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# Traffic Flow on a Road Network

## 1 Introduction

This paper deals with a fluidodynamic model of heavy traffic on a road network. More precisely, we consider the conservation law formulation proposed by Lighthill and Whitham  and Richards . This nonlinear framework is based simply on the conservation of cars and is described by the equation:

$$\rho _t+f(\rho )_x=0,$$
(1.1)
where $`\rho =\rho (t,x)[0,\rho _{max}]`$, $`(t,x)IR^2`$, is the density of cars, $`v(t,x)`$ is the velocity and $`f(\rho )=v\rho `$ is the flux. This model is appropriate to reveal shocks formation as it is natural for conservation laws, whose solutions may develop discontinuities in finite time even for smooth initial data, . In most cases one assumes that $`v`$ is a function of $`\rho `$ only and that the corresponding flux is a concave function. We make the same assumption, moreover we let $`f`$ have a unique maximum $`\sigma ]0,\rho _{max}[`$ and for notational simplicity assume $`\rho _{max}=1`$.

Here we deal with a network of roads, as in . This means that we have a finite number of roads modeled by intervals $`[a_i,b_i]`$ (with one of the two endpoints possibly infinite) that meet at some junctions. For endpoints that do not touch a junction (and are not infinite), we assume to have a given boundary data and solve the corresponding boundary problem, as in . The key role is played by junctions at which the system is underdetermined even after prescribing the conservation of cars, that can be written as the Rankine-Hugoniot relation:

$$\underset{i=1}{\overset{n}{}}f(\rho _i(t,b_i))=\underset{j=n+1}{\overset{n+m}{}}f(\rho _j(t,a_j)),$$
(1.2)
where $`\rho _i`$, $`i=1,\mathrm{},n`$, are the car densities on incoming roads, while $`\rho _j`$, $`j=n+1,\mathrm{},n+m`$, are the car densities on outgoing roads. In , the Riemann problem, that is the problem with constant initial data on each road, is solved maximizing a concave function of the fluxes and it is proved existence of weak solutions for Cauchy problems with suitable initial data of bounded variation. In this paper we assume that:

there are some prescribed preferences of drivers, that is the traffic from incoming roads is distributed on outgoing roads according to fixed coefficients;

respecting (A), drivers choose so as to maximize fluxes.

To deal with rule (A), we fix a matrix

$$A\{\alpha _{ji}\}_{j=n+1,\mathrm{}n+m,i=1,\mathrm{},n}IR^{m\times n},$$

such that

$$\alpha _{ji}\alpha _{ji^{}},0<\alpha _{jn}<1,\underset{j=n+1}{\overset{n+m}{}}\alpha _{ji}=1,$$
(1.3)
for each $`i^{}i=1,\mathrm{},n`$ and $`j=n+1,\mathrm{},n+m,`$ where $`\alpha _{ji}`$ is the percentage of drivers arriving from the $`i`$th incoming road that take the $`j`$th outgoing road. Notice that with only the rule (A) Riemann problems are still underdetermined. This choice represents a situation in which drivers have a final destination, hence distribute on outgoing roads according to a fixed law, but maximize the flux whenever possible. We are able to solve uniquely Riemann problems and, in case of simple junctions with two incoming and outgoing roads, to generate a Lipschitz semigroup, defined on $`L^1`$, whose trajectories are weak solutions and respect rules (A) and (B) in case of bounded variation (the same conditions are not meaningful if the solution is only $`L^1`$). Our main technique is the use of a front tracking algorithm and suitable approximations and functionals to control the total variation. We refer the reader to  for the general theory of conservation laws and for a discussion of wave front tracking algorithms.

The main difficulty in solving systems of conservation laws is the control of the total variation, see . It is easy to see that for a single conservation law the total variation is decreasing, however in our case it may increase due to interaction of waves with junctions. The problem is quite delicate, as shown in Appendix B, where an example is given of a single wave of arbitrarily small strength (variation) that, interacting with a junction, generates waves whose strengths are bounded away from zero. Hence we can not expect any bound on the total variation of the solution in term of the total variation of the initial data, as it is the case for systems. This arbitrarily large magnification of total variation is possible only if waves crossing the value $`\sigma `$ interact with junctions at which the boundary data of the roads are bad, that is in $`[0,\sigma ]`$ for incoming roads and in $`[\sigma ,1]`$ for outgoing roads. We thus have first to deal with special data of bounded variation that have a finite number of crossing of the value $`\sigma `$. The sum of the number of these crossing plus the number of bad boundary data is proved to be decreasing along front tracking approximate solutions.

However, this is not enough since the variation can still increase due to interactions with junctions (and there is no bound on the number of interactions). The conserved quantity is the total variation of the flux. We prove this fact for junctions with only two incoming roads and two outgoing ones, and show in Appendix A that the conclusion does not hold for for junctions with three (or more) incoming and outgoing roads. Unfortunately the total variation of the flux is not equivalent to the total variation of $`\rho `$, since $`f^{}(\sigma )=0`$. We thus have to approximate the flux with one having never vanishing derivative and a corner at $`\sigma `$, and then pass to the limit.

Our techniques are quite flexible, so we can deal with time dependent coefficients for the rule (A). In particular we can model traffic lights and also in this case the control of total variation is extremely delicate. An arbitrarily small change in the coefficients can produce waves whose strength is bounded away from zero. Still it is possible to consider periodic coefficients, a case of particular interest for applications. We can also deal with roads with different fluxes: this can be treated in the same way with the necessary notational modifications.

There is an interesting ongoing discussion on hydrodynamic modelization for heavy traffic flow. In particular some models using systems of two conservation laws have been proposed, see . We do no treat this aspect.

The paper is organized as follows. in Section 2 we give the definition of weak entrtopic solution and following (A) and (B) we introduce an admissibility condition. In Section 3 we prove the existence and uniqueness of admissible solutions for the Riemann Problem in a junction, then using this we describe the construction of the approximants for the Cauchy Problem (see Section 4). In section 5 we prove the monotonicity of the number of big waves for piecewise constant solutions. Assuming that $`f^{}`$ is bounded away from $`0`$ and that there are at most two incoming and outcoming roads in each junction we prove the monotonicity of the total variation of the flux (see Section 6) and existence, uniqueness and stability of admissible solutions for the Cauchy Problem with suitable $`BV`$ initial data. Using these results we show the existence of a unique Lipschitz semigroup of solutions defined on $`L^1`$ (see Section 8) also in the case in which $`f`$ is smooth. In Section 9 we describe what happens when there are traffic lights and time dependent coefficients. In Appendix A we show with an example that the total variation of the flux can increase when there are three incoming and three outcoming roads in a junction. Finally, in Appendix B we show that the interaction of a small wave with a junction can produce a uniformly big wave.

## 2 Basic Definitions

We consider a network of roads, that is a modeled by a finite collection of intervals $`I_i=[a_i,b_i]IR`$, $`i=1,\mathrm{},N`$, possibly with either $`a_i=\mathrm{}`$ or $`b_i=+\mathrm{}`$, on which we consider the equation (1.1). Hence the datum is given by a finite collection of functions $`\rho _i`$ defined on $`[0,+\mathrm{}[\times I_i`$.

On each road $`I_i`$ we want $`\rho _i`$ to be a weak entropic solution, that is for $`\phi :I_iIR`$ smooth with compact support on $`]0,+\mathrm{}[\times ]a_i,b_i[`$

$$_0^+\mathrm{}_{a_i}^{b_i}\left(\rho _i\frac{\phi }{t}+f(\rho _i)\frac{\phi }{x}\right)𝑑x𝑑t=0,$$
(2.4)
and for every $`kIR`$ and $`\stackrel{~}{\phi }:I_iIR`$ smooth, positive with compact support on $`]0,+\mathrm{}[\times ]a_i,b_i[`$

$$_0^+\mathrm{}_{a_i}^{b_i}\left(|\rho _ik|\frac{\stackrel{~}{\phi }}{t}+\text{sgn }(\rho _ik)(f(\rho _i)f(k))\frac{\stackrel{~}{\phi }}{x}\right)𝑑x𝑑t0,$$
(2.5)
It is well known that for any initial data in $`L^{\mathrm{}}`$, defined on the whole $`IR`$, there exists a unique weak entropic solution depending in a Lipschitz continuous way from the initial data in $`L_{loc}^1`$.

