Initial data identification for conservation laws
with spatially discontinuous flux
August 01, 2024
We consider a scalar conservation law with a spatially discontinuous flux at a single point \(x=0\), and we study the initial data identification problem for \(AB\)-entropy solutions associated to an interface connection \((A,B)\). This problem consists in identifying the set of initial data driven by the corresponding \(AB\)-entropy solution to a given target profile \(\omega^T\), at a time horizon \(T>0\). We provide a full characterization of such a set in terms of suitable integral inequalities, and we establish structural and geometrical properties of this set. A distinctive feature of the initial set is that it is in general not convex, differently from the case of conservation laws with convex flux independent on the space variable. The results rely on the properties of the \(AB\)-backward-forward evolution operator introduced in [1], and on a proper concept of \(AB\)-genuine/interface characteristic for \(AB\)-entropy solutions provided in this paper.
We are concerned with the initial value problem for a scalar conservation law in one space dimension \[\begin{align} \tag{1} &u_t+f(x,u)_x=0, \quad x \in \mathbb{R}, \quad t \geq 0, \\ \noalign{\smallskip} \tag{2} &u(x,0) = u_0(x), \qquad x \in \mathbb{R}, \end{align}\] where \(u = u(x,t)\) is the state variable, and the flux \(f\) is a space discontinuous function of the form \[\label{discflux} f(x,u) =\begin{cases} f_l(u), \qquad x < 0, \\ f_r(u), \qquad x > 0\,, \end{cases}\tag{3}\] with \(f_l, f_r: \mathbb{R}\to \mathbb{R}\) twice continuously differentiable, uniformly convex maps that satisfy \[\label{eq:flux-assumption-1} f_l''(u),\;f_r''(u) \geq a >0\,,\tag{4}\] and (up to a reparametrization) \[\label{eq:flux-assumption-2} f_l(0) = f_r(0), \quad f_l(1) = f_r(1)\,.\tag{5}\] We assume also that the unique critical points \(\theta_l\), \(\theta_r\) of \(f_l, f_r\), respectively, satisfy \[\label{eq:flux-assumption-3} \theta_l \geq 0, \quad \theta_r \leq 1\,.\tag{6}\] It is well known that, because of the nonlinearity of the equation, in order to achieve global in time existence and uniqueness results for problems of this type one has to consider weak distributional solutions that satisfy the classical Kružkov entropy inequalities away from the flux-discontinuity interface \(x=0\), augmented by an appropriate interface entropy condition at \(x=0\). Here, we will consider entropy solutions of \(AB\)-type, associated to a so-called interface connection \((A,B)\) (cfr [2], [3] and see §2.1). Entropy solutions of \(AB\)-type form an \(\mathbf{L}^1\)-contractive semigroup on the domain of \({\boldsymbol{L}^\infty}\) initial data [3], [4]. Thus, we adopt the semigroup notation \(u(x,t)\doteq \mathcal{S}_t^{\, [A B]+}u_0 (x)\), \(t\geq 0\), \(x\in\mathbb{R}\), for the unique \(AB\)-entropy solution of 1 2 , for every initial datum \(u_0\in {\boldsymbol{L}}^{\infty}(\mathbb{R})\).
In this paper, we study the initial data identification problem (or inverse design problem) for \(AB\)-entropy solutions of the equation 1 . This problem consists in identifying the set of initial data for which the corresponding \(AB\)-entropy solution coincides with a given target profile \(\omega^T\), at a time horizon \(T>0\). Observe that we cannot expect to reach any desired profile \(\omega^T\in {\boldsymbol{L}}^{\infty}(\mathbb{R})\). In fact, even in the case where \(f_l=f_r\), since the work of Oleı̆nik [5] it is well known that, because of the uniform convexity of the flux, the Kružkov entropy conditions imply that every entropy weak solution \(u\) of 1 must satisfy (in the sense of distributions) the one-sided Lipschitz estimate \[\label{eq:Oleinik} \partial_x u(\cdot\,, t) \leq \frac{1}{at}, \qquad \text{in \;\mathscr{D}^{\prime}}, \quad \forall~t>0.\tag{7}\] Essentially, the nonlinearity of the flux forces characteristic lines to intersect which, together with the entropy condition, produces a regularizing effect \(L^{\infty}\) to \(BV\) encoded in the Oleı̆nik inequality 7 . In the case of equation 1 with discontinuous flux 3 where \(f_l\neq f_r\), we have shown in [1], [6] that the set of reachable profiles at a time \(T>0\): \[\label{eq:attsetintro} \mathcal{A}^{[AB]}(T) \doteq \big\{ \mathcal{S}_T^{[AB]+} u_0 \quad \big| \quad u_0 \in \mathbf{L}^{\infty}(\mathbb{R}) \big\},\tag{8}\] is characterized in terms of suitable Oleı̌nik-type estimates and unilateral pointwise constraints. Note that a “loss of information” takes place when characteristic lines intersect into a shock: there are infinitely many ways to create the same shock discontinuity at a given time \(T\). Therefore the initial data identification problem for this type of equations is highly ill-posed: multiple initial data can be stirred by 1 into the same attainable profile \(\omega^T\in \mathcal{A}^{[AB]}(T)\) at time \(T\).
Our goal is to characterize and study the properties of the set of initial data leading to a given profile \(\omega^T\in \mathcal{A}^{[AB]}(T)\) at time \(T\): \[\label{eq:initialdataintro} \mathcal{I}^{[AB]}_T(\omega^T) \doteq \big\{ u_0 \in \mathbf{L}^{\infty}(\mathbb{R}) \quad \mid \quad \mathcal{S}_T^{[AB]+} u_0 = \omega^T\big\}.\tag{9}\]
In the case of conservation laws with flux independent on the space variable, the initial data identification problem was firstly studied for the Burgers equation in [7]–[9], and next for general uniformly convex flux in [10], where it is fully characterized the initial set of data evolving to a given profile, and it is shown that such a set is convex. Similar results were obtained in [11], [12] for Hamilton-Jacobi equations with convex Hamiltonian, and in [13] for smoothly, space dependent, conservation laws or Hamilton-Jacobi equations.
When the flux is of the form 3 with \(f_l\neq f_r\), the initial data reconstruction problem is more challenging because one has to deal with the richer and more complicated near-interface wave structure of \(AB\)-entropy solutions. This is due to the presence in the solution of waves that are reflected or refracted through the discontinuity interface \(x=0\), as well as of shock discontinuities emerging from the interface at positive times (see the analysis in [1]). Nonetheless, we are still able to provide a full characterization of the initial set 9 by suitable integral inequalities, for every given \(\omega^T\in \mathcal{A}^{[AB]}(T)\), and we show that 9 shares almost the same geometric and topological properties of the initial set for conservation laws with uniformly convex flux independent on the space variable. Notably, a distinctive difference from the classical smooth case is the lack of convexity of the initial set 9 as shown in the Example 6.1. To establish these results we will rely on:
a suitable definition of \(AB\)-backward evolution operator \(\mathcal{S}^{[AB]-}_T\) given in [1], and on the structural properties of the range of \(\mathcal{S}^{[AB]-}_T\) therein analized;
a proper concept of \(AB\)-genuine/interface characteristic for \(AB\)-entropy solutions which can “travel” along the discontinuity interface \(x=0\) (see Definition 6).
Given an \(AB\)-entropy solution \(u\), a time horizon \(T>0\), and a point \(x\in\mathbb{R}\), we will let \(\mathcal{C}_0(u,x)\) denote the set of the initial positions \(\zeta(0)\) of the \(AB\)-genuine characteristics \(\zeta\) for \(u\) that reach the point \(x=\zeta(T)\) at time \(T\) (cfr. 20 ). We recall that any element \(\omega^T\in \mathcal{A}^{[AB]}(T)\) admits one-sided limits \(\omega^T(x-), \omega^T(x+)\) at every point \(x\in\mathbb{R}\), and that has at most countably many discontinuities (see [1]). Then, we summarize the main results of the paper in the following
Theorem 1. Given \(\omega^T\in \mathcal{A}^{[AB]}(T)\), set \[\label{eq:vertexinitialset} u_0^* \doteq \mathcal{S}^{[AB]-}_T \omega^T\,,\qquad{(1)}\] and \[\label{eq:sol-vertexinitialset} u^*(\cdot,t) \doteq \mathcal{S}^{[AB]+}_t u^*_0 \qquad \forall~t \in [0,T]\,.\qquad{(2)}\] Then, letting \(\mathcal{I}^{[AB]}_T(\omega^T)\) be the set defined in 9 , the following properties hold:
\(u_0\in \mathcal{I}^{[AB]}_T(\omega^T)\) if and only if, for every point \(\overline{x}\) of continuity of \(\omega^T\), there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that there hold \[\label{condleq} \int_y^{\overline{y}} u_0(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u^*_0(x) \mathop{}\!\mathrm{d}x, \qquad \forall \quad y < \min \mathcal{C}_0(u^*,\overline{x}),\qquad{(3)}\] and \[\label{condgeq} \int_{\overline{y}}^y u_0(x) \mathop{}\!\mathrm{d}x \geq \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x, \qquad \forall \quad y > \max \mathcal{C}_0(u^*,\overline{x}).\qquad{(4)}\]
The set \(\mathcal{I}^{[AB]}_T(\omega^T)\) is an infinite dimensional cone which has vertex \(u_0^*\) and is in general not convex.
We will establish further geometric and topological properties of the initial set 9 besides the ones stated in Theorem 1-(ii), which are collected in Theorem 11 stated in § 4.
Initial data identification problems are often formulated as least square optimization problems associated to observable states at a final time (also known in the literature as data assimilation problems). These type of problems arise naturally in environmental sciences [14]–[18], but also in life sciences (see [19] and references therein), to improve the forecast of a model or to refine numerical simulations. Similar issues, also related to parameter identification problems, arise in traffic flow modeling [20]–[22], in batch sedimentation [23], [24], or in petroleum reservoir engineering [25].
Conservation laws with spatially discontinuous flux have many relevant applications in physics and engineering including: porous media models with changing rock types (for oil reservoir simulation) [26], [27]; sedimentation in waste-water treatment plants [28], [29]; traffic flow dynamics with roads of variable width or surface conditions [30]; Saint Venant models of blood flow in endovascular treatments [31], [32]; radar shape-from-shading models [33].
The paper is organized as follows.
In § 2 we collect the definitions of interface connection \((A,B)\), of \(AB\)-entropy solution and of \(AB\)-backward solution operator.
In § 3 we introduce the \(AB\)-genuine/interface characteristics and state the main results, Theorem 9 (integral inequalities) and Theorem 11 (structural and geometrical properties), which yield Theorem 1.
In § 4 we establish some basic properties enjoyed by the \(AB\)-genuine/interface characteristics.
In § 6 we prove Theorem 11 and provide an example of non convex initial set \(\mathcal{I}^{[AB]}_T(\omega^T)\).
We recall here the definitions and properties of interface connection and of admissible solution satisfying an interface entropy condition introduced in [2]. Throughout the paper, for the one-sided limits of a function \(u(x)\) we will use the notation \[u(x\,\pm)\doteq \lim_{y\to x\,\pm} u(y).\]
Definition 2 (Interface Connection). Let \(f\) be a flux as in 3 satisfying the assumptions 4 6 . A pair of values \((A,B)\in \mathbb{R}^2\) is called a connection if
\(f_l(A) = f_r(B)\),
\(f'_l(A)\leq 0\), \(f'_r(B)\geq 0\).
We will say that a connection \((A,B)\) is critical if \(f'_l(A)= 0\), or \(f'_r(B)= 0\), i.e. if \(A=\theta_l\) or \(B=\theta_r\).
Clearly, condition (1) of Definition 2 is equivalent to \(A\leq \theta_l\), \(B \geq \theta_r\). For sake of uniqueness, it is employed in [3] the adapted entropy \[\label{eq:cABdef} \eta_{AB}(x,u)=\big|u-c^{AB}(x)\big|,\qquad\quad c^{AB}(x) \stackrel{\cdot}{=} \begin{cases} A, & x \leq 0, \\ B, & x \geq 0, \end{cases}\tag{10}\] to select the unique solution of the Cauchy problem 1 2 that satisfies the Kružkov-type entropy inequality \[\label{adaptedABentropy} \left|u-c^{AB}\right|_t + \left[\mathrm{sgn}(u-c^{AB})(f(x,u)-f(x,c^{AB}))\right]_x \leq 0, \quad \textrm{in}\;\;\mathcal{D}^{\prime}\,,\tag{11}\] in the sense of distributions, which leads to the following definition.
Definition 3 (\(AB\)-entropy solution). Let \((A,B)\) be a connection and let \(c^{AB}\) be the function defined in 10 . A function \(u \in \mathbf{L}^{\infty}(\mathbb{R} \times [0,+\infty[)\) is said to be an \(AB\)-entropy solution of the problem 1 ,2 if the following holds:
\(u\) is a distributional solution of 1 on \(\mathbb{R}\times \,]0,+\infty[\), that is, for all test functions \(\phi \in \mathcal{C}^1_c\) with compact support contained in \(\mathbb{R}\times \,]0,+\infty[\), there holds \[\int_{-\infty}^{\infty}\int_0^{\infty} \big\{u \phi_t+f(x,u)\phi_x \big\}\mathop{}\!\mathrm{d}x \mathop{}\!\mathrm{d}t = 0\,.\]
\(u\) is a Kružkov entropy weak solution of 1 ,2 on \((\mathbb{R} \setminus \{0\}) \times \,]0,+\infty[\), that is, \(t \mapsto u(\cdot,t)\) is a continuous map from \([0,+\infty[\,\) to \(\mathbf{L}^1_{\mathrm{loc}}(\mathbb{R})\), the initial condition 2 is satisfied almost everywhere, and:
for any non-negative test function \(\phi\in\mathcal{C}^1_c\) with compact support contained in \(]-\infty,0[\,\times\) \(\,]0,+\infty[\), there holds \[\int_{-\infty}^0\int_0^{\infty} \big\{|u-k| \phi_t + \mathrm{sgn}(u-k)\left(f_l(u) - f_l(k)\right) \phi_x \big\} \mathop{}\!\mathrm{d}x \mathop{}\!\mathrm{d}t \geq 0, \quad \forall k \in \mathbb{R}\,;\]
for any non-negative test function \(\phi\in\mathcal{C}^1_c\) with compact support contained in \(]0,+\infty[\,\times\) \(]0,+\infty[\), there holds \[\int_0^{\infty}\int_0^{\infty} \big\{ |u-k| \phi_t + \mathrm{sgn}(u-k)\left(f_r(u) - f_r(k)\right) \phi_x \big\}\mathop{}\!\mathrm{d}x \mathop{}\!\mathrm{d}t \geq 0, \quad \forall k \in \mathbb{R}\,.\]
\(u\) satisfies the interface entropy inequality relative to the connection \((A,B)\), that is, for any non-negative test function \(\phi\in\mathcal{C}^1_c\) with compact support contained in \(\mathbb{R}\times ]0,+\infty[\), there holds \[\int_{-\infty}^{\infty}\int_0^{\infty} \big\{\left|u-c^{AB}\right| \phi_t + \mathrm{sgn}(u-c^{AB})\left(f(x,u) - f(x,c^{AB})\right)\phi_x \big\}\mathop{}\!\mathrm{d}x \mathop{}\!\mathrm{d}t \geq 0\,.\]
Remark 4. Since the fluxes \(f_l,f_r\) in 3 are uniformly convex, by Property (2) of Definition 3 it follows that, if \(u\) is an \(AB\)-entropy solution, then \(u(\cdot\,,t)\) is a function of locally bounded variation on \(\mathbb{R} \setminus \{0\}\), for any \(t>0.\) On the other hand, relying on [34], [35], and because of the \(\mathbf{L}^1_{\mathrm{loc}}\)-continuity of the map \(t \mapsto u(\cdot,t)\), we deduce that \(u\) admits left and right strong traces at \(x = 0\) for all \(t>0\), i.e. that there exist the one-sided limits \[\label{traces} u_l(t)\doteq u(0-,t), \qquad u_r(t)\doteq u(0+,t), \qquad\forall~t>0\,.\tag{12}\] Moreover, by properties (1), (3) of Definition 3, and thanks to the analysis in [1], we deduce that \(u\) must satisfy at almost any time \(t>0\) the interface conditions \[\label{ABtraces} \begin{align} &f_l(u_l(t)) = f_r(u_r(t)) \geq f_l(A) = f_r(B), \\ \noalign{\smallskip} &\big(u_l(t) \leq \theta_l, \quad u_r(t) \geq \theta_r\big) \;\;\Longrightarrow \;\;u_l(t) = A, \;\;u_r(t) = B\,. \end{align}\tag{13}\]
It was proved in [2], [3] (see also [4], [36]) that \(AB\)-entropy solutions of 1 ,2 with bounded initial data are unique, and \(\mathbf{L}^1\)-contractive with respect to their initial data. Thus, one can define a semigroup map \[\mathcal{S}^{\, [A B]+}: [0,+\infty[\,\times\,{\boldsymbol{L}^\infty}(\mathbb{R}) \to {\boldsymbol{L}^\infty}(\mathbb{R}), \qquad\quad (t,u_0)\mapsto \mathcal{S}_t^{\, [A B]+}u_0\,,\] where the function \(u(x,t) \doteq \mathcal{S}_t^{\, [A B]+}u_0(x)\) provides the unique \(AB\)-entropy solution of the Cauchy problem 1 , 2 . Such a map is \({\boldsymbol{L}^1}\)-stable also with respect to the time \(t\) and the values \(A,B\) of the connection, as shown in [1].
We review here the concept of backward solution operator associated to a connection \((A,B)\) introduced in [1], referring to [1] for further details and properties.
Given a flux \(f\) as in 3 satisfying the assumptions 4 6 , and a connection \((A,B)\), observe that, setting \[\label{eq:bar-AB-def} \overline{B} \doteq ({f_r}_{|\,]-\infty, \theta_r]})^{-1}\circ f_r(B), \qquad\quad \overline{A} \doteq ({f_l}_{\mid [\theta_l, +\infty[\,})^{-1}\circ f_l(A)\,,\tag{14}\] where \(f_{|\,I}\) denotes the restriction of the function \(f\) to the interval \(I\), the pair \((\overline{B}, \overline{A}\,)\) provides a connection for the symmetric flux \[\label{eq:symm-flux} \overline{f}(x,u) = \begin{cases} f_r(u) , & x \leq 0, \\ f_l(u), & x \geq 0\,, \end{cases}\tag{15}\] (see Figure 2).
Then, letting \(\overline{\mathcal{S}}_t^{\, [\overline{B}\, \overline{A}\,]+}u_0(x)\) denote the unique \(\overline{B}\,\overline{A}\)-entropy solution of \[\label{eq:invertedproblem} \begin{cases} u_t+\overline{f}(x,u)_x = 0 & x \in \mathbb{R}, \quad t \geq 0, \\ \noalign{\smallskip} u(x,0) = u_0(x) & x \in \mathbb{R}, \end{cases}\tag{16}\] evaluated at \((x,t)\), we shall define the backward solution operator associated to the connection \((A,B)\) in terms of the operator \(\overline{\mathcal{S}}_t^{\, [\overline{B}\, \overline{A}\,]+}\) as follows.
