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Weak solution

In the theory of partial differential equations (PDEs), a weak solution is a function that satisfies the equation in an integral or variational form, typically involving integration by parts against smooth test functions with compact support, rather than requiring pointwise evaluation of higher-order derivatives. This formulation, grounded in the theory of distributions, accommodates solutions with limited regularity, such as those belonging to Sobolev spaces, where classical (smooth, pointwise) solutions may fail to exist due to irregular coefficients, boundaries, or forcing terms. Weak solutions thus extend the scope of solvability for PDEs arising in physics and engineering, like the Poisson equation or Navier-Stokes equations.^[1]^[2] The concept emerged in the mid-1930s as part of efforts to generalize classical analysis, with key contributions from Sergei Sobolev, who introduced Sobolev spaces W^{m,p}(\Omega) to capture functions with integrable weak derivatives, and Jean Leray, who applied weak formulations to establish global solutions for the Navier-Stokes equations in 1934.^[3] These spaces, defined as u \in L^p(\Omega) where the distributional derivatives D^\alpha u also lie in L^p(\Omega) for multi-indices \alpha up to order m, provide the natural setting for weak solutions by allowing derivatives to be understood in the sense of distributions: for a test function \phi \in C_c^\infty(\Omega), the weak derivative satisfies \int_\Omega u \frac{\partial \phi}{\partial x_i} \, dx = -\int_\Omega \frac{\partial u}{\partial x_i} \phi \, dx.^[2] For a second-order elliptic PDE like -\nabla \cdot (a(x) \nabla u) = f in a domain \Omega, a weak solution u \in H_0^1(\Omega) (the Sobolev space W_0^{1,2}(\Omega)) satisfies \int_\Omega a(x) \nabla u \cdot \nabla \phi \, dx = \int_\Omega f \phi \, dx for all test functions \phi \in C_c^\infty(\Omega), or more generally for \phi \in H_0^1(\Omega).^[4]^[1] Weak solutions are crucial for proving existence and uniqueness via functional analytic tools, such as the Lax-Milgram theorem, which guarantees a unique weak solution for coercive bilinear forms on Hilbert spaces like H_0^1(\Omega).^[4] If the data f and coefficients are sufficiently smooth (e.g., f \in L^2(\Omega)), elliptic regularity theory ensures that weak solutions belong to higher Sobolev spaces like H^2(\Omega) and thus coincide with classical solutions, potentially even C^2 functions.^[4]^[2] This framework underpins numerical methods, including finite element approximations, by discretizing the variational form, and extends to nonlinear and evolution PDEs, where additional notions like viscosity solutions may complement weak formulations for handling shocks or singularities.^[1]

Background and Motivation

Classical Solutions and Their Limitations

In the classical theory of partial differential equations (PDEs), a solution is termed classical if it belongs to the space C^2(\Omega) for a second-order equation and satisfies the PDE pointwise at every point in the domain \Omega.^[5] This requires the function and its first and second partial derivatives to be continuous throughout \Omega, ensuring that the differential operators can be applied in the standard sense without singularities. For boundary value problems, such as the Dirichlet problem, the solution must additionally lie in C(\overline{\Omega}) to satisfy boundary conditions continuously on \partial \Omega.^[5] Classical solutions, however, encounter significant limitations in practical applications where the underlying assumptions of smoothness fail. Discontinuous coefficients in the PDE, such as those modeling interfaces in composite materials, prevent the existence of C^2 functions that satisfy the equation pointwise, as the derivatives cannot remain continuous across discontinuities.^[5] Similarly, irregular domains with non-smooth boundaries—like those featuring corners or cusps—disrupt the required continuity up to the boundary, leading to solutions that cannot be twice differentiable everywhere.^[5] Nonlinear terms can further exacerbate this by generating shocks or non-smooth behaviors, as seen in the Dirichlet problem for Laplace's equation on domains with Lipschitz but non-C^1 boundaries, where no classical solution exists despite physical relevance.^[5] A concrete illustration of these shortcomings appears in the Poisson equation -\Delta u = f over a bounded domain \Omega, where a classical solution demands u \in C^2(\Omega) \cap C(\overline{\Omega}). This framework collapses if f belongs merely to L^2(\Omega), as the Laplacian of a C^2 function would be continuous, incompatible with the potentially discontinuous nature of such an f.^[6] Non-smooth boundaries compound the issue, restricting the solution's regularity and preventing pointwise satisfaction of both the equation and boundary data.^[5] These limitations became evident in the early 20th century, when mathematicians including David Hilbert and Richard Courant recognized that classical solutions often do not exist for boundary value problems central to physics, such as those in elasticity and fluid dynamics.^[3] Their work in variational methods, detailed in Methods of Mathematical Physics (Volume II), highlighted the need for broader frameworks to address irregular data and geometries in real-world models.^[7]

