<a}ezydνt(z)+{za}ezydνt(z)=:I0(y)+J0(y),\int_{\mathbb{R}}e^{zy}\,{\rm d}\nu_{t}(z)\,=\,\int_{\{z<a\}}e^{zy}\,{\rm d}\nu_{t}(z)\,+\,\int_{\{z\geq a\}}e^{zy}\,{\rm d}\nu_{t}(z)\,=:\,I_{0}(y)+J_{0}(y)\,,

    and we observe that

    I0(y)eay{z<a}dνt(z),J0(y){zb}ezydνt(z)eby{zb}dνt(z).I_{0}(y)\,\leq\,e^{ay}\int_{\{z<a\}}\,{\rm d}\nu_{t}(z)\,,\qquad J_{0}(y)\,\geq\,\int_{\{z\geq b\}}e^{zy}\,{\rm d}\nu_{t}(z)\,\geq\,e^{by}\int_{\{z\geq b\}}\,{\rm d}\nu_{t}(z)\,.

    Since b<βb<\beta, the last integral is strictly positive, and we deduce that I0(y)/J0(y)0I_{0}(y)/J_{0}(y)\to 0 as y+y\to+\infty. A similar argument gives

    zezydνt(z)={z<a}zezydνt(z)+{za}zezydνt(z)=:I1(y)+J1(y),\int_{\mathbb{R}}z\,e^{zy}\,{\rm d}\nu_{t}(z)\,=\,\int_{\{z<a\}}z\,e^{zy}\,{\rm d}\nu_{t}(z)\,+\,\int_{\{z\geq a\}}z\,e^{zy}\,{\rm d}\nu_{t}(z)\,=:\,I_{1}(y)+J_{1}(y)\,,

    where |I1(y)|/J0(y)0|I_{1}(y)|/J_{0}(y)\to 0 as y+y\to+\infty. It follows that

    limy+u(t,2y)=limy+I1(y)+J1(y)I0(y)+J0(y)=limy+{za}zezydνt(z){za}ezydνt(z)a.\lim_{y\to+\infty}u(t,-2y)\,=\,\lim_{y\to+\infty}\,\frac{I_{1}(y)+J_{1}(y)}{I_{0}(y)+J_{0}(y)}\,=\,\lim_{y\to+\infty}\genfrac{}{}{1.0pt}{0}{\int_{\{z\geq a\}}z\,e^{zy}\,{\rm d}\nu_{t}(z)}{\int_{\{z\geq a\}}e^{zy}\,{\rm d}\nu_{t}(z)}\,\geq\,a\,.

    Since this is true for any a<βa<\beta, we deduce that (t):=limxu(t,x)β\ell_{-}(t):=\lim_{x\to-\infty}u(t,x)\geq\beta. This means that the solution u(t,)u(t,\cdot) is unbounded from above if β=+\beta=+\infty. In the converse case, we must have (t)=β\ell_{-}(t)=\beta, because it easily follows from (5.11) that u(t,x)βu(t,x)\leq\beta for all (t,x)Ω(t,x)\in\Omega_{-}. A symmetric argument shows that u(t,)u(t,\cdot) is bounded from below if and only if α>\alpha>-\infty, in which case +(t):=limx+u(t,x)=α\ell_{+}(t):=\lim_{x\to+\infty}u(t,x)=\alpha for all t<0t<0.  

It is now straightforward to conclude the proof of Proposition 5.1. If uu is a bounded entire solution of (5.1), then uu is a fortiori a bounded ancient solution on Ω\Omega_{-}, and can therefore be represented as in (5.11) for some positive Borel measure μ\mu that is finite on compact intervals. By Proposition 5.5 we know that supp(μ)[α,β]\mathop{\mathrm{supp}}(\mu)\subset[\alpha,\beta], where α,β\alpha,\beta\in\mathbb{R} are the spatial limits defined in (5.3). In particular μ\mu is a finite measure, which can be normalized into a probability measure without affecting the representation (5.11). We conclude that (5.4) holds for all t<0t<0, hence for all tt\in\mathbb{R} because both members are bounded solutions of Burgers’ equation which coincide on the space-time domain Ω\Omega_{-}.

It remains to verify that the representation (5.4) is unique. Assume that μ1,μ2\mu_{1},\mu_{2} are two probability measures on [α,β][\alpha,\beta] such that (5.4) holds. Defining

U1(t,x)=ezx/2+z2t/4dμ1(z),U2(t,x)=ezx/2+z2t/4dμ2(z),U_{1}(t,x)\,=\,\int_{\mathbb{R}}e^{-zx/2+z^{2}t/4}\,{\rm d}\mu_{1}(z)\,,\qquad U_{2}(t,x)\,=\,\int_{\mathbb{R}}e^{-zx/2+z^{2}t/4}\,{\rm d}\mu_{2}(z)\,, (5.13)

we see that U1,U2U_{1},U_{2} are positive solutions of the heat equation such that (xU1)/U1=(xU2)/U2(\partial_{x}U_{1})/U_{1}=(\partial_{x}U_{2})/U_{2} for all (t,x)×(t,x)\in\mathbb{R}\times\mathbb{R}. This means that the ratio r(t):=U1(t,x)/U2(t,x)r(t):=U_{1}(t,x)/U_{2}(t,x) does not depend on the space variable xx. Setting t=0t=0 in (5.13) we deduce that

ezx/2dμ1(z)=r(0)ezx/2dμ2(z),for all x,\int_{\mathbb{R}}e^{-zx/2}\,{\rm d}\mu_{1}(z)\,=\,r(0)\int_{\mathbb{R}}e^{-zx/2}\,{\rm d}\mu_{2}(z)\,,\qquad\hbox{for all }x\in\mathbb{R}\,,

which implies that μ1=r(0)μ2\mu_{1}=r(0)\mu_{2} since the Laplace transform is one-to-one. Finally, as μ1,μ2\mu_{1},\mu_{2} are both probability measures, we conclude that μ1=μ2\mu_{1}=\mu_{2}. \Box

5.2 Examples: shocks, mergers, and continuous shock superposition

In this section we examine some examples of bounded entire solutions corresponding to simple choices for the measure μ\mu in (5.4). As a preliminary remark, we recall that Burgers’ equation (5.1) is invariant under several continuous symmetries : translations in space and time, Galilean transformations, and parabolic scaling. It is instructive to observe, in the case of bounded entire solutions, how the symmetry group acts on the (not necessarily normalized) measure μ\mu. From the representation formula (5.4) we easily obtain the following group actions, where x0,t0,cx_{0},t_{0},c\in\mathbb{R} and λ>0\lambda>0 :

  1. a)

    Translation in space : u(t,x)u(t,xx0)u(t,x)\mapsto u(t,x-x_{0}), dμ(z)ezx0/2dμ(z)\,{\rm d}\mu(z)\mapsto e^{zx_{0}/2}\,{\rm d}\mu(z);

  2. b)

    Translation in time : u(t,x)u(t+t0,x)u(t,x)\mapsto u(t+t_{0},x), dμ(z)ez2t0/4dμ(z)\,{\rm d}\mu(z)\mapsto e^{z^{2}t_{0}/4}\,{\rm d}\mu(z);

  3. c)

    Galilean transformation : u(t,x)u(t,xct)+cu(t,x)\mapsto u(t,x-ct)+c, dμ(z)dμ(zc)\,{\rm d}\mu(z)\mapsto\,{\rm d}\mu(z-c);

  4. d)

    Parabolic scaling : u(t,x)λu(λ2t,λx)u(t,x)\mapsto\lambda u(\lambda^{2}t,\lambda x), dμ(z)dμ(z/λ)\,{\rm d}\mu(z)\mapsto\,{\rm d}\mu(z/\lambda).

In the following, we analyze several special cases of measures μ\mu. Illustrations of the corresponding entire solutions can be found in Figure 1. The simplest possible example of a bounded entire solution corresponds to μ=δα\mu=\delta_{\alpha} being a Dirac mass located at some point α\alpha\in\mathbb{R}. In that case we clearly have u(t,x)=αu(t,x)=\alpha for all (t,x)×(t,x)\in\mathbb{R}\times\mathbb{R}. A more interesting situation is obtained when μ=12δα+12δβ\mu=\frac{1}{2}\delta_{\alpha}+\frac{1}{2}\delta_{\beta} for some α<β\alpha<\beta. A direct calculation then shows that u(t,x)=ϕβ,α(xct)u(t,x)=\phi_{\beta,\alpha}(x-ct), where ϕβ,α\phi_{\beta,\alpha} is the viscous shock profile given by

ϕβ,α(y)=cδtanh(δy2),c=α+β2,δ=βα2.\phi_{\beta,\alpha}(y)\,=\,c-\delta\tanh\Bigl{(}\frac{\delta y}{2}\Bigr{)}\,,\qquad c\,=\,\frac{\alpha+\beta}{2}\,,\qquad\delta\,=\,\frac{\beta-\alpha}{2}\,. (5.14)

As soon as μ\mu contains more than two Dirac masses, the solution u(t,x)u(t,x) given by (5.4) describes the merger of several viscous shocks into a single one. A typical example is μ=14δ2+12δ0+14δ2\mu=\frac{1}{4}\delta_{-2}+\frac{1}{2}\delta_{0}+\frac{1}{4}\delta_{2} for which

u(t,x)=2sinh(x)et+cosh(x),t,x.u(t,x)\,=\,\frac{-2\sinh(x)}{e^{-t}+\cosh(x)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,. (5.15)

It is clear that u(t,x)ϕ2,2(x)u(t,x)\approx\phi_{2,-2}(x) as t+t\to+\infty, whereas for large negative times a direct calculation shows that u(t,x)ϕ2,0(xt+x0)+ϕ0,2(x+tx0)u(t,x)\approx\phi_{2,0}(x-t+x_{0})+\phi_{0,-2}(x+t-x_{0}) with x0:=log(2)x_{0}:=\log(2). Thus the solution (5.15) realizes the merger of a pair of traveling viscous shocks into a single steady shock. Mergers of more than two shocks can be described in a similar fashion.

We next consider examples where the measure μ\mu has an absolutely continuous component. In analogy to finitely many Dirac masses describing discrete superpositions of shocks and subsequent mergers, a continuous measure μ\mu can be thought of as representing a continuous superposition of shocks with continuous merger events. Such an interpretation is reminiscent of Hamel and Nadirashvili’s characterization of entire solutions to the Fisher-KPP equation in N\mathbb{R}^{N}, see [10].

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μ=14δ2+12δ0+14δ2\mu=\frac{1}{4}\delta_{-2}+\frac{1}{2}\delta_{0}+\frac{1}{4}\delta_{2} μ=116δ2+15δ1+12δ1+5δ2\mu=\frac{1}{16}\delta_{-2}+15\delta_{-1}+\frac{1}{2}\delta_{1}+5\delta_{2} μ=μL|[1,1]\mu=\mu_{L}|_{[-1,1]}
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μ=10δ0+μL|[1,1]\mu=10\delta_{0}+\mu_{L}|_{[-1,1]} μ=10δ1+μL|[1,1]\mu=10\delta_{1}+\mu_{L}|_{[-1,1]} μ=μL|[2,1]+μL|[1,2]\mu=\mu_{L}|_{[-2,-1]}+\mu_{L}|_{[1,2]}

Figure 1: Space-time plots of entire solutions and sample plots below at times t=20t=-20 (blue) and t=10t=-10 (red) for measures as indicated. Lebesgue’s measure is denoted by μL\mu_{L}.

The prototypical example of an absolutely continuous measure μ\mu is the Lebesgue measure on the interval [1,1][-1,1], which was considered in [16, 17]. In that case, the entire solution (5.10) of the heat equation takes the simple form

U(t,x)=11ezx/2+z2t/4dz,(t,x)2,U(t,x)\,=\,\int_{-1}^{1}e^{-zx/2+z^{2}t/4}\,{\rm d}z\,,\qquad(t,x)\in\mathbb{R}^{2}\,, (5.16)

so that U(0,x)=(4/x)sinh(x/2)U(0,x)=(4/x)\sinh(x/2). When t0t\neq 0, we obtain after integrating by parts

2xU(t,x)\displaystyle-2\partial_{x}U(t,x)\, =xt11ezx/2+z2t/4dz+11(zxt)ezx/2+z2t/4dz\displaystyle=\,\frac{x}{t}\int_{-1}^{1}e^{-zx/2+z^{2}t/4}\,{\rm d}z+\int_{-1}^{1}\bigl{(}z-\frac{x}{t}\bigr{)}\,e^{-zx/2+z^{2}t/4}\,{\rm d}z
=xtU(t,x)+2tet/4(ex/2ex/2),\displaystyle=\,\frac{x}{t}\,U(t,x)+\frac{2}{t}\,e^{t/4}\bigl{(}e^{-x/2}-e^{x/2}\bigr{)}\,,

so that the entire solution (5.6) of Burgers’ equation has the following expression :

u(t,x)=2xU(t,x)U(t,x)=xt4tet/4sinh(x/2)U(t,x),t0,x.u(t,x)\,=\,\frac{-2\partial_{x}U(t,x)}{U(t,x)}\,=\,\frac{x}{t}\,-\,\frac{4}{t}\,\frac{e^{t/4}\sinh(x/2)}{U(t,x)}\,,\qquad t\neq 0\,,\quad x\in\mathbb{R}\,. (5.17)

It remains to obtain a more explicit formula for U(t,x)U(t,x). When t<0t<0 a direct calculation shows that