Definition 5 (\(AB\)-Backward solution operator). Given a connection \((A,B)\), the backward solution operator associated to \((A,B)\) is the map \(\mathcal{S}_{(\cdot)}^{\, [A B]-} : [0,+\infty)\times {\boldsymbol{L}^{\infty}(\mathbb{R})} \to {\boldsymbol{L}^{\infty}(\mathbb{R})}\), defined by \[\label{eq:backw-conn-sol-def} \mathcal{S}_t^{\, [A B]-}\omega (x) \doteq \overline{\mathcal{S}}_t^{\, [\overline{B}\, \overline{A}\,]+} \big(\omega(-\;\cdot\,)\big) (-x)\qquad x\in\mathbb{R}, \;t\geq 0\,.\tag{17}\]
In this section we introduce the fundamental concept of genuine/interface characteristic for an \(AB\)-entropy solution, and we collect the statement of the main results of the paper.
The definition of genuine/interface characteristic extends to the setting of \(AB\)-entropy solutions the classical definition of genuine characteristic for a conservation law \(u_t+f(u)_x=0\) (see [37], [38]). Throughout the following we fix a time \(T>0\), we consider a fixed connection \((A,B)\), and we set \[\label{eq:fluxinteface} \gamma \doteq f_l(A) = f_r(B).\tag{18}\]
Definition 6 (\(AB\)-genuine/interface characteristics). Let \(u \in \mathbf{L}^{\infty}(\mathbb{R} \times [0,+\infty[\, ; \, \mathbb{R})\) be an \(AB\)-entropy solution of 1 . We say that a Lipschitz continuous function \(\zeta:[0,T] \to \mathbb{R}\) is an \(AB\)-genuine/interface characteristic (\(AB\)-gic) for \(u\) if the following conditions hold:
for a.e. \(t \in [0,T]\) with \(\zeta(t) \neq 0\) it holds \[\dot{\zeta}(t) = f^{\prime}(u(\zeta(t)-,t),\zeta(t))= f^{\prime}(u(\zeta(t)+,t),\zeta(t));\]
for a.e. \(t \in [0,T]\) with \(\zeta(t) = 0\), it holds \[f_l(u(\zeta(t)-,t) = \gamma = f_r(u(\zeta(t)+,t)).\]
Remark 7. Applying the classical theory of generalized characteristics [37] it follows that any \(AB\)-gic \(\zeta \in \mathrm{Lip}([0,T]\, ; \, \mathbb{R})\) is a piecewise affine function for which there exist \(0\leq \tau_1\leq \tau_2\leq T\), such that:
\(\zeta(t)=0\) and \(f_l(u_l(t))=f_r(u_r(t))=\gamma\), for all \(t\in [\tau_1,\tau_2]\);
the restriction of \(\zeta\) to \([0, \tau_1[\) and to \(]\tau_2, T]\) is either a classical genuine characteristic for the conservation law \(u_t+f_l(u)_x=0\) on \(\{x<0\}\), or it is a classical genuine characteristic for the conservation law \(u_t+f_r(u)_x=0\) on \(\{x>0\}\).
Note that, if \(\tau_1=\tau_2\in\{0,T\}\), then a curve defined by a function \(\zeta\) satisfying the above conditions can cross the interface \(x=0\) only at its starting or terminal points. Thus, in this case \(\zeta\) is a a classical genuine characteristic for \(u_t+f_l(u)_x=0\) on \(\{x<0\}\) or for \(u_t+f_r(u)_x=0\) on \(\{x>0\}\), in the whole interval \(]0,T[\).
Remark 8. By Definition 6 an \(AB\)-gic can “travel" along the discontinuity interface \(x = 0\) in an interval \([\tau_1, \tau_2]\) only if in such an interval the flux of the solution is the minimum possible, i.e. if \(f_l(u_l(t))=f_r(u_r(t)) = f_l(A)=f_r(B)\) for all \(t\in [\tau_1, \tau_2]\), with \(u_l, u_r\) as in eq. ¿eq:traces? . This definition can be motivated by the following observation. Let \(f\) be a smooth convex flux. Then, relying on the inequality \[f(u) -f(v) -f^{\prime}(u) (v-u) \geq 0 \qquad \forall \; u, v \in \mathbb{R},\] one can verify that a classical genuine characteristic \(\zeta:[0,T] \to \mathbb{R}\) for a solution \(u\) of the conservation law \(u_t+f(u)_x=0\) satisfies at a.e. \(t \in [0,T]\) the equality \[f(u(\zeta(t), t)) - \dot{\zeta} (t) u(\zeta(t), t) = \min_{v \in \mathbb{R}} \big\{f(v) - \dot{\zeta} (t) v\big\}.\] Therefore if the characteristic is”vertical" (i.e. \(\dot{ \zeta} = 0\)) we simply obtain \[f(u(\zeta(t), t)) = \min_{v \in \mathbb{R}} f(v), \quad\;\text{for a.e.}\;\;t\in[0,T].\] In view of the interface constraint 13 for \(AB\)-entropy solutions, it is then natural to require in this setting that a “characteristic" lying on the interface \(x=0\) be called”genuine" only if it minimizes the admissible flux at the interface, i.e. if it satisfies condition (ii) of Definition 6.
Next, given an \(AB\)-entropy solution \(u\) of 1 , we consider the set of \(AB\)-gic passing through a point \(x\in\mathbb{R}\) at time \(t=T\), and the set of the corresponding initial points at time \(t=0\), setting: \[\label{eq:ABchar-set} \begin{align} \mathcal{C}(u,x) &\doteq \Big\{\zeta\in \mathrm{Lip}([0,T]\, ; \, \mathbb{R}) \;| \;\zeta(T)=x \;\;\text{and} \;\;\zeta \;\text{is an \, AB-gic\, for u} \Big\}, \end{align}\tag{19}\] and \[\label{eq:ABchar-set0} \mathcal{C}_0(u,x) \doteq \Big\{\zeta(0) \; \mid \; \zeta \in \mathcal{C}(u,x)\Big\}.\tag{20}\]
The set \(\mathcal{C}_0(u,x)\) is a fundamental tool to analyze the set of initial data leading to an attainable profile \(\omega^T\). To this end, throughout this section we consider the initial datum \(u_0^*\) in ?? defined as the image of \(\omega^T\) through the backward solution operator \(\mathcal{S}^{[AB]-}_T\), and we let \(u^*(x,t)\) denote the corresponding \(AB\)-entropy solution with initial datum \(u_0^*\), defined in ?? . Moreover, we let \(\mathcal{A}^{[AB]}(T)\) denote the set of reachable profiles at time \(T>0\) defined in 8 . We recall that any element of \(\mathcal{A}^{[AB]}(T)\) has at most countably many discontinuities (see [1]).
We consider here different examples of \(AB\)-entropy solutions \(u\) that reach the same attainable profile \(\omega^T\in\mathcal{A}^{[AB]}(T)\) at time \(T\), which illustrate various structures and properties of the sets \(\mathcal{C}(u, x)\), \(\mathcal{C}_0(u, x)\). Although we choose a relatively simple profile, it gives already the possibility to capture the essence and the key points of Definition 6. Namely, given \(L_0<0\), we define \[\omega_1(x) = \begin{cases} p & x < L_0, \\ A & L_0 < x < 0, \\ \overline{B} & 0 < x, \end{cases}\] choosing \[\label{eq:def-p} p>\boldsymbol{v}\doteq \boldsymbol{v}[\,L_0,A, f_l],\tag{21}\] where \(\boldsymbol{v}[\,L_0,A, f_l]\) denotes the quantity defined in [1], that satisfies \[\label{eq:ex1-constraint-12} A<\boldsymbol{v} <\overline{A}\tag{22}\] and \(\overline{A}, \overline{B}\) are defined as in 14 . Here we are assuming that the connection \((A,B)\) is not critical. Moreover, we assume that \[\label{eq:assumpt-omega1} f'_l(A)<{L_0}/{T}<f'_l(\boldsymbol{v})\,.\tag{23}\] Note that, since \(f'_r(\overline{B})\leq 0\) it follows that \(\mathsf{R}= \mathsf{R}[\omega_1, f_r]=0\), while 21 , 23 imply \(\mathsf{L}= \mathsf{L}[\omega_1, f_l]=L_0\). One can readly verify that \(\omega_1\) fulfills the conditions (i)-(ii) of [1] characterizing a class of attainable profiles in \(\mathcal{A}^{[AB]}(T)\). By the analysis in [1] it follows that, because of 23 , any \(AB\)-entropy solution reaching the profile \(\omega_1\) at time \(T\) must necessary contain at least one shock, located in \(\{x \leq 0\}\), that produces at time \(T\) the discontinuity occurring at \(x=L_0\). We shall now briefly describe four different \(AB\)-entropy solutions driving 1 , 3 to \(\omega_1\) at time \(T\), that are represented in Figures 4-7, with the shock curves coloured in red.
In Figure 4 it is represented the solution \(u^*\) defined as in ?? ?? by \(u^*(\cdot, t) = \mathcal{S}^{[AB]+}_t\circ \mathcal{S}^{[AB]-}_T \omega_1\). This solution contains in particular a compression wave that creates a shock discontinuity at \((L_0,T)\), which is located on the left of a rarefaction wave centered at the point \((L_0-T\cdot f'_l(\boldsymbol{v}),0)\). This rarefaction impinges (from the left) on a shock curve emerging from the interface \(x=0\), at some time \(t=\boldsymbol{\sigma}\), which has right state equal to \(A\). The left trace of \(u^*\) at \(x=0\) is equal to \(\overline{A}\) in the interval \([0, \boldsymbol{\sigma}[\) , and it is equal to \(A\) in the interval \(\,]\boldsymbol{\sigma}, T]\). Instead the right trace of \(u^*\) at \(x=0\) is always equal to \(\overline{B}\). At any point \((x,T)\), \(x \in \,]L_0, 0[\,\), we can trace a unique backward genuine characteristic with slope \(f_l^{\prime}(A)\), which meets the interface \(x=0\) at time \(t=T-x/f'_l(A)\). We can then define an \(AB\)-gic prolonging this characteristic on the side \(\{x>0\}\) with slope \(f_r^{\prime}(\overline{B})\). Another possible choice to backward define an \(AB\)-gic is to travel along the interface \(x=0\) until some time \(\tau\), and then to prolong it either on the right (again with slope \(f_r^{\prime}(\overline{B})\)), or on the left if \(\tau \leq \boldsymbol{\sigma}\) (with slope \(f_l^{\prime}(\overline{A})\)). Therefore we have two distinct minimal and maximal polygonal lines in the set \(\mathcal{C}(u^*, x)\), represented by the blue polygonal lines in Figure 4, while all the other blue dashed lines are the segmens of the other elements in \(\mathcal{C}(u^*, x)\). A more detailed description of these sets for a profile similar to \(\omega_1\) is given in Remark 13.
The solution \(u_1\) represented in Figure 5 contains a shock located in \(\{x < 0\}\) which has left state \(p\) and right state \(A\). Here we are assuming that the corresponding Rankine-Hugoniot speed \(\lambda_l(p,A)\) satisfy \(L_0-T\lambda_l(p,A) < 0\), which is certainly true if we take \(p\) sufficiently close to \(\overline{A}\). In this case we cannot have \(AB\)-gics starting at \((x,T)\), \(x \in \,]L_0, 0[\,\), that are backward prolonged on the side \(\{x<0\}\) since the left trace of \(u_1\) at \(x=0\) is always equal to \(A\), and \(f'_l(A)< 0\) by Definition 2. Hence, the set \(\mathcal{C}(u_1, x)\) is smaller than in the previous case and we have \(\mathcal{C}(u_1, x)\subset \mathcal{C}(u^*, x)\).
In the case of the solution \(u_2\) represented in Figure 6, two rarefaction waves coming from both sides impinge on the interface \(x=0\) in the time interval \([0, \boldsymbol{\sigma}[\,\). Therefore, in this interval the left trace of \(u_2\) at \(x=0\) has values \(u_{2,l}>\overline{A}\), while the right trace at \(x=0\) has values \(u_{2,r}<\overline{B}\). As a consequence, the only \(AB\)-gic starting at \((x,T)\), \(x \in \,]L_0, 0[\,\), that can be backward prolonged on the side \(\{x<0\}\) after traveling on the interface is the one that remains on the interface in the time interval \([\boldsymbol{\sigma}, T-x/f'_l(A)]\), and then continues with slope \(f'_l(\overline{A})\) on the side \(\{x<0\}\) in the time interval \([0,\boldsymbol{\sigma}]\). Similarly, the leftmost \(AB\)-gic starting at \((x,T)\), \(x \in \,]L_0, 0[\,\), that is backward prolonged on the side \(\{x>0\}\), is the one that remains on the interface in the time interval \([\boldsymbol{\sigma}, T-x/f'_l(A)]\), and then continues with slope \(f'_r(\overline{B})\) on the side \(\{x>0\}\) in the time interval \([0,\boldsymbol{\sigma}]\). We deduce from this analysis that, differently from the other cases, here the set \(\mathcal{C}_0(u_2, x)\) is not an interval.
Finally, we consider the solution \(u_3\) represented in Figure 6, where besides the shock located in \(\{x \leq 0\}\) reaching the point \((x,T)\), there is another a shock located in \(\{x \geq 0\}\). This shock emerges from the interface \(x=0\) at some time \(\tau_1\), and is then reabsorbed by the interface at some later time \(\tau_2>\tau_1\), due to the interaction with rarefaction and compression waves coming from the right. Here we see that, differently from the previous cases, we have \(\max \mathcal{C}_0(u_3, x) < \max \mathcal{C}_0(u^*, x)\).
The first main result of the paper provides a characterization of the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) in 9 . By the analysis in [1] we know that if \(\omega^T\in \mathcal{A}^{[AB]}(T)\), then the \(AB\)-entropy solution \(u^*\) defined by ?? ?? satisfies \(u^*(\cdot, T)=\omega^T\), which means that \(u_0^*\in\mathcal{I}_T^{[AB]}(\omega^T)\). Our next Theorem gives a characterization of the possible elements \(u_0\in\mathcal{I}_T^{[AB]}(\omega^T)\) which are different from \(u_0^*\).
Theorem 9. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), let \(\mathcal{C}_0(u^*, x)\) denote the set defined in 20 for the \(AB\)-entropy solution \(u^*\) defined by ?? ?? , and let \(u_0 \in \mathbf{L}^{\infty}(\mathbb{R})\). Then \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\) if and only if for every point \(\overline{x}\in\mathbb{R}\) there exists \(\overline{y} \in \mathcal{C}_0(u^*,\overline{x})\) such that there hold \[\label{condleq-2} \int_y^{\overline{y}} u_0(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u^*_0(x) \mathop{}\!\mathrm{d}x, \qquad \forall~y < \min \mathcal{C}_0(u^*,\overline{x})\qquad{(5)}\] and \[\label{condgeq-2} \int_{\overline{y}}^y u_0(x) \mathop{}\!\mathrm{d}x \geq \int_{\overline{y}}^yu_0^*(x) \mathop{}\!\mathrm{d}x, \qquad \forall~y > \max \mathcal{C}_0(u^*,\overline{x})\qquad{(6)}\]
Remark 10. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), one can verify that the set of initial data \(\mathcal{I}_T^{[AB]}(\omega^T)\) shares the same topological properties enjoyed by the set of initial data leading at time \(T\) to an attainable profile for a conservation laws with uniformly convex flux independent on the space variable (see [10]). Namely, with respect to the \(\mathbf{L}^1_{\mathrm{loc}}\) topology, we have:
for every \(M>0\), the set \(\mathcal{I}_T^{[AB]}(\omega^T) \cap \{u_0 : \left\Vert u_0\right\Vert_{\mathbf{L}^{\infty}} \leq M\}\) is closed, and \(\mathcal{I}_T^{[AB]}(\omega^T)\) is an \(F_{\sigma}\) set;
the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) has empty interior.
The first property follows immediately by the \(\boldsymbol{L}^1\)-contractivity of the semigroup of \(AB\)-entropy solutions. Concerning property (ii), consider two points \(0<x_1<x_2\) of continuity for \(\omega^T\), such that the classical genuine characteristics \(\vartheta_{x_1}, \vartheta_{x_2} :[0,T]\to \mathbb{R}\) for \(u_t+f_r(u)_x=0\), passing at time \(T\) through \(x_1, x_2\), respectively, never cross the interface \(x=0\). Let \(u^*\) be the \(AB\)-entropy solution defined in ?? . Then, by Remark 7, \(\vartheta_{x_1}, \vartheta_{x_2}\) are the unique \(AB\)-gic for \(u^*\) that reach at time \(T\) the points \(x_1, x_2\), respectively. By definition 20 this means that \(\mathcal{C}_0(u^*,x_i) = \{\vartheta_{x_i}(0)\}\), \(i=1,2\). Note that, by the non crossing property of genuine characteristics, we have \(\theta_{x_1}(0) < \theta_{x_2}(0)\). Next, applying the inequality ?? for \(\overline{x} = x_2, y = \vartheta_{x_1}(0)\), we find that any element \(u_0\in\mathcal{I}_T^{[AB]}(\omega^T)\) satisfies \[\label{thetacondleq} \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0(x) \mathop{}\!\mathrm{d}x \leq \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0^*(x) \mathop{}\!\mathrm{d}x\tag{24}\] On the other hand, applying the inequality ?? for \(\overline{x} = x_1, y = \vartheta_{x_2}(0)\), we find that any element \(u_0\in \mathcal{I}_T^{[AB]}(\omega^T)\) satisfies \[\label{thetacondgeq} \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0(x) \mathop{}\!\mathrm{d}x \geq \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0^*(x) \mathop{}\!\mathrm{d}x\,.\tag{25}\] The inequalities 24 , 25 together imply that every element \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\) satisfies \[\label{thetacondeq} \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0(x) \mathop{}\!\mathrm{d}x = \int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0^*(x) \mathop{}\!\mathrm{d}x.\tag{26}\] Then, letting \(G: \mathbf{L}^{\infty}(\mathbb{R})\to \mathbb{R}\) be the linear map defined by \(G(u_0)=\int_{\vartheta_{x_1}(0)}^{\vartheta_{x_2}(0)}u_0(x) \mathop{}\!\mathrm{d}x\), we deduce from 26 that \[\mathcal{I}_T^{[AB]}(\omega^T)\subset \{u_0\in \mathbf{L}^{\infty}(\mathbb{R})\:|\: G(u_0)=G(u_0^*), \}\] which shows that \(\mathcal{I}_T^{[AB]}(\omega^T)\) has an empty interior since is is contained in an hyperplane of \({\boldsymbol{L}}^{\infty}(\mathbb{R})\)).
The second main contribution of this paper establishes some structural and geometrical properties of the set \(\mathcal{I}_T^{[AB]}(\omega^T)\).
Theorem 11. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), with the same notations of Theorem 9 the following properties hold.
The set \(\mathcal{I}_T^{[AB]}(\omega^T)\) reduces to the singleton \(\{u_0^*\}\) if and only if \(\left|\mathcal{C}_0(u^*,x)\right| = 1\) for every \(x \in \mathbb{R}\). In particular, if \(\mathcal{I}_T^{[AB]}(\omega^T)=\{u_0^*\}\) then \(\omega^T\) is continuous on \(\mathbb{R}\setminus\{0\}\).