Introduction to Weak Solutions

Weak solutions represent a fundamental generalization in the theory of partial differential equations (PDEs), allowing functions with reduced regularity to satisfy equations in an integral sense rather than pointwise, thereby addressing scenarios where classical solutions fail due to singularities or irregular data.^[4] The core idea behind weak solutions involves reformulating the PDE by multiplying it by a smooth test function with compact support and integrating over the domain, followed by integration by parts to shift the derivatives from the unknown solution onto the test function; this reduces the smoothness requirements on the solution itself.^[4] This approach offers significant advantages, including the ability to handle phenomena such as shocks and singularities in hyperbolic PDEs or irregular boundary data in elliptic problems, while enabling existence proofs through functional analytic tools like variational methods in Hilbert spaces.^[4] Conceptually, a weak solution u to a PDE like -\Delta u = f satisfies the integral equation

\int_{\Omega} \nabla u \cdot \nabla \phi \, dx = \int_{\Omega} f \phi \, dx

for all suitable test functions \phi, capturing the equation's essence without demanding classical differentiability.^[4] The concept of weak solutions was developed during the 1930s and 1950s, notably by Jean Leray, who in 1933–1934 introduced them to prove the existence of global solutions to the Navier–Stokes equations for incompressible fluids, where classical solutions break down, and by Juliusz Schauder, who collaborated with Leray on topological degree theory to establish existence for quasilinear elliptic equations.^[3]

Mathematical Foundations

Sobolev Spaces

Sobolev spaces provide the foundational function spaces for formulating and analyzing weak solutions to partial differential equations (PDEs), particularly those where classical differentiability fails. These spaces consist of functions whose weak derivatives exist and belong to appropriate Lebesgue spaces, allowing the extension of integration by parts to a broader class of functions.^[8] The Sobolev space W^{k,p}(\Omega), where \Omega \subset \mathbb{R}^n is an open domain, k \in \mathbb{N}, and $1 \leq p \leq \infty, is defined as the set of functions u \in L^p(\Omega) such that all weak partial derivatives D^\alpha u of order |\alpha| \leq k also belong to L^p(\Omega). The associated norm is given by

\|u\|_{W^{k,p}(\Omega)} = \left( \sum_{|\alpha| \leq k} \|D^\alpha u\|_{L^p(\Omega)}^p \right)^{1/p}

