Alberto Bressan

Pennsylvania State University | Penn State · Department of Mathematics

In this paper, we consider the Cauchy problem for pressureless gases in two space dimensions with generic smooth initial data (density and velocity). These equations give rise to singular curves, where the mass has positive density w.r.t.~1-dimensional Hausdorff measure. We observe that the system of equations describing these singular curves is no...

The paper is concerned with a class of optimization problems for moving sets $t\mapsto\Omega(t)\subset\mathbb{R}^2$, motivated by the control of invasive biological populations. Assuming that the initial contaminated set $\Omega_0$ is convex, we prove that a strategy is optimal if an only if at each given time $t\in [0,T]$ the control is active alo...

Given a strictly hyperbolic $n\times n$ system of conservation laws, it is well known that there exists a unique Lipschitz semigroup of weak solutions, defined on a domain of functions with small total variation, which are limits of vanishing viscosity approximations. Aim of this note is to prove that every weak solution taking values in the domain...

In a companion paper, the authors have characterized all deterministic semigroups, and all Markov semigroups, whose trajectories are Carathéodory solutions to a given ODE x˙=f(x)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upg...

The paper discusses various regularity properties for solutions to a scalar, 1-dimensional conservation law with strictly convex flux and integrable source. In turn, these yield compactness estimates on the solution set. Similar properties are expected to hold for 2 × 2 2\times 2 genuinely nonlinear systems.

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point of view of generic theory. Within a suitable topological space of dynamics and cost functionals, we prove that...

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point of view of generic theory. Within a suitable topological space of dynamics and cost functionals, we prove that...

This paper provides an asymptotic description of a solution to the Burgers-Hilbert equation in a neighborhood of a point where two shocks interact. The solution is obtained as the sum of a function with H² regularity away from the shocks plus a corrector term having an asymptotic behavior like |x| ln |x| close to each shock. A key step in the analy...

This paper provides an asymptotic description of a solution to the Burgers-Hilbert equation in a neighborhood of a point where two shocks interact. The solution is obtained as the sum of a function with $H^2$ regularity away from the shocks plus a corrector term having an asymptotic behavior like |x|ln|x| close to each shock. A key step in the anal...

The paper studies a dynamic blocking problem, motivated by a model of optimal fire confinement. While the fire can expand with unit speed in all directions, barriers are constructed in real time. An optimal strategy is sought, minimizing the total value of the burned region, plus a construction cost. It is well known that optimal barriers exists. I...

Motivated by the control of invasive biological populations, we consider a class of optimization problems for moving sets t → Ω(t) ⊂ IR 2. Given an initial set Ω_0 , the goal is to minimize the area of the contaminated set Ω(t) over time, plus a cost related to the control effort. Here the control function is the inward normal speed along the bound...

We consider a controlled reaction-diffusion equation, motivated by a pest eradication problem. Our goal is to derive a simpler model, describing the controlled evolution of a contaminated set. In this direction, the first part of the paper studies the optimal control of 1-dimensional traveling wave profiles. Using Stokes' formula, explicit solution...

We consider a controlled reaction-diffusion equation, motivated by a pest eradication problem. Our goal is to derive a simpler model, describing the controlled evolution of a contaminated set. In this direction, the first part of the paper studies the optimal control of 1-dimensional traveling wave profiles. Using Stokes' formula, explicit solution...

The paper studies a class of variational problems, modeling optimal shapes for tree roots. Given a measure $\mu$ describing the distribution of root hair cells, we seek to maximize a harvest functional $\mathcal{H}$, computing the total amount of water and nutrients gathered by the roots, subject to a cost for transporting these nutrients from the...

In a companion paper, the authors have characterized all deterministic semigroups, and all Markov semigroups, whose trajectories are Carathe'odory solutions to a given ODE x'=f(x), with f possibly discontinuous. The present paper establishes two approximation results. Namely, every deterministic semigroup can be obtained as the pointwise limit of t...

This paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for \(n\times n\) hyperbolic conservation laws in one space dimension. These estimates are achieved by a “post-processing algorithm”, checking that the numerical solution retains small total variation, and computing its oscillation on suitable subdomains....