We assume that the roads are connected by some junctions. Each junction $`J`$ is given by a finite number of incoming roads and a finite number of outgoing roads, thus we identify $`J`$ with $`((i_1,\mathrm{},i_n),(j_1,\mathrm{},j_m))`$ where the first $`n`$–tuple indicates the set of incoming roads and the second $`m`$–tuple indicates the set of outgoing roads. We assume that each road can be incoming road at most for one junction and outgoing at most for one junction.

Hence the complete model is given by a couple $`(,𝒥)`$, where $`=\{I_i:i=1,\mathrm{},N\}`$ is the collection of roads and $`𝒥`$ the collection of junctions.

Fix a junction $`J`$ with incoming roads, say $`I_1,\mathrm{},I_n`$, and outgoing roads, say $`I_{n+1},\mathrm{},I_{n+m}`$. A weak solution at the junction $`J`$ is a collection of functions $`\rho _i:[0,+\mathrm{}[\times I_iIR`$, $`i=1,\mathrm{},n+m`$, such that

$$\underset{l=0}{\overset{n+m}{}}\left(_0^+\mathrm{}_{a_l}^{b_l}\left(\rho _l\frac{\phi _l}{t}+f(\rho _l)\frac{\phi _l}{x}\right)𝑑x𝑑t\right)=0$$
(2.6)
for each $`\phi _1,\mathrm{},\phi _{n+m}`$ smooth having compact support in $`]0,+\mathrm{}[\times IR`$, that are also smooth across the junction,i.e.

$$\phi _i(,b_i)=\phi _j(,a_j),\frac{\phi _i}{x}(,b_i)=\frac{\phi _j}{x}(,a_j),i=1,\mathrm{},n,j=n+1,\mathrm{},n+m.$$

###### Remark 2.1

Let $`\rho =(\rho _1,\mathrm{},\rho _{n+m})`$ be a solution of (1.1) such that each $`x\rho _i(t,x)`$ has bounded variation. We can deduce that it satisfies the Rankine-Hugoniot Condition in the junction $`J`$, namely

$$\underset{i=1}{\overset{n}{}}f(\rho _i(t,b_i))=\underset{j=n+1}{\overset{n+m}{}}f(\rho _j(t,a_j)),$$
(2.7)
for each $`t>0.`$

###### Remark 2.2

The assumption $`\alpha _{ji}\alpha _{ji^{}}`$ in (1.3)is needed in order to have uniqueness of solutions to Riemann problems, see Section 3. However, this condition can be relaxed requiring, for example, that if $`\alpha _{ji}=\alpha _{ji^{}}`$ then the fluxes from road $`i`$ and $`i^{}`$ coincide.

The rules (A) and (B) can be given explicitly only for solutions with bounded variation at each time as in next definition.

###### Definition 2.1

Let $`\rho =(\rho _1,\mathrm{},\rho _{n+m})`$ be such that $`\rho _i(t,)`$ is of bounded variation. Then $`\rho `$ is an admissible weak solution of (1.1) related to the matrix $`A`$ satisfying (1.3) at the junction $`J`$ if and only if following properties hold:

* $`\rho `$ is a weak solution at the junction;
* $`f(\rho _j(,a_j+))=\underset{i=1}{\overset{n}{}}\alpha _{ji}f(\rho _i(,b_i))`$, for each $`j=n+1,\mathrm{},n+m`$;
* $`\underset{i=1}{\overset{n}{}}f(\rho _i(,b_i))+\underset{j=n+1}{\overset{n+m}{}}f(\rho _j(,a_j+))`$ is maximum subject to (ii).

For every road $`I_i=[a_i,b_i]`$, if $`a_i>\mathrm{}`$ and $`I_i`$ is not the outgoing of any junction, or $`b_i<+\mathrm{}`$ and $`I_i`$ is not the incoming road of any function, then a boundary data $`\psi _i:[0,+\mathrm{}[IR`$ is given. In this case we ask $`\rho _i`$ to satisfy $`\rho _i(t,a_i)=\psi _i(t)`$ (or $`\rho _i(t,b_i)=\psi _i(t)`$) in the sense of .

Our aim is to solve the Cauchy problem on $`[0,+\mathrm{}[`$ for a given initial and boundary data as in next definition.

###### Definition 2.2

Given $`\overline{\rho }_i:I_iIR`$ and possibly $`\psi _i:[0,+\mathrm{}[IR`$, functions of $`L^{\mathrm{}}`$, a collection of functions $`\rho =(\rho _1,\mathrm{},\rho _N)`$ with $`\rho _i:[0,+\mathrm{}[\times I_iIR`$ continuous as functions from $`[0,+\mathrm{}[`$ into $`L_{loc}^1`$, is an admissible solution if $`\rho _i`$ is a weak entropic solution to (1.1) on $`I_i`$, $`\rho _i(0,x)=\overline{\rho }_i(x)`$ a.e., $`\rho _i(t,b_i)=\psi _i(t)`$ in the sense of , finally such that at each junction $`\rho `$ is a weak solution and is an admissible weak solution in case of bounded variation.

The treatment of boundary data in the sense of  can be done in the same way as in , thus we treat the case without boundary data. All the stated results hold also for the case with boundary data with the obvious modifications.

On the flux $`f`$ we make the following assumption

* $`f:[0,1]IR`$ is smooth, strictly concave (i.e. $`f^{\prime \prime }c<0`$ for some $`c>0`$), $`f(0)=f(1)=0`$, $`|f^{}(x)|C<+\mathrm{}`$ and there exists $`\sigma ]0,1[`$ such that $`f^{}(\sigma )=0`$ (that is $`\sigma `$ is a strict maximum).

## 3 The Riemann Problem

In this section we study Riemann problems. For a scalar conservation law a Riemann problem is a Cauchy problem for an initial data of Heaviside type, that is piecewise constant with only one discontinuity. The solutions of these problems are the building blocks to construct solutions to the Cauchy problem via wave front tracking. These solutions are formed by continuous waves called rarefactions and traveling discontinuities called shocks. The speed of waves are related to the values of $`f^{}(\rho )`$.

Analogously, we call Riemann problem for the road network the Cauchy problem corresponding to an initial data that is piecewise constant on each road. The solutions on each road $`I_i`$ can be constructed in the same way as for the scalar conservation law, hence it suffices to describe the solution at junctions. Because of finite propagation speed, it is enough to study the Riemann Problem for a single junction.

As explained in the Introduction, we first have to treat the case of fluxes with nonvanishing derivative, hence we assume that

* $`f:[0,1]IR`$ is continuous, strictly concave, $`f(0)=f(1)=0`$ and there exists $`\sigma ]0,1[`$ such that $`f`$ is smooth on $`[0,\sigma [`$ and on $`]\sigma ,1]`$ and

$$0<c|f^{}(x)|C<+\mathrm{},$$
(3.8)
for each $`x[0,\sigma []\sigma ,1].`$

Consider a junction $`J`$ in which there are $`n`$ roads with incoming traffic and $`m`$ roads with outgoing traffic. For simplicity we indicate by

$$(t,x)IR_+\times I_i\rho _i(t,x)[0,1],i=1,\mathrm{},n$$
(3.9)
the densities of the cars on the road with incoming traffic and

$$(t,x)IR_+\times I_j\rho _j(t,x)[0,1],j=n+1,\mathrm{},n+m$$
(3.10)
those on the roads with outgoing traffic.

figure 1

We need some more notation:

###### Definition 3.1

Let $`\tau :[0,1][0,1]`$, $`\tau (\sigma )=\sigma `$, be the map satisfying the following

$$\tau (\rho )\rho ,f(\tau (\rho ))=f(\rho ),$$

for each $`\rho \sigma `$.