for $1 \leq p < \infty, and \|u\|_{W^{k,\infty}(\Omega)} = \max_{|\alpha| \leq k} \|D^\alpha u\|_{L^\infty(\Omega)} for p = \infty. When p = 2, the space H^k(\Omega) = W^{k,2}(\Omega) is a Hilbert space equipped with the inner product (u,v)_{H^k} = \sum_{|\alpha| \leq k} (D^\alpha u, D^\alpha v)_{L^2}. These spaces are complete, forming Banach spaces for all p, and Hilbert spaces for p=2; moreover, for $1 \leq p < \infty, they are reflexive and separable.^[8] Key properties of Sobolev spaces underpin their utility in PDE theory. For $1 \leq p < \infty, the smooth functions C^\infty(\Omega) \cap W^{k,p}(\Omega) are dense in W^{k,p}(\Omega), enabling approximations by test functions in variational problems. The Rellich-Kondrachov compactness theorem ensures that, for bounded domains \Omega with sufficiently regular boundary, the embedding W^{k,p}(\Omega) \hookrightarrow L^q(\Omega) is compact for appropriate q depending on k, p, n, such as q < \frac{np}{n-kp} when kp < n; this compactness is essential for proving existence of solutions via limiting processes. Additionally, for the space H^1(\Omega) = W^{1,2}(\Omega), which is particularly crucial in elliptic PDEs, the Poincaré inequality holds: on bounded \Omega, there exists C > 0 such that \|u\|_{L^2(\Omega)} \leq C \|\nabla u\|_{L^2(\Omega)} for all u \in H^1_0(\Omega), the closure of C^\infty_c(\Omega) in H^1(\Omega). This inequality controls the L^2-norm by the gradient, facilitating coercivity in energy estimates.^[8] In the context of weak solutions, Sobolev spaces like H^1_0(\Omega) are used to seek solutions that naturally incorporate homogeneous Dirichlet boundary conditions, as functions in this space vanish on the boundary in a trace sense, allowing the weak formulation to handle irregular data without explicit boundary enforcement.^[8]

Test Functions and Distributions

Test functions, denoted by \mathcal{D}(\Omega) or C_c^\infty(\Omega), are infinitely differentiable functions \phi: \Omega \to \mathbb{R} (or \mathbb{C}) with compact support contained within the open set \Omega \subseteq \mathbb{R}^n. These functions vanish outside a compact subset of \Omega, ensuring that their values and all derivatives are zero near the boundary of \Omega. They form a topological vector space under the inductive limit topology, which makes them suitable for defining dual spaces.^[9] The space of test functions is dense in L^p(\Omega) for $1 \leq p < \infty, meaning any function in L^p can be approximated arbitrarily well by test functions in the L^p-norm. This density property is crucial for approximation techniques in analysis. Additionally, test functions play a key role in mollification, where convolution with a smooth mollifier (itself a test function) regularizes less smooth functions while preserving essential properties like integrability.^[10]^[11] Distributions are defined as the continuous linear functionals on the space of test functions, i.e., T: C_c^\infty(\Omega) \to \mathbb{C} that are continuous with respect to the inductive limit topology. The action of a distribution T on a test function \phi is denoted by \langle T, \phi \rangle. This dual space, often written \mathcal{D}'(\Omega), generalizes the notion of functions to include singular objects. The concept was introduced by Sergei Sobolev in 1938 as part of his work on generalized derivatives for partial differential equations, and it was systematically developed by Laurent Schwartz in the 1940s, culminating in his foundational theory.^[12]^[13] Every locally integrable function f \in L^1_{\mathrm{loc}}(\Omega) defines a regular distribution via \langle T_f, \phi \rangle = \int_\Omega f(x) \phi(x) \, dx, where the integral is well-defined due to the compact support of \phi. Distributions admit weak derivatives: for a multi-index \alpha, the distributional derivative \partial^\alpha T satisfies \langle \partial^\alpha T, \phi \rangle = (-1)^{|\alpha|} \langle T, \partial^\alpha \phi \rangle. In particular, for the partial derivative in the i-th direction, \langle \partial_i T, \phi \rangle = - \langle T, \partial_i \phi \rangle. This extends classical differentiation to non-smooth objects.^[9]^[14] In the context of partial differential equations (PDEs), distributions enable the formulation of weak solutions by allowing integral testing against smooth functions, bypassing pointwise evaluations that fail for classical solutions. This framework accommodates solutions with discontinuities, jumps, or singularities that are not differentiable in the classical sense. For example, the Heaviside step function H(x) = 0 for x < 0 and H(x) = 1 for x \geq 0 defines a regular distribution whose weak derivative is the Dirac delta distribution, capturing the jump at x = 0 as a singular source. Such representations are essential for modeling phenomena like shock waves in hyperbolic PDEs.^[15]^[14]