U(t,x)=2|t|ex2/(4t){E(|t|2+x2|t|)+E(|t|2x2|t|)},(t,x)Ω,U(t,x)\,=\,\frac{2}{\sqrt{|t|}}\,e^{-x^{2}/(4t)}\biggl{\{}E\biggl{(}\frac{\sqrt{|t|}}{2}+\frac{x}{2\sqrt{|t|}}\biggr{)}+E\biggl{(}\frac{\sqrt{|t|}}{2}-\frac{x}{2\sqrt{|t|}}\biggr{)}\biggr{\}}\,,\quad(t,x)\in\Omega_{-}\,, (5.18)

where E(x)=0xey2dyE(x)=\int_{0}^{x}e^{-y^{2}}\,{\rm d}y is the (non-normalized) error function. Using (5.17), (5.18), it is not difficult to verify that

limtu(t,x+ct)={1ifc>1,cif|c|1,1ifc<1,\lim_{t\to-\infty}u(t,x+ct)\,=\,\left\{\begin{array}[]{lcr}1&\hbox{if}&c>1\,,\\ c&\hbox{if}&|c|\leq 1\,,\\ -1&\hbox{if}&c<-1\,,\end{array}\right.

the convergence being uniform for |x|L(t)|x|\leq L(t) provided L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty. This is of course in full agreement with Propositions 1.2 and 1.3. For positive times, the analogue of (5.18) is

U(t,x)=2tet/4{ex/2D(t2+x2t)+ex/2D(t2x2t)},(t,x)Ω+,U(t,x)\,=\,\frac{2}{\sqrt{t}}\,e^{t/4}\biggl{\{}e^{x/2}D\biggl{(}\frac{\sqrt{t}}{2}+\frac{x}{2\sqrt{t}}\biggr{)}+e^{-x/2}D\biggl{(}\frac{\sqrt{t}}{2}-\frac{x}{2\sqrt{t}}\biggr{)}\biggr{\}}\,,\quad(t,x)\in\Omega_{+}\,, (5.19)

where D:D:\mathbb{R}\to\mathbb{R} is the Dawson function

D(x)=ex20xey2dy={x2x33+𝒪(|x|5)asx0,12x+14x3+𝒪(|x|5)as|x|.D(x)\,=\,e^{-x^{2}}\int_{0}^{x}e^{y^{2}}\,{\rm d}y\,=\,\begin{cases}x-\frac{2x^{3}}{3}+\mathcal{O}(|x|^{5})&\hbox{as}\quad x\to 0\,,\\ \frac{1}{2x}+\frac{1}{4x^{3}}+\mathcal{O}(|x|^{-5})&\hbox{as}\quad|x|\to\infty\,.\end{cases}

It easily follows from (5.17) and (5.19) that u(t,x)tanh(x/2)u(t,x)\to-\tanh(x/2) as t+t\to+\infty, in agreement with Proposition 4.1.

We next investigate how the solution is modified if the measure μ\mu contains in addition a Dirac mass. Assume for instance that μ0=μ+δ0\mu_{0}=\mu+\delta_{0}, where μ\mu is again the Lebesgue measure on [1,1][-1,1], and let u0(t,x)u_{0}(t,x) be the entire solution of (5.1) associated with the measure μ0\mu_{0}. The same calculations as before show that

u0(t,x)=xtU(t,x)1+U(t,x)4tet/4sinh(x/2)1+U(t,x),(t,x)2,u_{0}(t,x)\,=\,\frac{x}{t}\,\frac{U(t,x)}{1+U(t,x)}\,-\,\frac{4}{t}\,\frac{e^{t/4}\sinh(x/2)}{1+U(t,x)}\,,\qquad(t,x)\in\mathbb{R}^{2}\,, (5.20)

where U(t,x)U(t,x) is given by (5.16). As is easily verified, the asymptotic behavior as t+t\to+\infty is unchanged. However, the presence of a Dirac mass at the origin can be detected by looking at the solution for large negative times. Indeed, a direct calculation reveals that, for all xx\in\mathbb{R},

limt|t|u0(t,x|t|)= 0,whereaslimt|t|u(t,x|t|)=x.\lim_{t\to-\infty}\sqrt{|t|}\,u_{0}\bigl{(}t,x\sqrt{|t|}\bigr{)}\,=\,0\,,\qquad\hbox{whereas}\quad\lim_{t\to-\infty}\sqrt{|t|}\,u\bigl{(}t,x\sqrt{|t|}\bigr{)}\,=\,-x\,. (5.21)

Finally, we consider the measure μ1=μ+δ1\mu_{1}=\mu+\delta_{1}, which includes a Dirac mass at z=1z=1, and we investigate the asymptotic behavior of the corresponding solution u1(t,x)u_{1}(t,x) as t+t\to+\infty. It is clear that

u1(t,x)=2xU1(t,x)U1(t,x),whereU1(t,x)=U(t,x)+ex/2+t/4.u_{1}(t,x)\,=\,\frac{-2\partial_{x}U_{1}(t,x)}{U_{1}(t,x)}\,,\qquad\hbox{where}\qquad U_{1}(t,x)\,=\,U(t,x)+e^{-x/2+t/4}\,.

Using the expression (5.19) and the asymptotic behavior of the Dawson function at infinity, we find

et/4U1(t,x)\displaystyle e^{-t/4}\,U_{1}(t,x)\, =ex/2{1+2tD(t2x2t)}+ex/22tD(t2+x2t)\displaystyle=\,e^{-x/2}\biggl{\{}1+\frac{2}{\sqrt{t}}\,D\biggl{(}\frac{\sqrt{t}}{2}-\frac{x}{2\sqrt{t}}\biggr{)}\biggr{\}}+e^{x/2}\frac{2}{\sqrt{t}}\,D\biggl{(}\frac{\sqrt{t}}{2}+\frac{x}{2\sqrt{t}}\biggr{)}
=ex/2(1+2t+𝒪(t2))+ex/2(2t+𝒪(t2)),t+.\displaystyle=\,e^{-x/2}\Bigl{(}1+\frac{2}{t}+\mathcal{O}(t^{-2})\Bigr{)}+e^{x/2}\Bigl{(}\frac{2}{t}+\mathcal{O}(t^{-2})\Bigr{)}\,,\quad t\to+\infty\,.

Defining x¯(t)=log(1+t/2)\bar{x}(t)=\log(1+t/2), we see that tet/4U1(t,x+x¯(t))22cosh(x/2)\sqrt{t}\,e^{-t/4}\,U_{1}(t,x+\bar{x}(t))\to 2\sqrt{2}\cosh(x/2) as t+t\to+\infty, and we conclude that u1(t,x+x¯(t))tanh(x/2)u_{1}(t,x+\bar{x}(t))\to-\tanh(x/2) as t+t\to+\infty. In other words, the presence of a Dirac mass at z=1z=1 is responsible for a logarithmic shift in the position of the viscous shock, as discussed in Remark 4.2.

5.3 Asymptotic analysis of entire solutions as tt\to-\infty

The properties of the measure μ\mu in (5.4) are reflected in the asymptotic behavior of the entire solution u(t,x)u(t,x) in the ancient limit tt\to-\infty. Some results in this direction were already stated in Propositions 1.2 and 1.3, and illustrated by the examples considered in the previous section. Our goal here is to perform a more systematic study of the ancient limit for entire solutions of (5.1). Our main results are Propositions 5.6 and 5.8 below, which immediately imply the statements given in the introduction, and also extend the results obtained in [16, Section 7].

To gain a first intuitive understanding, we consider the entire solution (5.4) in a Galilean frame moving with speed cc\in\mathbb{R}. In the spirit of Appel’s transformation (5.7), we also introduce the inverse time τ=1/t\tau=-1/t, so that the ancient limit tt\to-\infty becomes a standard short time limit in the new variable τ\tau. A simple calculation shows that

u(t,x+ct)=zezx/2+(zc)2t/4dμ(z)ezx/2+(zc)2t/4dμ(z)=K(τ,cz)zezx/2dμ(z)K(τ,cz)ezx/2dμ(z),u(t,x+ct)\,=\,\frac{\int ze^{-zx/2+(z-c)^{2}t/4}\,{\rm d}\mu(z)}{\int e^{-zx/2+(z-c)^{2}t/4}\,{\rm d}\mu(z)}\,=\,\frac{\int K(\tau,c-z)\,z\,e^{-zx/2}\,{\rm d}\mu(z)}{\int K(\tau,c-z)\,e^{-zx/2}\,{\rm d}\mu(z)}\,, (5.22)

where K(t,x)K(t,x) is the heat kernel (5.8). We investigate the behavior of (5.22) in the limit τ0+\tau\to 0+, for a fixed xx\in\mathbb{R} (for simplicity, we assume here that x=0x=0). The denominator in the right-hand side of (5.22) is exactly the solution at time τ>0\tau>0 of the heat equation with initial data μ\mu, evaluated at point cc\in\mathbb{R}. When τ\tau is small, this quantity is an average of the measure μ\mu in a small neighborhood of the point cc. The numerator has a similar interpretation, except that the initial measure is now zdμ(z)z\,{\rm d}\mu(z).

These observations strongly suggest that u(t,ct)u(t,ct) should converge to cc as tt\to-\infty, whenever cc belongs to the support of the measure μ\mu. If csupp(μ)c\notin\mathop{\mathrm{supp}}(\mu), we expect that the ancient limit of u(t,ct)u(t,ct) will depend on the behavior of the measure near the point in supp(μ)\mathop{\mathrm{supp}}(\mu) that is closest to cc. The results established below show that these heuristic considerations are indeed correct.

In what follows, we always assume that μ\mu is probability measure supported in a bounded interval of \mathbb{R}, and we denote by u(t,x)u(t,x) the bounded entire solution of (5.1) given by (5.4). We first consider the case where csupp(μ)c\in\mathop{\mathrm{supp}}(\mu).

Proposition 5.6.

If csupp(μ)c\in\mathop{\mathrm{supp}}(\mu), the entire solution of (5.1) defined by (5.4) satisfies

sup|x|L(t)|u(t,x+ct)c|t 0,\sup_{|x|\leq L(t)}\bigl{|}u(t,x+ct)-c\bigr{|}\,\xrightarrow[t\to-\infty]{}\,0\,, (5.23)

where L:+L:\mathbb{R}_{-}\to\mathbb{R}_{+} is any function such that L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty.

  • Proof . By Galilean invariance, it is sufficient to prove (5.23) in the particular case where c=0c=0. We proceed as in the proof of Proposition 5.5. Given ε>0\varepsilon>0 we observe that

    u(t,x)=I1(t,x)+J1(t,x)I0(t,x)+J0(t,x),t,x,u(t,x)\,=\,\frac{I_{1}(t,x)+J_{1}(t,x)}{I_{0}(t,x)+J_{0}(t,x)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,, (5.24)

    where for k{0,1}k\in\{0,1\} we denote

    Ik(t,x)={|z|>ε}zkezx/2+z2t/4dμ(z),Jk(t,x)={|z|ε}zkezx/2+z2t/4dμ(z).I_{k}(t,x)\,=\,\int_{\{|z|>\varepsilon\}}z^{k}\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)\,,\qquad J_{k}(t,x)\,=\,\int_{\{|z|\leq\varepsilon\}}z^{k}\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)\,.

    Assuming that |x|L|x|\leq L and recalling that t<0t<0, we observe that zx/2+z2t/4L2/t+z2t/6-zx/2+z^{2}t/4\leq-L^{2}/t+z^{2}t/6, hence

    Ik(t,x)eL2/t+ε2t/6|z|kdμ(z).I_{k}(t,x)\,\leq\,e^{-L^{2}/t+\varepsilon^{2}t/6}\int_{\mathbb{R}}|z|^{k}\,{\rm d}\mu(z)\,. (5.25)

    On the other hand, we obviously have

    J0(t,x){|z|ε/2}ezx/2+z2t/4dμ(z)eεL/4+ε2t/16μ([ε/2,ε/2]),J_{0}(t,x)\,\geq\,\int_{\{|z|\leq\varepsilon/2\}}e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)\,\geq\,e^{-\varepsilon L/4+\varepsilon^{2}t/16}\,\mu\bigl{(}[-\varepsilon/2,\varepsilon/2]\bigr{)}\,, (5.26)

    where μ([ε/2,ε/2])>0\mu\bigl{(}[-\varepsilon/2,\varepsilon/2]\bigr{)}>0 since 0supp(μ)0\in\mathop{\mathrm{supp}}(\mu). Taking L=L(t)L=L(t) with L(t)=o(|t|)L(t)=o(|t|), we deduce from (5.25), (5.26) that Ik(t,x)/J0(t,x)I_{k}(t,x)/J_{0}(t,x) converges to zero as tt\to-\infty, uniformly for |x|L(t)|x|\leq L(t). If we now return to (5.24), we conclude that

    lim suptsup|x|L(t)|u(t,x)|lim suptsup|x|L(t)|J1(t,x)|J0(t,x)ε.\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}u(t,x)\bigr{|}\,\leq\,\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\,\frac{|J_{1}(t,x)|}{J_{0}(t,x)}\,\leq\,\varepsilon\,. (5.27)

    Since ε>0\varepsilon>0 was arbitrary, the left-hand side in (5.27) actually vanishes, which gives (5.23).  

Remark 5.7.

The assumption that L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty is optimal in general. As can be seen from Example 5.4, where μ\mu is the Lebesgue measure on \mathbb{R}, the conclusion (5.23) fails for any cc\in\mathbb{R} if L(t)/|t|L(t)/|t| does not converge to zero. However, if the measure μ\mu has an atom at cc\in\mathbb{R} which is an isolated point in supp(μ)\mathop{\mathrm{supp}}(\mu), it is easy to verify that (5.23) holds with L(t)=ε|t|L(t)=\varepsilon|t| for some ε>0\varepsilon>0.

The case where csupp(μ)c\notin\mathop{\mathrm{supp}}(\mu) is more difficult to treat, see [16, Lemma 7.2] for an attempt in this direction. For simplicity, we formulate our result in the case where c=0c=0, but as already mentioned this does not restrict the generality.