Clearly $`\tau `$ is well defined and satisfies

$$0\rho \sigma \sigma \tau (\rho )1,\sigma \rho 10\tau (\rho )\sigma .$$

The main result of this section is the following Theorem.

###### Theorem 3.1

Let $`f:[0,1]IR`$ satisfy ($`1`$) and $`\rho _{1,0},\mathrm{},\rho _{n+m,0}[0,1]`$ be constants. There exists an unique admissible weak solution, in the sense of Definition 2.1, $`\rho =(\rho _1,\mathrm{},\rho _{n+m})`$ of (1.1) at the junction $`J`$ such that

$$\rho _1(0,)\rho _{1,0},\mathrm{}\mathrm{},\rho _{n+m}(0,)\rho _{n+m,0}.$$

Moreover, there exist a unique $`(n+m)`$tuple $`(\widehat{\rho }_1,\mathrm{},\widehat{\rho }_{n+m})[0,1]^{n+m}`$ such that

$$\widehat{\rho }_i\{\begin{array}{cc}\{\rho _{i,0}\}]\tau (\rho _{i,0})1]\hfill & \text{if }0\rho _{i,0}\sigma ,\hfill \\ [\sigma ,1]\hfill & \text{if }\sigma \rho _{i,0}1,\hfill \end{array}i=1,\mathrm{},n$$
(3.11)
and

$$\widehat{\rho }_j\{\begin{array}{cc}[0,\sigma ]\hfill & \text{if }0\rho _{j,0}\sigma ,\hfill \\ \{\rho _{j,0}\}[0,\tau (\rho _{j,0})[\hfill & \text{if }\sigma \rho _{j,0}1,\hfill \end{array}j=n+1,\mathrm{},n+m.$$
(3.12)
Fixed $`i\{1,\mathrm{},n\}`$, if $`\rho _{i,0}\widehat{\rho }_i`$ there results

$$\rho _i(t,x)=\{\begin{array}{cc}\rho _{i,0}\hfill & \text{if }x\frac{f(\widehat{\rho }_i)f(\rho _{i,0})}{\widehat{\rho }_i\rho _{i,0}}t,\hfill \\ \widehat{\rho }_i\hfill & \text{otherwise},\hfill \end{array}$$
(3.13)
and if $`\widehat{\rho }_i<\rho _{i,0}`$

$$\rho _i(t,x)=\{\begin{array}{cc}\rho _{i,0}\hfill & \text{if }xf^{}(\rho _{i,0})t,\hfill \\ \left(f^{}\right)^1\left(\frac{x}{t}\right)\hfill & \text{if }f^{}(\rho _{i,0})txf^{}(\widehat{\rho }_i)t,\hfill \\ \widehat{\rho }_i\hfill & \text{if }x>f^{}(\widehat{\rho }_i)t.\hfill \end{array}$$
(3.14)
Otherwise, fixed $`j\{n+1,\mathrm{},n+m\}`$, if $`\rho _{j,0}\widehat{\rho }_j`$ there results

$$\rho _j(t,x)=\{\begin{array}{cc}\widehat{\rho }_j\hfill & \text{if }xf^{}(\widehat{\rho }_j)t,\hfill \\ \left(f^{}\right)^1\left(\frac{x}{t}\right)\hfill & \text{if }f^{}(\widehat{\rho }_j)txf^{}(\rho _{j,0})t,\hfill \\ \rho _{j,0}\hfill & \text{if }x>f^{}(\rho _{j,0})t,\hfill \end{array}$$
(3.15)
and if $`\widehat{\rho }_j<\rho _{j,0}`$

$$\rho _j(t,x)=\{\begin{array}{cc}\widehat{\rho }_j\hfill & \text{if }x\frac{f(\rho _{j,0})f(\widehat{\rho }_j)}{\widehat{\rho }_i\rho _{i,0}}t,\hfill \\ \rho _{j,0}\hfill & \text{otherwise}.\hfill \end{array}$$
(3.16)
Proof. Define the map

$$E:(\gamma _1,\mathrm{},\gamma _n)IR^n\underset{i=1}{\overset{n}{}}\gamma _i$$

and the sets

$$\mathrm{\Omega }_i\{\begin{array}{cc}[0,f(\rho _{i,0})]\hfill & \text{if }0\rho _{i,0}\sigma ,\hfill \\ [0,f(\sigma )]\hfill & \text{if }\sigma \rho _{i,0}1,\hfill \end{array}i=1,\mathrm{},n,$$

$$\mathrm{\Omega }_j\{\begin{array}{cc}[0,f(\sigma )]\hfill & \text{if }0\rho _{j,0}\sigma ,\hfill \\ [0,f(\rho _{j,0})]\hfill & \text{if }\sigma \rho _{j,0}1,\hfill \end{array}j=n+1,\mathrm{},n+m,$$

$$\mathrm{\Omega }\{(\gamma _1,\mathrm{},\gamma _n)\mathrm{\Omega }_1\times \mathrm{}.\times \mathrm{\Omega }_n|A(\gamma _1,\mathrm{},\gamma _n)^T\mathrm{\Omega }_{n+1}\times .\mathrm{}\times \mathrm{\Omega }_{n+m}\}.$$

Since $`E`$ is linear, the set $`\mathrm{\Omega }`$ is closed, convex and not empty. By (1.3) there exists a unique vector $`(\widehat{\gamma }_1,\mathrm{},\widehat{\gamma }_n)\mathrm{\Omega }`$ such that

$$E(\widehat{\gamma }_1,\mathrm{},\widehat{\gamma }_n)=\underset{(\gamma _1,\mathrm{},\gamma _n)\mathrm{\Omega }}{\mathrm{max}}E(\gamma _1,\mathrm{},\gamma _n).$$

Fix $`i\{1,\mathrm{},n\},`$ let $`\widehat{\rho }_i[0,1]`$ be such that

$$f(\widehat{\rho }_i)=\widehat{\gamma }_i,\widehat{\rho }_i\{\begin{array}{cc}\{\rho _{i,0}\}]\tau (\rho _{i,0})1]\hfill & \text{if }0\rho _{i,0}\sigma ,\hfill \\ [\sigma ,1]\hfill & \text{if }\sigma \rho _{i,0}1.\hfill \end{array}$$

By ($`1`$), $`\widehat{\rho }_i`$ exists and is unique. Let

$$\widehat{\gamma }_j\underset{i=1}{\overset{n}{}}\alpha _{ji}\widehat{\gamma }_i,j=n+1,\mathrm{},n+m$$

and $`\widehat{\rho }_j[0,1]`$ be such that

$$f(\widehat{\rho }_j)=\widehat{\gamma }_j,\widehat{\rho }_j\{\begin{array}{cc}[0,\sigma ]\hfill & \text{if }0\rho _{j,0}\sigma ,\hfill \\ \{\rho _{j,0}\}[0,\tau (\rho _{j,0})[\hfill & \text{if }\sigma \rho _{j,0}1.\hfill \end{array}$$

Since $`(\widehat{\gamma }_1,\mathrm{},\widehat{\gamma }_n)\mathrm{\Omega }`$, $`\widehat{\rho }_j`$ exists and is unique. Solving the Riemann Problem (see \[6, Chapter 6\]) on each road, the thesis is proved. $`\mathrm{}`$

## 4 The Wave Front Tracking Algorithm

Once the solution to a Riemann problem is provided, we are able to construct piecewise constant approximations via wave-front tracking. The construction is very similar to that for scalar conservation law, see , hence we only briefly describe it.