Definition and Construction

General Definition of Weak Solutions

In the theory of partial differential equations (PDEs), weak solutions extend the classical notion by allowing solutions with lower regularity, formulated through an integral identity rather than pointwise satisfaction of the equation. This approach is particularly useful for linear elliptic PDEs, where direct differentiation may fail due to discontinuities in coefficients or data. The framework is built upon Sobolev spaces and distributions, enabling the handling of boundary value problems on irregular domains. Consider a linear elliptic PDE of the form -\operatorname{div}(A \nabla u) = f in a bounded domain \Omega \subset \mathbb{R}^n, subject to homogeneous Dirichlet boundary conditions u = 0 on \partial \Omega. Here, A = (a_{ij}) is a symmetric matrix-valued function that is uniformly elliptic and bounded, meaning there exist positive constants \lambda, \Lambda such that \lambda |\xi|^2 \leq a_{ij} \xi_i \xi_j \leq \Lambda |\xi|^2 for all \xi \in \mathbb{R}^n and x \in \Omega, and f \in L^2(\Omega). A function u \in H_0^1(\Omega) is a weak solution if it satisfies

\int_\Omega A \nabla u \cdot \nabla \phi \, dx = \int_\Omega f \phi \, dx

for all test functions \phi \in H_0^1(\Omega), or equivalently for all \phi \in C_c^\infty(\Omega). This definition derives from multiplying the PDE by a smooth test function \phi, integrating over \Omega, and applying integration by parts to shift the second derivatives from u onto \phi, thereby avoiding the need for u to be twice differentiable. The associated bilinear form is a(u,v) = \int_\Omega A \nabla u \cdot \nabla v \, dx, which satisfies coercivity (a(u,u) \geq \alpha \|u\|_{H^1(\Omega)}^2 for some \alpha > 0) and continuity (|a(u,v)| \leq \beta \|u\|_{H^1(\Omega)} \|v\|_{H^1(\Omega)} for some \beta > 0) under the assumptions on A. These properties ensure the well-posedness of the variational problem in appropriate function spaces. For the specific case of the Laplace equation, where A is the identity matrix, the weak formulation simplifies to

\int_\Omega \nabla u \cdot \nabla \phi \, dx = \int_\Omega f \phi \, dx

for all \phi \in H_0^1(\Omega). If such a weak solution u additionally belongs to C^2(\Omega) \cap C_0(\overline{\Omega}), then by integration by parts and density arguments, it satisfies the classical PDE pointwise in \Omega. Variations of the definition accommodate other boundary conditions. For homogeneous Neumann boundary conditions \frac{\partial u}{\partial n} = 0 on \partial \Omega, test functions are chosen from H^1(\Omega), incorporating the natural boundary condition into the variational form. Similarly, for mixed Dirichlet-Neumann problems, the test space is restricted to functions in H^1(\Omega) that vanish on the Dirichlet portion of the boundary.

Concrete Example: Poisson Equation

The Poisson equation in its classical form is given by -\Delta u = f in a bounded domain \Omega \subset \mathbb{R}^n with homogeneous Dirichlet boundary conditions u = 0 on \partial \Omega, where \Delta denotes the Laplacian and f is a given source term.^[16] This formulation assumes u is sufficiently smooth, such as u \in C^2(\Omega) \cap C(\overline{\Omega}), to allow pointwise evaluation of the derivatives and boundary values.^[17] To derive the weak formulation, consider a smooth test function \phi \in C_c^\infty(\Omega), which vanishes in a neighborhood of the boundary \partial \Omega. Multiply the classical equation by \phi and integrate over \Omega:

\int_\Omega (-\Delta u) \phi \, dx = \int_\Omega f \phi \, dx.