Proposition 5.8.

Assume that 0supp(μ)0\notin\mathop{\mathrm{supp}}(\mu), and define a[,0)a\in[-\infty,0) and b(0,+]b\in(0,+\infty] by

a:=sup{c<0;csupp(μ)},b:=inf{c>0;csupp(μ)}.a\,:=\,\sup\bigl{\{}c<0\,;\,c\in\mathop{\mathrm{supp}}(\mu)\bigr{\}}\,,\qquad b\,:=\,\inf\bigl{\{}c>0\,;\,c\in\mathop{\mathrm{supp}}(\mu)\bigr{\}}\,. (5.28)
  1. i)

    If a+b0a+b\neq 0 the ancient solution of (5.1) given by (5.4) satisfies

    sup|x|L(t)|u(t,x)d|t 0,\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-d\bigr{|}\,\xrightarrow[t\to-\infty]{}\,0\,, (5.29)

    where L(t)L(t) is as in (5.23) and d=bd=b if a+b<0a+b<0, d=ad=a if a+b>0a+b>0.

  2. ii)

    If a+b=0a+b=0 there exists a shift function s:s:\mathbb{R}\to\mathbb{R} such that s(t)/t0s(t)/t\to 0 as tt\to-\infty and

    sup|x|L(t)|u(t,x)ϕb,a(xs(t))|t 0,\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-\phi_{b,a}(x-s(t))\bigr{|}\,\xrightarrow[t\to-\infty]{}\,0\,, (5.30)

    where ϕb,a\phi_{b,a} denotes the viscous shock connecting the constant states bb and a=ba=-b, see (5.14).

Remark 5.9.

Since the measure μ\mu in (5.4) is nontrivial, even when the solution u(t,x)u(t,x) vanishes identically, the quantities a,ba,b defined in (5.28) cannot be infinite simultaneously. It follows that the sum a+b[,]a+b\in[-\infty,\infty] is well defined, and so is dd\in\mathbb{R} in case (i). In the other case, both aa and bb are finite.

  • Proof . The proof of case (i) uses exactly the same arguments as in Proposition 5.6. Assume for instance that a+b<0a+b<0, so that bb is the point in supp(μ)\mathop{\mathrm{supp}}(\mu) that is closest to the origin. If t<0t<0 is large, the leading contributions in the representation formula (5.4) correspond to the restriction of the measure μ\mu to a small neighborhood of bb. More precisely, given any ε>0\varepsilon>0, we find

    lim suptsup|x|L(t)|u(t,x)b|lim suptsup|x|L(t)Nε|zb|ezx/2+z2t/4dμ(z)Nεezx/2+z2t/4dμ(z)ε,\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-b\bigr{|}\,\leq\,\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\genfrac{}{}{1.0pt}{0}{\int_{N_{\varepsilon}}|z-b|\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}{\int_{N_{\varepsilon}}e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)}\,\leq\,\varepsilon\,,

    where Nε=[b,b+ε]N_{\varepsilon}=[b,b+\varepsilon] and L(t)L(t) is as in (5.23). This gives (5.29) when a+b<0a+b<0, and the other case is treated similarly.

    We now concentrate on the case (ii) where a=ba=-b, which requires a more careful analysis because both intervals Nε+:=[b,b+ε]N_{\varepsilon}^{+}:=[b,b{+}\varepsilon] and Nε:=[bε,b]N_{\varepsilon}^{-}:=[-b{-}\varepsilon,-b] equally contribute to the representation formula (5.4) when t<0t<0 is large. Denoting

    vε(t,x)=I1+(t,x)+I1(t,x)I0+(t,x)+I0(t,x),whereIk±(t,x)=Nε±zkezx/2+z2t/4dμ(z),v_{\varepsilon}(t,x)\,=\,\frac{I_{1}^{+}(t,x)+I_{1}^{-}(t,x)}{I_{0}^{+}(t,x)+I_{0}^{-}(t,x)}\,,\qquad\hbox{where}\quad I_{k}^{\pm}(t,x)\,=\,\int_{N_{\varepsilon}^{\pm}}z^{k}\,e^{-zx/2+z^{2}t/4}\,{\rm d}\mu(z)\,,

    we easily find that |u(t,x)vε(t,x)||u(t,x)-v_{\varepsilon}(t,x)| converges to zero as tt\to-\infty uniformly for |x|L(t)|x|\leq L(t), provided L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty. So it remains to determine the behavior of vε(t,x)v_{\varepsilon}(t,x) for large negative times.

    For this purpose we first observe that

    |I1+(t,x)bI0+(t,x)|εI0+(t,x),|I1(t,x)+bI0(t,x)|εI0(t,x),\bigl{|}I_{1}^{+}(t,x)-bI_{0}^{+}(t,x)\bigr{|}\,\leq\,\varepsilon I_{0}^{+}(t,x)\,,\qquad\bigl{|}I_{1}^{-}(t,x)+bI_{0}^{-}(t,x)\bigr{|}\,\leq\,\varepsilon I_{0}^{-}(t,x)\,,

    so that |vε(t,x)wε(t,x)|ε|v_{\varepsilon}(t,x)-w_{\varepsilon}(t,x)|\leq\varepsilon where

    wε(t,x):=bI0+(t,x)I0(t,x)I0+(t,x)+I0(t,x),t,x.w_{\varepsilon}(t,x)\,:=\,b\,\frac{I_{0}^{+}(t,x)-I_{0}^{-}(t,x)}{I_{0}^{+}(t,x)+I_{0}^{-}(t,x)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,. (5.31)

    Using the change of variables z=±(b+y)z=\pm(b+y) we can write

    I0+(t,x)=eb2t/4ebx/2Jε+(t,x),Jε+(t,x):=[0,ε]exy/2et(by/2+y2/4)dν+(y),I0(t,x)=eb2t/4ebx/2Jε(t,x),Jε(t,x):=[0,ε]exy/2et(by/2+y2/4)dν(y),\begin{split}I_{0}^{+}(t,x)\,&=\,e^{b^{2}t/4}\,e^{-bx/2}J^{+}_{\varepsilon}(t,x)\,,\qquad J^{+}_{\varepsilon}(t,x)\,:=\,\int_{[0,\varepsilon]}e^{-xy/2}\,e^{t(by/2+y^{2}/4)}\,{\rm d}\nu_{+}(y)\,,\\ I_{0}^{-}(t,x)\,&=\,e^{b^{2}t/4}\,e^{bx/2}J^{-}_{\varepsilon}(t,x)\,,\hskip 28.0ptJ^{-}_{\varepsilon}(t,x)\,:=\,\int_{[0,\varepsilon]}e^{xy/2}\,e^{t(by/2+y^{2}/4)}\,{\rm d}\nu_{-}(y)\,,\end{split} (5.32)

    where ν±\nu_{\pm} are positive measures on [0,ε][0,\varepsilon] with 0supp(ν±)0\in\mathop{\mathrm{supp}}(\nu_{\pm}). If we substitute (5.32) in (5.31) we obtain the nicer expression

    wε(t,x)=btanh(b2(xSε(t,x))),whereSε(t,x)=1blogJε+(t,x)Jε(t,x).w_{\varepsilon}(t,x)\,=\,-b\tanh\Bigl{(}\frac{b}{2}\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}\Bigr{)}\,,\qquad\hbox{where}\quad S_{\varepsilon}(t,x)\,=\,\frac{1}{b}\,\log\frac{J^{+}_{\varepsilon}(t,x)}{J^{-}_{\varepsilon}(t,x)}\,. (5.33)

    Summarizing the results obtained so far, we have shown that, given any ε>0\varepsilon>0,

    lim suptsup|x|L(t)|u(t,x)ϕ(xSε(t,x))|ε,\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}\bigr{|}\,\leq\,\varepsilon\,, (5.34)

    where ϕ=ϕb,a\phi=\phi_{b,a} is the viscous shock (5.14) connecting the states bb and a=ba=-b. The bound (5.34) holds provided L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty.

    To go further, we need properties of the shift function Sε(t,x)S_{\varepsilon}(t,x) that are established in Section A.4.

    Lemma 5.10.

    The shift function SεS_{\varepsilon} defined in (5.33) satisfies the uniform bounds

    |xSε(t,x)|εb,|tSε(t,x)|(ε+ε22b),t,x.|\partial_{x}S_{\varepsilon}(t,x)|\,\leq\,\frac{\varepsilon}{b}\,,\qquad|\partial_{t}S_{\varepsilon}(t,x)|\,\leq\,\Bigl{(}\varepsilon+\frac{\varepsilon^{2}}{2b}\Bigr{)}\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,. (5.35)

    Moreover SεS_{\varepsilon} is independent of the parameter ε\varepsilon in the ancient limit, in the sense that

    limtsup|x|L(t)|Sε(t,x)Sε(t,x)|= 0,if0<ε<ε,\lim_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}S_{\varepsilon}(t,x)-S_{\varepsilon^{\prime}}(t,x)\bigr{|}\,=\,0\,,\qquad\hbox{if}\quad 0<\varepsilon^{\prime}<\varepsilon\,, (5.36)

    provided L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty.

In the rest of the proof, we assume without loss of generality that 0<ε<b0<\varepsilon<b. For any tt\in\mathbb{R}, we denote by sε(t)s_{\varepsilon}(t) the unique real number satisfying

sε(t)=Sε(t,sε(t)).s_{\varepsilon}(t)\,=\,S_{\varepsilon}(t,s_{\varepsilon}(t))\,. (5.37)

Note that |xS(t,x)|ε/b<1|\partial_{x}S(t,x)|\leq\varepsilon/b<1 by (5.35), so that the equation x=Sε(t,x)x=S_{\varepsilon}(t,x) for xx\in\mathbb{R} has indeed a unique solution. The following properties of sεs_{\varepsilon} will also be established in Section A.4.

Lemma 5.11.

If 0<ε<b0<\varepsilon<b the function sε:s_{\varepsilon}:\mathbb{R}\to\mathbb{R} defined by (5.37) satisfies

limtsε(t)t= 0,andlimt|sε(t)sε(t)|= 0for all ε(0,ε).\lim_{t\to-\infty}\frac{s_{\varepsilon}(t)}{t}\,=\,0\,,\qquad\hbox{and}\qquad\lim_{t\to-\infty}\,\bigl{|}s_{\varepsilon}(t)-s_{\varepsilon^{\prime}}(t)\bigr{|}\,=\,0\quad\hbox{for all }\varepsilon^{\prime}\in(0,\varepsilon)\,. (5.38)

Equipped with Lemmas 5.10 and 5.11, we now conclude the proof of Proposition 5.8. For t<0t<0 large enough and |x|L(t)|x|\leq L(t), we want to estimate the quantity

|u(t,x)ϕ(xsε(t))||u(t,x)ϕ(xSε(t,x))|+|ϕ(xSε(t,x))ϕ(xsε(t))|.\bigl{|}u(t,x)-\phi(x-s_{\varepsilon}(t))\bigr{|}\,\leq\,\bigl{|}u(t,x)-\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}\bigr{|}+\bigl{|}\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\,. (5.39)

The first term in the right-hand side is controlled using (5.34). To bound the second one, we consider three different regions:

  1. 1)

    When |xsε(t)|ε1/2|x-s_{\varepsilon}(t)|\leq\varepsilon^{-1/2}, we have

    |ϕ(xSε(t,x))ϕ(xsε(t))|\displaystyle\bigl{|}\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\, ϕL|Sε(t,x)Sε(t,sε(t))|\displaystyle\leq\,\|\phi^{\prime}\|_{L^{\infty}}\bigl{|}S_{\varepsilon}(t,x)-S_{\varepsilon}(t,s_{\varepsilon}(t))\bigr{|}
    ϕLεb|xsε(t)|bε1/22,\displaystyle\leq\,\|\phi^{\prime}\|_{L^{\infty}}\,\frac{\varepsilon}{b}\,|x-s_{\varepsilon}(t)|\,\leq\,\frac{b\varepsilon^{1/2}}{2}\,,

    because ϕL=b2/2\|\phi^{\prime}\|_{L^{\infty}}=b^{2}/2 and |xSε|ε/b|\partial_{x}S_{\varepsilon}|\leq\varepsilon/b by (5.35).

  2. 2)

    When xsε(t)ε1/2x-s_{\varepsilon}(t)\geq\varepsilon^{-1/2}, the triangle inequality implies that

    xSε(t,x)xsε(t)|Sε(t,x)Sε(t,sε(t))|xsε(t)εb(xsε(t)),x-S_{\varepsilon}(t,x)\,\geq\,x-s_{\varepsilon}(t)-|S_{\varepsilon}(t,x)-S_{\varepsilon}(t,s_{\varepsilon}(t))|\,\geq\,x-s_{\varepsilon}(t)-\frac{\varepsilon}{b}\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\,,

    so that xSε(t,x)ε1/2(1ε/b)x-S_{\varepsilon}(t,x)\geq\varepsilon^{-1/2}(1-\varepsilon/b). It follows that

    |ϕ(xSε(t,x))ϕ(xsε(t))||ϕ(xSε(t,x))+b|+|ϕ(xsε(t))+b|=𝒪(ebε1/2),\bigl{|}\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\,\leq\,\bigl{|}\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}+b\bigr{|}+\bigl{|}\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}+b\bigr{|}\,=\,\mathcal{O}\bigl{(}e^{-b\varepsilon^{-1/2}}\bigr{)}\,,

    because ϕ(y)+b=b(1tanh(by/2))2beby\phi(y)+b=b\bigl{(}1-\tanh(by/2)\bigr{)}\sim 2b\,e^{-by} as y+y\to+\infty.