Let $`\rho _0`$ be a piecewise constant map defined on the road network. We want to construct a solution of (1.1) with initial condition $`\rho (0,)\rho _0.`$ We begin by solving the Riemann Problems on each road in correspondence of the jumps of $`\rho _0`$ and the Riemann Problems at junctions determined by the values of $`\rho _0`$ (see Theorem 3.1). We split each rarefaction wave into a rarefaction fan formed by rarefaction shocks, that are discontinuities traveling with the Rankine-Hugoniot speed. We always split rarefaction waves inserting the value $`\sigma `$ (if it is in the range of the rarefaction), in order to control the number of big waves defined in next Section.

When a wave interacts with another one we simply solve the new Riemann Problem, if otherwise it reaches a junction then we solve the Riemann Problem at the junction. Since the wave speed is bounded there are finitely many waves on the network at each time $`t0`$. We call the obtained function a wave front tracking approximate solution. Given a general initial data, we approximate it by a sequence of piecewise constant functions and construct the corresponding approximate solutions. If they converge in $`L_{loc}^1`$, then the limit is a weak entropic solution on each road, see  for a proof.

## 5 Estimates on the Number of Big Waves

In this Section we consider big waves, that are the waves crossing the value $`\sigma `$. For these waves the variation of $`f(\rho )`$ is not comparable to the variation in $`\rho `$, more precisely the former can vanish while the second is different from zero. Since only the variation of $`f(\rho )`$ happens to be conserved we need to control the number of big waves.

Let $`\rho `$ a piecewise constant map defined on the network and $`J`$ a junction with $`n`$ roads with incoming traffic and $`m`$ roads with outgoing traffic as in Section 3. Define the set

$$\mathrm{\Phi }_J(\rho )\left\{i\{1,\mathrm{},n\}\right|\rho _i(b_i)[0,\sigma ]\}\left\{j\{n+1,\mathrm{},n+m\}\right|\rho _j(a_j+)[\sigma ,1]\}.$$

For each road $`I_i`$ we denote by $`\{x_\alpha I_i:\alpha A_i\}`$ and by $`\{(\rho (x_\alpha ),\rho (x_\alpha +)):\alpha A_i\}`$ the set of discontinuity points and the set of discontinuities, respectively, of the map $`\rho _i`$ on the road $`I_i`$. We define

$$G^i(\rho )\left\{(\rho (x_\alpha ),\rho (x_\alpha +))\right|\alpha A_i,\text{sgn }\left(\rho _k(x_\alpha )\sigma \right)\text{sgn }\left(\rho _k(x_\alpha +)\sigma \right)0\},$$

with the agreement $`\text{sgn }(0)=0`$, and the functional

$$N(\rho )\underset{J𝒥}{}\mathrm{\#}\left(\mathrm{\Phi }_J(\rho )\right)+\underset{i=1}{\overset{N}{}}\mathrm{\#}\left(G^i(\rho )\right),$$

where $`\mathrm{\#}`$ indicates the cardinality of a set.

The main result of this section is the following.

###### Lemma 5.1

Let $`f:[0,1]IR`$ satisfy ($`1`$) and $`\rho `$ be a piecewise constant wave front tracking approximate solution of (1.1) on the net. Then the map

$$t>0N\left(\rho (t,)\right)$$

does not increase.

Proof. We begin considering a single junction $`J`$ with $`n`$ roads with incoming traffic and $`m`$ roads with outgoing traffic and an equilibrium configuration $`(\rho _{1,0},\mathrm{},\rho _{n+m,0})[0,1]^{n+m}`$, namely the solution of the Riemann Problem in the junction with that initial data is constant. Suppose that a wave on one road arrives to the junction at time $`\overline{t}`$ and there is no other wave on the roads, then we claim that $`N\left(\rho (\overline{t},)\right)=N\left(\rho (\overline{t}+,)\right)`$. Assume that the wave is on an incoming road, for example the first one and let $`(\rho _1,\rho _{1,0})`$ be the values on the left and right side of the wave respectively. Since the wave is approaching the junction, its speed is positive and so $`0\rho _1\sigma `$, moreover since it is the unique wave

$$G^i\left(\rho (\overline{t},)\right)=\mathrm{},i=2,\mathrm{},n+m.$$

Let $`(\widehat{\rho }_1,\mathrm{},\widehat{\rho }_{n+m})`$ be the solution to the Riemann Problem with initial data $`(\rho _1,\rho _{2,0}\mathrm{},\rho _{n+m,0})`$ (see Theorem 3.1), there results

$$\widehat{\rho }_1\{\rho _1\}[\sigma ,1]$$

$$\widehat{\rho }_i\{\rho _{i,0}\}[\sigma ,1],i=2,\mathrm{},n$$

$$\widehat{\rho }_j\{\rho _{j,0}\}[0,\sigma ],j=n+1,\mathrm{},n+m.$$

In the following we study the change of the functional $`N`$ due to the presence of new waves. If a new rarefaction is produced then it can not cross the value $`\sigma `$, otherwise there would be rarefaction shocks with positive and negative velocity at the same time. Hence each functional $`G^i`$ can not be bigger than one after the interaction. By abuse of notation, we indicate the whole rarefaction fan as a single wave for notational simplicity.

So, fixed $`i\{2,\mathrm{},n\}`$, if $`i\mathrm{\Phi }_J\left(\rho (\overline{t},)\right)`$, then

$$i\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _{i,0},\widehat{\rho }_i)G^i\left(\rho (\overline{t}+,)\right),$$

and if $`i\mathrm{\Phi }_J\left(\rho (\overline{t},)\right)`$ we have

$$\widehat{\rho }_i=\rho _{i,0}i\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _{i,0},\widehat{\rho }_i)G^i\left(\rho (\overline{t}+,)\right),$$

$$\sigma \widehat{\rho }_i1i\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _{i,0},\widehat{\rho }_i)G^i\left(\rho (\overline{t}+,)\right).$$

On the other hand, fixed $`j\{n+1,\mathrm{},n+m\}`$, if $`j\mathrm{\Phi }_J\left(\rho (\overline{t},)\right)`$, then

$$j\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\widehat{\rho }_j,\rho _{j,0})G^j\left(\rho (\overline{t}+,)\right),$$

and if $`j\mathrm{\Phi }_J\left(\rho (\overline{t},)\right)`$ we have

$$\widehat{\rho }_j=\rho _{j,0}j\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\widehat{\rho }_j,\rho _{j,0})G^j\left(\rho (\overline{t}+,)\right),$$

$$0\widehat{\rho }_j\sigma j\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\widehat{\rho }_j,\rho _{j,0})G^j\left(\rho (\overline{t}+,)\right).$$

Hence the contribution to $`N`$ due to roads $`I_i`$, $`i=2,\mathrm{},n+m`$, does not increase. Let us now treat the waves on the first road.

Notice that if $`\rho _{1,0}=\sigma `$ then $`\rho _1\sigma `$ hence

$$1\mathrm{\Phi }_J\left(\rho (\overline{t},)\right),(\rho _1,\rho _{1,0})G^1\left(\rho (\overline{t},)\right)$$

and $`N`$ can not increase. The same conclusion holds if $`0\rho _{1,0}<\sigma `$ and $`\rho _1=\sigma `$.