The set \(\mathcal{I}_T^{[AB]}(\omega^T)\) is an affine cone having \(u_0^*\) as its vertex (i.e. the set \(\mathcal{I}_T^{[AB]}(\omega^T)-u_0^*\) is a linear cone). Moreover, \(u_0^*\) is the unique extremal point of the set \(\mathcal{I}_T^{[AB]}(\omega^T)\).
If, setting \[\label{eq:LR-def} \begin{align} \mathsf{L}\doteq \mathsf{L}[\omega^T, f_l] &\doteq \sup \big\{ L < 0 \; : \; x-T \cdot f_l^{\prime}(\omega^T(x)) \leq 0 \quad \forall \; x \leq L\big\}, \\ \noalign{\smallskip} \mathsf{R}\doteq \mathsf{R}[\omega^T, f_r] &\doteq \inf \big\{ R > 0 \; : \; x-T \cdot f_r^{\prime}(\omega^T(x)) \geq 0 \quad \forall \; x \geq R\big\}, \end{align}\qquad{(7)}\] and \[\mathcal{X} \doteq \mathcal{X}(\omega^T) \doteq \Big\{ x\in\mathbb{R} \;\big|\; \;\left|\mathcal{C}_0(u^*, x)\right| = 1\Big\},\] for every point \(\overline{x}\in\,]\mathsf{L}, \mathsf{R}[\,\) of continuity of \(\omega^T\) there holds \[\label{refinedconditionconvex} \mathcal{C}_0(u^*, \bar x) \cap \mathrm{cl}\left(\bigcup_{\,x \in \mathcal{X}} \mathcal{C}_0(u^*,x)\right) \neq \emptyset,\qquad{(8)}\] then, the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) is convex.
Theorem 9, together with Theorem 11-(ii) and Example in § 6.1 (showing that the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) can well be non convex if condition ?? is not verified), yield Theorem 1 stated in the Introduction.
Remark 12. Note that the stronger condition \[\label{eq:refinedconditionconvex-2} \left|\mathcal{C}_0(u^*, \overline{x})\right| = 1\qquad\text{for every point \overline{x}\in\,]\mathsf{L}, \mathsf{R}[\, of continuity of \omega^T,}\tag{27}\] clearly implies ?? and thus ensures the convexity of \(\mathcal{I}_T^{[AB]}(\omega^T)\). Actually, we will first show that the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) is convex under condition 27 . Next, we will extend the result to the case where ?? is verified at every point \(\overline{x}\in\,]\mathsf{L}, \mathsf{R}[\,\) of continuity of \(\omega^T\).
Remark 13. In [1] it is shown that the attainable set \(\mathcal{A}^{[AB]}(T)\) can be partitioned in classes of attainable profiles \(\omega^T\) which depend on the quantities \(\mathsf{L}, \mathsf{R}\) defined in ?? and on the relative positions of \(f'_l(A)/T\) with respect to \(\mathsf{L}\), or of \(f'_r(B)/T\) with respect to \(\mathsf{R}\). These classes of profiles do not provide a finer partition than the one given by the two sets \[\big\{\omega\in \mathcal{A}^{[AB]}(T)\;|\; \mathcal{I}_T^{[AB]}(\omega)\;\;\text{is convex}\big\},\qquad\; \big\{\omega\in \mathcal{A}^{[AB]}(T)\;|\; \mathcal{I}_T^{[AB]}(\omega)\;\;\text{is not convex}\big\}.\] In fact, there are profiles \(\omega_2, \omega_3 \in\mathcal{A}^{[AB]}(T)\) that belong to one same class of attainable profiles described in [1], but such that \(\mathcal{I}_T^{[AB]}(\omega_2)\) is convex while \(\mathcal{I}_T^{[AB]}(\omega_3)\) is not convex. For example, we consider the profile defined in § 3.2, but replacing \(p\) with \(\boldsymbol{v}\), i.e. setting \[\label{eq:profile-ex1} \omega_2 (x) = \begin{cases} \boldsymbol{v} & x < L_0, \\ A & x \in \,]\,L_0, 0[\,, \\ \overline{B} & x > 0. \end{cases}\tag{28}\] As observed in § 3.2 we have \(\mathsf{R}= \mathsf{R}[\omega_2, f_r]=0\), and \(\mathsf{L}= \mathsf{L}[\omega_2, f_l]=L_0\). One can readly verify that \(\omega_2\) fulfills the conditions (i)-(ii) of [1], as does the profile \(\omega_3\) in 130 considered in Example of § 6.1. We will show in § 6.1 that the set of initial data \(\mathcal{I}_T^{[AB]}(\omega_3)\) is not convex. On the other hand, we will see here that, setting \[\label{eq:indatum-entr-sol-omega1} u_0^* \doteq \mathcal{S}^{[AB]-}_T \omega_2,\qquad\quad u^*(\cdot,t) \doteq \mathcal{S}^{[AB]+}_t u^*_0 \qquad \forall~t \in [0,T]\,,\tag{29}\] at every point \(\overline{x}\in\,]L_0, 0[\) there holds ?? . Thus, the set \(\mathcal{I}_T^{[AB]}(\omega_2)\) is convex because of Theorem 11-(iii).
In order to determine the sets \(\mathcal{C}_0(u^*,x)\), \(x\in\mathbb{R}\) (and then check ?? ), we construct explicitly the \(AB\)-entropy solution \(u^*\) defined in 29 , following the procedure described in [1]. Namely, because of condition 22 the solution \(u^*\) contains a shock curve starting at the interface \(x=0\), and then lying in the semiplane \(\{x<0\}\), which reaches the point \(x=L_0\) at the time \(T\). In fact, according with the analysis in [1], there exist a constant \(\boldsymbol{\sigma}\doteq \boldsymbol{\sigma}[\,L_0, A, f_l]\), and a map \(\gamma : [\boldsymbol{\sigma}, T]\to \,]-\infty, 0]\), with the properties that \(\gamma(\boldsymbol{\sigma})=0\), \(\gamma(T)=L_0\), and that \(t\to (\gamma(t), t)\) is a shock curve for the conservation law \(u_t+f_l(u)_x=0\), which connects the left states \((f^{\prime}_l)^{-1}\big(\big({\gamma(t)-L_0+T \cdot f^{\prime}_l(\boldsymbol{v} )}\big)/{t}\big)\), \(t\in [\boldsymbol{\sigma}, T]\), with the right state \(A\). On the left of \(\gamma(t)\) there is a rarefaction wave, connecting the left state \(\boldsymbol{v}\) with the right state \(\overline{A}\), and centered at the point \((L_0-T \cdot f^{\prime}_l(\boldsymbol{v}), 0)\). Moreover, there holds \[\label{eq:sigma-id-1} \boldsymbol{\sigma}=\dfrac{T\cdot f'_l(\boldsymbol{v})-L_0}{f'_l(\,\overline{A})}.\tag{30}\] Then, setting \[\begin{align} \eta_-(t)&\doteq L_0-(T-t) \cdot f^{\prime}_l(\boldsymbol{v}),\quad t\in [0,T], \\ \noalign{\smallskip} \eta_+(t)&\doteq L_0-T \cdot f^{\prime}_l(\boldsymbol{v})+ t \cdot f'_l(\,\overline{A}), \quad t\in [0,\boldsymbol{\sigma}], \end{align}\] we find that the function \(u^*\) in 29 is given by (see Figure 8)
\[\label{eq:u9442-ex1} u^*(x,t)= \begin{cases} \boldsymbol{v}\;\;&\text{if} \quad \;x < \eta_-(t), \;\;t\in [0,T], \\ \noalign{\smallskip} (f^{\prime}_l)^{-1}\Big(\dfrac{x-L_0+T \cdot f^{\prime}_l(\boldsymbol{v} )}{t}\Big) \;\;&\text{if}\quad \left\{ \begin{align} &\eta_-(t)<x<\gamma(t), \;\;t\in [\boldsymbol{\sigma}, T], \\ \noalign{\smallskip} &\eta_-(t)<x<\eta_+(t), \;\;t\in \,]0,\boldsymbol{\sigma}], \end{align} \right. \\ \noalign{\smallskip} A \;\;&\text{if} \quad\; \gamma(t)<x<0, \;\;t\in [\boldsymbol{\sigma}, T], \\ \noalign{\smallskip} \overline{A} \;\;&\text{if} \quad\; \eta_+(t)<x<0, \;\;t\in [0,\boldsymbol{\sigma}], \\ \noalign{\smallskip} \overline{B} \;\;&\text{if} \quad\; x>0, \;\;t\in [0,T]. \end{cases}\tag{31}\] Observe that every \(AB\)-gic for \(u^*\) that reaches a point \(x\in \,]L_0, 0[\) at time \(T\) has either the expression \[\eta_{_{\tau_1}}(t)= \begin{cases} x- (T-t)\cdot f'_l(A) \;\;&\text{if}\quad\;t\in [\tau_2,T], \\ 0 \;\;&\text{if}\quad\;t\in [\tau_1,\tau_2], \\ (t-\tau_1) \cdot f'_r(\,\overline{B}) \;\;&\text{if}\quad\;t\in [0,\tau_1], \end{cases}\] with \(\tau_2\doteq T- x/f'_l(A)\), and \(\tau_1\in [0,\tau_2]\), or the expression \[\widetilde{\eta}_{_{\,\widetilde{\tau}_1}}(t)= \begin{cases} x- (T-t)\cdot f'_l(A) \;\;&\text{if}\quad\;t\in [\tau_2,T], \\ 0 \;\;&\text{if}\quad\;t\in [\widetilde{\tau}_1,\tau_2], \\ (t-\widetilde{\tau}_1) \cdot f'_l(\,\overline{A}) \;\;&\text{if}\quad\;t\in [0,\widetilde{\tau}_1], \end{cases}\] with \(\tau_2\) as above and \(\widetilde{\tau}_1\in[0,\boldsymbol{\sigma}]\). By definition 19 this means that \[\mathcal{C}(u^*,x)= \big\{\eta_{_{\tau_1}}\;|\; \tau_1\in[0,\tau_2]\big\}\,\cup\, \big\{\widetilde{\eta}_{_{\widetilde{\tau}_1}}\;|\; \widetilde{\tau}_1\in[0,\,\boldsymbol{\sigma}]\big\}.\] Since we have \[\begin{align} \big\{\eta_{\tau_1}(0)\,|\,\tau_1\in[0,\tau_2]\big\}&= \big[0,\, (x/f'_l(A)-T)\cdot f'_r(\,\overline{B})\big], \\ \noalign{\smallskip} \big\{\widetilde{\eta}_{\widetilde{\tau}_1}(0)\,|\,\widetilde{\tau}_1\in[0,\,\boldsymbol{\sigma}]\big\}&= \big[-\boldsymbol{\sigma}\cdot f'_l(\,\overline{A}),0\big], \end{align}\] by definition 20 and by virtue of 30 we then find that \[\label{eq:C0-ex1-1} \mathcal{C}_0(u^*,x)=\big[\,L_0 - T\cdot f'_l(\boldsymbol{v}),\, (x/f'_l(A)-T)\cdot f'_r(\,\overline{B})\big] \qquad\forall~x\in\,]\,L_0, 0[\,.\tag{32}\] On the other hand, since \(\omega_2\) is constant for \(x<L_0\), there exists a unique \(AB\)-gic for \(u^*\) that reaches a point \(x<L_0\) at time \(T\), which is a classical genuine characteristic \[\vartheta_x(t)=x-(T-t)\cdot f'_l(\boldsymbol{v}), \qquad t\in [0,T],\] because it never crosses the interface \(x=0\). Hence, we have \[\label{eq:C0-ex1-2} \mathcal{C}_0(u^*,x)=\{x-T\cdot f'_l(\boldsymbol{v})\}\qquad\forall~x<L_0\,.\tag{33}\] Therefore, from 32 , 33 , we deduce \[\mathcal{C}_0(u^*, \overline{x}) \cap \mathrm{cl}\left(\bigcup_{\,x< L_0} \mathcal{C}_0(u^*,x)\right) =\big\{\,L_0 - T\cdot f'_l(\boldsymbol{v})\big\} \qquad\forall~\overline{x}\in\,]\,L_0, 0[\,,\] which proves ?? , and thus concludes the proof of the convexity of \(\mathcal{I}_T^{[AB]}(\omega_2)\).
In this section we establish some basic properties enjoyed by the \(AB\)-genuine/interface characteristics for an \(AB\)-entropy solution \(u\), and by the sets \(\mathcal{C}(u,x)\), \(\mathcal{C}_0(u,x)\), introduced in § 3.
Proposition 14. Let \(u\) be an \(AB\)-entropy solution to 1 . Then the following properties hold.
\(\mathcal{C}(u,x) \neq \emptyset\) for all \(x\in\mathbb{R}\);
the map \(x \mapsto \mathcal{C}(u, x)\) has closed graph as a set-valued map from \(\mathbb{R}\) into the power set of the space \(\mathrm{Lip}([0,T]\; ; \mathbb{R})\) with the topology of uniform convergence;
the map \(x \mapsto \mathcal{C}_0(u, x)\) has closed graph as a set-valued map from \(\mathbb{R}\) into the power set of \(\mathbb{R}\);
the maps \(x \mapsto \min\mathcal{C}_0(u, x)\), \(x \mapsto \max\mathcal{C}_0(u, x)\) are monotone nondecreasing.
Proof. Throughout the proof we set \(\omega^T(x)\doteq u(x,T),\) \(x\in\mathbb{R}\), and we let \(u_l(t), u_r(t)\) denote the one-sided traces of \(u(t,\cdot)\) at \(x=0\).
1. Proof of (i). Given \(x>0\), consider the minimal backward characteristic for the conservation law \(u_t+f_r(u)_x=0\), in the semiplane \(\{x>0\}\), starting from \((x,T)\), defined by \(\vartheta_{x,-}(t)=x-(T-t) \cdot f_r^{\prime}(\omega^T(x-))\). If \(x-T\cdot f_r^{\prime}(\omega^T(x-)) \geq 0\), then \(\vartheta_{x,-}\) is a classical genuine characteristic for \(u\) in the whole interval \([0,T]\), since it never crosses the interface \(x=0\) but at most at \(t=0\). Therefore, according with Definition 6, the map \[\zeta(t)=x-(T-t) \cdot f_r^{\prime}(\omega^T(x-)), \qquad t\in [0,T],\] is an AB-genuine/interface characteristic, and hence by 19 it holds \(\zeta \in C(u,x)\). Otherwise, we have \(x-T\cdot f_r^{\prime}(\omega^T(x-)) < 0\), and thus \(\vartheta_{x,-}\) impacts the interface at the time: \[\label{eq:tau-def-1} \tau_-(x)\doteq T-\frac{x}{f_r^{\prime}(\omega^T(x-))}>0.\tag{34}\] Then, consider the set \[\label{eq:def-E} E \doteq \Big\{ t \in [0, \tau_-(x)] \; \big|\; \text{either}\; u_l(t)>\theta_l\; \;\text{or}\; \;u_r(t)<\theta_r\Big\},\tag{35}\] and let \[\label{eq:def-supE} \overline{\tau}\doteq \sup E,\tag{36}\] where we understand that \(\overline{\tau}=0\) when \(E=\emptyset\). Because of the non-intersection property of classical genuine characteristics in the domains \(\{x<0\}, \{x > 0\}\), and since uniform limit of classical genuine characteristics is a classical genuine characteristic as well (e.g. cfr. [1]), we deduce that \[\label{eq:supE61maxE} \overline{\tau}\in E\qquad\text{if}\quad\; E\neq\emptyset.\tag{37}\] Thus, when \(E\neq\emptyset\), if \(u_l(\overline{\tau})>\theta_l\) we can consider the minimal backward characteristic for the conservation law \(u_t+f_l(u)_x=0\), in the semiplane \(\{x<0\}\), starting from \((0,\overline{\tau})\), defined by \(\vartheta_{\overline{\tau},-}(t)=(t-\overline{\tau}) \cdot f_l^{\prime}(u_l(\overline{\tau}))\). Otherwise, if \(u_r(\overline{\tau})<\theta_r\) we can consider the maximal backward characteristic for the conservation law \(u_t+f_r(u)_x=0\), in the semiplane \(\{x>0\}\), starting from \((0,\overline{\tau})\), defined by \(\vartheta_{\overline{\tau},+}(t)=(t-\overline{\tau}) \cdot f_r^{\prime}(u_r(\overline{\tau}))\). On the other hand, by definition of \(E\), and recalling the interface condition 13 , we find that \[\label{eq:intcond-zeta-1} u_l(t)= A, \quad u_r(t) =B \qquad \forall~t \in \,]\,\overline{\tau}, \tau_-(x)].\tag{38}\] Note in particular that \[\label{eq:trace-ur-tau} \overline{\tau}<\tau_-(x)\quad\Longrightarrow\quad u_r(\tau_-(x))=\omega^T(x-)=B.\tag{39}\] Therefore, the piecewise affine map \[\label{eq:char-int} \zeta(t) = \begin{cases} x-(T-t) \cdot f_r^{\prime}(\omega^T(x-)), & t \in [\tau_-(x), T], \\ 0 , & t \in \,]\overline{\tau} , \tau_-(x)[, \\ (t-\overline{\tau}) \cdot f_l^{\prime}(u_l(\overline{\tau})), & t \in [0, \overline{\tau}],\;\;\text{if} \;u_l(\overline{\tau})>\theta_l, \\ (t-\overline{\tau}) \cdot f_r^{\prime}(u_r(\overline{\tau})), & t \in [0, \overline{\tau}],\;\;\text{if} \;u_r(\overline{\tau})<\theta_r, \end{cases}\tag{40}\] satisfy the conditions of Definition 6, and thus it is an \(AB\)-gic belonging to the set \(\mathcal{C}(u,x)\). Note that it may well happen that \(\overline{\tau} =\tau_-(x)\), in which case there will be in 40 no nontrivial interval where the characteristic is travelling along the interface \(x=0\). Instead, in the case \(\overline{\tau} =0\), the \(AB\)-gic in 40 lies on the interface \(x=0\) in the whole interval \([0,\tau_-(x)]\).