  3. 3)

    The same bound holds when xsε(t)ε1/2x-s_{\varepsilon}(t)\leq-\varepsilon^{-1/2}, and is established by a similar argument.

Summarizing, we have shown that there exists a constant C>0C>0 such that

supx|ϕ(xSε(t,x))ϕ(xsε(t))|Cε1/2,if0<ε<b.\sup_{x\in\mathbb{R}}\,\bigl{|}\phi\bigl{(}x-S_{\varepsilon}(t,x)\bigr{)}-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\,\leq\,C\varepsilon^{1/2}\,,\qquad\hbox{if}\quad 0<\varepsilon<b\,. (5.40)

If we now combine (5.34), (5.39), and (5.40), we arrive at

lim suptsup|x|L(t)|u(t,x)ϕ(xsε(t))|ε+Cε1/2.\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\,\leq\,\varepsilon+C\varepsilon^{1/2}\,. (5.41)

In fact, since |u(t,x)ϕ(xsε(t))||u(t,x)ϕ(xsε(t))|+ϕL|sε(t)sε(t)||u(t,x)-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}|\leq|u(t,x)-\phi\bigl{(}x-s_{\varepsilon^{\prime}}(t)\bigr{)}|+\|\phi^{\prime}\|_{L^{\infty}}|s_{\varepsilon}(t)-s_{\varepsilon^{\prime}}(t)|, it follows from (5.38), (5.41) that

lim suptsup|x|L(t)|u(t,x)ϕ(xsε(t))|ε+C(ε)1/2,for any ε(0,ε),\limsup_{t\to-\infty}\sup_{|x|\leq L(t)}\bigl{|}u(t,x)-\phi\bigl{(}x-s_{\varepsilon}(t)\bigr{)}\bigr{|}\,\leq\,\varepsilon^{\prime}+C(\varepsilon^{\prime})^{1/2}\,,\qquad\hbox{for any }\,\varepsilon^{\prime}\in(0,\varepsilon)\,, (5.42)

where the constant CC does not depend on ε\varepsilon^{\prime}. Thus, taking the limit ε0\varepsilon^{\prime}\to 0 in (5.42), we arrive at (5.30) with s(t)=sε(t)s(t)=s_{\varepsilon}(t).  

In view of Galilean invariance, Proposition 1.3 is simply a reformulation of case (i) in Proposition 5.8. In case (ii), the solution u(t,x)u(t,x) converges to a translate of the viscous shock ϕb,b\phi_{b,-b} if the shift function s(t)s(t) has a finite limit as tt\to-\infty, or to the constant state ±b\pm b if s(t)±s(t)\to\pm\infty. A priori it is also possible that u(t,x)u(t,x) does not converge at all, if s(t)s(t) has an oscillatory behavior, but we do not have any explicit example. In any case u(t,x)u(t,x) cannot converge to zero in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), because this would contradict either (5.29) of (5.30). So we see that Propositions 5.6 and 5.8 together imply Proposition 1.2.

Remark 5.12.

It is also possible to detect the presence of atoms in the measure μ\mu by using a different scaling in the ancient limit. Assume for instance that 0supp(μ)0\in\mathop{\mathrm{supp}}(\mu). For any xx\in\mathbb{R}, the representation formula (5.4) can be written in the form

|t|1/2u(t,x|t|1/2)=|t|1/2zezx|t|1/2/2+z2t/4dμ(z)ezx|t|1/2/2+z2t/4dμ(z),t<0,x.|t|^{1/2}u(t,x|t|^{1/2})\,=\,\frac{\int|t|^{1/2}z\,e^{-zx|t|^{1/2}/2+z^{2}t/4}\,{\rm d}\mu(z)}{\int e^{-zx|t|^{1/2}/2+z^{2}t/4}\,{\rm d}\mu(z)}\,,\qquad t<0\,,\quad x\in\mathbb{R}\,. (5.43)

By Lebesgue’s dominated convergence theorem, the numerator in the right-hand side vanishes in the ancient limit tt\to-\infty, whereas the denominator converges to μ({0})\mu(\{0\}). So, if the measure μ\mu has an atom at the origin, we deduce that |t|1/2u(t,x|t|1/2)|t|^{1/2}u(t,x|t|^{1/2}) converges to zero in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}) as tt\to-\infty. Now, assume on the contrary that dμ(z)=f(z)dz\,{\rm d}\mu(z)=f(z)\,{\rm d}z near the origin, where the density ff is continuous and satisfies f(0)>0f(0)>0. Using the change of variable z=y|t|1/2z=y|t|^{-1/2}, we can transform (5.43) into

|t|1/2u(t,x|t|1/2)=x+(y+x)e(y+x)2/4f(y|t|1/2)dye(y+x)2/4f(y|t|1/2)dy,t<0,x.|t|^{1/2}u(t,x|t|^{1/2})\,=\,-x+\frac{\int(y+x)\,e^{-(y+x)^{2}/4}f(y|t|^{-1/2})\,{\rm d}y}{\int\,e^{-(y+x)^{2}/4}f(y|t|^{-1/2})\,{\rm d}y}\,,\qquad t<0\,,\quad x\in\mathbb{R}\,. (5.44)

Applying Lebesgue’s theorem again, we see that |t|1/2u(t,x|t|1/2)|t|^{1/2}u(t,x|t|^{1/2}) converges to x-x in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}) as tt\to-\infty. This explains the observations made in (5.21).

6 Long-time the asymptotics beyond shocks

Equipped with the representation formula (5.4), we now return to the discussion of ω\omega-limit sets, focusing our attention to the particular case of Burgers’ equation. If u0L()u_{0}\in L^{\infty}(\mathbb{R}), we know from Proposition 3.3 that ω(u0)\omega(u_{0}) is bounded and fully invariant under the evolution semigroup (𝒮t)t0(\mathcal{S}_{t})_{t\geq 0} defined by (5.1). This implies that any ϕω(u0)\phi\in\omega(u_{0}) is the evaluation at time t=0t=0 of some bounded entire solution of (5.1). Applying Proposition 5.1, we thus find:

Corollary 6.1.

For any ϕω(u0)\phi\in\omega(u_{0}), where ω(u0)\omega(u_{0}) is the ω\omega-limit set (1.3) corresponding to Burgers’ equation, there exists a unique probability measure μ\mu on \mathbb{R} such that

ϕ(x)=zezx/2dμ(z)ezx/2dμ(z),x.\phi(x)\,=\,\genfrac{}{}{1.0pt}{0}{\int z\,e^{-zx/2}\,{\rm d}\mu(z)}{\int e^{-zx/2}\,{\rm d}\mu(z)}\,,\quad x\in\mathbb{R}\,. (6.1)

This result means that, at least for Burgers’ equation, the ω\omega-limit set of any solution of (5.1) with values in some interval [α,β][\alpha,\beta] can be identified with a subset of all probability measures supported on that interval. This does not imply, however, that any probability measure on [α,β][\alpha,\beta] can be realized in this way. To make the discussion more precise, let us denote

Σ:=βαy{𝒯yϕβ,α},\Sigma\,:=\,\bigcup_{\beta\geq\alpha}\,\bigcup_{y\in\mathbb{R}}\,\bigl{\{}\mathcal{T}_{y}\,\phi_{\beta,\alpha}\bigr{\}}\,, (6.2)

where 𝒯y\mathcal{T}_{y} is the translation operator and ϕβ,α\phi_{\beta,\alpha} is given by (5.14). In other words Σ\Sigma is the collection of all translates of all viscous shocks, including the constants. Any ϕΣ\phi\in\Sigma corresponds, via (5.4), to a probability measure μ\mu that is a convex combination of at most two Dirac masses.

We know from Proposition 4.1 that ω(u0)Σ\omega(u_{0})\subset\Sigma whenever u0L()u_{0}\in L^{\infty}(\mathbb{R}) is monotonically decreasing. On the other hand, Oleinik’s inequality (2.2) indicates that all solutions of (5.1) are “eventually decreasing” when t+t\to+\infty. Combining these observations, it is rather tempting to conjecture that ω(u0)Σ\omega(u_{0})\subset\Sigma for any u0L()u_{0}\in L^{\infty}(\mathbb{R}). Our last result provides an example that contradicts this hasty conclusion. To make a precise statement we introduce for any γ>0\gamma>0 the function Ψγ:\Psi_{\gamma}:\mathbb{R}\to\mathbb{R} defined by

Ψγ(x)=2sinh(x)γ+cosh(x),x.\Psi_{\gamma}(x)\,=\,\frac{-2\sinh(x)}{\gamma+\cosh(x)}\,,\qquad x\in\mathbb{R}\,. (6.3)

Note that Ψγ(x)\Psi_{\gamma}(x) is just the evaluation at time t=log(1/γ)t=\log(1/\gamma) of the two-shock solution (5.15).

Proposition 6.2.

There exist initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) for Burgers’ equation such that

ω0(u0){Ψγ;γ>0}{ϕδ,δ;δ[0,2]},\omega_{0}(u_{0})\,\supset\,\bigl{\{}\Psi_{\gamma}\,;\,\gamma>0\bigr{\}}\,\cup\,\bigl{\{}\phi_{\delta,-\delta}\,;\,\delta\in[0,2]\bigr{\}}\,, (6.4)

where ω0(u0)\omega_{0}(u_{0}) is the ω\omega-limit set (1.2). In particular ω0(u0)Σ\omega_{0}(u_{0})\not\subset\Sigma.

In other words, Proposition 6.2 gives an example of bounded initial data u0u_{0} such that even the “small” ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) contains the two-shock solution (5.15), in addition to a continuum of steady shocks. More generally we conjecture that, for any probability measure μ\mu on the interval [α,β][\alpha,\beta], there exist initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) satisfying (2.1) such that the ω\omega-limit set ω(u0)\omega(u_{0}) contains the function ϕ\phi defined by (6.1). We believe that this (nontrivial) extension of Proposition 6.2 can be obtained following the same lines of thought as in Section 6.1 below. This question is left for future work.

Examples of ω\omega-limit sets with complicated structure were also constructed for reaction-diffusion equations on the real line, see e.g. [5, 21, 22]. In those examples, nonstationary solutions appear in the ω\omega-limit set as a result of a coarsening dynamics. The same idea is exploited here in our proof of Proposition 6.2, but the result is in some sense more surprising because it is not clear a priori if something like a coarsening dynamics is compatible with the constraints imposed by Oleinik’s inequality (2.2).

Remark 6.3.

In the spirit of the work of Slijepčević and the first author, one may ask if, for general initial data (including those considered in Proposition 6.2), the solution u(t)=𝒮tu0u(t)=\mathcal{S}_{t}u_{0} approaches locally uniformly the set Σ\Sigma at least for “almost all times”, in the precise sense considered in [9]. We hope to address that interesting question in a near future.

6.1 Shock mergers in the ω\omega-limit set

In this section, we construct bounded initial data for Burgers’ equation (5.1) such that the corresponding solution exhibits mergers of viscous shocks at the origin for an infinite sequence of times. The construction is based on the Cole-Hopf representation formula (5.6).

Definition 6.4.

For any m0m\geq 0, let Vm(t,x)V_{m}(t,x) be the solution of the linear heat equation tVm=x2Vm\partial_{t}V_{m}=\partial_{x}^{2}V_{m} with initial data

Vm(0,x)={cosh(x)if |x|m,cosh(m)if |x|>m.V_{m}(0,x)\,=\,\begin{cases}\cosh(x)&\hbox{if }~{}|x|\leq m\,,\\ \cosh(m)&\hbox{if }~{}|x|>m\,.\end{cases} (6.5)

Since etcosh(x)e^{t}\cosh(x) is an exact solution of the heat equation, the parabolic maximum principle implies that 1Vm(t,x)max(cosh(m),etcosh(x))1\leq V_{m}(t,x)\leq\max\bigl{(}\cosh(m),e^{t}\cosh(x)\bigr{)} for all t0t\geq 0 and all xx\in\mathbb{R}. The following two lemmas give more precise estimates on the function VmV_{m} and its derivative.

Lemma 6.5.

For any t>0t>0 and any xx\in\mathbb{R} the following estimates hold :

cosh(m)(1mπt)Vm(t,x)cosh(m),|xVm(t,x)|mcosh(m)4πt.\cosh(m)\Bigl{(}1-\frac{m}{\sqrt{\pi t}}\Bigr{)}\,\leq\,V_{m}(t,x)\,\leq\,\cosh(m)\,,\qquad\bigl{|}\partial_{x}V_{m}(t,x)\bigr{|}\,\leq\,\frac{m\cosh(m)}{\sqrt{4\pi}\,t}\,. (6.6)
  • Proof . Let Wm(t,x)=cosh(m)Vm(t,x)W_{m}(t,x)=\cosh(m)-V_{m}(t,x). Then Wm(t,x)W_{m}(t,x) satisfies the heat equation on \mathbb{R}, so that

    Wm(t,x)=14πtmme(xy)2/(4t)(cosh(m)cosh(y))dy,(t,x)Ω+.W_{m}(t,x)\,=\,\frac{1}{\sqrt{4\pi t}}\int_{-m}^{m}e^{-(x-y)^{2}/(4t)}\bigl{(}\cosh(m)-\cosh(y)\bigr{)}\,{\rm d}y\,,\qquad(t,x)\in\Omega_{+}\,. (6.7)

    It is clear from this representation that

    0Wm(t,x)14πtmmcosh(m)dy=mcosh(m)πt,0\,\leq\,W_{m}(t,x)\,\leq\,\frac{1}{\sqrt{4\pi t}}\int_{-m}^{m}\cosh(m)\,{\rm d}y\,=\,\frac{m\cosh(m)}{\sqrt{\pi t}}\,,

    which gives the first two inequalities in (6.6). Similarly, differentiating (6.7), we find

    |xWm(t,x)|14πtmm|xy|2te(xy)2/(4t)cosh(m)dymcosh(m)4πt,|\partial_{x}W_{m}(t,x)|\,\leq\,\frac{1}{\sqrt{4\pi t}}\int_{-m}^{m}\frac{|x-y|}{2t}\,e^{-(x-y)^{2}/(4t)}\cosh(m)\,{\rm d}y\,\leq\,\frac{m\cosh(m)}{\sqrt{4\pi}\,t}\,,

    where we used the fact that zez21/2z\,e^{-z^{2}}\leq 1/2 for all z0z\geq 0. This concludes the proof of (6.6).  