In this paper, we numerically study a class of solutions with spiraling singularities in vorticity for two-dimensional, inviscid, compressible Euler systems, where the initial data have an algebraic singularity in vorticity at the origin. These are different from the multi-dimensional Riemann problems widely studied in the literature. Our computati...

Given a possibly discontinuous, bounded function \(f:{{\mathbb {R}}}\mapsto {{\mathbb {R}}}\), we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carathéodory solutions to the ODE \(\dot{x} = f(x)\). The paper provides a complete characterization of all such flows which have a Markov property in time...

The paper is concerned with a shape optimization problem, where the functional to be maximized describes the total sunlight collected by a distribution of tree leaves, minus the cost for transporting water and nutrient from the base of trunk to all the leaves. In a 2-dimensional setting, the solution is proved to be unique and explicitly determined...

The paper studies a dynamic blocking problem, motivated by a model of optimal fire confinement. While the fire can expand with unit speed in all directions, barriers are constructed in real time. An optimal strategy is sought, minimizing the total value of the burned region, plus a construction cost. It is well known that optimal barriers exists. I...

We consider a conservation law model of traffic flow, where the velocity of each car depends on a weighted average of the traffic density $\rho$ ahead. The averaging kernel is of exponential type: $w_\varepsilon(s)=\varepsilon^{-1} e^{-s/\varepsilon}$. For any decreasing velocity function $v$, we prove that, as $\varepsilon\to 0$, the limit of solu...

The paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for n × n hyperbolic conservation laws in one space dimension. These estimates are achieved by a "post-processing algorithm", checking that the numerical solution retains small total variation, and computing its oscillation on suitable subdomains. The resul...

In this paper, we numerically study a class of solutions with spiraling singularities in vorticity for two-dimensional, inviscid, compressible Euler systems, where the initial data have an algebraic singularity in vorticity at the origin. These are different from the multi-dimensional Riemann problems widely studied in the literature. Our computati...

Given a possibly discontinuous, bounded function $f:\mathbb{R}\mapsto\mathbb{R}$, we consider the set of generalized flows, obtained by assigning a probability measure on the set of Carath\'eodory solutions to the ODE ~$\dot x = f(x)$. The paper provides a complete characterization of all such flows which have a Markov property in time. This is ach...

We consider a conservation law model of traffic flow, where the velocity of each car depends on a weighted average of the traffic density \(\rho \) ahead. The averaging kernel is of exponential type: \(w_\varepsilon (s)=\varepsilon ^{-1} e^{-s/\varepsilon }\). By a transformation of coordinates, the problem can be reformulated as a \(2\times 2\) hy...

The models introduced in this paper describe a uniform distribution of plant stems competing for sunlight. The shape of each stem, and the density of leaves, are designed in order to maximize the captured sunlight, subject to a cost for transporting water and nutrients from the root to all the leaves. Given the intensity of light, depending on the...

This paper is concerned with a shape optimization problem, where the functional to be maximized describes the total sunlight collected by a distribution of tree leaves, minus the cost for transporting water and nutrient from the base of the trunk to all the leaves. In the case of 2 space dimensions, the solution is proved to be unique, and explicit...

The paper introduces a concept of “self consistent” Stackelberg equilibria for stochastic games in infinite time horizon, where the two players adopt feedback strategies and have exponentially discounted costs. The analysis is focused on games in continuous time, described by a controlled Markov process with finite state space. Results on the exist...

We model an artificial root which grows in the soil for underground prospecting. Its evolution is described by a controlled system of two integro-partial differential equations: one for the growth of the body and the other for the elongation of the tip. At any given time, the angular velocity of the root is obtained by solving a minimization proble...

Recent numerical simulations have shown the existence of multiple self-similar solutions to the Cauchy problem for the 2-dimensional incompressible Euler equation, with initial vorticity in Llocp(R2), 1≤p<+∞. Toward a rigorous validation of these computations, in this paper we analytically construct self-similar solutions (i) on an outer domain of...