Clearly, the same analysis can be carried out to show that \(\mathcal{C}(u,x) \neq \emptyset\) also for \(x<0\). It remains to consider the case \(x=0\). Notice that this case would follow from (ii) and from (i) for \(x \neq 0\), however for clarity we write the construction explicitly. If we assume that \(\omega^T(0-)>\theta_l\), then the minimal backward characteristic for \(u_t+f_l(u)_x=0\), in the semiplane \(\{x<0\}\), starting from \((0,T)\), is a classical genuine characteristic for \(u\) in the whole interval \(]0,T]\), and hence it it is an \(AB\)-gic belonging to the set \(\mathcal{C}(u,0)\). Similarly, if \(\omega^T(0+)<\theta_r\), then the maximal backward characteristic for \(u_t+f_r(u)_x=0\), in the semiplane \(\{x>0\}\), starting from \((0,T)\), is a classical genuine characteristic for \(u\) in the whole interval \([0,T]\), and hence it is an \(AB\)-gic belonging to the set \(\mathcal{C}(u,0)\). Finally, if \(\omega^T(0-)\leq \theta_l\) and \(\omega^T(0+)\geq \theta_r\), by the interface condition 13 , we deduce that \(\omega^T(0-)=A\), \(\omega^T(0+)=B\). Then, set \[\overline{\tau}=\sup E, \qquad\quad E \doteq \Big\{ t \in [0, T] \; \big|\; \text{either}\; u_l(t)>\theta_l\; \;\text{or}\; \;u_r(t)<\theta_r\Big\}.\] With the same type of analysis as above we find that \(\overline{\tau}\in E\) and that the map \[\label{eq:char-int-2} \zeta(t) = \begin{cases} 0 , & t \in \,]\overline{\tau} , T], \\ (t-\overline{\tau}) \cdot f_l^{\prime}(u_l(\overline{\tau})), & t \in [0, \overline{\tau}],\;\;\text{if} \;u_l(\overline{\tau})>\theta_l, \\ (t-\overline{\tau}) \cdot f_r^{\prime}(u_r(\overline{\tau})), & t \in [0, \overline{\tau}],\;\;\text{if} \;u_r(\overline{\tau})<\theta_r, \end{cases}\tag{41}\] is an \(AB\)-gic belonging to the set \(\mathcal{C}(u,0)\), thus completing the proof of (i).
2. Proof of (ii). The closed graph property of the map \(x \mapsto \mathcal{C}(u, x)\) is equivalent to \[\label{eq:graphclosureC} \Big(x_n \to x, \quad \zeta_n \in \mathcal{C}(u,x_n),\quad \zeta_n \to \zeta \quad \text{uniformly}\Big) \quad \Longrightarrow \quad \zeta \in \mathcal{C}(u,x).\tag{42}\] Then, let \(\{x_n\}_n\) be a sequence converging to \(x\geq 0\), and consider a sequence of \(AB\)-gic \(\zeta_n\in \mathcal{C}(u,x_n)\), that converge uniformly to some \(\zeta\in \mathrm{Lip}([0,T]\; ; \mathbb{R})\). By Remark 7, for every \(n\) there will be \(0\leq\tau_{1,n}\leq\tau_{2,n}\leq T\), such that \[\label{interf-gen-char-cond-n1} \zeta_n(t)=0,\qquad f_l(u_l(t))=f_r(u_r(t))=\gamma \qquad\;\forall~t\in [\tau_{1,n},\,\tau_{2,n}],\tag{43}\] and such that the restriction of \(\zeta_n\) to \(]0, \tau_{1,n}[\) and to \(]\tau_{2,n}, T[\) is either a classical genuine characteristic for \(u_t+f_l(u)_x=0\) on \(\{x<0\}\), or it is a classical genuine characteristic for \(u_t+f_r(u)_x=0\) on \(\{x>0\}\). This, in particular, implies that \[\label{eq:der-char-n} \dot{\zeta}_n(t)= \begin{cases} \dfrac{x_n}{T-\tau_{2,n}} \quad&\forall~t \in \, ]\tau_{2,n}, T[\,, \\ \noalign{\medskip} -\dfrac{\zeta_n(0)}{\tau_{1,n}} \quad&\forall~t \in \, ]0,\tau_{1,n}[\,. \end{cases}\tag{44}\] Possibly considering a subsequence we can assume that \(\{\tau_{i,n}\}_n\) converge to some \(\tau_i\in [0,T]\), \(i=1,2\), with \(\tau_1\leq \tau_2\). Suppose that \(\tau_1>0\), \(\tau_2<T\). The cases where \(\tau_1=0\), or/and \(\tau_2=T\) can be treated with entirely similar and simpler arguments. Up to extracting a further subsequence we may also assume that \(x_n>0\) for all \(n\), and that \[\label{interf-gen-char-cond-n2} \zeta_n(t)<0\qquad \forall~t\in [0, \tau_{1,n}[\,,\qquad\qquad \zeta_n(t)>0\qquad \forall~t\in \,]\tau_{2,n},\,T], \quad\forall~n\,.\tag{45}\] Again, the cases where \(\zeta_n(t)>0\) for all \(t\in [0, \tau_{1,n}[\,\), or/and \(x_n<0\), \(\zeta_n(t)<0\) for all \(t\in \,]\tau_{2,n},\,T]\), can be analyzed in an entirely similar way. By the uniform convergence of \(\zeta_n\) to \(\zeta\) and since \(\tau_{i,n}\to \tau_i\), \(i=1,2\), it follows from 43 that \[\label{interf-gen-char-cond-1} \zeta(t)=0,\qquad f_l(u_l(t))=f_r(u_r(t))=\gamma \qquad\;\forall~t\in \,]\tau_{1},\,\tau_{2}[\,.\tag{46}\] and \[\label{interf-gen-char-cond-2} \zeta(t)\leq 0\quad \;\forall~t\in [0, \tau_{1}],\qquad\quad \zeta(t)\geq 0\quad\;\forall~t\in [\tau_{2},\,T].\tag{47}\] Moreover, we have \[\label{interf-gen-char-cond-T} \zeta(T)=x,\tag{48}\] since \(x_n\to x\) and \(x_n=\zeta_n(T)\to \zeta(T)\). Note also that, because of 44 , there holds \[\label{eq:der-char} \dot{\zeta}(t)=\lim_n \dot{\zeta}_n(t)= \begin{cases} \dfrac{x}{T-\tau_{2}} \quad&\forall~t \in \, ]\tau_{2}, T[\,, \\ \noalign{\medskip} -\dfrac{\zeta(0)}{\tau_{1}} \quad&\forall~t \in \, ]0,\tau_{1}[\,. \end{cases}\tag{49}\]
Now, if we assume that \(x>0\), it follows from 49 that that \(\zeta(t)>0\) for all \(t\in\,]\tau_2, T]\). On the other hand, since uniform limit of classical genuine characteristics is a classical genuine characteristic as well, we deduce that the restriction of \(\zeta\) to \(\,]\tau_2, T]\) is a classical genuine characteristic for \(u_t+f_r(u)_x\).
Next, if we assume that \(x=0\), then the uniform convergence of \(\zeta_n\) to \(\zeta\), together with 45 , 49 , imply that \[\label{eq:limchar-der-2} \zeta(t)=\dot{\zeta}(t)=0\qquad \forall~t \in \, ]\tau_{2}, T[\,,\tag{50}\] and \[\label{eq:limchar-der-3} f'_r(u_r(t))= \lim_n f'_r(u(\zeta_n(t),t))=\lim_n \dot{\zeta}_n(t)=0 \qquad \forall~t \in \, ]\tau_{2}, T[\,.\tag{51}\] In turn, 51 implies that \(u_r(t)=\theta_r=B\) for all \(t \in \, ]\tau_{2}, T[\), and that \((A,B)\) is a critical connection. On the other hand, because of the interface condition 13 , it follows that \(f_l(u_l(t))=f_r(u_r(t))=\gamma\) for all \(t \in \, ]\tau_{2}, T[\), which proves that the restriction of \(\zeta\) to the interval \([\tau_2, T]\) satisfies the condition (ii) of Definition 6. With entirely similar arguments one can show that the restriction of \(\zeta\) to the interval \([0,\tau_1]\) satisfies the condition (i) or (ii) of Definition 6, which, together with 46 , completes the proof that \(\zeta\) is an \(AB\)-gic belonging to the set \(\mathcal{C}(u,x)\). This completes the proof of 42 whenever \(\{x_n\}_n\) is a sequence converging to \(x\geq 0\). The case where the limit point \(x\) of \(\{x_n\}_n\) is non positive can be treated in entirely similar way.
3. Proof of (iii). Let \(\{x_n\}_n\) be a sequence converging to \(x\in\mathbb{R}\), and let \(\{y_n\}_n\) be a sequence of elements of \(\mathcal{C}_0(u,x_n)\) converging to some point \(y\in\mathbb{R}\). Then, there will be a sequence of \(AB\)-gic \(\zeta_n\in \mathcal{C}(u,x_n)\), such that \(y_n=\zeta_n(0)\) for all n. Observe that by Definition 6 it follows that \[\label{eq:boundchar-derchar-n} |\zeta_n(t)|\leq |x_n|+LT,\qquad |\dot{\zeta}_n(t)|\leq L,\qquad\forall~t\in[0,T],\quad \forall~n\,,\tag{52}\] for some constant \(L>0\) depending on \(\|u\|_{\boldsymbol{L}^\infty}\). Hence, applying Ascoli-Arzelà Theorem, we deduce that up to a subsequence \(\{\zeta_{n}\}_n\) converges uniformly to some \(\zeta\in \mathrm{Lip}([0,T]\; ; \mathbb{R})\). Thus, in particular we have \[\label{eq:initial-char} \zeta(0)=\lim_m\zeta_n(0)=\lim_n y_n=y.\tag{53}\] Then, in view of property (ii) established at previous point, we find that \(\zeta\in \mathcal{C}(u,x)\), and 53 implies \(y\in \mathcal{C}_0(u,x)\), completing the proof of (iii).
4. Proof of (iv). Given \(x_1<x_2\), let \(y_1=\max \mathcal{C}_0(u, x_1)\), and consider \(\zeta_1 \in \mathcal{C}(u, x_1)\) such that \(\zeta_1(0) = y_1\). Choose any \(\zeta_2 \in \mathcal{C}(u, x_2)\) and define \[\zeta(t) \doteq \max \{\zeta_1(t), \, \zeta_2(t)\} \qquad t \in [0,T].\] Observe that, by definition the maximum of two \(AB\)-gic is still an \(AB\)-gic, and \(\zeta(T) = x_2\), so that one has \(\zeta \in \mathcal{(}u,x_2)\). Moreover: \[\max \mathcal{C}_0(u, x_1) =y_1 = \zeta_1(0) \leq \zeta(0) \leq \max \mathcal{C}_0(u, x_2).\] This proves (iv), and thus concludes the proof of the proposition. ◻
The next Proposition states that the \(AB\)-entropy solution \(u^*\) defined in ?? has always at least an \(AB\)-gic in common with every \(AB\)-entropy solutions \(u\) satisfying \(u(\cdot\,,T)=u^*(\cdot\,,T)\).
Proposition 15. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), let \(u^*\) be the \(AB\)-entropy solution defined by ?? ?? , and let \(u\) be any other \(AB\)-entropy solution to 1 with initial datum \(u_0\in \mathcal{I}^{[AB]}_T(\omega^T)\). Then, there holds \[\label{eq:Cuu9442} \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x) \neq \emptyset\qquad\forall~x\in\mathbb{R}\,.\qquad{(9)}\]
Proof. To fix the ideas, we will assume that, letting \(\mathsf{L}, \mathsf{R}\) be the quantities defined in ?? , there holds \(\mathsf{L}=0\), \(\mathsf{R}\in \,]0, T\cdot f'_r(B)[\) , and that \(\omega^T\) fulfills the conditions (i)‘-(ii)’ of [1] for a non critical connection \((A,B)\), which in particular require \[\begin{align} \tag{54} \omega^T(x-)&\geq \omega^T(x+) \qquad\forall~x\neq 0, \\ \tag{55} \omega^T(x)&\geq B\qquad\qquad \forall~x\in\,]0,\mathsf{R}[\,. \end{align}\] The cases where \(\omega^T\) belongs to other classes of reachable profiles described in [1] can be analyzed with entirely similar arguments. Throughout the proof we let \(u_l(t), u_r(t)\), and \(u^*_l(t), u^*_r(t)\), denote the one-sided traces of \(u(t,\cdot)\) and \(u^*(t,\cdot)\), respectively, at \(x=0\).
1. Relying on the fact that any sequence \(\{\zeta_n\}_n\) of \(AB\)-gic (for \(u^*\) and \(u\)) admits a subsequence uniformly convergent to some \(\zeta\in \mathrm{Lip}([0,T]\; ; \mathbb{R})\) (see point 3. of the proof of Proposition 14), and since the map \(x\to \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)\) has closed graph by Proposition 14-(ii), it will be sufficient to show that \(\mathcal{C}(u^*, x) \cap \mathcal{C}(u, x) \neq \emptyset\) holds for all point \(x\) of continuity for \(\omega^T\). Moreover, for every point \(x\in\,]\!-\infty, 0[\;\cup\;]\mathsf{R}, +\infty[\) of continuity for \(\omega^T\), there exists a unique \(AB\)-gic for \(u^*\) and \(u\) that reaches the point \(x\) at time \(T\), which is a classical genuine characteristic \(\vartheta_x\) for \(u^*\) and \(u\) (since it never crosses the interface \(x=0\), but at most at \(t=0\), by definition ?? ). Thus we have \(\mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)=\{\vartheta_x\}\) for all point \(x\in\,]\!-\infty, 0[\;\cup\;]\mathsf{R}, +\infty[\) of continuity for \(\omega^T\). As a consequence, in order to establish ?? it will be sufficient to show \[\label{eq:Cuu9442-2} \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x) \neq \emptyset\qquad\quad\text{for all x\in\,]0, \mathsf{R}[\, of continuity for \omega^T}.\tag{56}\] To this end, given any \(x\in\,]0, \mathsf{R}[\,\) of continuity for \(\omega^T\), we consider the \(AB\)-gic \(\zeta\in \mathcal{C}(u, x)\) defined in 40 , with \(\overline{\tau}\) as in 36 and \[\label{eq:tau-def-2} \tau(x) \doteq T-\frac{x}{f_r^{\prime}(\omega^T(x))},\tag{57}\] in place of \(\tau_-(x)\). We will show that \(\zeta\) also belongs to \(\mathcal{C}(u^*, x)\). Note that by definition of \(\mathsf{R}\) at ?? we have \(\tau(x) >0\).
2. We determine here explicitly the \(AB\)-entropy solution \(u^*\) defined by ?? ?? when \(\omega^T\) satisfies the conditions (i)‘-(ii)’ of [1] for a non critical connection, with \(\mathsf{L}=0\), \(\mathsf{R}\in \,]0, T\cdot f'_r(B)[\) . These conditions require in particular that \[\begin{align} \tag{58} \omega^T(0-)&\geq\pi(\omega^T(0+)), \\ \tag{59} \omega^T(x)&\geq B,\qquad \forall~x\in\,]0, \mathsf{R}[\,, \\ \tag{60} \omega^T(\mathsf{R}+)&\leq \boldsymbol{u}\,, \end{align}\] where \[\pi(u)\doteq ({f_l}_{\mid [\theta_l,+\infty)})^{-1} \circ f_r(u),\qquad u\in\mathbb{R},\] and \(\boldsymbol{u}\doteq \boldsymbol{u}[\mathsf{R}, B, f_r]\) is the quantity defined in [1] that satisfies \[\label{eq:prop-constraint-1} B>\boldsymbol{u} >\overline{B}, \qquad\quad f'_r(\boldsymbol{u})<\mathsf{R}/T,\tag{61}\] (with \(\overline{B}\) defined as in 14 ). Because of condition 59 , according with the analysis in [1] the solution \(u^*\) contains a shock curve starting at the interface \(x=0\) and reaching the point \(\mathsf{R}\) at time \(T\), which is parametrized by a map \(\gamma : [\boldsymbol{\tau}, T]\to [0,\infty[\,\), with the properties that \(\gamma(\boldsymbol{\tau})=0\), \(\gamma(T)=\mathsf{R}\), where \(\boldsymbol{\tau}\doteq \boldsymbol{\tau}[\mathsf{R}, B, f_r]\) is a quantity defined as in [1]. The curve \(t\to (\gamma(t), t)\) is the location of a shock for the conservation law \(u_t+f_r(u)_x=0\), which connects the left state \(B\) with the right states \((f'_r)^{-1}\big(\big({\gamma(t)-\mathsf{R}+T \cdot f'_r(\boldsymbol{u} )}\big)/{t}\big)\), \(t\in [\boldsymbol{\tau}, T]\). On the right of \(\gamma(t)\) there is a rarefaction wave, connecting the left state \(\overline{B}\) with the right state \(\boldsymbol{u}\), and centered at the point \((\mathsf{R}-T \cdot f'_r(\boldsymbol{u}), 0)\). Moreover, there holds \[\label{eq:tau-id-1} \boldsymbol{\tau}=\dfrac{T\cdot f'_r(\boldsymbol{u})-\mathsf{R}}{f'_r(\,\overline{B})}.\tag{62}\] Following the procedure described in [1], in order to define \(u^*\) we introduce some notations for the polygonal lines along which \(u^*\) takes constant values in each region \(\{x<0\}\), \(\{x>0\}\) (that correspond to \(AB\)-gic for \(u^*\)). We define \[\begin{align} \vartheta_{\rm 0, -}(t) &\doteq (t-T)\cdot f'_l(\omega^T(0-)), \\ \vartheta_{\rm 0, +}(t) &\doteq (t-T)\cdot f'_l\big(\pi(\omega^T(0+))\big), \\ \vartheta_{\rm R, -}(t) &\doteq \begin{cases} \mathsf{R}-(T-t) \cdot f'_r\big(\omega^T(\mathsf{R}-), \;\;&\text{if}\quad \tau_-(\mathsf{R})\leq t\leq T, \\ \noalign{\smallskip} \big(t-\tau_-(\mathsf{R})\big) \cdot f'_l\circ\pi(\omega^T(\mathsf{R}-)), \;\; &\text{if}\quad 0\leq t\leq \tau_-(\mathsf{R}), \end{cases} \\ \vartheta_{\rm R, +}(t) &\doteq \mathsf{R}-(T-t) \cdot f'_r\big(\omega^T(\mathsf{R}+)\big), \end{align}\] and, for every \(y \in \,]-\infty, 0\,[\,\cup \,]\mathsf{R}, +\infty[\) , we define \[\label{eq:pollines} \vartheta_{y, \pm}(t) \doteq \!\begin{cases} y-(T-t) \cdot f_l^{\prime}\big(\omega^T(y\pm)\big), & \text{ if \;y < 0, \quad 0\leq t \leq T},\\ \noalign{\smallskip} y-(T-t) \cdot f'_r\big(\omega^T(y\pm)\big), & \text{ if \;0< y < {\mathsf{R}}, \quad \tau_{\pm}(y) \leq t \leq T},\\ \noalign{\smallskip} \big(t-\tau_{\pm}(y)\big) \cdot f'_l\circ\pi(\omega^T(y\pm)), & \text{ if \;0< y < {\mathsf{R}}, \quad 0 \leq t < \tau_{\pm}(y),}\\ \noalign{\smallskip} y-(T-t) \cdot f'_r\big(\omega^T(y\pm)\big), & \text{ if \;y> \mathsf{R}, \quad 0\leq t \leq T}, \end{cases}\tag{63}\] where \[\label{eq:tau-def-pm} \begin{align} \tau_{\pm}(y)&\doteq T-\frac{y}{f'_r(\omega^T(y\pm))},\qquad y>0. \end{align}\tag{64}\] Moreover, letting \(\{y_n\}_n\) denote the (at most) countably many discontinuity points of \(\omega^T\) in the intervals \(]-\infty, 0]\), \(]\mathsf{R}, +\infty[\), we set \[\begin{align} \mathcal{I}^n_{0} &=\,]x_n^-,x_n^+[\,, \quad x_n^\pm=\vartheta_{y_n,\pm}(0), \quad y_n\in \,]-\infty, 0]\,, \\ \mathcal{I}^n_{\mathsf{R}}&=\,]x_n^-,x_n^+[\,, \quad x_n^\pm=\vartheta_{y_n,\pm}(0), \quad y_n\in \,]\mathsf{R},+\infty[\,, \end{align}\] (here we consider the possibility of a jump of \(\omega^T\) in \(x=0\) when \(\omega^T(0-)>\pi(\omega^T(0+))\)). The intervals \(\mathcal{I}^n_{0}\), \(\mathcal{I}^n_{\mathsf{R}}\), consist of the starting points of compression waves in \(u^*\) that generate a shock at \((y_n, T)\).
