Fractal First-Order Partial Differential Equations

Abstract

The present paper is concerned with semi-linear partial differential equations involving a particular pseudo-differential operator. It investigates both fractal conservation laws and non-local Hamilton–Jacobi equations. The idea is to combine an integral representation of the operator and Duhamel's formula to prove, on the one hand, the key a priori estimates for the scalar conservation law and the Hamilton–Jacobi equation and, on the other hand, the smoothing effect of the operator. As far as Hamilton–Jacobi equations are concerned, a non-local vanishing viscosity method is used to construct a (viscosity) solution when existence of regular solutions fails, and a rate of convergence is provided. Turning to conservation laws, global-in-time existence and uniqueness are established. We also show that our formula allows us to obtain entropy inequalities for the non-local conservation law, and thus to prove the convergence of the solution, as the non-local term vanishes, toward the entropy solution of the pure conservation law.