The main goal of this paper is to analyze a family of "simplest possible" initial data for which, as shown by numerical simulations, the incompressible Euler equations have multiple solutions. We take here a first step toward a rigorous validation of these numerical results. Namely, we consider the system of equations corresponding to a self-simila...

This paper studies two classes of variational problems introduced in [7], related to the optimal shapes of tree roots and branches. Given a measure $\mu$ describing the distribution of leaves, a sunlight functional $\S(\mu)$ computes the total amount of light captured by the leaves. For a measure $\mu$ describing the distribution of root hair cells...

We consider a noncooperative Stackelberg game, where the two players choose their strategies within domains \(X\subseteq {{\mathbb {R}}}^m\) and \(Y\subseteq {{\mathbb {R}}}^n\). Assuming that the cost functions F, G for the two players are sufficiently smooth, we study the structure of the best reply map for the follower and the optimal strategy f...

This paper studies two classes of variational problems introduced in Bressan and Sun (On the optimal shape of tree roots and branches. arXiv:1803.01042), related to the optimal shapes of tree roots and branches. Given a measure \(\mu \) describing the distribution of leaves, a sunlight functional \({\mathcal {S}}(\mu )\) computes the total amount o...

Wind stress drives the upper ocean circulation in nonequatorial regions by means of an interplay with the vertical turbulent friction and the Coriolis force, generating horizontal wind drift currents which spiral and decay with depth. Classical Ekman theory—applied almost universally in oceanography—predicts that the angle between the vectors of th...

We consider a conservation law model of traffic flow, where the velocity of each car depends on a weighted average of the traffic density $\rho$ ahead. The averaging kernel is of exponential type: $w_\varepsilon(s)=\varepsilon ^{-1} e^{-s/\varepsilon}$. By a transformation of coordinates, the problem can be reformulated as a $2\times 2$ hyperbolic...

The models introduced in this paper describe a uniform distribution of plant stems competing for sunlight. The shape of each stem, and the density of leaves, are designed in order to maximize the captured sunlight, subject to a cost for transporting water and nutrients from the root to all the leaves. Given the intensity of light, depending on the...

The paper studies a PDE model describing the elongation of a plant stem and its bending as a response to gravity. For a suitable range of parameters in the defining equations, it is proved that a feedback response produces stabilization of growth, in the vertical direction.

The first part of this paper contains a brief introduction to conservation law models of traffic flow on a network of roads. Globally optimal solutions and Nash equilibrium solutions are reviewed, with several groups of drivers sharing different cost functions. In the second part we consider a globally optimal set of departure rates, for different...

We model an irrigation network where lower branches must be thicker in order to support the weight of the higher ones. This leads to a countable family of ODEs, one for each branch, that must be solved by backward induction. Having introduced conditions that guarantee the existence and uniqueness of solutions, our main result establishes the lower...

The first part of this paper contains a brief introduction to conservation law models of traffic flow on a network of roads. Globally optimal solutions and Nash equilibrium solutions are reviewed, with several groups of drivers sharing different cost functions. In the second part we consider a globally optimal set of departure rates, for different...

The paper studies a system of Hamilton-Jacobi equations, arising from a model of optimal debt management in infinite time horizon, with exponential discount and a bankruptcy risk. For a stochastic model with positive diffiusion, the existence of an equilibrium solution is obtained by a topological argument. Of particular interest is the limit of th...

In this paper we introduce a concept of “regulated function” v(t,x) of two variables, which reduces to the classical definition when v is independent of t. We then consider a scalar conservation law of the form ut+F(v(t,x),u)x=0, where F is smooth and v is a regulated function, possibly discontinuous w.r.t. both t and x. By adding a small viscosity...

Macroscopic models of traffic flow on a network of roads can be formulated in terms of a scalar conservation law on each road, together with boundary conditions, determining the flow at junctions. Some of these intersection models are reviewed in this note, discussing the well posedness of the resulting initial value problems. From a practical poin...

We consider a controlled evolution problem for a set $\Omega(t)\in\mathbb{R}^d$, originally motivated by a model where a dog controls a flock of sheep. Necessary conditions and sufficient conditions are given, in order that the evolution be completely controllable. Similar techniques are then applied to the approximation of a sweeping process. Unde...