Applying integration by parts (or Green's first identity) to the left-hand side yields

\int_\Omega \nabla u \cdot \nabla \phi \, dx = \int_\Omega f \phi \, dx,

since the boundary term \int_{\partial \Omega} \frac{\partial u}{\partial n} \phi \, dS vanishes due to the support of \phi being compactly contained in \Omega. This equation holds for all such test functions \phi, defining u as a distributional solution.^[16]^[17] The weak solution is then sought in the Sobolev space u \in H_0^1(\Omega), the closure of C_c^\infty(\Omega) in the H^1-norm, which incorporates the boundary conditions in a trace sense. The right-hand side \int_\Omega f \phi \, dx defines a continuous linear functional on H_0^1(\Omega) provided f \in L^2(\Omega), or more generally f \in H^{-1}(\Omega), the dual space of H_0^1(\Omega). Thus, the weak formulation requires u \in H_0^1(\Omega) satisfying \int_\Omega \nabla u \cdot \nabla v \, dx = \int_\Omega f v \, dx for all v \in H_0^1(\Omega), obtained by density of C_c^\infty(\Omega) in H_0^1(\Omega).^[16]^[17] A concrete illustration arises in the unit disk \Omega = \{ (x,y) \in \mathbb{R}^2 : x^2 + y^2 < 1 \} with constant right-hand side f = 1. The weak solution is the radially symmetric function u(r) = \frac{1 - r^2}{4}, where r = \sqrt{x^2 + y^2}, which is smooth throughout \overline{\Omega} and satisfies the boundary condition u(1) = 0. This explicit form verifies the weak formulation directly, as classical solutions are weak solutions under sufficient regularity. However, the weak framework extends applicability to cases where f lacks smoothness, such as when f \notin L^\infty(\Omega), allowing solutions in H_0^1(\Omega) that may not be C^2.^[18]^[16]

Properties and Theorems

Existence via Variational Methods

The existence of weak solutions to elliptic partial differential equations (PDEs) can often be established through variational methods, which reformulate the boundary value problem as an optimization task in an appropriate function space. Consider a typical second-order elliptic PDE of the form -\Delta u = f in a bounded domain \Omega \subset \mathbb{R}^n with homogeneous Dirichlet boundary conditions u = 0 on \partial \Omega. The variational formulation seeks a function u \in H_0^1(\Omega) that minimizes the energy functional

J(u) = \frac{1}{2} \int_\Omega |\nabla u|^2 \, dx - \int_\Omega f u \, dx

over the Sobolev space H_0^1(\Omega), which serves as the natural space for weak solutions due to the embedding properties that ensure the integrals are well-defined. The minimizer u, if it exists, satisfies the first-order optimality condition known as the Euler-Lagrange equation, which recovers the weak form: find u \in H_0^1(\Omega) such that