Estimates (6.6) provide a good approximation of the solution Vm(t,x)V_{m}(t,x) for large times. The short time behavior near the origin is described by the following result.

Lemma 6.6.

Assume that t>0t>0 and |x|+2tm/2|x|+2t\leq m/2. Then

etcosh(x)(1em2/(16t))Vm(t,x)etcosh(x),|xVm(t,x)etsinh(x)|em2/(16t)etcosh(x).\begin{split}e^{t}\cosh(x)\Bigl{(}1-e^{-m^{2}/(16t)}\Bigr{)}\,&\leq\,V_{m}(t,x)\,\leq\,e^{t}\cosh(x)\,,\\ \bigl{|}\partial_{x}V_{m}(t,x)-e^{t}\sinh(x)\bigr{|}\,&\leq\,e^{-m^{2}/(16t)}\,e^{t}\cosh(x)\,.\end{split} (6.8)
  • Proof . Let W~m(t,x)=etcosh(x)Vm(t,x)\tilde{W}_{m}(t,x)=e^{t}\cosh(x)-V_{m}(t,x). Then W~m(t,x)\tilde{W}_{m}(t,x) is again a solution of the heat equation, hence

    W~m(t,x)=14πt|y|me(xy)2/(4t)(cosh(y)cosh(m))dy,(t,x)Ω+.\tilde{W}_{m}(t,x)\,=\,\frac{1}{\sqrt{4\pi t}}\int_{|y|\geq m}e^{-(x-y)^{2}/(4t)}\bigl{(}\cosh(y)-\cosh(m)\bigr{)}\,{\rm d}y\,,\qquad(t,x)\in\Omega_{+}\,. (6.9)

    Our main goal is to find an upper bound on W~m(t,x)\tilde{W}_{m}(t,x) in the region region where |x|+2tm/2|x|+2t\leq m/2. We observe that 0W~m(t,x)I+(t,x)+I(t,x)0\leq\tilde{W}_{m}(t,x)\leq I_{+}(t,x)+I_{-}(t,x) where

    I+(t,x)=14πtme(xy)2/(4t)eydy=12et+xerfc(mx2t2t),I(t,x)=14πtme(xy)2/(4t)eydy=12etxerfc(m+x2t2t),\begin{split}I_{+}(t,x)\,&=\,\frac{1}{\sqrt{4\pi t}}\int_{m}^{\infty}e^{-(x-y)^{2}/(4t)}\,e^{y}\,{\rm d}y\,=\,\frac{1}{2}\,e^{t+x}\mathop{\mathrm{erfc}}\Bigl{(}\frac{m{-}x{-}2t}{2\sqrt{t}}\Bigr{)}\,,\\ I_{-}(t,x)\,&=\,\frac{1}{\sqrt{4\pi t}}\int_{-\infty}^{-m}e^{-(x-y)^{2}/(4t)}\,e^{-y}\,{\rm d}y\,=\,\frac{1}{2}\,e^{t-x}\mathop{\mathrm{erfc}}\Bigl{(}\frac{m{+}x{-}2t}{2\sqrt{t}}\Bigr{)}\,,\end{split} (6.10)

    where erfc\mathop{\mathrm{erfc}} denotes the complementary error function. In the last equalities in (6.10), we used the changes of variables y=x±(2t+2tz)y=x\pm(2t+2\sqrt{t}z) to reduce the integrals to an error function. By assumption, we have m±x2tm|x|2tm/2m\pm x-2t\geq m-|x|-2t\geq m/2, and it is known that erfc\mathop{\mathrm{erfc}} is a decreasing function on +\mathbb{R}_{+} which satisfies erfc(z)ez2\mathop{\mathrm{erfc}}(z)\leq e^{-z^{2}} for all z0z\geq 0. This leads to the upper bound

    W~m(t,x)etcosh(x)erfc(m4t)etcosh(x)em2/(16t),\tilde{W}_{m}(t,x)\,\leq\,e^{t}\cosh(x)\,\mathop{\mathrm{erfc}}\Bigl{(}\frac{m}{4\sqrt{t}}\Bigr{)}\,\leq\,e^{t}\cosh(x)\,e^{-m^{2}/(16t)}\,,

    which proves the first part of (6.8). The second inequality is established by a similar calculation based on the identity

    xW~m(t,x)=14πt|y|me(xy)2/(4t)sinh(y)dy,(t,x)Ω+.\partial_{x}\tilde{W}_{m}(t,x)\,=\,\frac{1}{\sqrt{4\pi t}}\int_{|y|\geq m}e^{-(x-y)^{2}/(4t)}\sinh(y)\,{\rm d}y\,,\qquad(t,x)\in\Omega_{+}\,.

    This concludes the proof of Lemma 6.6.  

We now explain our strategy to prove Proposition 6.2. If m>0m>0 is large enough, the solution of Burgers’ equation given by u(t,x)=2xVm(t,x)/(1+Vm(t,x))u(t,x)=-2\partial_{x}V_{m}(t,x)/(1+V_{m}(t,x)) satisfies, by Lemma 6.6,

u(t,x)2sinh(x)et+cosh(x),when|x|+2tm/2,u(t,x)\,\approx\,\frac{-2\sinh(x)}{e^{-t}+\cosh(x)}\,,\qquad\hbox{when}\quad|x|+2t\leq m/2\,,

whereas u(t,x)0u(t,x)\approx 0 when tm2t\geq m^{2} by Lemma 6.5. In other words u(t,x)u(t,x) describes, for relatively small times, the merger of a pair of viscous shocks at the origin, but in the long time regime u(t,x)u(t,x) actually converges to zero, uniformly in xx on compact intervals. The idea is to construct, by superposition, a solution of (5.1) which exhibits infinitely many such mergers, along an appropriate sequence of times.

Proof of Proposition 6.2 (first part). Fix N10N\geq 10 and let 1t1<t2<t3<1\leq t_{1}<t_{2}<t_{3}<\dots be a sequence of times such that

tj+1N2tj2for all j1,andtj2tj+1j+ 0.t_{j+1}\,\geq\,N^{2}t_{j}^{2}\quad\hbox{for all }j\geq 1\,,\qquad\hbox{and}\quad\frac{t_{j}^{2}}{t_{j+1}}\,\xrightarrow[j\to+\infty]{}\,0\,. (6.11)

We consider the function U:[0,+)×(0,+)U:[0,+\infty)\times\mathbb{R}\to(0,+\infty) defined by

U(t,x)= 1+j=1etjVNtj(t,x),t0,x,U(t,x)\,=\,1+\sum_{j=1}^{\infty}e^{-t_{j}}\,V_{Nt_{j}}(t,x)\,,\qquad t\geq 0\,,\quad x\in\mathbb{R}\,, (6.12)

where VNtjV_{Nt_{j}} is given by Definition 6.4 with m=Ntjm=Nt_{j}. Since VNtj(t,x)etcosh(x)V_{Nt_{j}}(t,x)\leq e^{t}\cosh(x), it is clear that the series in (6.12) converge uniformly on compact sets in space-time, and that U(t,x)U(t,x) is a solution of the heat equation on +×\mathbb{R}_{+}\times\mathbb{R}. We are interested in the corresponding solution u(t,x)u(t,x) of Burgers’ equation, given by

u(t,x)=2xU(t,x)U(t,x),t0,x.u(t,x)\,=\,\frac{-2\partial_{x}U(t,x)}{U(t,x)}\,,\qquad t\geq 0\,,\quad x\in\mathbb{R}\,. (6.13)

As |xVm(0,x)|Vm(0,x)|\partial_{x}V_{m}(0,x)|\leq V_{m}(0,x) for all xx\in\mathbb{R}, we have |xVm(t,x)|Vm(t,x)|\partial_{x}V_{m}(t,x)|\leq V_{m}(t,x) for all t0t\geq 0 by the maximum principle, and it follows that |u(t,x)|2|u(t,x)|\leq 2, so that u(t,x)u(t,x) is a bounded solution of Burgers’ equation. We shall show that, for any sufficiently large kk\in\mathbb{N}, this solution exhibits a merger of viscous shocks at the origin on the time interval [tk,2tk][t_{k},2t_{k}]. More precisely, we shall prove that

sup|x|tk|u(τk,x)+2sinh(x)1+cosh(x)|k+ 0,whereτk=tk+(N1)tk1.\sup_{|x|\leq t_{k}}\,\Bigl{|}u(\tau_{k},x)+\frac{2\sinh(x)}{1+\cosh(x)}\Bigr{|}\,\xrightarrow[k\to+\infty]{}\,0\,,\qquad\hbox{where}\quad\tau_{k}\,=\,t_{k}+(N{-}1)t_{k-1}\,. (6.14)

To establish (6.14), we fix a large kk\in\mathbb{N}, and we assume that t[tk,2tkt\in[t_{k},2t_{k}] and |x|tk|x|\leq t_{k}. If jkj\geq k, we know from Lemma 6.6 that

ettjcosh(x)(1eN2tj2/(16t))etjVNtj(t,x)ettjcosh(x),e^{t-t_{j}}\cosh(x)\Bigl{(}1-e^{-N^{2}t_{j}^{2}/(16t)}\Bigr{)}\,\leq\,e^{-t_{j}}\,V_{Nt_{j}}(t,x)\,\leq\,e^{t-t_{j}}\cosh(x)\,, (6.15)

because |x|+2t5tkNtj/2|x|+2t\leq 5t_{k}\leq Nt_{j}/2 since N10N\geq 10. In view of (6.11), estimate (6.15) shows that, in the space-time region under consideration, all terms with jk+1j\geq k+1 can be neglected in the sum (6.12) defining U(t,x)U(t,x), namely

j=k+1etjVNtj(t,x)etkVNtk(t,x),uniformly for t[tk,2tk],|x|tk.\sum_{j=k+1}^{\infty}e^{-t_{j}}\,V_{Nt_{j}}(t,x)\,\ll\,e^{-t_{k}}\,V_{Nt_{k}}(t,x)\,,\qquad\hbox{uniformly for }\,t\in[t_{k},2t_{k}]\,,~{}|x|\leq t_{k}\,.

If j<kj<k, we apply Lemma 6.5 and obtain the bound

etjcosh(Ntj)(1Ntjπt)etjVNtj(t,x)etjcosh(Ntj),e^{-t_{j}}\cosh(Nt_{j})\Bigl{(}1-\frac{Nt_{j}}{\sqrt{\pi t}}\Bigr{)}\,\leq\,e^{-t_{j}}\,V_{Nt_{j}}(t,x)\,\leq\,e^{-t_{j}}\cosh(Nt_{j})\,, (6.16)

where the left-hand side is strictly positive since ttkN2tj2t\geq t_{k}\geq N^{2}t_{j}^{2}. Again it follows from (6.11), (6.16) that the terms with jk2j\leq k-2 can be neglected in the sum (6.12), in the sense that

1+j=1k2etjVNtj(t,x)etk1VNtk1(t,x),uniformly for t[tk,2tk],|x|tk.1+\sum_{j=1}^{k-2}e^{-t_{j}}\,V_{Nt_{j}}(t,x)\,\ll\,e^{-t_{k-1}}\,V_{Nt_{k-1}}(t,x)\,,\qquad\hbox{uniformly for }\,t\in[t_{k},2t_{k}]\,,~{}|x|\leq t_{k}\,.

Summarizing, we have shown that the function U(t,x)U(t,x) defined by (6.12) satisfies U(t,x)Uk(t,x)U(t,x)\approx U_{k}(t,x) when t[tk,2tkt\in[t_{k},2t_{k}] and |x|tk|x|\leq t_{k}, where

Uk(t,x):=etk1VNtk1(t,x)+etkVNtk(t,x)e(N1)tk1+ettkcosh(x).U_{k}(t,x)\,:=\,e^{-t_{k-1}}\,V_{Nt_{k-1}}(t,x)+e^{-t_{k}}\,V_{Nt_{k}}(t,x)\,\approx\,e^{(N-1)t_{k-1}}+e^{t-t_{k}}\cosh(x)\,. (6.17)

More precisely we have

supt[tk,2tk]sup|x|tk(|U(t,x)Uk(t,x)|Uk(t,x)+|xU(t,x)xUk(t,x)|Uk(t,x))k+ 0,\sup_{t\in[t_{k},2t_{k}]}\sup_{|x|\leq t_{k}}\biggl{(}\frac{|U(t,x)-U_{k}(t,x)|}{U_{k}(t,x)}+\frac{|\partial_{x}U(t,x)-\partial_{x}U_{k}(t,x)|}{U_{k}(t,x)}\biggr{)}\,\xrightarrow[k\to+\infty]{}\,0\,, (6.18)

where the estimate for the derivative is obtained in the same way using Lemmas 6.5 and 6.6. We now take t=τk:=tk+(N1)tk1t=\tau_{k}:=t_{k}+(N{-}1)t_{k-1}, so that both terms in the right-hand side of (6.17) are of comparable size. With that choice, we have Uk(τk,x)eτktk(1+cosh(x))U_{k}(\tau_{k},x)\approx e^{\tau_{k}-t_{k}}\bigl{(}1+\cosh(x)\bigr{)}, and using estimates (6.18) we easily deduce that the function u(τk,x)=2xU(τk,x)/U(τk,x)u(\tau_{k},x)=-2\partial_{x}U(\tau_{k},x)/U(\tau_{k},x) indeed satisfies (6.14).