In this paper we introduce a concept of "regulated function" $v(t,x)$ of two variables, which reduces to the classical definition when $v$ is independent of $t$. We then consider a scalar conservation law of the form $u_t+F(v(t,x),u)_x=0$, where $F$ is smooth and $v$ is a regulated function, possibly discontinuous w.r.t.both $t$ and $x$. By adding...

This paper introduces two classes of variational problems, determining optimal shapes for tree roots and branches. Given a measure $\mu$, describing the distribution of leaves, we introduce a sunlight functional $\S(\mu)$ computing the total amount of light captured by the leaves. On the other hand, given a measure $\mu$ describing the distribution...

We consider a free boundary problem for a system of PDEs, modeling the growth of a biological tissue. A morphogen, controlling volume growth, is produced by specific cells and then diffused and absorbed throughout the domain. The geometric shape of the growing tissue is determined by the instantaneous minimization of an elastic deformation energy,...

We consider a noncooperative game in infinite time horizon, with linear dynamics and exponentially discounted quadratic costs. Assuming that the state space is one-dimensional, we prove that the Nash equilibrium solution in feedback form is stable under nonlinear perturbations. The analysis shows that, in a generic setting, the linear-quadratic gam...

The nonlinear wave equation $u_{tt}-c(u)(c(u)u_x)_x=0$ determines a flow of conservative solutions taking values in the space $H^1(\mathbb{R})$. However, this flow is not continuous w.r.t. the natural $H^1$ distance. Aim of this paper is to construct a new metric which renders the flow uniformly Lipschitz continuous on bounded subsets of $H^1(\math...

The paper studies the possible blowup of the total variation for entropy weak solutions of the p-system, modeling isentropic gas dynamics. It is assumed that the density remains uniformly positive, while the initial data can have arbitrarily large total variation (measured in terms of Riemann invariants). Two main results are proved. (I) If the tot...

The paper studies a PDE model for the growth of a tree stem or a vine, having the form of a differential inclusion with state constraints. The equations describe the elongation due to cell growth, and the response to gravity and to external obstacles. The main theorem shows that the evolution problem is well posed, until a specific "breakdown confi...

The paper introduces a PDE model for the growth of a tree stem or a vine. The equations describe the elongation due to cell growth, and the response to gravity and to external obstacles. An additional term accounts for the tendency of a vine to curl around branches of other plants. When obstacles are present, the model takes the form of a different...

The paper studies optimal strategies for a borrower who needs to repay his debt, in an infinite time horizon. An instantaneous bankruptcy risk is present, which increases with the size of the debt. This induces a pool of risk-neutral lenders to charge a higher interest rate, to compensate for the possible loss of part of their investment. Solutions...

The paper is concerned with the Burgers-Hilbert equation ut + (u²/2)x = H[u], where the right-hand side is a Hilbert transform. Unique entropy admissible solutions are constructed locally in time, having a single shock. In a neighborhood of the shock curve, a detailed description of the solution is provided.

A problem of optimal debt management is modeled as a noncooperative game between a borrower and a pool of risk-neutral lenders. Since the debtor may go bankrupt, lenders charge a higher interest rate to offset the possible loss of part of their investment. The borrower chooses a repayment strategy in feedback form, and a critical debt-to-income rat...

A problem of optimal debt management is modeled as a noncooperative game between a borrower and a pool of lenders, in infinite time horizon with exponential discount. The yearly income of the borrower is governed by a stochastic process. When the debt-to-income ratio $x(t)$ reaches a given size $x^*$, bankruptcy instantly occurs. The interest rate...

The paper develops a new approach to the classical bang–bang theorem in linear control theory, based on Baire category. Among all controls which steer the system from the origin to a given point x¯\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrs...

We study optimal strategies for a borrower, who services a debt in an infinite time horizon, taking into account the risk of possible bankruptcy. In a first model, the interest rate as well as the instantaneous bankruptcy risk are given, increasing functions of the total amount of debt. In a second model only the bankruptcy risk is given, while the...

Given a Lipschitz continuous multifunction F on Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb{R}^{n}}$$\end{document}, we construct a probability measure o...

