The one-sided Lipschitz condition in the follow-the-leader approximation of scalar conservation laws

TL;DR

This paper demonstrates that the follow-the-leader particle approximation for scalar conservation laws inherently encodes the entropy condition through a discrete one-sided Lipschitz constraint, ensuring convergence to the unique entropy solution.

Contribution

It proves that the particle scheme's one-sided Lipschitz condition acts as a discrete entropy condition, and improves this to the classical Oleinik-Hoff condition for specific flux functions.

Findings

The particle scheme encodes the entropy condition before the many-particle limit.

The continuum one-sided Lipschitz condition ensures unique weak solutions.

For specific flux functions, the scheme satisfies the sharp Oleinik-Hoff condition.

Abstract

We consider the follow-the-leader particle approximation scheme for a $1d$ scalar conservation law with nonnegative $L^\infty_c$ initial datum and with a $C^1$ concave flux, which is known to provide convergence towards the entropy solution $\rho$ to the corresponding Cauchy problem. We provide two novel contributions to this theory. First, we prove that the one-sided Lipschitz condition satisfied by the approximating density $\rho^n$ is a discrete version of an entropy condition; more precisely, under fairly general assumptions on $f$ (which imply concavity of $f$) we prove that the continuum version $\left(f(\rho)/\rho\right)_x\leq 1/t$ of said condition allows to select a unique weak solution, despite $\left(f(\rho)/\rho\right)_x\leq 1/t$ is apparently weaker than the classical Oleinik-Hoff one-sided Lipschitz condition $f'(\rho)_x\leq 1/t$. Said result relies on an improved version of Hoff's uniqueness proof. A byproduct of it is that the entropy condition is encoded in the particle scheme prior to the many-particle limit, which was never proven before. Second, we prove that in case $f(\rho)=\rho(A-\rho^\gamma)$ the one-sided Lipschitz condition can be improved to a discrete version of the classical (and sharp) Oleinik-Hoff condition. In order to make the paper self-contained, we provide proofs (in some cases alternative ones) of all steps of the convergence of the particle scheme.