Now, if $`0\rho _{1,0}<\sigma `$ and $`\rho _1\sigma `$, then there results

$$1\mathrm{\Phi }_J\left(\rho (\overline{t},)\right),(\rho _1,\rho _{1,0})G^1\left(\rho (\overline{t},)\right)$$

and

$$\widehat{\rho }_1=\rho _11\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right),$$

$$\widehat{\rho }_1\rho _1\sigma <\widehat{\rho }_111\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right).$$

If $`\sigma <\rho _{1,0}1`$ and $`\rho _1=\sigma `$ we have

$$1\mathrm{\Phi }_J\left(\rho (\overline{t},)\right),(\rho _1,\rho _{1,0})G^1\left(\rho (\overline{t},)\right)$$

and

$$\widehat{\rho }_1=\rho _1=\sigma 1\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right),$$

$$\sigma <\widehat{\rho }_111\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right).$$

Finally, if $`\sigma <\rho _{1,0}1`$ then $`\rho _1\sigma `$, $`\widehat{\rho }_1\sigma `$, and we have

$$1\mathrm{\Phi }_J\left(\rho (\overline{t},)\right),(\rho _1,\rho _{1,0})G^1\left(\rho (\overline{t},)\right),$$

hence

$$\widehat{\rho }_1=\rho _11\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right),$$

$$\sigma <\widehat{\rho }_111\mathrm{\Phi }_J\left(\rho (\overline{t}+,)\right),(\rho _1,\widehat{\rho }_1)G^1\left(\rho (\overline{t}+,)\right).$$

We conclude

$$N\left(\rho (\overline{t}+,)\right)=N\left(\rho (\overline{t},)\right).$$

The conclusion can be obtained in the same way if the wave is arriving to the junction from another road. Moreover, when two waves interact on the same road then there is a cancellation or gluing of waves and it is easy to check that $`N`$ is constant or decreases. The proof is concluded. $`\mathrm{}`$

## 6 Estimates on Flux Variation

This Section is dedicated to the estimation of the total variation of the flux along a solution. We assume that every junction has at most two incoming roads and two outgoing ones. This hypothesis is crucial, because, as shown in the Appendix A, the presence of more complicate junctions provokes increase of the total variation of the flux.

###### Lemma 6.1

Let $`f:[0,1]IR`$ satisfy ($`1`$). Consider a network $`(,𝒥)`$ in which each junction has at most two incoming road and two outgoing ones. Let $`\rho `$ be a piecewise constant wave front tracking approximate solution.Then the map

$$t>0\text{Tot.Var.}\left(f(\rho (t,))\right),$$

is not increasing.

Proof. First of all we consider a single junction $`J`$ with $`n2`$ roads with incoming traffic and $`m2`$ roads with outgoing traffic as in Section 3. It suffices to study the case $`n=m=2`$, the other ones are simpler. Let $`(\rho _{1,0},\mathrm{},\rho _{4,0})`$ be an equilibrium configuration in the junction $`J`$. Assume that a wave comes to the junction at the time $`\overline{t}`$, we claim that

$$\text{Tot.Var.}\left(f(\rho (\overline{t}+,))\right)=\text{Tot.Var.}\left(f(\rho (\overline{t},))\right).$$
(6.17)
We begin assuming that the wave is on an incoming road, for example the first one, and that it is given by the values $`(\rho _1,\rho _{1,0}).`$ Let us define the incoming flux

$$f^{in}(y)\{\begin{array}{cc}f(y)\hfill & \text{if }0y\sigma ,\hfill \\ f(\sigma )\hfill & \text{if }\sigma y1,\hfill \end{array}$$
(6.18)
and the outgoing flux

$$f^{out}(y)\{\begin{array}{cc}f(\sigma )\hfill & \text{if }0y\sigma ,\hfill \\ f(y)\hfill & \text{if }\sigma y1.\hfill \end{array}$$
(6.19)
Clearly, since the wave on the first road has positive velocity, we have

$$0\rho _1\sigma ,f(\rho _1)<f^{out}(\rho _{1,0}).$$
(6.20)
Let $`(\widehat{\rho }_1,\mathrm{},\widehat{\rho }_4)`$ the solution of the Riemann Problem in the junction $`J`$ with initial data $`(\rho _1,\mathrm{},\rho _{4,0})`$ (see Theorem 3.1). By definition $`(f(\rho _{1,0}),f(\rho _{2,0}))`$ is the maximum of the map $`E`$ on the domain

$$\mathrm{\Omega }_0\left\{(\gamma _1,\gamma _2)\mathrm{\Omega }_{1,0}\times \mathrm{\Omega }_{2,0}\right|A(\gamma _1,\gamma _2)^T\mathrm{\Omega }_{3,0}\times \mathrm{\Omega }_{4,0}\},$$

and $`(f(\widehat{\rho }_1),f(\widehat{\rho }_2))`$ is the maximum of the map $`E`$ on the domain

$$\widehat{\mathrm{\Omega }}\left\{(\gamma _1,\gamma _2)\mathrm{\Omega }_1\times \mathrm{\Omega }_{2,0}\right|A(\gamma _1,\gamma _2)^T\mathrm{\Omega }_{3,0}\times \mathrm{\Omega }_{4,0}\},$$

where

$$\mathrm{\Omega }_{j,0}\{\begin{array}{cc}[0,f^{in}(\rho _{j,0})]\hfill & \text{if }j=1,2,\hfill \\ [0,f^{out}(\rho _{j,0})]\hfill & \text{if }j=3,4,\hfill \end{array}$$

and ,by (6.20),

$$\mathrm{\Omega }_1[0,f^{in}(\rho _1)]=[0,f(\rho _1)].$$

It is also clear that

$$(f(\rho _{1,0}),f(\rho _{2,0}))\mathrm{\Omega }_0,(f(\widehat{\rho }_{1,0}),f(\widehat{\rho }_{2,0}))\widehat{\mathrm{\Omega }}.$$

To simplify the notations, define

$$\alpha _1\alpha _{31},\alpha _2\alpha _{32}$$

then, by (1.3),

$$1\alpha _1=\alpha _{41},1\alpha _2=\alpha _{42}$$

We distinguish two cases. First we suppose that

$$f(\rho _1)<f(\rho _{1,0}),$$
(6.21)
(equality can not happen in the previous equation because the wave would have velocity zero). Then there results $`\widehat{\mathrm{\Omega }}\mathrm{\Omega }_0`$, hence

$$f(\widehat{\rho }_1)f(\rho _1)<f(\rho _{1,0}),f(\widehat{\rho }_1)+f(\widehat{\rho }_2)f(\rho _{1,0})+f(\rho _{2,0}),$$
(6.22)
where the first inequality is due to the fact that the wave $`(\rho _1,\widehat{\rho }_1)`$ has negative velocity. We claim that

$$f(\rho _{2,0})f(\widehat{\rho }_2),$$
(6.23)
and

$$f(\widehat{\rho }_3)f(\rho _{3,0}),f(\widehat{\rho }_4)f(\rho _{4,0}).$$
(6.24)
The points $`(f(\rho _{1,0}),f(\rho _{2,0})),(f(\widehat{\rho }_{1,0}),f(\widehat{\rho }_{2,0}))`$ are on the boundaries of $`\mathrm{\Omega }_0`$, $`\widehat{\mathrm{\Omega }}`$ respectively, where $`E`$ is maximum, hence they are on one of the curves

$$\alpha _1\gamma _1+\alpha _2\gamma _2=f^{out}(\rho _{3,0}),(1\alpha _1)\gamma _1+(1\alpha _2)\gamma _2=f^{out}(\rho _{4,0}),\gamma _2=f^{in}(\rho _{2,0}).$$

Using (6.21), we immediately get (6.23). Let us assume that the two points are on the same curve, the general case being similar, for example on

$$\alpha _1\gamma _1+\alpha _2\gamma _2=f^{out}(\rho _{3,0}).$$

From (6.21) it follows that the map $`E`$ is increasing on the curve

$$\gamma _1(\gamma _1,f^{out}(\rho _{3,0})\frac{\alpha _1}{\alpha _2}\gamma _1),$$

otherwise we contradict the maximality of $`E`$ at $`(f(\rho _{1,0}),f(\rho _{2,0}))`$. Thus $`\alpha _1<\alpha _2`$, $`\widehat{\rho }_1=\rho _1`$, and

$$f(\widehat{\rho }_1)=f(\rho _1),f(\widehat{\rho }_3)=f(\rho _{3,0})=f^{out}(\rho _{3,0}).$$