Next, we introduce the polygonal lines connecting two points \((z,0)\), \((y,T)\) (that correspond to compression fronts for \(u^*\) generating a shock at the point \((y,T)\)) defined by \[\eta_{y,z}\doteq \begin{cases} y -(T-t)\cdot \frac{(y-z)}{T},\quad &\text{if}\quad y\in\,]\!-\infty, 0]\,\cup\,]\mathrm{R}, +\infty[\,,\quad 0\leq t \leq T, \\ \noalign{\smallskip} y -(T-t)\cdot f'_r(u_{y,z}) \quad &\text{if}\quad 0<y<\mathsf{R}, \quad T-{y}/{f'_r(u_{yz})}\leq t\leq T, \\ \noalign{\smallskip} \big(t-T+{y}/{f'_r(u_{yz})}\big)\cdot f'_l\circ \pi(u_{y,z}) \quad &\text{if}\quad 0<y<\mathsf{R}, \quad 0\leq t<T-{y}/{f'_r(u_{yz})}, \end{cases}\] where \(u_{y,z}\) is the unique constant \(u\geq (f'_r)^{-1}(y/T)\) satisfying \[\Big(\frac{y}{f'_r(u)}-T\Big)\cdot f'_l\circ \pi(u)=z\] (see [1]). Finally, we set \[\begin{align} r_-(t)&\doteq \mathsf{R}-T \cdot f'_r(\boldsymbol{u})+ t \cdot f'_r(\,\overline{B}), \quad\;t\in [0,\boldsymbol{\tau}], \\ \noalign{\smallskip} r_+(t)&\doteq \mathsf{R}-(T-t) \cdot f'_r(\boldsymbol{u}),\quad\;t\in [0,T]. \end{align}\] Then, the function \(u^*\) defined by ?? ?? is given by \[\label{eq:u9442-ex3} u^*(x,t)= \begin{cases} \omega^T(y\pm), & \text{if \;x=\vartheta_{y,\pm}(t) \;for some \;y \in \,]-\infty, 0[\, \cup \,]\mathsf{R}, +\infty[\,},\\ \noalign{\smallskip} \omega^T(y\pm), & \text{if \; x=\vartheta_{y,\pm}(t)>0 \;for some \;y \in \,]0, \mathsf{R}[ \,},\\ \noalign{\smallskip} \pi (\omega^T(y\pm)), & \text{if \; x=\vartheta_{y,\pm}(t)<0 \;for some \;y \in \,]0,\mathsf{R}[ \,},\\ \noalign{\smallskip} (f_r^{\prime})^{-1}\big(\frac{y_n-z}{T}\big), & \text{if \; x = \eta_{y_n, z}(t) \;for some \;z \in \mathcal{I}^n_{\mathsf{R}}},\\ \noalign{\smallskip} (f_l^{\prime})^{-1}\big(\frac{y_n-z}{T}\big), & \text{if \; x = \eta_{y_n, z}(t) \;for some \;z \in \mathcal{I}^n_{0}},\\ \noalign{\smallskip} \;B & \text{if}\; \left\{ \begin{align} &\vartheta_{\rm R, -}(t)\leq x<\gamma(t), \;\;t\in [\tau_-(\mathsf{R}), T], \\ \noalign{\smallskip} &0<x<\gamma(t), \;\;t\in [\boldsymbol{\tau}, \tau_-(\mathsf{R})], \end{align} \right. \\ \noalign{\smallskip} \;\overline{A} & \text{if}\;\;\vartheta_{\rm R, -}(t)\leq x<0, \;\;t\in [0,\tau_-(\mathsf{R})], \\ \noalign{\smallskip} \;\overline{B} & \text{if}\;\;0<x\leq r_-(t), \;\;t\in [0, \boldsymbol{\tau}], \\ \noalign{\smallskip} (f'_r)^{-1}\Big(\dfrac{x-\mathsf{R}+T \cdot f'_r(\boldsymbol{u} )}{t}\Big) \;\;&\text{if}\; \left\{ \begin{align} &\gamma(t)<x<r_+(t), \;\;t\in [\boldsymbol{\tau}, T], \\ \noalign{\smallskip} &r_-(t)<x<r_+(t), \;\;t\in [0,\boldsymbol{\tau}], \end{align} \right. \\ \noalign{\smallskip} (f'_r)^{-1}\big(\frac{\mathsf{R}-x}{T-t}\big) & \text{if}\;\; r_+(t)\leq x\leq \vartheta_{\rm R, +}(t), \;\;t\in [0, T[\,. \end{cases}\tag{65}\]
Observe that the left and right traces of \(u^*\) satisfy \[\label{eq:ul42cond1} \begin{align} u^*_l(t)&\geq \overline{A},\qquad u^*_r(t)\geq B, \qquad \forall~t\in\,]\tau_-(\mathsf{R}),T], \\ u^*_l(t)&= \overline{A},\qquad u^*_r(t)= B, \qquad \forall~t\in\,]\boldsymbol{\tau},\tau_-(\mathsf{R})], \\ u^*_l(t)&= \overline{A},\qquad u^*_r(t)= \overline{B}, \qquad \forall~t\in\,]0,\boldsymbol{\tau}]. \end{align}\tag{66}\] Moreover, since \(x\) is a point of continuity for \(\omega^T\), it follows that the restriction of \(\zeta\) to \(\,]\tau(x), T]\) is a (classical) genuine characteristic both for \(u\) and \(u^*\) with slope \(f'_r(\omega^T(x))>0\) so that, recalling 13 , there holds \[\label{eq:ur42cond1} u_r(\tau(x))=\omega^T(x)=u^*_r(\tau(x)) >\theta_r, \qquad\quad f_l(u_l(\tau(x)))=f_r(u^*_r(\tau(x))).\tag{67}\] Now, we will distinguish two cases according with the position of \(\overline{\tau}\) with respect to the time \(\tau_-(\mathsf{R})\) defined as in 64 . Note that by definition of \(\mathsf{R}\) at ?? we have \(\tau_-(\mathsf{R}) \geq 0\).
3. Assume that \(\overline{\tau} \geq \tau_-(\mathsf{R})\), and suppose first that \(\tau(x)=\overline{\tau}> \tau_-(\mathsf{R})\). Note that, since \(\overline{\tau}>0\) is an element of the set \(E\) in 35 , and because of 66 , 67 , we have \(u_l(\tau(x))=u^*_l(\tau(x))>\theta_l\). Therefore, also the restriction of \(\zeta\) to \([0,\tau(x)[\,\) is a (classical) genuine characteristic both for \(u\) and \(u^*\). Hence, when \(\tau(x)=\overline{\tau}>\tau_-(\mathsf{R})\), the map \(\zeta\) in 40 is an \(AB\)-gic also for \(u^*\), proving that \(\zeta\in \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)\).
Next, consider the subcase \(\tau(x)>\overline{\tau}\geq \tau_-(\mathsf{R})\), and observe that by 38 , 39 , 67 , we have \[\label{eq:urtrace} u_l(t)=A,\quad u_r(t)=B\qquad\forall~t\in\,]\,\overline{\tau}, \tau(x)], \qquad\quad u^*_r(\tau(x))=B\,.\tag{68}\] Moreover, we claim that \[\label{eq:clu42trace} \begin{align} \omega^T(z)&=B,\qquad\forall~z\in [x,\,\overline{x}[\,, \quad \overline{x} \doteq (T-\overline{\tau})\cdot f'_r(B), \\ \noalign{\smallskip} u_r^*(t)&=B, \qquad\forall~t\in \,]\,\overline{\tau},\tau(x)]\,. \end{align}\tag{69}\] Note that the first equality in 69 implies the second one by tracing the backward (genuine) characteristics for \(u^*\) at time \(T\), from points \(z\in [x,\,\overline{x}[\,\). In order to prove the first equality in 69 , we trace the minimal backward characteristic \(\vartheta_{z,-}\) for the solution \(u\), at time \(T\), from points \(z \in [x, \overline{x}]\). Observe that \(\vartheta_{z,-}\) impacts the interface \(x=0\) at time \(\tau_-(z)\doteq T-{z}/{f'_r(\omega^T(z-))}\). Moreover, since \(\omega^T(\mathsf{R}-)\geq B\) because of 55 , we deduce from \(\overline{\tau}\geq \tau_-(\mathsf{R})\) that \[\label{eq:barx} \overline{x} \leq \mathsf{R}.\tag{70}\] Furthermore, we have \[\label{eq:omega-B-1} \tau_-(z)\geq T-\frac{z}{f'_r(B)}\geq \overline{\tau }\qquad\;\; \forall~z \in [x,\, \overline{x}],\tag{71}\] since \(\omega^T(z-) \geq B\) by virtue of 55 . On the other hand, by 57 we know that the (genuine) characteristic \(\vartheta_x\) for \(u\), starting at time \(T\) from the point \(x\), reaches the interface \(x=0\) at time \(\tau(x)\). Since \(\vartheta_x\), \(\vartheta_{z,-}\) are (classical) genuine characteristics that cannot cross in the domain \(\{x>0\}\), it follows that \[\label{eq:omega-B-2} \tau(x)\geq \tau_-(z) \qquad\;\; \forall~z \in [x,\, \overline{x}]\,.\tag{72}\] Combining together 71 , 72 , we deduce that, for every \(z\in [x,\,\overline{x}]\), the minimal backward characteristics \(\vartheta_{z,-}\) reaches the interface \(x=0\) at time \(\tau_-(z)\in [\,\overline{\tau},\tau(x)]\). Hence, because of 68 , we find that for all \(z\in [x,\,\overline{x}]\) there holds \(\omega^T(z-) = u_r(\tau_-(z))=B\), and this yields the first equality in 69 , concluding the proof of claim 69 .
Relying on 69 we will show now that \(\zeta\) satisfies the condition of an \(AB\)-gic also for \(u^*\) on the interval \([0, \tau(x)]\). To this end, observe that 66 69 together imply \[\label{eq:cru42trace-2} u_l^*(t)=\overline{A}, \qquad\forall~t\in \,]\,\overline{\tau},\tau(x)]\,.\tag{73}\] Hence, because of 69 , 73 , \(\zeta\) satisfies the condition (ii) of Definition 6 of an \(AB\)-gic for \(u^*\) on the interval \(\,]\overline{\tau}, \tau(x)]\). Moreover, let \(\vartheta_{t_n}^*\) denote the (classical genuine) backward characteristic for \(u^*\), on the region \(\{x<0\}\), starting at time \(t_n\in \,]\,\overline{\tau},\tau(x)]\,\) from \(x=0\), for a sequence \(t_n\downarrow \overline{\tau}\). Note that, because of 73 , all \(\vartheta_{t_n}^*\) have slope \(f_l'(\,\overline{A})\). Thus \(\{\vartheta_{t_n}^*\}_n\) converges uniformly to a function \(\vartheta^*: [0,\overline{\tau}]\to\mathbb{R}\) that is as well a (classical) genuine characteristic for \(u^*\) with slope \(f_l'(\,\overline{A})\) and such that \(\vartheta^*(\overline{\tau})=0\). This in turn implies that \[\label{eq:cluu42trace-1} u^*_l(\overline{\tau}) = \overline{A}\,.\tag{74}\]
Next, we will prove that \[\label{eq:cluu42trace-2} u_l(\overline{\tau}) = \overline{A}\,.\tag{75}\] To this end observe that 54 , 55 , 69 , 70 together imply \(\omega^T(\overline{x}-)= B=\omega^T(\overline{x}+)\). This means that the characteristic \(\vartheta_{\overline{x}}\) starting at time \(T\) from \(\overline{x}\), and reaching \(x=0\) at time \(\overline{\tau}\), is a (classical) genuine characteristic for \(u\) (on the semiplane \(\{x>0\}\)), and hence we deduce that \[\label{eq:crutrace-2} u_r(\overline{\tau})=\omega^T(\overline{x})=B.\tag{76}\] Recalling 37 and the definition 35 of the set \(E\), we derive from 76 and from condition (2) of Definition 2 that \[\label{eq:ltracebartau} u_l(\overline{\tau})>\theta_l.\tag{77}\] In turn, condition 77 , together with 68 , implies 75 by a blow-up argument as in [1]. Namely, we can consider the blow ups of \(u\) at the point \((0, \overline{\tau}\,)\): \[\label{eq:bup-def} u_n(x,t) \doteq u\big(x/n,\, \overline{\tau }+{(t-\overline{\tau})}/{n}\big) \qquad x\in\mathbb{R}, \;t\geq 0\,,\;\;n\in\mathbb{N},\tag{78}\] and observe that, because of 68 , the left and right traces of \(u_n(\cdot, t)\) at \(x=0\) satisfy \[\label{eq:tracesit-3} (u_{n,l}(t), u_{n,r}(t))=(A,B)\quad\qquad\forall~t\in\big]\overline{\tau}, \, \overline{\tau }+n\big(\tau(x)-\overline{\tau}\big)\big[\,.\tag{79}\] When \(n\to\infty\), up to a subsequence, the blow ups \(u_n(\cdot, t)\) converge in \({\boldsymbol{L}^1_{loc}}\) to a limiting \(AB\) entropy solution \(v(\cdot, t)\), for all \(t>0\), and there holds \[\label{eq:indata-blup} v(x, \overline{\tau}\,)= \begin{cases} u_l(\overline{\tau}), & \text{if x < 0},\\ u_r(\overline{\tau}), & \text{if x > 0}, \end{cases}\tag{80}\] \[\label{eq:tracesit} v(0-,t)\in\{A,\overline{A}\,\},\qquad\qquad v(0+,t)\in\{B,\overline{B}\,\},\qquad\forall~t>\overline{\tau}\,.\tag{81}\] Then, by a direct inspection we find that, if an \(AB\) entropy solution of a Riemann problem for 1 , with initial datum 80 at time \(\overline{\tau}\), enjoys the properties 77 , 81 , it follows that the left initial datum at time \(\overline{\tau}\) must be \[v(x,\overline{\tau})=u_l(\overline{\tau}) = \overline{A},\qquad \forall~x<0,\] thus proving 75 .
The two conditions equalities 74 , 75 and the definition 40 imply that the restriction of \(\zeta\) to \([0, \overline{\tau}[\,\) is a (classical) genuine characteristic both for \(u\) and \(u^*\) with slope \(f'_l(\,\overline{A})>0\). Therefore we can conclude that \(\zeta\) satisfies the condition of an \(AB\)-gic also for \(u^*\) on the interval \([0, \tau(x)]\), and hence on the whole interval \([0,T]\) by the analysis in the point 2. This completes the proof that \(\zeta\in \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)\) when \(\overline{\tau}\geq \tau_-(\mathsf{R})\).
4. Assume that \(\overline{\tau} <\tau_-(\mathsf{R})\), with \(\tau_-(\mathsf{R})\) as in 64 . If we suppose that 77 holds, since 68 is still verified we can deduce as above that 75 holds as well, and then we conclude that \(\zeta\in \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)\) with the same arguments of point 3.
Therefore, let us assume that \(u_l(\overline{\tau}) \leq \theta_l\) and that \(\zeta(t) > 0\) for all \(t\in [0, \overline{\tau}[\) . Observe that because of 37 , and by definition 35 of the set \(E\), we have \[\label{eq:rtracebartau} u_r(\overline{\tau})<\theta_r.\tag{82}\] Then, relying on 68 , we deduce with the same blow up argument of above that \[\label{eq:cruu42trace-2} u_r(\overline{\tau}) = \overline{B}\,.\tag{83}\] On the other hand, if we show that \[\label{eq:tau-bar-tau-ineq} \overline{\tau }\leq \boldsymbol{\tau},\tag{84}\] it would follow from 66 that \[\label{eq:cruu42trace-3} u^*_r(\overline{\tau})= \overline{B}\,.\tag{85}\] The two conditions 83 , 85 and the definition 40 imply that the restriction of \(\zeta\) to \([0, \overline{\tau}[\,\) is a (classical) genuine characteristic both for \(u\) and \(u^*\) with slope \(f'_r(\,\overline{B})<0\). Therefore, if 84 holds, we can conclude that \(\zeta\) satisfies the condition of an \(AB\)-gic also for \(u^*\) on the interval \([0, \tau(x)]\), and hence on the whole interval \([0,T]\) by the analysis in the point 2. Hence, in order to completes the proof that \(\zeta\in \mathcal{C}(u^*, x) \cap \mathcal{C}(u, x)\) when \(\overline{\tau}<\tau_-(\mathsf{R})\), it remains to establish 84 .
By contradiction, assume that \(\overline{\tau }> \boldsymbol{\tau}\). Define the curve
\[\xi(t) \, \doteq \, \inf \Big\{ R >0 \; \big |\; x-t \, f_r^{\prime}(u(x,t)) \geq 0 \;\;\;\forall~R>0\Big\} \qquad t \in [\overline{\tau}, T].\] Notice that, because of 83 , we have \(\xi(\overline{\tau}) =0\), while the definition ?? yields \(\xi(T) = \mathsf{R}\). But now using a comparison argument between \(\xi(t)\) and the map \(\gamma(t)\) defining the shock curve of \(u^*\) at point 2, we obtain as in [1] that \(\xi(t)<\gamma(t)\) for all \(t\in [\overline{\tau}, T]\). Thus, we find in particular that \(\xi(T) <\gamma(T)=\mathsf{R}\), which gives a contradiction. This concludes the proof of the proposition. ◻
The next Lemma shows that the initial positions of the \(AB\)-gics of the \(AB\)-entropy solution \(u^*\) defined in ?? provide a partition of \(\mathbb{R}\).
Lemma 1. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), let \(u^*\) be the \(AB\)-entropy solution defined by ?? ?? . Then, there holds \[\label{eq:partition-R} \mathbb{R} = \bigcup_{x \in \mathbb{R}} \mathcal{C}_0(u^*, x).\tag{86}\]
Proof. By the analysis in [1] we deduce that \(\mathbb{R}\) can be partitioned as the union of sets containing points of three types:
starting points of compression fronts (possibly refracted by the interface \(x=0\)) which meet together generating a shock at time \(T\);
starting points of classical genuine characteristics or of polygonal lines made of two segments consisting of classical genuine characteristics in each semiplane \(\{x<0\}\), \(\{x>0\}\), which reach at time \(T\) a point of continuity of \(\omega^T\).
starting points \(y\) of polygonal lines \(\xi:[0,T] \to \mathbb{R}\) with \(\xi(0) = y\), composed of three segments of the form \[\xi(t) = \begin{cases} y+t \, f^\prime(u(t,\xi(t)), \xi(t)), & \text{if 0 \leq t \leq t_1},\\ 0 , & \text{if t_1 \leq t \leq t_2},\\ (t-t_2) f^\prime(u(t,\xi(t)), \xi(t)) & \text{if t_2 \leq t \leq T} \end{cases}\] where \[f(u(t, 0\pm)) = \gamma \qquad \forall t \in (t_1, t_2).\] Notice that these polygonal lines may belong to the near-interface regions \(\Delta_{\mathsf{L}}, \Gamma_{\mathsf{R}}\) defined in ([1], §5.4.4).