We consider a non-cooperative game in infinite time horizon, with linear dynamics and exponentially discounted quadratic costs. Assuming that the state space is one-dimensional, we prove that the Nash equilibrium solution in feedback form is stable under nonlinear perturbations. The analysis shows that, in a generic setting, the linear-quadratic ga...

For some classes of one-dimensional nonlinear wave equations, solutions are Hölder continuous and the ODEs for characteristics admit multiple solutions. Introducing an additional conservation equation and a suitable set of transformed variables, one obtains a new ODE whose right hand side is either Lipschitz continuous or has directionally bounded...

The paper introduces a new way to construct dissipative solutions to a second order variational wave equation. By a variable transformation, from the nonlinear PDE one obtains a semilinear hyperbolic system with sources. In contrast with the conservative case, here the source terms are discontinuous and the discontinuities are not always crossed tr...

The paper examines the model of traffic flow at an intersection introduced in [2], containing a buffer with limited size. As the size of the buffer approach zero, it is proved that the solution of the Riemann problem with buffer converges to a self-similar solution described by a specific Limit Riemann Solver (LRS). Remarkably, this new Riemann Sol...

For the nonlinear wave equation $u_{tt} - c(u)\big(c(u) u_x\big)_x~=~0$, it is well known that solutions can develop singularities in finite time. For an open dense set of initial data, the present paper provides a detailed asymptotic description of the solution in a neighborhood of each singular point, where $|u_x|\to\infty$. The different structu...

The paper studies a class of conservation law models for traffic flow on a family of roads, near a junction. A Riemann Solver is constructed, where the incoming and outgoing fluxes depend Hölder continuously on the traffic density and on the drivers' turning preferences. However, various examples show that, if junction conditions are assigned in te...

We study optimal strategies for a borrower, who services a debt in an in�nite time horizon, taking into account the risk of possible bankruptcy. In a �rst model, the interest rate as well as the instantaneous bankruptcy risk are given, increasing functions of the total amount of debt. In a second model only the bankruptcy risk is given, while the i...

A one-sided limit order book is modeled as a noncooperative game for several players. An external buyer asks for an amount X > 0 of a given asset. This amount will be bought at the lowest available price, as long as the price does not exceed an upper bound . One or more sellers offer various quantities of the asset at different prices, competing to...

The paper is concerned with conservative solutions to the nonlinear wave equation $u_{tt} - c(u)\big(c(u) u_x\big)_x = 0$. For an open dense set of $C^3$ initial data, we prove that the solution is piecewise smooth in the $t$-$x$ plane, while the gradient $u_x$ can blow up along finitely many characteristic curves. The analysis is based on a variab...

For the p-system with large BV initial data, an assumption introduced in [3] by Bakhvalov guarantees the global existence of entropy weak solutions with uniformly bounded total variation. The present paper provides a partial converse to this result. Whenever Bakhvalov's condition does not hold, we show that there exist front tracking approximate so...

The paper studies an optimal decision problem for several groups of drivers on a network of roads. Drivers have different origins and destinations, and different costs, related to their departure and arrival time. On each road the flow is governed by a conservation law, while intersections are modeled using buffers of limited capacity, so that queu...

A one-sided limit order book is modeled as a noncooperative game for several players. Agents offer various quantities of an asset at different prices, competing to fulfill an incoming order, whose size is not known a priori. Players can have different payoff functions, reflecting different beliefs about the fundamental value of the asset and probab...

Relying on the analysis of characteristics, we prove the uniqueness of conservative solutions to the variational wave equation $u_{tt}-c(u) (c(u)u_x)_x=0$. Given a solution $u(t,x)$, even if the wave speed $c(u)$ is only H\"older continuous in the $t$-$x$ plane, one can still define forward and backward characteristics in a unique way. Using a new...

The paper is concerned with a scalar conservation law with nonlocal flux, providing a model for granular flow with slow erosion and deposition. While the solution u=u(t,x)u=u(t,x) can have jumps, the inverse function x=x(t,u)x=x(t,u) is always Lipschitz continuous; its derivative has bounded variation and satisfies a balance law with measure-valued...