On the other hand, by (6.22) and (6.23), we have

$$f(\widehat{\rho }_4)=(1\alpha _1)f(\widehat{\rho }_1)+(1\alpha _2)f(\widehat{\rho }_2)$$

$$(1\alpha _1)\left(f(\rho _{1,0})+f(\rho _{2,0})f(\widehat{\rho }_2)\right)+(1\alpha _2)f(\widehat{\rho }_2)=$$

$$=(1\alpha _1)\left(f(\rho _{1,0})+f(\rho _{2,0})\right)+\left(\alpha _1\alpha _2\right)f(\widehat{\rho }_2)$$

$$(1\alpha _1)\left(f(\rho _{1,0})+f(\rho _{2,0})\right)+\left(\alpha _1\alpha _2\right)f(\rho _{2,0})=f(\rho _{4,0}).$$

Using the Rankine Hogoniot Condition (2.7) in the junction (6.22), (6.23) and (6.24), we get

$$\text{Tot.Var.}\left(f(\rho (\overline{t}+,))\right)=|f(\widehat{\rho }_1)f(\rho _1)|+|f(\widehat{\rho }_2)f(\rho _{2,0})|+|f(\widehat{\rho }_3)f(\rho _{3,0})|+|f(\widehat{\rho }_4)f(\rho _{4,0})|=$$

$$=\left(f(\widehat{\rho }_2)f(\rho _{2,0})\right)+\left(f(\rho _{3,0})f(\widehat{\rho }_3)\right)+\left(f(\rho _{4,0})f(\widehat{\rho }_4)\right)=$$

$$=f(\rho _{1,0})f(\widehat{\rho }_1)=f(\rho _{1,0})f(\rho _1)=\text{Tot.Var.}\left(f(\rho (\overline{t},))\right).$$

Suppose now that

$$f(\rho _{1,0})<f(\rho _1),$$

then $`\mathrm{\Omega }_0\widehat{\mathrm{\Omega }}`$ and using the previous arguments

$$f(\widehat{\rho }_1)=f(\rho _1),f(\widehat{\rho }_2)f(\rho _{2,0}),f(\rho _{3,0})f(\widehat{\rho }_3),f(\rho _{4,0})f(\widehat{\rho }_4).$$

By the Rankine Hogonot Condition in the junction (see (2.7)), we have

$$\text{Tot.Var.}\left(f(\rho (\overline{t}+,))\right)=|f(\widehat{\rho }_1)f(\rho _1)|+|f(\widehat{\rho }_2)f(\rho _{2,0})|+|f(\widehat{\rho }_3)f(\rho _{3,0})|+|f(\widehat{\rho }_4)f(\rho _{4,0})|=$$

$$=(f(\rho _{2,0})f(\widehat{\rho }_2))+(f(\widehat{\rho }_3)f(\rho _{3,0}))+(f(\widehat{\rho }_4)f(\rho _{4,0})))=$$

$$=(f(\widehat{\rho }_1)f(\rho _{1,0})))+=f(\rho _1)f(\rho _{1,0})=\text{Tot.Var.}(f(\rho (\overline{t},))).$$

In the general case we have only to observe that the total variation of $`\rho `$ does not increase on the roads (see \[6, Chapter 6\]) and when a wave approaches a junction we can use the previous argument, so the proof is concluded. $`\mathrm{}`$

## 7 Solutions with a finite number of Big Waves

In this section we prove existence and stability of solutions with a finite number of big waves.

###### Definition 7.1

We call $`𝒟_n`$ the set of all maps $`\overline{\rho }:_iI_iIR`$ defined on the network with bounded variation such that there exists a sequence $`\{\overline{\rho }_\nu \}`$ of piecewise constant maps satisfying

$$\text{Tot.Var.}(\overline{\rho }_\nu )\text{Tot.Var.}(\overline{\rho }),N(\overline{\rho }_\nu )n,$$
(7.25)
for each $`\nu IN`$ and

$$\overline{\rho }_\nu \overline{\rho }\mathrm{in}L^1.$$
(7.26)
Notice that if $`\overline{\rho }𝒟_n`$ then

$$\text{Tot.Var.}(\overline{\rho })\frac{1}{f^{}}_L^{\mathrm{}}\text{Tot.Var.}\left(f(\overline{\rho })\right)+n.$$
(7.27)
The existence of solutions with values in the domain $`𝒟_n`$ is ensured by next Theorem.

###### Theorem 7.1

Let $`f:[0,1]IR`$ satisfying ($`1`$). Consider a road network $`(,𝒥)`$ in which all junctions have at most two incoming roads and two outgoing ones. Given $`nIN`$ and $`\overline{\rho }𝒟_n`$, there exists an admissible solution $`\rho `$ in the sense of Definition 2.2 such that $`\rho (0,)=\overline{\rho }`$, and $`\rho (t,)𝒟_n,`$ for each $`t0`$.

Proof. Let $`\{\overline{\rho }_\nu \}𝒟_n`$ be a sequence of piecewise constant maps such that

$$\text{Tot.Var.}(\overline{\rho }_\nu )\text{Tot.Var.}(\overline{\rho }),\overline{\rho }_\nu \overline{\rho }\mathrm{in}L^1,$$

and $`\rho _\nu `$ the wave front tracking approximate solutions such that $`\rho _\nu (0,)=\overline{\rho }_\nu .`$ By Lemma 5.1 we have

$$\rho _\nu (t,)𝒟_n,t0,\nu IN$$

and, by (7.27) and Lemma 6.1,

$$\text{Tot.Var.}(\rho _\nu (t,))\frac{1}{f^{}}_L^{\mathrm{}}\text{Tot.Var.}\left(f(\rho _\nu (t,))\right)+n$$

$$\frac{1}{f^{}}_L^{\mathrm{}}\text{Tot.Var.}\left(f(\overline{\rho }_\nu )\right)+n\frac{1}{f^{}}_L^{\mathrm{}}f^{}_L^{\mathrm{}}\text{Tot.Var.}(\overline{\rho })+n.$$

Since the wave speeds are bounded, the maps $`\rho _\nu `$ are uniformly Lipschitz continuous from $`[0,+\mathrm{}[`$ into $`L_{loc}^1`$ for the $`L^1`$ norm on every compact set, and are obviously uniformly bounded. Then by Helly Theorem (see \[6, Theorem 2.4\]), $`\rho _\nu `$ converge to some continuous map $`\rho L_{loc}^1([0,+\mathrm{}[\times _iI_i,IR)`$ such that, up to redefining $`\rho `$ on a set of zero measure, $`\rho (t,)`$ has bounded variation. Since for every $`t`$ we can obtain $`\rho (t,)`$ as limits of $`\rho _\nu (t_n,)`$ for some $`t_nt`$, we get $`\rho (t,)𝒟_n`$ for every $`t0`$.

It is a standard argument, see , to prove that $`\rho `$ solves the conservation law on the road network. Moreover, $`\rho (t,)BV`$ and one can easily check the other properties to guarantee that $`\rho `$ is an admissible solution. The proof is concluded. $`\mathrm{}`$

Regarding stability of solutions we have:

###### Theorem 7.2

Let $`f:[0,1]IR`$ satisfy ($`1`$). Consider a network in which all junctions have at most two incoming roads and two outgoing ones. Let $`nIN,`$ $`\rho `$ and $`\stackrel{~}{\rho }`$ be admissible solutions such that

$$\rho (t,),\stackrel{~}{\rho }(t,)𝒟_nL^1,t0.$$

There results

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1},$$

for each $`t0`$.

We begin proving a lemma.