In all cases they are starting points of segments or of polygonal lines which are \(AB\)-gics for \(u^*\), and the result follows. ◻
We introduce now a functional that, for any given function \(v(x,t)\), measures the total amount of flux of the vector field \(\big(f(x,v(x,t)),\, v(x,t)\big)\) passing through a curve \(t\mapsto (\alpha(t),t)\), from each side of the curve.
Definition 16. Given a function \(v \in \mathbf{L}^{\infty}(\mathbb{R} \times [0,T]\, ; \, \mathbb{R})\) that admits one-sided limits \(v(x\pm,t)\) at every point \((t,x) \in \,]0, T] \times \mathbb{R}\), and \(\alpha\in \mathrm{Lip}([0,T]\, ; \, \mathbb{R})\), we define \[\label{eq:def-F} \mathcal{F}_t(\alpha\pm, v) \doteq \int_t^T \Big\{f\big(\alpha(t)\pm, v(\alpha(t) \pm,t)\big) - \dot{\alpha}(t)\,v(\alpha(t) \pm,t)\Big\} \mathop{}\!\mathrm{d}t,\qquad t\in [0,T],\tag{87}\] where \(f(x,u)\) is the flux 3 . We also set \[\mathcal{F}(\alpha \pm, v) \doteq\mathcal{F}_0(\alpha \pm, v).\]
Remark 17. Notice that if \(u\) is an \(AB\)-entropy solution of 1 , since \(u\) is in particular a distributional solution of 1 on \(\mathbb{R}\times \,]0,+\infty[\), it follows that for any curve \(\alpha\in \mathrm{Lip} ([0,T]\, ; \, \mathbb{R})\), the Rankine-Hugoniot conditions yield, for a.e. \(t\in [0,T]\), the equality \[\label{eq:RH} f\big(\alpha(t)-, u(\alpha(t)-,t)\big)-\dot{\alpha}(t)\,u(\alpha(t)-,t) = f\big(\alpha(t)+, u(\alpha(t)+,t)\big)-\dot{\alpha}(t)\,u(\alpha(t)+,t).\tag{88}\] Therefore, in this case we have \(\mathcal{F}(\alpha+, u)= \mathcal{F}(\alpha-, u)\). Hence, since there is no ambiguity, whenever \(u\) is an \(AB\)-entropy solution of 1 , we will simply write \[\mathcal{F}_t(\alpha, u) \doteq \mathcal{F}_t(\alpha+, u) \equiv \mathcal{F}_t(\alpha-, u) \;\;\;\forall~t, \qquad \mathcal{F}(\alpha, u) \doteq \mathcal{F}(\alpha+, u) \equiv \mathcal{F}(\alpha-, u).\]
Lemma 2. Let \(u,u^* \in \mathbf{L}^{\infty}(\mathbb{R} \times [0,T]\,;\,\mathbb{R})\) be \(AB\)-entropy solutions to 1 , and let \(\zeta \in \mathcal{C}(u^*,x)\), \(x \in \mathbb{R}\). Then, there holds \[\label{eq:Fest1} \mathcal{F}_t(\zeta, u) \geq \mathcal{F}_t(\zeta, u^*), \quad \forall \; t \in [0,T].\tag{89}\] Moreover, one has \[\label{eq:Fest2} \mathcal{F}(\zeta, u) = \mathcal{F}(\zeta, u^*) \quad \Longleftrightarrow\quad \zeta \in \mathcal{C} (u^*,x) \cap \mathcal{C}(u,x).\tag{90}\]
Proof. Let \(0\leq\tau_1\leq\tau_2\leq T\), be the partition of \([0,T]\) for \(\zeta\in \mathcal{C}(u^*,x)\) given by Remark 7, so that there holds \[\label{interf-gen-char-cond-5} \zeta(t)=0,\qquad f_l(u^*_l(t))=f_r(u^*_r(t))=\gamma \qquad\;\forall~t\in [\tau_1,\,\tau_2].\tag{91}\] To fix the ideas we assume that \[\label{interf-gen-char-cond-n4} \zeta(t)<0\qquad \forall~t\in [0, \tau_1[\,,\qquad\quad \zeta(t)>0\qquad \forall~t\in \,]\tau_2,\,T].\tag{92}\] The cases where \(\zeta(t)>0\) for all \(t\in [0, \tau_1[\,,\) or \(\zeta(t)<0\) for all \(t\in \,]\tau_2,\,T]\) are entirely similar. Then, setting \[\label{eq:ggstardef} \begin{align} g(t)&\doteq \begin{cases} f_r(u(\zeta(t)+,t))-\dot{\zeta}(t)\, u(\zeta(t)+,t) \quad &\text{if}\quad t\in \,]\tau_2,\,T], \\ \noalign{\smallskip} f_r(u_r(t)) \quad &\text{if}\quad t\in [\tau_1, \tau_2], \\ \noalign{\smallskip} f_l(u(\zeta(t)+,t))-\dot{\zeta}(t)\, u(\zeta(t)+,t) \quad &\text{if}\quad t\in [0,\tau_1[\,, \end{cases} \\ \noalign{\medskip} g^*(t)&\doteq \begin{cases} f_r(u^*(\zeta(t),t))-\dot{\zeta}(t)\, u^*(\zeta(t),t) \quad &\text{if}\quad t\in \,]\tau_2,\,T], \\ \noalign{\smallskip} \;\gamma \quad &\text{if}\quad t\in [\tau_1, \tau_2], \\ \noalign{\smallskip} f_l(u^*(\zeta(t),t))-\dot{\zeta}(t)\, u^*(\zeta(t),t) \quad &\text{if}\quad t\in [0,\tau_1[\,, \end{cases} \end{align}\tag{93}\] we write \[\label{eq:Fg1} \mathcal{F}_t(\zeta, u)=\int_t^T g(t)\mathop{}\!\mathrm{d}t, \qquad\quad \mathcal{F}_t(\zeta, u^*)=\int_t^T g^*(t)\mathop{}\!\mathrm{d}t,\qquad\forall~t\in [0,T].\tag{94}\] Note that, because of 88 , in the definition of \(g\) we may equivalently take \(u(\zeta(t)-,t)\) instead of \(u(\zeta(t)+,t)\), while in the definition of \(g^*\) we take \(u^*\) continuous at \((\zeta(t),t)\) since \(\zeta\) is a classical genuine characteristic for \(u^*\) when \(t\in \,]0,\tau_1[\, \cup\,]\tau_2, T[\) . Observe that, since \(u\) is an \(AB\)-entropy solutions to 1 , by the interface condition 13 we have \[\label{eq:gest1} f_r(u_r(t))\geq \gamma \qquad \forall~t\in [\tau_1, \tau_2].\tag{95}\] On the other hand, because of the convexity of \(f_r\) there holds \[\label{eq:convexest} f_r(v) - f_r^{\prime}(w)\,v \geq f_r(w) - f_r^{\prime}(w)\,w, \quad \forall \; v,w \in \mathbb{R}.\tag{96}\] Moreover, since \(\zeta\) is an \(AB\)-gic for \(u^*\), and because of 92 , note that the restriction of \(\zeta\) to \([0,\tau_1[\,\) is a classical genuine characteristic for \(u^*\) as solution of \(u_t+f_l(u)_x=0\), and the restriction of \(\zeta\) to \(\,]\tau_2, T]\) is a classical genuine characteristic for \(u^*\) as solution of \(u_t+f_r(u)_x=0\). Hence, it follows that \[\label{eq:charspeed-1} \dot{\zeta}(t)= \begin{cases} f'_l(u^*(\zeta(t),t))\quad &\text{if}\;\quad t \in \,]0,\tau_1[\,, \\ \noalign{\smallskip} \;0 &\text{if}\;\quad t \in \,]\tau_1, \tau_2[\,, \\ \noalign{\smallskip} f'_r(u^*(\zeta(t),t))\quad &\text{if}\;\quad t \in \,]\tau_2,T[\,. \end{cases}\tag{97}\] Thus, 96 97 together imply \[\label{eq:gest2} \begin{align} f_l(u(\zeta(t)+,t))-\dot{\zeta}(t)\, u(\zeta(t)+,t)&\geq f_l(u^*(\zeta(t),t))- \dot{\zeta}(t)\, u^*(\zeta(t),t) \qquad\forall~t\in \,]0, \tau_1[\,, \\ \noalign{\smallskip} f_r(u(\zeta(t)+,t))-\dot{\zeta}(t)\, u(\zeta(t)+,t)&\geq f_r(u^*(\zeta(t),t))- \dot{\zeta}(t)\, u^*(\zeta(t),t) \qquad\forall~t\in \,]\tau_2,T[\,. \end{align}\tag{98}\] Therefore, from 95 , 98 we deduce that \[\label{eq:gest3} g(t)\geq g^*(t)\qquad\forall~t\in [0,T],\tag{99}\] which, because of 94 , yields 89 .
Concerning 90 , if \(\zeta \in \mathcal{C} (u^*,x) \cap \mathcal{C}(u,x)\), then the inequality 89 is verified also when \(u\) and \(u^*\) switch their places, so that we have \(\mathcal{F}_t(u,\zeta) \geq \mathcal{F}_t(u^*,\zeta)\) for all \(t\in [0,T]\), thus proving \[\label{eq:Fest3} \zeta \in \mathcal{C} (u^*,x) \cap \mathcal{C}(u,x) \quad \Longrightarrow\quad \mathcal{F}(u,\zeta) = \mathcal{F}(u^*,\zeta).\tag{100}\] Next, given \(\zeta\in \mathcal{C}(u^*,x)\), assume that \[\label{eq:Fest4} \mathcal{F}(\zeta, u) = \mathcal{F}(\zeta, u^*).\tag{101}\] Since, by the above analysis we have 95 , it follows from 101 that \(g(t)=g^*(t)\) for a.e. \(t\in [0,T]\). Because of 93 , 97 , this in particular implies that, for a.e. \(t\in [0,T]\), there holds \[\label{eq:gest5} f_r(u_r(t))=\gamma\qquad\text{if} \quad t\in [\tau_1,\tau_2]\,,\tag{102}\] and \[\label{eq:gest4} \begin{align} &f_l(u(\zeta(t)+,t))-f'_l(u^*(\zeta(t),t))\, u(\zeta(t)+,t)= \\ &\qquad\quad= f_l(u^*(\zeta(t),t))-f'_l(u^*(\zeta(t),t))\, u^*(\zeta(t),t) \qquad\text{if}\quad t\in \,]0,\tau_1[\,, \\ \noalign{\medskip} &f_r(u(\zeta(t)+,t))-f'_r(u^*(\zeta(t),t))\, u(\zeta(t)+,t)= \\ &\qquad\quad = f_r(u^*(\zeta(t),t))-f'_r(u^*(\zeta(t),t))\, u^*(\zeta(t),t) \qquad\text{if}\quad t\in \,]\tau_2,T[\,. \end{align}\tag{103}\] Since \(f_l, f_r\) are strictly convex functions, we deduce from 103 that \(u(\zeta(t)+,t)=u^*(\zeta(t),t)\) for a.e. \(t\in \,]0,\tau_1[\, \cup\,]\tau_2, T[\) . If we repeat the same analysis taking \(u(\zeta(t)-,t)\) instead of \(u(\zeta(t)+,t)\) in the definition 93 of \(g\), we find that also \(u(\zeta(t)-,t)=u^*(\zeta(t),t)\) for a.e. \(t\in \,]0,\tau_1[\, \cup\,]\tau_2, T[\) . This shows that the restriction of \(\zeta\) to \([0,\tau_1[\,\) and to \(\,]\tau_2, T]\) is a classical genuine characteristic for \(u\) as well, as solution of \(u_t+f_l(u)_x=0\), and of \(u_t+f_r(u)_x=0\), respectively. Hence, by Remark 7 we deduce that \(\zeta\) is an \(AB\)-igc also for \(u\), which means that \(\zeta\in \mathcal{C}(u,x)\), completing the proof of \[\label{eq:Fest5} \mathcal{F}(\zeta, u) = \mathcal{F}(\zeta, u^*) \quad \Longrightarrow\quad \zeta \in \mathcal{C} (u^*,x) \cap \mathcal{C}(u,x),\tag{104}\] and thus concluding the proof of the Lemma. ◻
In this section we provide a proof of the initial data identification Theorem 9. To this end we first state a technical Lemma that we are going to use repeatedly in the proof of Theorem 9.
Lemma 3. Let \(u\) be an \(AB\)-entropy solution to 1 , 3 , and let \(\alpha,\beta:[\tau,T] \to \mathbb{R}\), \(\tau<T\), be two Lipschitz continuous maps such that \(\alpha (t)\leq \beta(t)\) for all \(t\in [\tau, T]\). Then it holds \[\label{eq:divthm-int-equal} \begin{align} &\int_{\alpha(T)}^{\beta(T)} u(x,T)\mathop{}\!\mathrm{d}x-\int_{\alpha(\tau)}^{\beta(\tau)} u(x,\tau)\mathop{}\!\mathrm{d}x~= \mathcal{F}_\tau(\alpha-, u)- \mathcal{F}_\tau(\beta+, u)\,. \end{align}\tag{105}\]
Proof. Observe that, by property (1) of Definition 3, \(u\) is a weak distributional solution to 1 , 3 . Moreover, by Remark 4, \(u(t,\cdot)\) is a function of locally bounded variation on \(\{x<0\}\), \(\{x>0\}\), and it admits left and right strong traces at \(x = 0\), for all \(t>0\). Thus, we can recover the equality 105 recalling definition 87 , applying the divergence theorem to the vector field \((f(x,u), u)\) on each domain \(\Delta\cap \{x<\rho\}\), \(\Delta\cap\{x>\rho\}\), with \(\Delta\doteq\{(x,t)\; | \; \alpha(t)\leq x\leq \beta(t), \;t\in[t_0, T] \}\), and then taking the limit as \(\rho\to 0\). ◻
Proof of Theorem 9. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), let \(u^*\) be the \(AB\)-entropy solution defined by ?? ?? .
1. We will show that if \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\), then for every point \(\overline{x}\in\mathbb{R}\) there exists \(\overline{y} \in \mathcal{C}_0(u^*,\overline{x})\) such that there hold ?? . The proof of ?? is entirely similar. By Proposition 15, choose \(\zeta_{\overline{x}} \in
\mathcal{C}(u^*,\overline{x}) \cap \mathcal{C}(u,\overline{x})\), with \(u \doteq \mathcal{S}^{\, [A B]+}u_0(\cdot)\), and set \(\overline{y} \doteq \zeta_{\overline{x}}(0)\). Then,
consider any \(y < \min \mathcal{C}_0(u^*,\overline{x})\). By Lemma 1, and because of Proposition 14-(iv), there will be some \(x< \bar x\), and some \(\zeta_x \in \mathcal{C}(u^*,x)\), such that \(y = \zeta_x(0)\). Hence, applying Lemma 2, we deduce that \[\label{Fineq}
\mathcal{F}(u,\zeta_x) \geq \mathcal{F}(u^*, \zeta_x).\tag{106}\] Moreover, since \(\zeta_{\bar x} \in
\mathcal{C}(u^*,\overline{x}) \cap \mathcal{C}(u,\overline{x})\), by the second part of Lemma 2 we have \[\label{Feq}
\mathcal{F}(u^*,\zeta_{\bar x}) = \mathcal{F}(u, \zeta_{\bar x}).\tag{107}\] On the other hand, applying Lemma 3 to the solution \(u^*\)
with \(\alpha = \zeta_x, \beta = \zeta_{\overline{x}}\), \(\tau=0\), and recalling Remark 17, one
obtains \[\label{eq:Fineq2}
\int_x^{\bar x} \omega^T(\xi) \mathop{}\!\mathrm{d}\xi - \int_y^{\bar y} u_0^*(\xi) \mathop{}\!\mathrm{d}\xi = \mathcal{F}(u^*,\zeta_x)-\mathcal{F}(u^*,\zeta_{\bar x}).\tag{108}\] With the same arguments, applying Lemma 3 to the solution \(u\), and relying on 106 , 107 , we find \[\label{eq:Fineq3}
\int_x^{\overline{x}} \omega^T(\xi) \mathop{}\!\mathrm{d}\xi-\int_y^{\overline{y}} u_0(\xi) \mathop{}\!\mathrm{d}\xi = \mathcal{F}(u, \zeta_x) -\mathcal{F}(u, \zeta_{\overline{x}})\geq
\mathcal{F}(u^*,\zeta_x)-\mathcal{F}(u^*,\zeta_{\overline{x}}).\tag{109}\] Combining 108 , 109 we deduce \[\label{eq:Fineq1} - \int_y^{\bar y} u_0(\xi) \mathop{}\!\mathrm{d}\xi \geq -\int_y^{\overline{y}} u_0^*(\xi) \mathop{}\!\mathrm{d}\xi,\tag{110}\] which yields ?? .
2. Now we prove that if \(u_0 \in \mathbf{L}^{\infty}(\mathbb{R})\) satisfies ?? , ?? , then \({\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0 = \omega^T\). Namely, we are going to prove that under the conditions ?? , ?? , there hold \[\label{Lebesgueeq} \int_{x_1}^{x_2} \big(\omega^T(x) - {\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0(x)\big) \mathop{}\!\mathrm{d}x = 0, \quad\;\forall~x_1< x_2,\tag{111}\] which clearly implies that \({\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0 = \omega^T\).
Towards a proof of 111 we will first show that \[\label{Lebesguegeq}
\int_{x_1}^{x_2} \big(\omega^T(x) - {\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0(x)\big) \mathop{}\!\mathrm{d}x \geq 0,
\quad\;\forall~x_1< x_2,\tag{112}\] distinguishing two cases.
\(\max \mathcal{C}_0(u,x_1) \geq \min \mathcal{C}_0(u^*,x_2)\) (see Figure 11, right). Then we can choose \(\zeta_1 \in \mathcal{C}(u,x_1)\) and
\(\zeta_2 \in \mathcal{C}(u^*,x_2)\) such that \(\zeta_1(0)\geq \zeta_2(0)\). By continuity there will be a point \(\tau \in [0,T[\,\) such that \(\zeta_1(\tau) = \zeta_2(\tau)\), \(\zeta_1(t) < \zeta_2(t)\) for all \(t\in\,]\tau, T]\). Applying Lemma 3 to the solution \(u^*\), with the curves \(\alpha=\zeta_1\), \(\beta=\zeta_2\), and using the first part of Lemma 2 for \(\zeta_1\), we obtain \[\int_{x_1}^{x_2} \omega^T(x) \mathop{}\!\mathrm{d}x = \mathcal{F}_{\tau}(u^*,\zeta_1)-
\mathcal{F}_{\tau}(u^*,\zeta_2) \geq \mathcal{F}_{\tau}(u,\zeta_1)- \mathcal{F}_{\tau}(u^*,\zeta_2).\] Next, applying again Lemma 3 to the solution \(u\), with the curves \(\alpha=\zeta_1\), \(\beta=\zeta_2\), and then Lemma 2 for \(\zeta_2\), we obtain \[\int_{x_1}^{x_2} {\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0(x) \mathop{}\!\mathrm{d}x = \mathcal{F}_{\tau}(u,\zeta_1)- \mathcal{F}_{\tau}(u,\zeta_2) \leq
\mathcal{F}_{\tau}(u,\zeta_1)- \mathcal{F}_{\tau}(u^*,\zeta_2).\] Taking the difference of the above two inequalities, we derive 112 . Note that in this case we are not using the conditions ?? , ?? to establish 112 .