So far we have shown that the function Ψγ\Psi_{\gamma} introduced in (6.3) belongs to the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) when γ=1\gamma=1. But the argument above also implies that, given any tt\in\mathbb{R},

limk+sup|x|tk|u(t+τk,x)+2sinh(x)et+cosh(x)|= 0,\lim_{k\to+\infty}\sup_{|x|\leq t_{k}}\,\Bigl{|}u(t+\tau_{k},x)+\frac{2\sinh(x)}{e^{-t}+\cosh(x)}\Bigr{|}\,=\,0\,,

which shows that the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) contains the entire two-shock solution (5.15) (as is clear from time invariance). So we conclude that ω0(u0){Ψγ;γ>0}\omega_{0}(u_{0})\supset\bigl{\{}\Psi_{\gamma}\,;\,\gamma>0\bigr{\}}, as asserted in (6.4). \Box

6.2 Repair along the family of steady shocks

In the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}), the two-shock solution (5.15) converges to zero as tt\to-\infty and to the steady shock ϕ2,2\phi_{2,-2} as t+t\to+\infty. Such a heteroclinic connection is obviously not chain recurrent in the sense of Proposition 3.2. As a consequence, for the initial data u0L()u_{0}\in L^{\infty}(\mathbb{R}) constructed in the previous section, the ω\omega-limit set must be larger than the heteroclinic orbit given by the two-shock solution. In this section, we show that ω0(u0)\omega_{0}(u_{0}) contains in addition a continuum of steady shocks, as stated in Proposition 6.2.

To prove the claim, we need to control the function Vm(t,x)V_{m}(t,x) introduced in Definition 6.4 for some intermediate times that are not covered by Lemmas 6.5 and 6.6.

Lemma 6.7.

For any fixed δ(0,2)\delta\in(0,2) we have, as m+m\to+\infty,

Vm(m/δ,x)=1πmδ2+δ2δem(1δ/4)cosh(δx/2)(1+𝒪(m1)),V_{m}(m/\delta,x)\,=\,\frac{1}{\sqrt{\pi m\delta}}\,\frac{2+\delta}{2-\delta}\,e^{m(1-\delta/4)}\,\cosh(\delta x/2)\Bigl{(}1+\mathcal{O}(m^{-1})\Bigr{)}\,, (6.19)

where convergence is uniform in x[L,L]x\in[-L,L] for any L>0L>0. A similar asymptotic expansion also holds for the spatial derivative xVm(m/δ,x)\partial_{x}V_{m}(m/\delta,x).

  • Proof . To establish (6.19) it is convenient to use an explicit expression for the function Vm(t,x)V_{m}(t,x). Starting from the definition

    Vm(t,x)=14πt|y|me|xy|2/(4t)cosh(y)dy+14πt|y|>me|xy|2/(4t)cosh(m)dy,V_{m}(t,x)\,=\,\frac{1}{\sqrt{4\pi t}}\int_{|y|\leq m}e^{-|x-y|^{2}/(4t)}\cosh(y)\,{\rm d}y+\frac{1}{\sqrt{4\pi t}}\int_{|y|>m}e^{-|x-y|^{2}/(4t)}\cosh(m)\,{\rm d}y\,,

    and proceeding as in (6.10), we obtain the tractable formula

    Vm(t,x)=V^m(t,x)+V^m(t,x)+W^m(t,x)+W^m(t,x),t>0,x,V_{m}(t,x)\,=\,\hat{V}_{m}(t,x)+\hat{V}_{m}(t,-x)+\hat{W}_{m}(t,x)+\hat{W}_{m}(t,-x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (6.20)

    where

    V^m(t,x)=cosh(m)2erfc(m+x2t),W^m(t,x)=et+x2{erfc(2tm+x2t)erfc(2t+m+x2t)}.\hat{V}_{m}(t,x)\,=\,\frac{\cosh(m)}{2}\,\mathop{\mathrm{erfc}}\Bigl{(}\frac{m{+}x}{2\sqrt{t}}\Bigr{)}\,,\quad\hat{W}_{m}(t,x)\,=\,\frac{e^{t+x}}{2}\biggl{\{}\mathop{\mathrm{erfc}}\Bigl{(}\frac{2t{-}m{+}x}{2\sqrt{t}}\Bigr{)}-\mathop{\mathrm{erfc}}\Bigl{(}\frac{2t{+}m{+}x}{2\sqrt{t}}\Bigr{)}\biggr{\}}\,. (6.21)

    In what follows, we assume that t=m/δt=m/\delta for some fixed δ(0,2)\delta\in(0,2), and we consider the limit m+m\to+\infty for xx in some fixed interval [L,L][-L,L]. Using the asymptotic expansion of the complementary error function

    erfc(z)=ez2zπ(1+𝒪(z2)),as z+,\mathop{\mathrm{erfc}}(z)\,=\,\frac{e^{-z^{2}}}{z\sqrt{\pi}}\,\Bigl{(}1+\mathcal{O}(z^{-2})\Bigr{)}\,,\qquad\hbox{as }z\to+\infty\,,

    we easily find that

    V^m(m/δ,x)=121πmδem(1δ/4)eδx/2(1+𝒪(m1)),m+.\hat{V}_{m}(m/\delta,x)\,=\,\frac{1}{2}\,\frac{1}{\sqrt{\pi m\delta}}\,e^{m(1-\delta/4)}\,e^{-\delta x/2}\Bigl{(}1+\mathcal{O}(m^{-1})\Bigr{)}\,,\qquad m\to+\infty\,. (6.22)

    Next, observing that 2t+m2tm12t+m\gg 2t-m\gg 1 as m+m\to+\infty because 2/δ>12/\delta>1, we see that the second term in the expression (6.21) of W^m(t,x)\hat{W}_{m}(t,x) is negligible compared to the first one. Since

    t+x(2tm+x2t)2=m(mx)24t=m(1δ/4)+δx/2+𝒪(m1),t+x-\biggl{(}\frac{2t{-}m{+}x}{2\sqrt{t}}\biggr{)}^{2}\,=\,m-\frac{(m{-}x)^{2}}{4t}\,=\,m\bigl{(}1-\delta/4\bigr{)}+\delta x/2+\mathcal{O}(m^{-1})\,,

    we thus find

    W^m(m/δ,x)=1πmδδ2δem(1δ/4)eδx/2(1+𝒪(m1)),m+.\hat{W}_{m}(m/\delta,x)\,=\,\frac{1}{\sqrt{\pi m\delta}}\,\frac{\delta}{2-\delta}\,e^{m(1-\delta/4)}\,e^{\delta x/2}\Bigl{(}1+\mathcal{O}(m^{-1})\Bigr{)}\,,\qquad m\to+\infty\,. (6.23)

    Finally, replacing (6.22) and (6.23) into (6.20), we arrive at (6.19). A corresponding asymptotic expansion for the derivative xVm(m/δ,x)\partial_{x}V_{m}(m/\delta,x) is obtained in the same way.  

Proof of Proposition 6.2 (second part). We consider again the solution U(t,x)U(t,x) of the heat equation given by (6.12), and we evaluate it along the sequence of times τ^k:=Ntk/δ\hat{\tau}_{k}:=Nt_{k}/\delta, for some fixed δ(0,2)\delta\in(0,2). The main contribution to the sum comes from the term where j=kj=k, and using Lemma 6.7 with m=Ntkm=Nt_{k} we obtain

etkVNtk(Ntk/δ,x)=etkπNtkδ2+δ2δeNtk(1δ/4)cosh(δx/2)(1+𝒪(tk1)),e^{-t_{k}}\,V_{Nt_{k}}(Nt_{k}/\delta,x)\,=\,\frac{e^{-t_{k}}}{\sqrt{\pi Nt_{k}\delta}}\,\frac{2+\delta}{2-\delta}\,e^{Nt_{k}(1-\delta/4)}\,\cosh(\delta x/2)\Bigl{(}1+\mathcal{O}(t_{k}^{-1})\Bigr{)}\,, (6.24)

where convergence holds uniformly for x[L,L]x\in[-L,L]. The terms where j<kj<k can be easily estimated using the trivial bound Vm(t,x)cosh(m)V_{m}(t,x)\leq\cosh(m), leading to

1+j=1k1etjVNtj(Ntk/δ,x) 1+j=1k1etjcosh(Ntj)Ce(N1)tk1,1+\sum_{j=1}^{k-1}e^{-t_{j}}\,V_{Nt_{j}}(Nt_{k}/\delta,x)\,\leq\,1+\sum_{j=1}^{k-1}e^{-t_{j}}\cosh(Nt_{j})\,\leq\,C\,e^{(N-1)t_{k-1}}\,, (6.25)

where the right-hand side is much smaller than (6.24) since tkN2tk12t_{k}\geq N^{2}t_{k-1}^{2}. Finally, for the terms where j>kj>k, we use the simple bound Vm(t,x)etcosh(x)V_{m}(t,x)\leq e^{t}\cosh(x) which gives

j=k+1etjVNtj(Ntk/δ,x)j=k+1etjeNtk/δcosh(x).\sum_{j=k+1}^{\infty}e^{-t_{j}}\,V_{Nt_{j}}(Nt_{k}/\delta,x)\,\leq\,\sum_{j=k+1}^{\infty}e^{-t_{j}}\,e^{Nt_{k}/\delta}\,\cosh(x)\,. (6.26)

Again, for x[L,L]x\in[-L,L], the right-hand side is much smaller than (6.24) because the sequence tjt_{j} grows fast enough as jj\to\infty and tjtk+1N2tk2t_{j}\geq t_{k+1}\geq N^{2}t_{k}^{2}.

Summarizing, it follows from (6.24), (6.25), (6.26) that the function U(t,x)U(t,x) defined by (6.12) satisfies

U(Ntk/δ,x)=etkπNtkδ2+δ2δeNtk(1δ/4)cosh(δx/2)(1+𝒪(tk1)),k+,U(Nt_{k}/\delta,x)\,=\,\frac{e^{-t_{k}}}{\sqrt{\pi Nt_{k}\delta}}\,\frac{2+\delta}{2-\delta}\,e^{Nt_{k}(1-\delta/4)}\,\cosh(\delta x/2)\Bigl{(}1+\mathcal{O}(t_{k}^{-1})\Bigr{)}\,,\quad k\to+\infty\,,

uniformly for x[L,L]x\in[-L,L], and a similar expansion also holds for the first derivative xU(t,x)\partial_{x}U(t,x). So, we deduce that the solution of Burgers’ equation defined by (6.12), (6.13) satisfies, for any L>0L>0,

sup|x|L|u(Ntk/δ,x)+δtanh(δx/2)|k+ 0.\sup_{|x|\leq L}\,\bigl{|}u(Nt_{k}/\delta,x)+\delta\tanh(\delta x/2)\bigr{|}\,\xrightarrow[k\to+\infty]{}\,0\,.

This implies that the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) contains the viscous shock ϕδ,δ\phi_{\delta,-\delta} for any value of δ(0,2)\delta\in(0,2), hence for any δ[0,2]\delta\in[0,2] since ω0(u0)\omega_{0}(u_{0}) is closed in Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}). The proof of (6.4) is now complete. \Box

Refer to captionxxxx2-20222-2022(a) Merger of two viscous shocks(b) Repair along the family of shocks
Figure 2: Illustration of the long-time behavior of the solution u(t,x)u(t,x) of (5.1) given by (6.12), (6.13). (a) Along a sparse sequence of times τk+\tau_{k}\to+\infty, the solution describes the merger of a pair of viscous shocks near the origin, as in the explicit solution (5.15). (b) Between the times τk\tau_{k} and τk+1\tau_{k+1}, the solution slowly returns to zero along the family of steady shocks ϕδ,δ\phi_{\delta,-\delta}, where 0<δ<20<\delta<2. Both processes recur infinitely often, and are therefore reflected in the ω\omega-limit set of the solution u(t,x)u(t,x), as asserted in Proposition 6.2.
Remark 6.8.

We conjecture that, for the initial data u0u_{0} constructed in the proof of Proposition 6.2, the ω\omega-limit set ω0(u0)\omega_{0}(u_{0}) is in fact equal to the right-hand side of (6.4). Note that this set satisfies all the properties listed in Proposition 3.2, including chain recurrence.

7 Discussion

We presented results on long-time behavior in scalar conservation laws on the real line, both in the case of a general convex flux and in the special case of Burgers’ equation with quadratic flux. Our main results include a general definition and characterization of ω\omega-limit sets, the convergence to single shocks for monotone data, and the construction of initial data for which the ω\omega-limit set does not consist of a constant state nor of the translates of a single shock. The latter result was established in the context of Burgers’ equation, where a somewhat explicit representation of all entire solutions in terms of compactly supported probability measures is available. Since all elements in the ω\omega-limit set are entire solutions, this characterization provides a ”list” of candidates for elements in the ω\omega-limit set.

We mentioned throughout several open problems and conjectured some answers. We revisit some of those here in a broader context and point to some other potentially interesting questions.

As a first step towards a complete characterization, one can ask what functions may be found within an ω\omega-limit set. Candidates are entire solutions, which, in the case of Burgers’ equation, are described somewhat explicitly through a one-to-one correspondence with compactly supported probability measures on the real line. Even beyond the goal of describing the long-time behavior of general solutions, it would be quite interesting to characterize entire solutions of scalar conservation laws with convex, not necessarily quadratic flux. In the absence of a direct connection with the heat equation, we think that a description of bounded solutions in terms of their ancient limits tt\to-\infty in suitably rescaled variables might provide an avenue for progress in this direction. Note that solutions representing the superposition of two viscous shocks as tt\to-\infty can be constructed under generic assumptions on the flux function, see [28].