a(u, v) = \langle f, v \rangle \quad \forall v \in H_0^1(\Omega),

where the bilinear form is a(u, v) = \int_\Omega \nabla u \cdot \nabla v \, dx and \langle f, v \rangle = \int_\Omega f v \, dx for f \in L^2(\Omega), or more generally \langle f, v \rangle denotes the duality pairing if f \in H^{-1}(\Omega). This equivalence holds because the Gâteaux derivative of J at the minimizer yields precisely the weak equation. To guarantee the existence of such a minimizer, direct methods from the calculus of variations are employed, relying on the coercivity and continuity of the associated bilinear form on the Hilbert space V = H_0^1(\Omega). The key result is the Lax-Milgram theorem, which states that if V is a Hilbert space, a: V \times V \to \mathbb{R} is a continuous bilinear form (i.e., |a(u, v)| \leq M \|u\|_V \|v\|_V for some M > 0), and coercive (i.e., a(u, u) \geq \alpha \|u\|_V^2 for some \alpha > 0), and if the linear functional \ell: V \to \mathbb{R} defined by \ell(v) = \langle f, v \rangle is continuous (i.e., f \in V^*), then there exists a unique u \in V satisfying a(u, v) = \ell(v) for all v \in V.^[19] This theorem directly applies to many linear elliptic problems, providing existence (and uniqueness) of weak solutions without requiring classical smoothness assumptions on f or \partial \Omega. In the specific case of the Poisson equation, the bilinear form a(u, v) = \int_\Omega \nabla u \cdot \nabla v \, dx is continuous on H_0^1(\Omega) by the Cauchy-Schwarz inequality in L^2(\Omega)^n, with constant M = 1. Coercivity follows from the Poincaré-Friedrichs inequality, which asserts that there exists a constant c > 0 depending on \Omega such that \|u\|_{L^2(\Omega)} \leq c \|\nabla u\|_{L^2(\Omega)} for all u \in H_0^1(\Omega), implying a(u, u) = \|\nabla u\|_{L^2(\Omega)}^2 \geq \alpha \|u\|_{H_0^1(\Omega)}^2 with \alpha = 1/(1 + c^2). Thus, for any f \in H^{-1}(\Omega), the Lax-Milgram theorem ensures the existence of a unique weak solution u \in H_0^1(\Omega). This approach extends naturally to more general linear elliptic operators under suitable ellipticity conditions on the coefficients, where the bilinear form inherits coercivity from a generalized Poincaré-type estimate.^[19]

Uniqueness and Regularity

Uniqueness of weak solutions to elliptic boundary value problems in divergence form is typically established through energy estimates derived from the monotonicity and coercivity properties of the associated bilinear form a(u,v). Specifically, for two weak solutions u_1 and u_2 corresponding to right-hand sides f_1 and f_2, the difference w = u_1 - u_2 satisfies an energy inequality that leverages the monotonicity condition, yielding \|w\|_{H^1(\Omega)} \leq \frac{1}{\alpha} \|f_1 - f_2\|_{H^{-1}(\Omega)}, where \alpha > 0 is the coercivity constant.^[20] This estimate ensures uniqueness when the data are sufficiently regular, building on existence results from variational methods. Regularity theory for weak solutions elevates their smoothness beyond the Sobolev space H^1(\Omega), often bootstrapping to classical solutions under appropriate assumptions on the coefficients and data. Schauder estimates provide Hölder continuity of the solution and its derivatives when the coefficients are Hölder continuous with exponent \alpha \in (0,1); for instance, in a ball B_r(x_0) \subset \Omega, if Lu = f with L uniformly elliptic and coefficients in C^\alpha, then u \in C^{2,\alpha}(B_{r/2}(x_0)) with \|u\|_{C^{2,\alpha}(B_{r/2}(x_0))} \leq C (\|f\|_{C^\alpha(B_r(x_0))} + \|u\|_{L^\infty(B_r(x_0))}). The elliptic L^p regularity theorem further refines this by asserting that if f \in L^p(\Omega) for $1 < p < \infty and u \in W^{2,p}(\Omega) is a weak solution to Lu = f, then u \in W^{2,p}(\Omega) with \|u\|_{W^{2,p}(\Omega)} \leq C (\|f\|_{L^p(\Omega)} + \|u\|_{L^p(\Omega)}), where C depends on the ellipticity constants and domain. For uniform elliptic operators in divergence form with merely bounded measurable coefficients, the De Giorgi-Nash-Moser theory establishes higher regularity without assuming continuity of the coefficients, proving that weak solutions u \in H^1(\Omega) to \operatorname{div}(A(x) Du) = 0 are locally Hölder continuous, u \in C^\alpha(B_r(x_0)) for some \alpha > 0 depending on the dimension, ellipticity ratio, and domain, in any spatial dimension. This result also implies H^1-boundedness, meaning \|Du\|_{L^\infty(B_{r/2}(x_0))} \leq C \|Du\|_{L^2(B_r(x_0))}, facilitating further bootstrapping to higher regularity when combined with Schauder theory.^[21] Despite these advances, regularity of weak solutions remains limited by the geometry of the domain and roughness of the data; for example, in polygonal domains with corners, singularities can persist near the vertices, preventing u from belonging to H^2(\Omega) even for smooth coefficients and forcing data, as the solution develops r^{\pi/\omega}-type singularities where r is the distance to the corner and \omega is the interior angle.