###### Lemma 7.1

Let $`f:[0,1]IR`$ satisfy ($`1`$) and $`J`$ be a junction with two incoming roads and two outgoing ones as in Section 3. Let $`\rho _1,\rho _{1,0},\mathrm{},\rho _{4,0}[0,1],\xi IR`$ and $`\overline{x}<b_1`$ be such that

$$\overline{x}+\xi <b_1,\rho _1\{\begin{array}{cc}[0,\sigma ]\{\rho _{1,0}\}\hfill & \text{if }0\rho _{1,0}\sigma ,\hfill \\ [0,\tau (\rho _{1,0})]\hfill & \text{if }\sigma \rho _{1,0}1.\hfill \end{array}$$

Let $`\rho `$ and $`\rho ^\xi `$ be the wave front tracking approximate solutions of (1.1) on $`J`$ such that

$$\rho _1(0,)=\rho _1\chi _{]\mathrm{},\overline{x}]}+\rho _{1,0}\chi _{]\overline{x},b_1]},\rho _1^\xi (0,)=\rho _1\chi _{]\mathrm{},\overline{x}+\xi ]}+\rho _{1,0}\chi _{]\overline{x}+\xi ,b_1]},$$

$$\rho _i(0,)\rho _i^\xi (0,)\rho _{i,0},i=2,3,4.$$

There results

$$\rho _1^\xi (t,)\rho _1(t,)_{L^1}|\xi ||\rho _{1,0}\rho _1|=\rho _1^\xi (0,)\rho _1(0,)_{L^1},$$

for each $`t0.`$

Proof. We begin assuming that $`(\rho _{1,0},\mathrm{},\rho _{4,0})`$ is an equilibrium configuration. By possibly changing the notations, we can assume that $`\xi >0.`$ Since we approximate the rarefaction fronts with many small shocks we have only to study the case in which the Riemann Problem $`(\rho _1,\rho _{1,0})`$ on the first road and the one $`(\rho _{1,0},\mathrm{},\rho _{4,0})`$ in the junction generate only shocks. Let $`(\widehat{\rho }_1,\mathrm{},\widehat{\rho }_4)`$ be the solution of the Riemann Problem with initial data $`(\rho _1,\rho _{2,0}\mathrm{},\rho _{4,0})`$ (see Theorem 3.1) and $`\lambda _{1,0},\widehat{\lambda }_1,\widehat{\lambda }_2,\widehat{\lambda }_3,\widehat{\lambda }_4`$ the velocities of the shocks generated by the Riemann Problems $`(\rho _1,\rho _{1,0}),(\rho _1,\widehat{\rho }_1),(\rho _2,\widehat{\rho }_2),(\widehat{\rho }_3,\rho _{3,0}),(\widehat{\rho }_4,\rho _{4,0})`$ respectively.

If $`t{\displaystyle \frac{b_1\overline{x}\xi }{\lambda _{1,0}}}`$ by the first part of the proof of Lemma 6.1 and the Rankine Hugoniot Conditions on the roads (see \[6, Lemma 4.2\]) we have

$$\rho _1^\xi (t,)\rho _1(t,)_{L^1}=\frac{|\xi |}{|\lambda _{1,0}|}\left(|\rho _1\widehat{\rho }_1||\widehat{\lambda }_1|+\underset{i=2}{\overset{4}{}}|\rho _{i,0}\widehat{\rho }_i||\widehat{\lambda }_i|\right)=$$

$$=\frac{|\xi |}{|\lambda _{1,0}|}\left(|f(\rho _1)f(\widehat{\rho }_1)|+\underset{i=2}{\overset{4}{}}|f(\rho _{i,0})f(\widehat{\rho }_i)|\right)=\frac{|\xi |}{|\lambda _{1,0}|}\text{Tot.Var.}\left(f(\rho (t,))\right)=$$

$$=\frac{|\xi |}{|\lambda _{1,0}|}\text{Tot.Var.}\left(f(\rho (0,))\right)=\frac{|\xi |}{|\lambda _{1,0}|}\left|f(\rho _1)f(\rho _{1,0})\right|=|\xi ||\rho _1\rho _{1,0}|=\rho _1^\xi (0,)\rho _1(0,)_{L^1}.$$

In the case in which $`(\rho _{1,0},\mathrm{},\rho _{4,0})`$ is not an equilibrium configuration we have only to recall that the $`L^1`$distance between the solutions decreases on each roads (see of \[6, Corollary 6.1\]) and use the same arguments.

This concludes the proof. $`\mathrm{}`$

Proof of Theorem 7.2. Let $`\rho ^k`$ and $`\stackrel{~}{\rho }^k`$ be front tracking approximate solutions such that

$$\rho ^k(0,)\rho (0,)_{L^1}\frac{1}{k},\stackrel{~}{\rho }^k(0,)\stackrel{~}{\rho }(0,)_{L^1}\frac{1}{k},kIN,$$

$$\text{Tot.Var.}(\rho ^k(0,))\text{Tot.Var.}(\rho (0,)),\text{Tot.Var.}(\stackrel{~}{\rho }^k(0,))\text{Tot.Var.}(\stackrel{~}{\rho }(0,)),kIN.$$

Now consider finitely many wave front tracking approximate solutions $`\rho ^{k,0},\mathrm{},\rho ^{k,N}`$

$$\rho ^{k,0}\rho ^k,\rho ^{k,N}\stackrel{~}{\rho }^k$$

where $`\rho ^{k,h}`$ is obtained by $`\rho ^{k,h1}`$ shifting and rescaling only one jump as in  and . Precisely denoting

$$\rho _i^{k,h1}(0,)=\underset{l=0}{\overset{N1}{}}\alpha _l\chi _{[\beta _l,\beta _{l+1}[},$$

there exist $`\lambda ,\xi IR`$ and $`\overline{l}\{1,\mathrm{},N1\}`$ such that

$$\rho _i^{k,h}(0,)=\underset{l=0}{\overset{\overline{l}2}{}}\alpha _l\chi _{[\beta _l,\beta _{l+1}[}+\alpha _{\overline{l}1}\chi _{[\beta _{\overline{l}1},\beta _{\overline{l}}+\xi [}+\lambda \chi _{[\beta _{\overline{l}}+\xi ,\beta _{\overline{l}+1}[}+\underset{l=\overline{l}+1}{\overset{N+1}{}}\alpha _l\chi _{[\beta _l,\beta _{l+1}[},$$

with

$$\beta _{\overline{l}}\beta _{\overline{l}1}\xi \beta _{\overline{l}+1}\beta _{\overline{l}},$$

for each $`i=1,\mathrm{},N`$. In this way we have

$$\underset{h=1}{\overset{N}{}}\rho ^{k,h}(0,)\rho ^{k,h+1}(0,)_{L^1}=\rho ^k(0,)\stackrel{~}{\rho }^k(0,)_{L^1}.$$
(7.28)
Since the distance between solutions decreases on each road (see \[6, Corollary 6.1\]) and by the previous lemma, we have

$$\rho ^{k,h}(t,)\rho ^{k,h+1}(t,)_{L^1}\rho ^{k,h}(0,)\rho ^{k,h+1}(0,)_{L^1}.$$

So, by (7.28),

$$\rho ^k(t,)\stackrel{~}{\rho }^k(t,)_{L^1}\underset{h=1}{\overset{N}{}}\rho ^{k,h}(t,)\rho ^{k,h+1}(t,)_{L^1}$$

$$\underset{h=1}{\overset{N}{}}\rho ^{k,h}(0,)\rho ^{k,h+1}(0,)_{L^1}=\rho ^k(0,)\stackrel{~}{\rho }^k(0,)_{L^1}.$$

Moreover there exists a decreasing sequence $`\{k_n\}IN`$ such that $`\rho ^{k_n}\rho `$ and $`\stackrel{~}{\rho }^{k_n}\stackrel{~}{\rho }`$ in $`L^1`$ as $`k_n+\mathrm{}`$. Hence

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1},$$

as to be proved. $`\mathrm{}`$

## 8 Existence and Stability of Solutions in $`L^1`$

Let us first consider the case in which ($`1`$) holds true.