\(\max \mathcal{C}_0(u,x_1) < \min \mathcal{C}_0(u^*,x_2)\) (see Figure 11, left). Choose any \(\zeta_1 \in \mathcal{C}_0(u,x_1)\), and set \(y \stackrel{\cdot}{=} \zeta_1(0)\). Since \(y <\min \mathcal{C}_0(u^*,x_2)\), invoking condition ?? we find that there exists \(\zeta_2
\in\mathcal{C}(u^*,x_2)\) such that, setting \(y_2=\zeta_2(0)\), there holds \[\label{condleqy952}
\int_y^{y_2} u_0(x) \mathop{}\!\mathrm{d}x \leq \int_y^{y_2}u^*_0(x) \mathop{}\!\mathrm{d}x\,.\tag{113}\] Note that, since \(\max \mathcal{C}_0(u,x_1) < \min \mathcal{C}_0(u^*,x_2)\), we have \(\zeta_1(t)<\zeta_2(t)\) for all \(t\in [0,T]\). Hence, applying Lemma 3 to \(u^*\),
with the curves \(\alpha=\zeta_1\), \(\beta=\zeta_2\), and using the first part of Lemma 2 for \(\zeta_1\), we obtain \[\begin{align} \int_{x_1}^{x_2} \omega^T(x) \mathop{}\!\mathrm{d}x &= \mathcal{F}(u^*,\zeta_1)- \mathcal{F}(u^*,\zeta_2) + \int_y^{y_2}u^*_0(x) \mathop{}\!\mathrm{d}x \\
&\geq \mathcal{F}(u,\zeta_1)- \mathcal{F}(u^*,\zeta_2)+ \int_y^{y_2}u^*_0(x) \mathop{}\!\mathrm{d}x\,. \end{align}\] Next, applying Lemma 3 to \(u\), with the curves \(\alpha=\zeta_1\), \(\beta=\zeta_2\), and using the first part of Lemma 2 for \(\zeta_2\), we obtain \[\begin{align} \int_{x_1}^{x_2} {\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0(x) \mathop{}\!\mathrm{d}x &= \mathcal{F}(u,\zeta_1)-
\mathcal{F}_{\tau}(u,\zeta_2)+\int_y^{y_2}u_0(x) \mathop{}\!\mathrm{d}x \\ &\leq \mathcal{F}(u,\zeta_1)- \mathcal{F}(u^*,\zeta_2)+\int_y^{y_2}u_0(x) \mathop{}\!\mathrm{d}x\,.
\end{align}\] Taking the difference of the above two inequalities, and using 113 , we derive \[\int_{x_1}^{x_2} \omega^T(x) \mathop{}\!\mathrm{d}x-\int_{x_1}^{x_2} \mathcal{S}_t^{\, [A
B]+}u_0(x) \mathop{}\!\mathrm{d}x \geq \int_y^{y_2}u^*_0(x) \mathop{}\!\mathrm{d}x-\int_y^{y_2}u_0(x) \mathop{}\!\mathrm{d}x \geq 0\] which proves 112 also in Case 2.
The proof of the opposite inequality of 112 is entirely symmetric and is accordingly omitted. Thus the proof of 111 is completed, and this concludes the proof of the Theorem. ◻
Remark 18. By the proof of Theorem 9 it follows that it is sufficient to assume: \[\begin{align} &\text{\it for every point \overline{x}\in\mathbb{R} of continuity of \omega^T, there exists \overline{y} \in \mathcal{C}_0(u^*,\overline{x})}\\ &\text{\it such that there hold~\eqref{condleq-2}, \eqref{condgeq-2},} \end{align}\] to conclude that \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\). In fact, in order to show that \(\omega^T={\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0\), it is sufficient to prove that 111 is verified whenever \(x_1, x_2\) are points of continuity for \(\omega^T\), since they are dense in \(\mathbb{R}\).
Proof. Given \(\omega^T \in \mathcal{A}^{[AB]}(T)\), let \(u^*\) be the \(AB\)-entropy solution defined by ?? ?? . We prove the Theorem point by point, in order.
1. Proof of (i). First assume that \(\left|\mathcal{C}_0(u^*,x)\right| = 1\) for every \(x \in \mathbb{R}\). We will show that any initial data \(u_0\in \mathcal{I}_T^{[AB]}(\omega^T)\) satisfies \[\label{eq:initidatumsingleton} \int_{y_1}^{y_2} u_0(x) \mathop{}\!\mathrm{d}x = \int_{y_1}^{y_2} u_0^* (x) \mathop{}\!\mathrm{d}x, \quad \forall~y_1 < y_2,\tag{114}\] and this uniquely identifies \(u_0\) as an element of \(L^{\infty}(\mathbb{R})\), thus proving that \(\mathcal{I}_T^{[AB]}(\omega^T)=\{u_0^*\}\). Given any two points \(y_1 < y_2\), by Lemma 1 and because of Proposition 14-(iv), there exist \(x_1<x_2\), and \(\zeta_i \in \mathcal{C}(u^*,x_i)\), \(i=1,2\), such that \(\zeta_i(0)=y_i\), \(i=1,2\). Then, applying ?? of Theorem 9 we find \[\int_{y_1}^{y_2} u_0(x) \mathop{}\!\mathrm{d}x \leq \int_{y_1}^{y_2} u_0^* (x) \mathop{}\!\mathrm{d}x\,.\] Next, if we exchange the role of \(y_1\) and \(y_2\), applying this time ?? of Theorem 9 we find the opposite inequality \[\int_{y_1}^{y_2} u_0(x) \mathop{}\!\mathrm{d}x \geq \int_{y_1}^{y_2} u_0^* (x) \mathop{}\!\mathrm{d}x\,.\] Combining together the above two inequalities we obtain 114 .
Conversely, assume that \(\mathcal{I}_T^{[AB]}(\omega^T) = \{u_0^*\}\), and by contradiction suppose that there is some \(\widetilde{x} \in \mathbb{R}\) such that \(\left|\mathcal{C}_0(u^*,\widetilde{x}\,)\right| \neq 1\). Using the characterization of Theorem 9 we will then show that there exist infinitely many initial data \(u_0 \neq u^*_0\) such that \({\mathcal{S}}_{\it T}^{\, [{\it A B}\,]+}u_0 = \omega^T\). To this end, set \[\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,)\doteq [\min \mathcal{C}_0(u^*, \widetilde{x}\,),\, \max \mathcal{C}_0(u^*, \widetilde{x}\,)]\,,\] and let \(\mathbf{L}^{\infty}(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\) denote the space of \(\mathbf{L}^{\infty}(\mathbb{R})\) function with essential support in \(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\). Note that \(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,)\) is a non trivial interval because \(\left|\mathcal{C}_0(u^*,\widetilde{x}\,)\right| \neq 1\), and hence \(\mathbf{L}^{\infty}(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\) is an infinite dimensional space. Next, consider the infinite dimensional cone \(\mathrm{V}_0 \subset \mathbf{L}^{\infty}(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\) consisting of all \(v_0\in \mathbf{L}^{\infty}(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\) that satisfy \[\label{eq:v950props} \begin{align} \int_{y}^{\max \mathcal{C}_0(u^*, \widetilde{x}\,)} v_0(x) \mathop{}\!\mathrm{d}x &\leq 0, \qquad \forall \; y \in \mathrm{conv}\; \mathcal{C}_0(u^*, \widetilde{x}\,),\\ \int_{\min \mathcal{C}_0(u^*, \widetilde{x}\,)}^y v_0(x) \mathop{}\!\mathrm{d}x &\geq 0, \qquad \forall \; y \in \mathrm{conv}\; \mathcal{C}_0(u^*, \widetilde{x}\,). \end{align}\tag{115}\] Note that 115 in particular imply \[\label{eq:V-0int-eq} \int_{\min \mathcal{C}_0(u^*, \widetilde{x}\,)}^{\max \mathcal{C}_0(u^*, \widetilde{x}\,)} v_0(x) \mathop{}\!\mathrm{d}x = 0\,.\tag{116}\] We will show that \[\label{eq:Vcone-1} V \doteq u_0^* + V_0 \subset \mathcal{I}_T^{[AB]}(\omega^T).\tag{117}\] Relying on Theorem 9 this is equivalent to prove that, for any \(v_0\in V_0\), and for every \(\overline{x}\in\mathbb{R}\), there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that ?? , ?? hold for \(u_0\doteq u_0^*+v_0\). We will verify only ?? , the proof of the other inequality being entirely symmetric.
Then, consider first any \(\overline{x} \leq \widetilde{x}\), and choose \(\overline{y} = \min \mathcal{C}_0(u^*, \overline{x})\). Observe that, for every \(y < \min \mathcal{C}_0(u^*, \overline{x})\), we have \(u_0 = u_0^*\) on the interval \([y,\, \overline{y}]\) since \(\overline{x} \leq \widetilde{x}\), together with Proposition 14-(iv), implies \[\overline{y} \leq \min \mathcal{C}_0(u^*, \widetilde{x}),\] and hence \(v_0 =0\) on \([y,\, \overline{y}]\), because the essential support of \(v_0\) is contained in \(\mathrm{conv} \, \mathcal{C}_0(u^*, \widetilde{x}\,))\). This implies that, for every \(y < \min \mathcal{C}_0(u^*, \overline{x})\), we have \[\label{eq:V-0int-eq-2} \int_y^{\overline{y}} u_0(x) \mathop{}\!\mathrm{d}x = \int_y^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x\,,\tag{118}\] which proves ?? as an equality.
Next, consider any \(\overline{x} > \widetilde{x}\), and choose \(\overline{y} = \max \mathcal{C}_0(u^*, \overline{x})\). Then, for every \(y < \min \mathcal{C}_0(u^*, \overline{x})\), one of the following three cases occurs:
If \(y \in \,]\max \mathcal{C}_0(u^*, \tilde{x}), \min \mathcal{C}_0(u^*, \bar x)[\,\), then ?? holds again as an equality, because \(u_0\) coincides with \(u_0^*\) in the interval \([y,\, \overline{y}]\) as in the case \(\overline{x} \leq \widetilde{x}\) considered above, and thus 118 is verified.
If \(y \in \mathrm{conv} \; \mathcal{C}_0(u^*, \tilde{x})\), then by 115 we have \[\begin{align} \int_y^{\overline{y}} u_0(x) \mathop{}\!\mathrm{d}x &= \int_y^{\max \mathcal{C}_0(u^*, \widetilde{x})} u_0(x) \mathop{}\!\mathrm{d}x + \int _{\max \mathcal{C}_0(u^*, \widetilde{x})}^{\overline{y}} u^*_0(x) \mathop{}\!\mathrm{d}x \\ &\leq \int_y^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x\,, \end{align}\] which proves ?? .
If \(y < \min \mathcal{C}_0(u^*, \tilde{x})\), we obtain ?? relying on 116 , since \[\begin{align} \int_y^{\overline{y}}u_0(x) \mathop{}\!\mathrm{d}x &= \!\int_y^{\min \mathcal{C}_0(u^*, \widetilde{x})} \!u_0^*(x) \mathop{}\!\mathrm{d}x +\! \int_{\min \mathcal{C}_0(u^*, \widetilde{x})}^{\max \mathcal{C}_0(u^*, \widetilde{x})} \!u_0(x) \mathop{}\!\mathrm{d}x +\! \int_{\max \mathcal{C}_0(u^*, \widetilde{x})}^{\bar y} \!u_0^*(x) \mathop{}\!\mathrm{d}x \\ &= \int_y^{\bar y}u^*_0(x) \mathop{}\!\mathrm{d}x\,. \end{align}\]
Thus, for all \(u_0=u_0^*+v_0\), \(v_0\in V_0\), and for every \(\overline{x}\in\mathbb{R}\), there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that ?? , ?? hold. Hence 117 is verified, which contradicts the assumption \(\mathcal{I}_T^{[AB]}(\omega^T) = \{u_0^*\}\), and thus completes the proof of the first part of property (i).
Finally, observe that if \(x\) is a point of discontinuity for \(\omega^T\), then one can consider the \(AB\)-gics \(\vartheta_{x,-}, \vartheta_{x,+}: [0,T]\to\mathbb{R}\) that are the minimal and maximal \(AB\)-gics for \(u^*\) reaching at time \(T\) the point \(x\) (e.g. see point 2 of the proof of Proposition 15). Since \(\vartheta_{x,-}(0)\neq \vartheta_{x,+}(0)\) if \(x\neq 0\), and because \(\{\vartheta_{x,-}(0),\,\vartheta_{x,+}(0)\}\subset\mathcal{C}_0(u^*, \tilde{x})\), this implies \(\left|\mathcal{C}_0(u^*,x\,)\right| \neq 1\), thus proving by contradiction that if \(\mathcal{I}_T^{[AB]}(\omega^T)\) is a singleton, then \(\omega^T\) must be continuous at any point \(x\neq 0\). This concludes the proof of property (i).
2. Proof of (ii). To prove that the set \(\mathcal{I}_T^{[AB]}(\omega^T)-u_0^*\) is a linear cone, we will show that, for every \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\) and \(\lambda \geq 0\), it holds \(u_0^* + \lambda(u_0 -u_0^*) \in \mathcal{I}_T^{[AB]}(\omega^T)\). To see this, applying Theorem 9 it’s sufficient to prove that, given any \(\overline{x}\in\mathbb{R}\), there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that ?? , ?? hold with \(u_0^* + \lambda(u_0 -u_0^*)\) in place of \(u_0\). Since \(u_0 \in \mathcal{I}_T^{[AB]}(\omega^T)\), by Theorem 9 we know that there is some \(\overline{y}\in \mathcal{C}_0(u^*, \overline{x})\) such that ?? holds. Then, for all \(y < \min \mathcal{C}_0(u^*,\overline{x})\), one finds \[\int_y^{\overline{y}} \big(u_0^*(x)+\lambda(u_0(x)-u_0^*(x))\big) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}} \big(u_0^*(x)+\lambda(u_0^*(x)-u_0^*(x))\big) \mathop{}\!\mathrm{d}x = \int_y^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x\,.\] This proves that ?? is verified with \(u_0^* + \lambda(u_0 -u_0^*)\) in place of \(u_0\). The proof that also ?? holds, is entirely symmetric.
Next, we prove that \(u_0^*\) is an extremal point of \(\mathcal{I}_T^{[AB]}(\omega^T)\). Assume by contradiction that there exist \(u_{0,i} \in \mathcal{I}_T^{[AB]}(\omega^T)\), \(u_{0,i}\neq u_0^*\), \(i = 1,2\), and \(\lambda \in \,]0,1[\,\), such that \[\label{eq:uo42convexcomb} u^*_0 = \lambda u_{0,1} + (1-\lambda) u_{0,2}\,.\tag{119}\] Take any \(\overline{x} \in \mathbb{R}\) for which \(\mathcal{C}_0(u^*, \overline{x})\) is a singleton (one can choose \(\overline{x}\) as a point of continuity for \(\omega^T\) belonging to the set \(]-\infty, \mathsf{L}[\, \cup\,]\mathsf{R}, +\infty[\), with \(\mathsf{L}, \mathsf{R}\) as in ?? ), and call \(\overline{y}\) the unique element of \(\mathcal{C}_0(u^*, \overline{x})\). Because of 119 it holds \[\label{convexinteq} \int_{\bar y}^y u_0^*(x) \mathop{}\!\mathrm{d}x= \lambda \int_{\bar y}^y u_{0,1}(x) \mathop{}\!\mathrm{d}x+ (1-\lambda) \int_{\bar y}^y u_{0,2}(x) \mathop{}\!\mathrm{d}x, \qquad \forall \; y \in \mathbb{R}\,.\tag{120}\] Then, since \(u_{0,1}, u_{0,2}\) are different from \(u_0^*\), there must be some \(y \in \mathbb{R}\) such that one of the following three cases occurs:
\[\label{convexinteq-2} \int_{\overline{y}}^y u_{0,1}(x) \mathop{}\!\mathrm{d}x \neq \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x \qquad \text{and} \qquad \int_{\overline{y}}^y u_{0,2}(x) \mathop{}\!\mathrm{d}x = \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x.\tag{121}\]
\[\int_{\overline{y}}^y u_{0,1}(x) \mathop{}\!\mathrm{d}x = \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x \qquad \text{and} \qquad \int_{\overline{y}}^y u_{0,2}(x) \mathop{}\!\mathrm{d}x \neq \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x.\]
\[\int_{\overline{y}}^y u_{0,1}(x) \mathop{}\!\mathrm{d}x \neq \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x \qquad \text{and} \qquad \int_{\overline{y}}^y u_{0,2}(x) \mathop{}\!\mathrm{d}x \neq \int_{\overline{y}}^y u_0^*(x) \mathop{}\!\mathrm{d}x.\]
Assume that Case 1 holds, with \(y \neq \overline{y}\). Then, applying conditions ?? , ?? of Theorem 9 to \(u_0^1\), we find that \[\label{convexinteq-3} \int_{\overline{y}}^y u_{0,1}(x) \mathop{}\!\mathrm{d}x > \int_{\overline{y}}^y u_0^* \mathop{}\!\mathrm{d}x.\tag{122}\] But 122 , together with the equality in 121 , is in contradiction with 120 . The analysis of the other two cases is entirely similar, thus it is omitted. This proves that \(u_0^*\) is an extremal point of \(\mathcal{I}_T^{[AB]}(\omega^T)\) (and of course it is unique since \(u_0^*\) is the vertex of the affine cone \(\mathcal{I}_T^{[AB]}(\omega^T)\)), and thus concludes the proof of property (ii).