Extensions and Variants

Viscosity Solutions

Viscosity solutions provide a framework for defining weak solutions to nonlinear partial differential equations (PDEs), particularly first-order Hamilton-Jacobi equations and fully nonlinear second-order elliptic equations, where traditional distributional or integral weak solutions may fail to ensure uniqueness or existence. Introduced by Michael G. Crandall and Pierre-Louis Lions in the early 1980s, this notion circumvents the need for high regularity by using test functions that touch the solution from above or below at local extrema, allowing solutions to be merely continuous rather than differentiable.^[22] The definition relies on the concept of subsolutions and supersolutions. A function u is a viscosity subsolution to the PDE F(x, u, Du, D^2 u) = 0 in a domain \Omega if, whenever a C^2 test function \phi touches u from above at a point x_0 \in \Omega (i.e., u - \phi attains a local maximum at x_0), the inequality F(x_0, u(x_0), D\phi(x_0), D^2 \phi(x_0)) \leq 0 holds. Conversely, u is a viscosity supersolution if, for any C^2 test function \phi touching u from below at x_0 (i.e., u - \phi attains a local minimum at x_0), F(x_0, u(x_0), D\phi(x_0), D^2 \phi(x_0)) \geq 0. A viscosity solution is a function that is both a subsolution and a supersolution.^[22] This approach is particularly crucial for Hamilton-Jacobi equations, such as the eikonal equation |Du| = 1, where solutions in the distributional sense lack uniqueness, but the viscosity solution uniquely corresponds to the distance function to the boundary. The Crandall-Lions framework establishes existence and uniqueness under suitable conditions, such as monotonicity of F with respect to the Hessian variable D^2 u, which enables comparison principles between subsolutions and supersolutions. For instance, the infinity Laplace equation \Delta_\infty u = \sum_{i,j} u_{x_i} u_{x_j} u_{x_i x_j} = 0 admits unique viscosity solutions in bounded domains with Dirichlet boundary conditions, representing absolutely minimizing Lipschitz extensions.^[22] In contrast to the integral formulation of weak solutions for linear PDEs, which involves integration against smooth test functions over the domain, viscosity solutions employ pointwise conditions at local maxima or minima without requiring integration, making them well-suited for nonlinear problems where derivatives may not exist almost everywhere. Moreover, if a solution is sufficiently smooth (e.g., C^2), the viscosity condition coincides with the classical pointwise satisfaction of the PDE.^[22]

Entropy Solutions

Entropy solutions provide a framework for selecting physically relevant weak solutions to hyperbolic conservation laws, where classical solutions may develop discontinuities such as shocks, leading to non-uniqueness in the weak formulation. For the scalar conservation law u_t + f(u)_x = 0 in one spatial dimension, a function u \in L^\infty(\mathbb{R}_+ \times \mathbb{R}) is a weak solution if it satisfies

\iint_{\mathbb{R}_+ \times \mathbb{R}} \left( u \partial_t \phi + f(u) \partial_x \phi \right) \, dx \, dt = 0

for all test functions \phi \in C_c^1(\mathbb{R}_+ \times \mathbb{R}). However, multiple weak solutions may exist for the same initial data, necessitating additional admissibility criteria to ensure uniqueness and consistency with physical principles like the second law of thermodynamics.^[23] The entropy condition addresses this by requiring that the weak solution u also satisfies, for every convex entropy function \eta: \mathbb{R} \to \mathbb{R} with corresponding entropy flux q(u) = \int^u \eta'(v) f'(v) \, dv,