On the other hand, it would be interesting to extend the analysis of ancient solutions and possibly the characterization of ω\omega-limit sets to the complex-valued Burgers’ equation, where the Cole-Hopf transformation is still at hand, but LL^{\infty} upper bounds, Oleinik’s inequality, and the positivity that is essential in the characterization of ancient solutions are not available; see [23] for results on blowup in this context.

Given the characterization of entire solutions in Burgers’ equation, we conjectured in Section 6 that any entire solution of that equation can be found in the ω\omega-limit set for appropriate initial data. Beyond Burgers’ equation, one may find it plausible that the existence of shock mergers in specific ω\omega-limit sets can be established, by controlling the interaction of shocks and rarefaction waves without the conjugation to a linear heat equation and the associated superposition principle.

A more ambitious result would characterize the entire ω\omega-limit set. We showed that for monotone initial data, one only finds a single shock (together with its translates) or a family of constant states. We conjectured that in the example considered in Proposition 6.2, the ω\omega-limit set actually consists of the shock merger itself and of the family of steady shocks with smaller amplitude, which together form a chain recurrent set. Given the ancient asymptotics of entire solutions, all nonconstant elements of the ω\omega-limit sets can be thought of as continuous or discrete superpositions of shocks and their eventual merger into a single shock. The natural question in this direction is whether different shock mergers can occur within a single ω\omega-limit set. Eventually, one may hope to determine which subsets of the set of ancient solutions may occur as ω\omega-limit sets, that is, to decide if any additional restrictions beyond compactness, connectedness, and chain recurrence are imposed by the dynamics.

Clearly, all of the questions above can be asked for ω0(u0)\omega_{0}(u_{0}) and for ω(u0)\omega(u_{0}), that is in a fixed frame of reference or up to translations. Our introduction of ω(u0)\omega(u_{0}), while seemingly natural, can of course be questioned. One could ask for a more narrow characterization, limiting the allowed translations for instance to almost Galilean shifts as suggested in Remark 3.5. To clarify the role of the shifts, it would be interesting to identify ω\omega-limit sets that actually depend on the class of allowed spatial translates. More specifically, one can ask if for all u0u_{0}, the set ω(u0)\omega(u_{0}) defined by (1.3) coincides with the ω\omega-limit set obtained by restricting the class of allowed shifts to almost Galilean ones.

Beyond the structure of ω\omega-limit sets, one can investigate the dynamics for large but finite times. While Burgers’ equation is not a gradient flow, our results basically show that the long-term asymptotics of solutions are to a large extent determined by equilibria, up to Galilean boosts. While we did show that solutions other than equilibria, particularly shock mergers, can occur in the ω\omega-limit set, it is conceivable to conjecture that those occur only ”rarely” in time, a statement that one could attempt to quantify in the spirit of the work of S. Slijepčević and the first author [9]; see Remark 6.3.

Finally, a number of subtle questions arise when attempting to characterize the set of initial data that lead to a specific ω\omega-limit set. From local stability of viscous shocks, one can conclude that the basin of attraction is open (in appropriate topologies). On the other hand, we showed that the basin contains all monotone initial data with the same limits at x=±x=\pm\infty. The construction of repeating shock mergers suggests robustness of this asymptotic behavior at least in a spatially uniform topology. We note however that such questions on the basin of attraction of an ω\omega-limit set do not appear to have been answered in the case of mergers between layers in the Allen-Cahn equation [5, 21, 22]. Despite the apparent similarities between the results there and our construction, it is worth noticing that in our case, all equilibria and traveling waves are asymptotically stable, whereas the Allen-Cahn equation accommodates a large family of unstable equilibria and traveling waves, including the zero solution, spatially periodic equilibria, and traveling waves connecting those equilibria to stable solutions; see for instance [26]. We are not aware of results that connect the role of these unstable equilibria to the description of long-term dynamics through ω\omega-limit sets as attempted here and in [5, 21, 22].

Appendix A Appendix

A.1 Oleinik’s inequality

If u(t,x)u(t,x) is a solution of (1.1) with initial data u0u_{0} satisfying (2.1), we define

v(t,x)=t2xu(t,x)k1t,t>0,x,v(t,x)\,=\,t^{2}\partial_{x}u(t,x)-k^{-1}t\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (A.1)

where k>0k>0 is defined in (2.2). The function vv is smooth, and it is clear by construction that v(t,x)<0v(t,x)<0 for all xx\in\mathbb{R} whenever t>0t>0 is sufficiently small. Indeed, since u(t,x)u(t,x) solves equation (1.1) with bounded initial data, we know that there exist positive constants CC and t0t_{0} such that |xu(t,x)|Ct1/2|\partial_{x}u(t,x)|\leq Ct^{-1/2} when 0<t<t00<t<t_{0}. Now a direct calculation shows that vv solves the equation

tv+f(u)xvx2v= 2txuk1t2f′′(u)(xu)2 2txuk1t2k(xu)2=k1(1ktxu)2 0,\begin{split}\partial_{t}v+f^{\prime}(u)\partial_{x}v-\partial_{x}^{2}v\,&=\,2t\partial_{x}u-k^{-1}-t^{2}f^{\prime\prime}(u)\bigl{(}\partial_{x}u\bigr{)}^{2}\\ \,&\leq\,2t\partial_{x}u-k^{-1}-t^{2}k\bigl{(}\partial_{x}u\bigr{)}^{2}=-k^{-1}\bigl{(}1-kt\partial_{x}u\bigr{)}^{2}\,\leq\,0\,,\end{split} (A.2)

where in the second line we used the fact that f′′(u)kf^{\prime\prime}(u)\geq k for all u[α,β]u\in[\alpha,\beta]. By the maximum principle, the differential inequality (A.2) implies that v(t,x)v(t,x) stays negative for all times t>0t>0, which gives inequality (2.2).

A.2 Proof of Lemma 3.1

We prove here that the solution of u(t)=𝒮t(u0)u(t)=\mathcal{S}_{t}(u_{0}) of (1.1) depends continuously on the initial data u0u_{0} in the topology of Lloc()L^{\infty}_{\mathrm{loc}}(\mathbb{R}). Our starting point is the integral equation associated with (1.1), namely

u(t)=K(t,)u00txK(ts,)f(u(s))ds,t>0,u(t)\,=\,K(t,\cdot)*u_{0}-\int_{0}^{t}\partial_{x}K(t-s,\cdot)*f(u(s))\,{\rm d}s\,,\qquad t>0\,, (A.3)

where K(t,x)K(t,x) is the heat kernel (5.8) and * denotes convolution in space. Straightforward calculations show that there exists a constant C>0C>0 such that

K(t,)u0exp+txK(t,)u0expCetu0exp,\|K(t,\cdot)*u_{0}\|_{\exp}+\sqrt{t}\,\|\partial_{x}K(t,\cdot)*u_{0}\|_{\exp}\,\leq\,Ce^{t}\|u_{0}\|_{\exp}\,, (A.4)

for all u0L()u_{0}\in L^{\infty}(\mathbb{R}) and all t>0t>0. To prove the desired continuity property, we fix R>0R>0 and consider two sets of initial data u0,v0u_{0},v_{0} such that max(u0L,v0L)R\max(\|u_{0}\|_{L^{\infty}},\|v_{0}\|_{L^{\infty}})\leq R. Denoting u(t)=𝒮t(u0)u(t)=\mathcal{S}_{t}(u_{0}), v(t)=𝒮t(v0)v(t)=\mathcal{S}_{t}(v_{0}), and using (A.4), we can estimate

u(t)v(t)expCetu0v0exp+0tCetstsLu(s)v(s)expds,\|u(t)-v(t)\|_{\exp}\,\leq\,Ce^{t}\|u_{0}-v_{0}\|_{\exp}+\int_{0}^{t}\frac{Ce^{t-s}}{\sqrt{t-s}}\,L\|u(s)-v(s)\|_{\exp}\,{\rm d}s\,,

where L=sup{|f(u)|;|u|R}L=\sup\{|f^{\prime}(u)|\,;\,|u|\leq R\}. The quantity δ(t):=etu(t)v(t)exp\delta(t):=e^{-t}\|u(t)-v(t)\|_{\exp} thus satisfies an integral inequality that can be solved using a variant of Grönwall’s lemma, see [12, Lemma 7.1.1]. This gives an estimate of the form 𝒮t(u0)𝒮t(v0)expC1eC2tu0v0exp\|\mathcal{S}_{t}(u_{0})-\mathcal{S}_{t}(v_{0})\|_{\exp}\leq C_{1}e^{C_{2}t}\|u_{0}-v_{0}\|_{\exp}, for some universal constants C1,C2C_{1},C_{2}, which shows that the solution of (A.3) depends continuously on the initial data in the topology of LlocL^{\infty}_{\mathrm{loc}}, uniformly in time on compact intervals.

A.3 Proof of the L1L^{1}LL^{\infty} estimate (4.16)

Assume that χ:\chi:\mathbb{R}\to\mathbb{R} is a smooth convex function such that χ(0)=0\chi(0)=0 and χ(s)>0\chi(s)>0 for all s0s\neq 0. If w(t,x)w(t,x) is a solution of (4.15) with initial data w0L()w_{0}\in L^{\infty}(\mathbb{R}), we compute

ddtχ(w)dx=χ(w)(x2wf(u)xw)dx=χ′′(w)(xw)2dx+f′′(u)(xu)χ(w)dxχ′′(w)(xw)2dx 0,t>0,\begin{split}\frac{{\rm d}}{{\rm d}t}\int_{\mathbb{R}}\chi(w)\,{\rm d}x\,&=\,\int_{\mathbb{R}}\chi^{\prime}(w)\bigl{(}\partial_{x}^{2}w-f^{\prime}(u)\partial_{x}w\bigr{)}\,{\rm d}x\\ \,&=\,-\int_{\mathbb{R}}\chi^{\prime\prime}(w)\bigl{(}\partial_{x}w\bigr{)}^{2}\,{\rm d}x+\int_{\mathbb{R}}f^{\prime\prime}(u)(\partial_{x}u)\,\chi(w)\,{\rm d}x\\ \,&\leq\,-\int_{\mathbb{R}}\chi^{\prime\prime}(w)\bigl{(}\partial_{x}w\bigr{)}^{2}\,{\rm d}x\,\leq\,0\,,\qquad t>0\,,\end{split} (A.5)

where we used the crucial observation that f′′(u)(xu)0f^{\prime\prime}(u)(\partial_{x}u)\leq 0, because ff is convex and uu is decreasing. As a first application, we take χε(w)=(ε2+w2)1/2ε\chi_{\varepsilon}(w)=(\varepsilon^{2}+w^{2})^{1/2}-\varepsilon, where ε>0\varepsilon>0 is a small parameter. Using (A.5) we easily obtain χε(w(t,x))dxχε(w0(x))dxw0L1()\int_{\mathbb{R}}\chi_{\varepsilon}\bigl{(}w(t,x)\bigr{)}\,{\rm d}x\leq\int_{\mathbb{R}}\chi_{\varepsilon}\bigl{(}w_{0}(x)\bigr{)}\,{\rm d}x\leq\|w_{0}\|_{L^{1}(\mathbb{R})}, for any t>0t>0. Then, invoking Lebesgue’s monotone convergence theorem, we can take the limit ε0\varepsilon\to 0 and arrive at

w(t,)L1()w0L1(),t>0.\|w(t,\cdot)\|_{L^{1}(\mathbb{R})}\,\leq\,\|w_{0}\|_{L^{1}(\mathbb{R})}\,,\qquad t>0\,. (A.6)

In a second step, we choose χ(w)=w2\chi(w)=w^{2} in (A.5) and we use the celebrated Nash inequality

w(t,)L2()3CNwx(t,)L2()w(t,)L1()2,\|w(t,\cdot)\|_{L^{2}(\mathbb{R})}^{3}\,\leq\,C_{N}\|w_{x}(t,\cdot)\|_{L^{2}(\mathbb{R})}\|w(t,\cdot)\|_{L^{1}(\mathbb{R})}^{2}\,, (A.7)

see [3]. Taking (A.6) into account and assuming w0L1()>0\|w_{0}\|_{L^{1}(\mathbb{R})}>0, we obtain the differential inequality

ddtw(t,)L2()22wx(t,)L2()22w(t,)L2()6CN2w(t,)L1()42w(t,)L2()6CN2w0L1()4,\frac{{\rm d}}{{\rm d}t}\,\|w(t,\cdot)\|_{L^{2}(\mathbb{R})}^{2}\,\leq\,-2\|w_{x}(t,\cdot)\|_{L^{2}(\mathbb{R})}^{2}\,\leq\,-\frac{2\|w(t,\cdot)\|_{L^{2}(\mathbb{R})}^{6}}{C_{N}^{2}\|w(t,\cdot)\|_{L^{1}(\mathbb{R})}^{4}}\,\leq\,-\frac{2\|w(t,\cdot)\|_{L^{2}(\mathbb{R})}^{6}}{C_{N}^{2}\|w_{0}\|_{L^{1}(\mathbb{R})}^{4}}\,,

which can be integrated to give the L1L^{1}L2L^{2} estimate

w(t,)L2()Ct1/4w0L1(),t>0,\|w(t,\cdot)\|_{L^{2}(\mathbb{R})}\,\leq\,Ct^{-1/4}\|w_{0}\|_{L^{1}(\mathbb{R})}\,,\qquad t>0\,, (A.8)

where C=(CN/2)1/2C=(C_{N}/2)^{1/2}.