3. Proof of (iii). We first show that, if condition 27 is verified than the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) is convex. Given \(u_{0,1}, u_{0,2} \in \mathcal{I}_T^{[AB]}(\omega^T)\), and \(\lambda \in \,]0,1[\,\), let \(\overline{x} \in \,]\mathsf{L},\, \mathsf{R}[\,\) be a point of continuity for \(\omega^T\). By Theorem 9, and because \(\mathcal{C}_0(u^*,\overline{x})\) is a singleton \(\{\overline{y}\}\), we know that there hold \[\label{ybar12} \int_y^{\overline{y}} u_{0,1}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u_0^*(x) \mathop{}\!\mathrm{d}x , \qquad \int_y^{\overline{y}} u_{0,2}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u_0^*(x) \mathop{}\!\mathrm{d}x, \quad \forall \; y < \overline{y}.\tag{123}\] Then, using 123 , we derive \[\label{eq:convexity-ineq} \int_y^{\overline{y}} \big(\lambda u_{0,1}(x) + (1-\lambda)u_{0,2}(x)\big)\mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}} u^*(x) \mathop{}\!\mathrm{d}x, \qquad \forall \; y < \overline{y}, \quad\forall~\lambda \in \,]0,1[\,,\tag{124}\] so that \(\lambda u_{0,1}+(1-\lambda) u_{0,2}\) satisfies ?? for all \(\lambda \in \,]0,1[\,\), and \(\overline{y}\in \mathcal{C}_0(u^*,\overline{x})\) with \(\overline{x} \in \,]\mathsf{L},\, \mathsf{R}[\,\) of continuity for \(\omega^T\). The proof that also ?? holds for the same \(\overline{y}\) is entirely similar and is accordingly omitted. Next, consider a point \(\overline{x} \in \,]-\infty,\,\mathsf{L}[\;\cup\;]\mathsf{R}, +\infty[\,\) of continuity for \(\omega^T\). Notice that by definition ?? the classical backward characteristics starting from \((\overline{x}, T)\) never cross the interface \(x=0\) at positive times. Therefore the unique \(AB\)-gic reaching the point \(\overline{x}\) at time \(t=T\) is a classical genuine characteristic starting say at \(\overline{y}\) at time \(t=0\). Hence \(\mathcal{C}_0(u^*,\overline{x})=\{\overline{y}\}\), and we can proceed as above to show that \(\lambda u_{0,1}+(1-\lambda) u_{0,2}\) satisfies ?? , ?? for all \(\lambda \in \,]0,1[\,\), also when \(\overline{y}\in \mathcal{C}_0(u^*,\overline{x})\) with \(\overline{x} \in \,]-\infty,\,\mathsf{L}[\;\cup\;]\mathsf{R}, +\infty[\,\) of continuity for \(\omega^T\). Then, by Remark 18 we can conclude that \(\lambda u_{0,1}+(1-\lambda) u_{0,2}\in \mathcal{I}_T^{[AB]}(\omega^T)\), for all \(\lambda \in \,]0,1[\,\).
Now assume that condition ?? is verified. By the above analysis it is clear that in order to prove the convexity of \(\mathcal{I}_T^{[AB]}(\omega^T)\) it is sufficient to show that, for any \(\overline{x} \in \,]\mathsf{L},\, \mathsf{R}[\,\) of continuity for \(\omega^T\) there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that there holds \[\label{eq:convexity-ineq-2} \int_y^{\overline{y}} \big(\lambda u_{0,1}(x) + (1-\lambda)u_{0,2}(x)\big)\mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}} u^*(x) \mathop{}\!\mathrm{d}x, \qquad \forall \; y < \min \mathcal{C}_0(u^*,\overline{x})\,, \quad\forall~\lambda \in \,]0,1[\,.\tag{125}\] The problem in this case is the following. Since \(\mathcal{C}_0(u^*, \overline{x})\) may not be a singleton, by Theorem 9 we know that there will be in general \(\overline{y}_i\in \mathcal{C}_0(u^*, \overline{x})\), \(i=1,2\), \(\overline{y}_1\neq \overline{y}_2\), such that there hold \[\label{ybar12-2} \int_y^{\overline{y}_1} u_{0,1}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}_1}u_0^*(x) \mathop{}\!\mathrm{d}x , \qquad \int_y^{\overline{y}_2} u_{0,2}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}_2}u_0^*(x) \mathop{}\!\mathrm{d}x, \quad \forall \; y < \min \mathcal{C}_0(u^*,\overline{x}).\tag{126}\] Here the choice of \(\overline{y}_i\) depends on the initial datum \(u_{0,i}\in \mathcal{C}_0(u^*, \overline{x})\), \(i=1,2\). Hence, we cannot rely on 126 to derive immediately the existence of \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\) such that 125 holds. However, thanks to the assumption ?? we can show that, for every point \(\overline{x} \in \,]\mathsf{L},\, \mathsf{R}[\,\) of continuity for \(\omega^T\), there exists \(\overline{y} \in \mathcal{C}_0(u^*, \overline{x})\), independent on the initial datum \(u_0\) taken in consideration, such that ?? , ?? are verified. In fact, given any point \(\overline{x} \in \,]\mathsf{L},\, \mathsf{R}[\,\) of continuity for \(\omega^T\), let \(\{\overline{x}_n\}_n\) be a sequence of points in \(\mathcal{X}(\omega^T)\) such that \(\overline{x}_n\to \overline{x}\). Letting \(\{\overline{y}_n\}=\mathcal{C}_0(u^*, \overline{x}_n)\), we may assume that, up to a subsequence, \(\{\overline{y}_n\}_n\) converges to some point \(\overline{y}\in\mathbb{R}\). Since \(x\mapsto \mathcal{C}_0(u^*, x)\) has closed graph by Proposition 14 it follows that \(\overline{y}\in \mathcal{C}_0(u^*, \overline{x})\). Hence, applying Theorem 9 we find that, for any \(y < \min \mathcal{C}_0(u^*,\overline{x})\), and for \(n\) sufficiently large, there hold \[\label{ybar12-3} \int_y^{\overline{y}_n} u_{0,1}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}_n}u_0^*(x) \mathop{}\!\mathrm{d}x , \qquad \int_y^{\overline{y}_n} u_{0,2}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}_n}u_0^*(x) \mathop{}\!\mathrm{d}x\,.\tag{127}\] taking the limit as \(n\to\infty\) in 127 we derive \[\int_y^{\overline{y}} u_{0,1}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u_0^*(x) \mathop{}\!\mathrm{d}x , \qquad \int_y^{\overline{y}} u_{0,2}(x) \mathop{}\!\mathrm{d}x \leq \int_y^{\overline{y}}u_0^*(x) \mathop{}\!\mathrm{d}x, \quad \forall \; y < \min \mathcal{C}_0(u^*,\overline{x})\,,\] which yields 125 . This completes the proof of property (iii), and thus concludes the proof of the theorem. ◻
We provide here an example of attainable profile \(\omega^T \in\mathcal{A}^{[AB]}(T)\) for which the set \(\mathcal{I}_T^{[AB]}(\omega^T)\) is not convex. Let \(f\doteq f_l=f_r = u^2/2\), and set \[\label{eq:AB-def} A \doteq 4L_0,\qquad\;\; B \doteq -4L_0,\tag{128}\] for some constant \(L_0<0\). By definition 14 we have \[\label{eq:AB-bar-def} \overline{A}= -4L_0,\qquad \overline{B} = 4L_0. \quad\tag{129}\] Then, consider the profile \[\label{eq:profile-nonconvex-initialset} \omega_3(x) = \begin{cases} \overline{A} \;& x \leq L_0, \\ A \;& x \in \,]L_0,0[\,, \\ p \;& x >0, \\ \end{cases}\tag{130}\] with \[\label{eq:v-def} p < 12 L_0\,.\tag{131}\] 0bserve that, by definition ?? we have \(\mathsf{L}= \mathsf{L}[\omega_3, f]=L_0\), and \(\mathsf{R}= \mathsf{R}[\omega_3, f]=0\) since \(f'(p)=p< 0\). Moreover, recall that the quantity \(\boldsymbol{v}\doteq \boldsymbol{v}[L_0,A, f]\) defined in [1] satisfies \[\label{eq:ex1-constraint-3} \overline{A}>\boldsymbol{v}>A.\tag{132}\] Then, one can readly verify that \(\omega_3\) fulfills the conditions (i)-(ii) of [1]. To simplify the analysis we shall consider a time horizon \(T=1\). With this choice, by a direct computation one finds that \(\boldsymbol{v}=A-2\sqrt{A\,L_0}=0\). Following the same type of procedure of Remark 13 we now construct explicitly the \(AB\)-entropy solution \(u^*\) defined by \[\label{eq:indatum-entr-sol-omega2} u_0^* \doteq \mathcal{S}^{[AB]-}_T \omega_3,\qquad\quad u^*(\cdot,t) \doteq \mathcal{S}^{[AB]+}_t u^*_0 \qquad \forall~t \in [0,1]\,.\tag{133}\] Observe that condition 132 ensures the existence in \(u^*\) of a shock curve parametrized by a map \(\gamma : [\boldsymbol{\sigma}, 1]\to \,]-\infty, 0]\), with \(\boldsymbol{\sigma}=-L_0/\,\overline{A}= 1/4\), such that \(\gamma(\boldsymbol{\sigma})=0\), \(\gamma(1)=L_0\). The curve \(t\to (\gamma(t), t)\), \(t\in [1/4, 1]\), is a shock curve for the conservation law \(u_t+f(u)_x=0\), which connects the left states \((\gamma(t)-L_0)/{t}\) with the right state \(A\). On the left of \(\gamma(t)\) there is a rarefaction wave connecting the left state \(0\) with the right state \(\overline{A}\), and centered at the point \((L_0, 0)\).
Then, \(u^*\) is defined by (see Figure 12) \[\label{eq:u9442-ex4} u^*(x,t)= \begin{cases} \;\overline{A}\;\;&\text{if} \quad \;x < L_0-(1-t)\cdot\overline{A}, \;\;\;t\in [0,1], \\ \noalign{\smallskip} \dfrac{L_0-x}{1-t}&\text{if} \quad \;\; L_0-(1-t)\cdot\overline{A}\leq x \leq L_0, \;\;\;t\in [0,1[\,, \\ \noalign{\medskip} \dfrac{x-L_0}{t} \;\;&\text{if}\quad \; \left\{ \begin{align} &L_0<x<\gamma(t), \;\;\;t\in [1/4, 1], \\ \noalign{\smallskip} &L_0<x<L_0+t\cdot \overline{A}, \;\;\;t\in \,]0,1/4], \end{align} \right. \\ \noalign{\medskip} \;A \;\;&\text{if} \quad\;\;\gamma(t)<x<0, \;\;t\in [1/4, 1], \\ \noalign{\medskip} \;\overline{A} \;\;&\text{if} \quad\; \;L_0+t\cdot \overline{A}<x<0, \;\;t\in [0,1/4], \\ \noalign{\medskip} \;\overline{B} \;\;&\text{if} \quad\;\;0<x<(t-1)\cdot \overline{B}, \;\;t\in [0,1], \\ \noalign{\medskip} \dfrac{x}{t-1} \;\;&\text{if}\quad \; (t-1)\cdot \overline{B}\leq x\leq (t-1)\cdot p, \;\;t\in [0,1[\,, \\ \noalign{\medskip} \;p \;\;&\text{if}\quad \; x > (t-1)\cdot p, \;\;t\in [0,1]\,, \end{cases}\tag{134}\] and the corresponding initial datum is given by \[\label{eq:indastum-star-6} u_0^*(x) = \begin{cases} \;\overline{A} & \text{if} \quad x < 5L_0, \\ \noalign{\smallskip} \;L_0-x & \text{if} \quad 5L_0 < x < L_0, \\ \noalign{\smallskip} \;\overline{A} & \text{if} \quad L_0 < x < 0, \\ \noalign{\smallskip} \;\overline{B} & \text{if} \quad 0 < x < -4L_0, \\ \noalign{\smallskip} \;-x & \text{if} \quad -4L_0 < x < -p, \\ \;p & \text{if} \quad -p < x. \end{cases}\tag{135}\] Our goal is to find two initial data \(u_{0,1}, u_{0,2} \in \mathcal{I}_T^{[AB]}(\omega_3)\) such that for some \(\lambda \in \,]0,1[\,\), we have \(\lambda u_{0,1}+ (1-\lambda) u_{0,2} \notin \mathcal{I}_T^{[AB]}(\omega_3)\). Then, consider the following two initial data (see Figure 13 and Figure 14): \[\label{eq:indastum-1-6} u_{0,1}(x) = \begin{cases} \;\overline{A} & \text{if} \quad x < L_0, \\ \;A & \text{if} \quad L_0 < x < 0, \\ \;B & \text{if} \quad 0 < x < -\lambda(B,p), \\ \;p & \text{if} \quad -\lambda(B,p) < x, \end{cases}\tag{136}\] where \(\lambda(B,p)=(B+p)/2=(-4L_0+p)/2\) denotes the Rankine-Hugoniot speed of the jump with left state \(B\) and right state \(p\), \[\label{eq:indastum-2-6} u_{0,2}(x) = \begin{cases} \;\overline{A} & \text{if} \quad x < 5L_0, \\ \;L_0-x & \text{if} \quad 5L_0 < x < L_0, \\ \;2\, \overline{A} & \text{if} \quad L_0 < x < 0, \\ \;2\, \overline{B} & \text{if} \quad 0 < x < -L_0, \\ \;\overline{B} & \text{if} \quad -L_0 < x < -4L_0, \\ \;-x & \text{if} \quad -4L_0 < x < -p, \\ \;p & \text{if} \quad x>-p. \end{cases}\tag{137}\]
With similar arguments as for the construction of \(u^*\) above, one can easily see that the \(AB\)-entropy solutions to 1 , 3 , with initial data \(u_{0,1}, u_{0,2}\), reach at time \(T=1\) the profile \(\omega_3\) in 130 (see Figures 13, 14). Hence, we have \(u_{0,i} \in \mathcal{I}_T^{[AB]}(\omega_3)\), \(i = 1,2\). We will now show that \[\label{eq:nonconvex-initial-set} u^{\lambda}_0 \doteq \lambda u_{0,1}+ (1-\lambda) u_{0,2}~\notin~\mathcal{I}_T^{[AB]}(\omega_3) \qquad\;\forall~\lambda \in \,]0,1[\,.\tag{138}\] Toward this end, we will first show that, if \(u^{\lambda}_0 \in \mathcal{I}_T^{[AB]}(\omega_3)\) for some \(\lambda \in \,]0,1[\), then there exists \(\overline{y} \in [L_0,-3L_0]\) such that there holds \[\label{eq:ineq-utheta-1} \int_{5L_0}^{\overline{y}} u_0^{\lambda}(x) \mathop{}\!\mathrm{d}x \leq \int_{5L_0}^{\overline{y}} u_0^*(x)\mathop{}\!\mathrm{d}x\,.\tag{139}\] In fact, observe first that with the same analysis in Remark 13 we deduce that 32 is verified also for \(u^*\) defined in 134 . Since here we have \(\boldsymbol{v}=0\), \(T=1\), one thus finds that there holds \[\label{eq:C0-ex1-3} \mathcal{C}_0(u^*,x)=[\,L_0,\, (x/A-1)\cdot \overline{B}\,]= [\,L_0,\,x-4\,L_0], \qquad\forall~x\in\,]\,L_0, 0[\,.\tag{140}\] Then, considering a sequence of points \(\overline{x}_n \downarrow L_0\), and applying Theorem 9 with \(u_0^\theta\) in place of \(u_0\), we deduce that for every \(n\) there exists \(\overline{y}_n\in \mathcal{C}_0(u^*,\overline{x}_n)=[\,L_0,\,\overline{x}_n-4\,L_0]\) such that there holds \[\label{eq:ineq-utheta-3} \int_{5L_0}^{\overline{y}_n} u_0^{\lambda}(x) \mathop{}\!\mathrm{d}x \leq \int_{5L_0}^{\overline{y}_n} u_0^*(x)\mathop{}\!\mathrm{d}x\,.\tag{141}\] We may assume that, up to a subsequence, \(\{\overline{y}_n\}_n\) converges to some point \(\overline{y}\in [L_0,-3L_0]\). Then, taking the limit in 141 as \(n\to\infty\), we derive that 139 holds for such \(\overline{y}\).
We will now show that, by definitions of \(u_0^*\), \(u_{0,i}\), \(i=1,2\), in 135 , 136 , 137 , it follows \[\label{eq:ineq-utheta-4} \int_{5L_0}^{\overline{y}} \big(u_0^{\lambda}(x)- u_0^*(x)\big) \mathop{}\!\mathrm{d}x >0, \quad \forall~\overline{y} \in [L_0,-3L_0]\,,\tag{142}\] which is in contrast with 139 , thus proving 138 by contradiction. We distinguish three cases:
\(\overline{y} \in [L_0,0]\). By direct computations we find that \[\int_{5L_0}^{\overline{y}} u_{0,1}(x) \mathop{}\!\mathrm{d}x = 12L_0^2+4L_0\,\overline{y}, \qquad \int_{5L_0}^{\overline{y}} u_{0,2}(x) \mathop{}\!\mathrm{d}x = 16L_0^2-8L_0\, \overline{y},\] and \[\int_{5L_0}^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x = 12L_0^2-4L_0\,\overline{y}\,.\] Thus, for every \(\overline{y} \in [L_0,0]\), we derive \[\int_{5L_0}^{\overline{y}} \big(u_0^{\lambda}(x)-u_0^*(x)\big) \mathop{}\!\mathrm{d}x = 8\,\lambda L_0\, \overline{y}+ 8(1-\lambda) L_0(L_0-\overline{y}) > 0,\qquad\forall~\lambda\in [0,1].\]
\(\overline{y} \in [0,-L_0]\). Observe that, because of 131 , we have \(\lambda(B,v)>-4L_0\), which implies that \(u_{0,1}(x)=B\) for all \(x\in\,]0, \overline{y}]\). Then, by computations as in previous case, for \(\overline{y} \in [0,-L_0]\) we find \[\int_{5L_0}^{\overline{y}} u_{0,1}(x) \mathop{}\!\mathrm{d}x = 12L_0^2-4L_0\,\overline{y}, \qquad \int_{5L_0}^{\overline{y}} u_{0,2}(x) \mathop{}\!\mathrm{d}x = 16L_0^2+8L_0\, \overline{y},\] and \[\int_{5L_0}^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x = 12L_0^2 +4L_0\,\overline{y}\,.\] Thus, for every \(\overline{y} \in [0,-L_0]\), we derive \[\int_{5L_0}^{\overline{y}} \big(u_0^{\lambda}(x)-u_0^*(x)\big) \mathop{}\!\mathrm{d}x = -8\,\lambda L_0\, \overline{y}+ 4(1-\lambda) L_0(L_0+\overline{y}) > 0,\qquad\forall~\lambda\in [0,1].\]
\(\overline{y} \in [-L_0,-3L_0]\). Note that, as in Case 2, we have \(u_{0,1}(x)=B\) for all \(x\in\,]0, \overline{y}]\). Then, by computations as in previous cases, for \(\overline{y} \in [-L_0,-3L_0]\) we find \[\int_{5L_0}^{\overline{y}} u_{0,1}(x) \mathop{}\!\mathrm{d}x = 12L_0^2-4L_0\,\overline{y}, \qquad \int_{5L_0}^{\overline{y}} u_{0,2}(x) \mathop{}\!\mathrm{d}x = 12L_0^2+4L_0\, \overline{y},\] and \[\int_{5L_0}^{\overline{y}} u_0^*(x) \mathop{}\!\mathrm{d}x = 12L_0^2 +4L_0\,\overline{y}\,.\] Hence, for every \(\overline{y} \in [-L_0, -3L_0]\), we derive \[\int_{5L_0}^{\overline{y}} \big(u_0^{\lambda}(x)-u_0^*(x)\big) \mathop{}\!\mathrm{d}x = -8\,\lambda L_0\, \overline{y} > 0,\qquad\forall~\lambda\in [0,1].\] The analysis of all three cases shows that 142 is verified, and thus concludes the proof that \(\mathcal{I}_T^{[AB]}(\omega_3)\) is not convex since 138 holds.