\iint_{\mathbb{R}_+ \times \mathbb{R}} \left( \eta(u) \partial_t \phi + q(u) \partial_x \phi \right) \, dx \, dt \geq 0

for all nonnegative test functions \phi \geq 0 with compact support. This inequality, interpreted in the distributional sense, enforces dissipation of entropy across discontinuities, ensuring that shocks are entropy-admissible while ruling out non-physical solutions like expansion shocks. For shock waves, this translates to conditions such as the Oleinik inequality, which bounds the jump in u across the shock to prevent steepening in the wrong direction. The framework guarantees that entropy solutions coincide with limits of viscous approximations as viscosity tends to zero.^[23] This concept was formalized by Kružkov in 1970 for scalar conservation laws with Lipschitz continuous flux f, proving the existence and uniqueness of entropy solutions satisfying initial conditions u(0, x) = u_0(x) in L^\infty. Kružkov's theorem establishes that the entropy solution is the unique weak solution stable under the L^1 contraction metric, meaning \| u(t) - v(t) \|_{L^1} \leq \| u_0 - v_0 \|_{L^1} for any two entropy solutions u and v. A canonical example is Burgers' equation u_t + \left( \frac{u^2}{2} \right)_x = 0, where entropy solutions correctly resolve shock formation from smooth initial data, such as a decreasing profile, by admitting only compressive shocks.^[23] Entropy solutions are widely applied in modeling phenomena involving wave propagation with discontinuities, such as traffic flow dynamics via the Lighthill-Whitham-Richards (LWR) model, where vehicle density satisfies a conservation law and entropy conditions distinguish realistic traffic jams (shocks) from unphysical rarefactions. In fluid dynamics, they underpin simplified models like the inviscid Burgers equation for shock waves in compressible flows, ensuring solutions align with energy dissipation principles. These admissibility criteria thus distinguish entropy-admissible shocks, which satisfy the entropy inequality, from inadmissible ones that would violate physical entropy increase.^[24]^[23]

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The notion of distribution emerged during the twentieth century, as a powerful tool in the study of partial differential equations (PDEs).
[17]
[PDF] Solutions to Partial Differential Equations by Lawrence Evans
May 22, 2021 · We therefore define a weak solution to be a function u ∈ H1(U) which satisfies (9) for all v ∈ H1(U). The Trace theorem tells us that the ...
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[PDF] Poisson's equation
Nov 28, 2013 · A classical solution of −∆u+tu = f in Ω is a function u ∈ C2(Ω) that satisfies the same equation pointwise in Ω. In particular, this would imply ...
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The Poisson equation in the unit disk - Math Stack Exchange
Jul 21, 2019 · The Poisson equation in the unit disk is -Δu=4 in Ω(x² + y² < 1), u=0 on the boundary. The exact solution is u(x,y) = 1 - x² - y² = 1 - r².Dirichlet problem on the unit disk using Poisson's formulaNeumann BV problem on disk (weak vs classical solution)More results from math.stackexchange.com
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Lax, P.D. and Milgram, A.N. (1954) Parabolic Equations. Annals of ...
Lax, P.D. and Milgram, A.N. (1954) Parabolic Equations. Annals of Mathematics Studies, 33, 167-190. https://doi.org/10.1515/9781400882182-010.<|control11|><|separator|>
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[PDF] partial-differential-equations-by-evans.pdf - Math24
I present in this book a wide-ranging survey of many important topics in the theory of partial differential equations (PDE), with particular emphasis.
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[PDF] The De Giorgi-Nash-Moser Estimates
That solutions to more general second-order equations with bounded coefficients aij are Hölder continuous was first proved by De Giorgi (1957, for the elliptic.Missing: uniform operators
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[PDF] USER'S GUIDE TO VISCOSITY SOLUTIONS OF SECOND ORDER ...
Abstract. The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling.
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[PDF] Hyperbolic Conservation Laws An Illustrated Tutorial
These notes provide an introduction to the theory of hyperbolic systems of conservation laws in one space dimension. The various chapters cover the ...
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A Note on the Entropy Solutions of the Hydrodynamic Model of ...
This paper describes the hydrodynamic model of traffic flow, which is used to derive the future density and flow along a roadway with known initial density.