Solving 1D Conservation Laws Using Pontryagin's Minimum Principle

This paper discusses a connection between scalar convex conservation laws and Pontryagin's minimum principle. For flux functions for which an associated optimal control problem can be found, a minimum value solution of the conservation law is proposed. For scalar space-independent convex conservation laws such a control problem exists and the minimum value solution of the conservation law is equivalent to the entropy solution. This can be seen as a generalization of the Lax--Oleinik formula to convex (not necessarily uniformly convex) flux functions. Using Pontryagin's minimum principle, an algorithm for finding the minimum value solution pointwise of scalar convex conservation laws is given. Numerical examples of approximating the solution of both space-dependent and space-independent conservation laws are provided to demonstrate the accuracy and applicability of the proposed algorithm. Furthermore, a MATLAB routine using Chebfun is provided (along with demonstration code on how to use it) to approximately solve scalar convex conservation laws with space-independent flux functions

High resolution schemes and the entropy condition

A systematic procedure for constructing semidiscrete, second order accurate, variation diminishing, five point band width, approximations to scalar conservation laws, is presented. These schemes are constructed to also satisfy a single discrete entropy inequality. Thus, in the convex flux case, convergence is proven to be the unique physically correct solution. For hyperbolic systems of conservation laws, this construction is used formally to extend the first author's first order accurate scheme, and show (under some minor technical hypotheses) that limit solutions satisfy an entropy inequality. Results concerning discrete shocks, a maximum principle, and maximal order of accuracy are obtained. Numerical applications are also presented