Finally, to estimate the LL^{\infty} norm of ww, we can either bound the L2pL^{2p} norm for all integers p2p\geq 2, or use a duality argument, see [6]. We follow here the latter approach and consider the dual equation

tψ(t,x)x(f(u)ψ)=x2ψ(t,x),t>0,x,\partial_{t}\psi(t,x)-\partial_{x}\bigl{(}f^{\prime}(u)\psi\bigr{)}\,=\,\partial_{x}^{2}\psi(t,x)\,,\qquad t>0\,,\quad x\in\mathbb{R}\,, (A.9)

which has similar properties as (4.15). In particular, proceeding as in (A.5), we find

ddtχ(ψ)dx=χ′′(ψ)(xψ)2dx+f′′(u)(xu)(ψχ(ψ)χ(ψ))dx,χ′′(ψ)(xψ)2dx 0,\begin{split}\frac{{\rm d}}{{\rm d}t}\int_{\mathbb{R}}\chi(\psi)\,{\rm d}x\,&=\,-\int_{\mathbb{R}}\chi^{\prime\prime}(\psi)\bigl{(}\partial_{x}\psi\bigr{)}^{2}\,{\rm d}x+\int_{\mathbb{R}}f^{\prime\prime}(u)(\partial_{x}u)\,\bigl{(}\psi\chi^{\prime}(\psi)-\chi(\psi)\bigr{)}\,{\rm d}x\,,\\ \,&\leq\,-\int_{\mathbb{R}}\chi^{\prime\prime}(\psi)\bigl{(}\partial_{x}\psi\bigr{)}^{2}\,{\rm d}x\,\leq\,0\,,\end{split} (A.10)

because χ(ψ)ψχ(ψ)\chi(\psi)\leq\psi\chi^{\prime}(\psi) by convexity. We deduce that estimates (A.6), (A.8) also hold for the solutions of (A.9). Now, if ww solves (4.15) with initial data w0L2()w_{0}\in L^{2}(\mathbb{R}) and ψ\psi solves (A.9) with initial data ψ0L1()\psi_{0}\in L^{1}(\mathbb{R}), then for any t>0t>0 the quantity ψ(ts,x)w(s,x)dx\int_{\mathbb{R}}\psi(t-s,x)w(s,x)\,{\rm d}x is independent of s[0,t]s\in[0,t], as can be easily verified by differentiation. It follows that

|ψ0(x)w(t,x)dx|=|ψ(t,x)w0(x)dx|ψ(,t)L2()w0L2()Ct1/4ψ0L1()w0L2(),\begin{split}\biggl{|}\int_{\mathbb{R}}\psi_{0}(x)w(t,x)\,{\rm d}x\biggr{|}\,=\,\biggl{|}\int_{\mathbb{R}}\psi(t,x)w_{0}(x)\,{\rm d}x\biggr{|}\,&\leq\,\|\psi(\cdot,t)\|_{L^{2}(\mathbb{R})}\|w_{0}\|_{L^{2}(\mathbb{R})}\\ \,&\leq\,Ct^{-1/4}\|\psi_{0}\|_{L^{1}(\mathbb{R})}\|w_{0}\|_{L^{2}(\mathbb{R})}\,,\end{split} (A.11)

where the last inequality follows from (A.8). Clearly (A.11) is equivalent to the L2L^{2}LL^{\infty} estimate

w(t,)L()Ct1/4w0L2(),t>0,\|w(t,\cdot)\|_{L^{\infty}(\mathbb{R})}\,\leq\,Ct^{-1/4}\|w_{0}\|_{L^{2}(\mathbb{R})}\,,\qquad t>0\,, (A.12)

and the L1L^{1}LL^{\infty} bound in (4.16) follows immediately by combining (A.8), (A.12).

A.4 Proof of Lemmas 5.10 and 5.11

Proof of Lemma 5.10..

Since ν±\nu_{\pm} are positive measures supported on the interval [0,ε][0,\varepsilon], it is clear that the functions Jε±J^{\pm}_{\varepsilon} introduced in (5.32) satisfy the estimates

|xJε±(t,x)|ε2Jε±(t,x),|tJε±(t,x)|(bε2+ε24)Jε±(t,x),t,x,|\partial_{x}J^{\pm}_{\varepsilon}(t,x)|\,\leq\,\frac{\varepsilon}{2}\,J^{\pm}_{\varepsilon}(t,x)\,,\qquad|\partial_{t}J^{\pm}_{\varepsilon}(t,x)|\,\leq\,\Bigl{(}\frac{b\varepsilon}{2}+\frac{\varepsilon^{2}}{4}\Bigr{)}J^{\pm}_{\varepsilon}(t,x)\,,\qquad t\in\mathbb{R}\,,\quad x\in\mathbb{R}\,,

which immediately imply (5.35) in view of the definition (5.33) of SεS_{\varepsilon}. On the other hand, if 0<ε<ε0<\varepsilon^{\prime}<\varepsilon, we have the identity

Sε(t,x)Sε(t,x)=1b{log(1+Jε+(t,x)Jε+(t,x)Jε+(t,x))log(1+Jε(t,x)Jε(t,x)Jε(t,x))},S_{\varepsilon}(t,x)-S_{\varepsilon^{\prime}}(t,x)\,=\,\frac{1}{b}\,\biggl{\{}\log\biggl{(}1+\frac{J^{+}_{\varepsilon}(t,x)-J^{+}_{\varepsilon^{\prime}}(t,x)}{J^{+}_{\varepsilon^{\prime}}(t,x)}\biggr{)}-\log\biggl{(}1+\frac{J^{-}_{\varepsilon}(t,x)-J^{-}_{\varepsilon^{\prime}}(t,x)}{J^{-}_{\varepsilon^{\prime}}(t,x)}\biggr{)}\biggr{\}}\,, (A.13)

and proceeding as in the proof of Proposition 5.6 we easily obtain, if |x|L(t)|x|\leq L(t),

Jε±(t,x)Jε±(t,x)=(ε,ε]exy/2et(by/2+y2/4)dν±(y)Cε,ε±eεL(t)+tbε/4Jε±(t,x),J^{\pm}_{\varepsilon}(t,x)-J^{\pm}_{\varepsilon^{\prime}}(t,x)\,=\,\int_{(\varepsilon^{\prime},\varepsilon]}e^{\mp xy/2}\,e^{t(by/2+y^{2}/4)}\,{\rm d}\nu_{\pm}(y)\,\leq\,C^{\pm}_{\varepsilon,\varepsilon^{\prime}}\,e^{\varepsilon L(t)+tb\varepsilon^{\prime}/4}J^{\pm}_{\varepsilon^{\prime}}(t,x)\,,

where Cε,ε±=ν±([ε,ε])/ν±([0,ε/2])C^{\pm}_{\varepsilon,\varepsilon^{\prime}}=\nu_{\pm}([\varepsilon^{\prime},\varepsilon])/\nu_{\pm}([0,\varepsilon^{\prime}/2]). If L(t)/|t|0L(t)/|t|\to 0 as tt\to-\infty, it follows that

sup|x|L(t)|Jε±(t,x)Jε±(t,x)Jε±(t,x)|Cε,εeεL(t)+tbε/4t 0,\sup_{|x|\leq L(t)}\,\biggl{|}\frac{J^{\pm}_{\varepsilon}(t,x)-J^{\pm}_{\varepsilon^{\prime}}(t,x)}{J^{\pm}_{\varepsilon^{\prime}}(t,x)}\biggr{|}\,\leq\,C_{\varepsilon,\varepsilon^{\prime}}\,e^{\varepsilon L(t)+tb\varepsilon^{\prime}/4}\,\xrightarrow[t\to-\infty]{}\,0\,,

which together with (A.13) implies the desired estimate (5.36). ∎

Proof of Lemma 5.11..

Let us define σε(t)=Sε(t,0)\sigma_{\varepsilon}(t)=S_{\varepsilon}(t,0). For any T>0T>0, we observe that

limt(σε(t+T)σε(t))= 0,which implieslimtσε(t)t= 0.\lim_{t\to-\infty}\bigl{(}\sigma_{\varepsilon}(t+T)-\sigma_{\varepsilon}(t)\bigr{)}\,=\,0\,,\qquad\hbox{which implies}\qquad\lim_{t\to-\infty}\frac{\sigma_{\varepsilon}(t)}{t}\,=\,0\,. (A.14)

Indeed, if 0<ε<ε0<\varepsilon^{\prime}<\varepsilon, we have

|σε(t+T)σε(t)||σε(t+T)σε(t+T)|+|σε(t+T)σε(t)|+|σε(t)σε(t)|.\big{|}\sigma_{\varepsilon}(t+T)-\sigma_{\varepsilon}(t)\big{|}\,\leq\,\big{|}\sigma_{\varepsilon}(t+T)-\sigma_{\varepsilon^{\prime}}(t+T)\bigr{|}+\big{|}\sigma_{\varepsilon^{\prime}}(t+T)-\sigma_{\varepsilon^{\prime}}(t)\bigr{|}+\big{|}\sigma_{\varepsilon^{\prime}}(t)-\sigma_{\varepsilon}(t)\bigr{|}\,.

The middle term in the right-hand side can be estimated with the help of (5.35) :

|σε(t+T)σε(t)|tt+T|tSε(τ,0)|dτT(ε+(ε)22b) 2Tε,\big{|}\sigma_{\varepsilon^{\prime}}(t+T)-\sigma_{\varepsilon^{\prime}}(t)\bigr{|}\,\leq\,\int_{t}^{t+T}|\partial_{t}S_{\varepsilon^{\prime}}(\tau,0)|\,{\rm d}\tau\,\leq\,T\Bigl{(}\varepsilon^{\prime}+\frac{(\varepsilon^{\prime})^{2}}{2b}\Bigr{)}\,\leq\,2T\varepsilon^{\prime}\,,

where we used the fact that ε<ε<b\varepsilon^{\prime}<\varepsilon<b. The other terms are controlled by (5.36), which gives

lim supt|σε(t+T)σε(t)| 2Tε,\limsup_{t\to-\infty}\big{|}\sigma_{\varepsilon}(t+T)-\sigma_{\varepsilon}(t)\big{|}\,\leq\,2T\varepsilon^{\prime}\,,

and taking the limit ε0\varepsilon^{\prime}\to 0 we obtain the first part of (A.14). The second claim follows by an elementary argument.

We now return to the shift function sε(t)s_{\varepsilon}(t) defined by (5.37). We have by (5.35)

|sε(t)σε(t)|=|Sε(t,sε(t))Sε(t,0)|εb|sε(t)|εb|sε(t)σε(t)|+εb|σε(t)|,|s_{\varepsilon}(t)-\sigma_{\varepsilon}(t)|\,=\,|S_{\varepsilon}(t,s_{\varepsilon}(t))-S_{\varepsilon}(t,0)|\,\leq\,\frac{\varepsilon}{b}\,|s_{\varepsilon}(t)|\,\leq\,\frac{\varepsilon}{b}\,|s_{\varepsilon}(t)-\sigma_{\varepsilon}(t)|+\frac{\varepsilon}{b}\,|\sigma_{\varepsilon}(t)|\,,

so that

|sε(t)σε(t)|εbε|σε(t)|,|sε(t)|bbε|σε(t)|.|s_{\varepsilon}(t)-\sigma_{\varepsilon}(t)|\,\leq\,\frac{\varepsilon}{b-\varepsilon}|\sigma_{\varepsilon}(t)|\,,\qquad|s_{\varepsilon}(t)|\,\leq\,\frac{b}{b-\varepsilon}\,|\sigma_{\varepsilon}(t)|\,.

In view of (A.14), it follows in particular that sε(t)/t0s_{\varepsilon}(t)/t\to 0 as tt\to-\infty, which is the first claim in (5.38). Moreover, if 0<ε<ε0<\varepsilon^{\prime}<\varepsilon, we have

|sε(t)sε(t)|\displaystyle|s_{\varepsilon}(t)-s_{\varepsilon^{\prime}}(t)|\, |Sε(t,sε(t))Sε(t,sε(t))|+|Sε(t,sε(t))Sε(t,sε(t))|\displaystyle\leq\,\bigl{|}S_{\varepsilon}(t,s_{\varepsilon}(t))-S_{\varepsilon}(t,s_{\varepsilon^{\prime}}(t))\bigr{|}+\bigl{|}S_{\varepsilon}(t,s_{\varepsilon^{\prime}}(t))-S_{\varepsilon^{\prime}}(t,s_{\varepsilon^{\prime}}(t))\bigr{|}
εb|sε(t)sε(t)|+sup|x|sε(t)|Sε(t,x)Sε(t,x))|.\displaystyle\leq\,\frac{\varepsilon}{b}\,|s_{\varepsilon}(t)-s_{\varepsilon^{\prime}}(t)|\,+\sup_{|x|\leq s_{\varepsilon^{\prime}}(t)}\,\bigl{|}S_{\varepsilon}(t,x)-S_{\varepsilon^{\prime}}(t,x))\bigr{|}\,.

Since sε(t)/t0s_{\varepsilon^{\prime}}(t)/t\to 0 as tt\to-\infty, the last term in the right-hand side converges to zero by (5.36). We deduce that |sε(t)sε(t)|0|s_{\varepsilon}(t)-s_{\varepsilon^{\prime}}(t)|\to 0 too, which concludes the proof of (5.38). ∎

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Thierry Gallay
Institut Fourier, Université Grenoble Alpes, 100 rue des Maths, 38610 Gières, France
Email : Thierry.Gallay@univ-grenoble-alpes.fr


Arnd Scheel
School of Mathematics, University of Minnesota
127 Vincent Hall, 206 Church St. SE, Minneapolis, MN 55455, USA
Email : scheel@math.umn.edu