###### Theorem 8.1

Let $`f:[0,1]IR`$ satisfy ($`1`$). Consider a road network in which each junction has at most two incoming roads and two outgoing ones. Let $`\overline{\rho }`$ be an initial data in $`L_{loc}^1`$ and fix $`T>0`$. Then there exists a unique admissible solution $`\rho `$ defined on $`[0,T]`$, obtained as limit of wave front tracking approximate solutions such that $`\rho (0,)=\overline{\rho }`$. Moreover if $`\overline{\rho }L^1`$ then $`\rho (t,)L^1`$.

If $`\rho `$ and $`\stackrel{~}{\rho }`$ are admissible solutions obtained as limit of wave front tracking approximate solutions such that $`\rho (t,),\stackrel{~}{\rho }(t,)L^1`$, for every $`t0,`$ then for each $`t0`$

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1}.$$
(8.29)
Proof. We begin proving the existence of a solution for $`\overline{\rho }L^1`$. There exists $`\{\overline{\rho }_n\}`$ sequence of piecewise constant maps defined on the network such that

$$\overline{\rho }_n𝒟_nL^1,\overline{\rho }_n\overline{\rho }\mathrm{in}L^1.$$
(8.30)
Let $`\rho _n`$ be the wave front tracking approximate solutions with $`\rho _n(0,)=\overline{\rho }_n.`$ Fix $`n<m`$, by Lemma 5.1, there results $`\rho _n(t,)𝒟_n𝒟_m,\rho _m(t,)𝒟_m`$ and by Theorem 7.2,

$$\rho _n(t,)\rho _m(t,)_{L^1}\overline{\rho }_n\overline{\rho }_m_{L^1}.$$

Hence $`\{\rho _n(t,)\}`$ is a Cauchy sequence in $`L^1([0,T]\times IR,IR)`$. Then there exists $`\rho `$ such that $`\rho _n(t,)\rho (t,)`$ in $`L^1([0,T]\times IR,IR)`$. It is easy to check that $`\rho `$ is as admissible solution. The case of $`L_{loc}^1`$ can be obtained by localization.

Now we prove (8.29). Let $`\{\rho _n\},\{\stackrel{~}{\rho }_n\}`$ be sequences of wave front tracking approximate solutions such that $`\rho _n(t,),\stackrel{~}{\rho }_n(t,)𝒟_nL^1`$ and $`\rho _n\rho `$, $`\stackrel{~}{\rho }_n\stackrel{~}{\rho }`$ in $`L^1([0,T]\times IR,IR)`$. By Theorem 7.2, we have

$$\rho _n(t,)\stackrel{~}{\rho }_n(t,)_{L^1}\rho _n(0,)\stackrel{~}{\rho }_n(0,)_{L^1}.$$

Therefore (8.29) is proved and uniqueness holds true. $`\mathrm{}`$

We now relax the assumption ($`1`$), namely we suppose that $`f`$ satisfies ($``$).

Let $`\{f_\nu \}`$ be a sequence of maps satisfying ($`1`$) such that

$$f_\nu (\sigma )=\underset{\rho [0,1]}{\mathrm{max}}f_\nu (\rho ),\nu IN$$
(8.31)
and

$$f_\nu f\mathrm{in}L^{\mathrm{}}([0,1])\mathrm{and}f_{\nu }^{}{}_{}{}^{}f^{}\mathrm{in}L^{\mathrm{}}([0,1]).$$
(8.32)
Moreover let $`\overline{\rho }`$ be an initial data in $`L_{loc}^1`$. We know that there exists a unique $`\rho _\nu =\rho _\nu (t,x)`$ admissible solution to the Cauchy Problem on the network (see Theorem 8.1) obtained as limit of front tracking approximate solutions for

$$\rho _t+f_\nu (\rho )_x=0,\rho (0,)\overline{\rho },\nu IN.$$
(8.33)
###### Theorem 8.2

Let $`f:[0,1]IR`$ satisfy ($``$). Consider a road network in which all the junction have at most two incoming roads and two outgoing ones. Let $`\overline{\rho }`$ be an initial data in $`L_{loc}^1`$ and fix $`T>0`$. Then there exists a unique admissible solution $`\rho `$ defined on $`[0,T]`$, with $`\rho (0,)=\overline{\rho }`$, obtained as limit of solutions to (8.33). The limit does not depend on the choice of the functions $`f_\nu `$ and if $`\overline{\rho }L^1`$ then $`\rho (t,)L^1`$.

If $`\rho `$ and $`\stackrel{~}{\rho }`$ are such admissible solutions and satisfy $`\rho (t,),\stackrel{~}{\rho }(t,)L^1`$, for every $`t0,`$ then

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1}.$$
(8.34)
The Theorem can be proved exactly as Theorem 8.1 from next Lemmas.

###### Lemma 8.1

Let $`f:[0,1]IR`$ satisfy ($``$). Consider a road network in which all junctions have at most two incoming roads and two outgoing ones. Let $`\overline{\rho }`$ be an initial data in $`𝒟_nL^1`$ and fix $`T>0`$. Then there exists a unique admissible solution $`\rho `$ defined on $`[0,T]`$, with $`\rho (0,)=\overline{\rho }`$, obtained as limit of solutions to (8.33). The limit does not depend on the choice of the functions $`f_\nu `$ and and $`\rho (t,)L^1`$.

Proof. Let $`\{f_\nu \}`$ be a sequence of maps satisfying ($`1`$), (8.31) and (8.32) and $`\rho _\nu `$ be the admissible solutions for the Cauchy problems associated to $`f_\nu `$. By Theorem 7.1 we have

$$\rho _\nu (t,)𝒟_n,\nu IN,0tT.$$
(8.35)
Moreover there results

$$\rho _\nu (t,)\rho _\mu (t,)_{L^1}Cf_{\nu }^{}{}_{}{}^{}f_{\mu }^{}{}_{}{}^{}_L^{\mathrm{}}\text{Tot.Var.}(\overline{\rho }),$$
(8.36)
where $`C`$ depends only on $`f`$. By (8.32), $`\{\rho _\nu \}`$ is a Cauchy sequence in $`L^1`$, then there exists $`\rho L^1`$ such that $`\rho _\nu \rho `$ in $`L^1`$. Moreover, $`\rho `$ is an admissible solution and satisfies $`\rho (0,)\overline{\rho }`$. From (8.36) we have that $`\rho `$ does not depend on the choice of $`\{f_\nu \}`$, so we are done. $`\mathrm{}`$

###### Lemma 8.2

Let $`f:[0,1]IR`$ satisfy ($``$). Consider a road network in which all junctions have at most two incoming roads and two outgoing ones. Fix $`T>0`$ and let $`\stackrel{~}{\rho },\rho `$ be admissible solutions in $`L^1`$, obtained as limit of solutions to (8.33), defined on $`[0,T]`$. If $`\rho (0,),\stackrel{~}{\rho }(0,)𝒟_n,`$ then

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1},$$

for each $`0tT`$.

Proof. Let $`\{f_\nu \}`$ be a sequence of maps satisfying ($`1`$), (8.31) and (8.32) and $`\rho _\nu `$ be the admissible solutions associated to $`f_\nu `$ such that

$$\rho _\nu (0,)\rho (0,),\stackrel{~}{\rho }_\nu (0,)\stackrel{~}{\rho }(0,).$$
(8.37)
By Lemma 8.1, we have $`\rho _\nu \rho `$ and $`\stackrel{~}{\rho }_\nu \stackrel{~}{\rho }`$ in $`L^1`$. By Theorem 8.1 and (8.37), for each $`0tT`$ and $`\nu IN`$, there results

$$\rho (t,)\stackrel{~}{\rho }(t,)_{L^1}\rho (t,)\rho _\nu (t,)_{L^1}+\rho _\nu (t,)\stackrel{~}{\rho }_\nu (t,)_{L^1}+\stackrel{~}{\rho }(t,)\stackrel{~}{\rho }_\nu (t,)_{L^1}$$

$$\rho (t,)\rho _\nu (t,)_{L^1}+\rho (0,)\stackrel{~}{\rho }(0,)_{L^1}+\stackrel{~}{\rho }(t,)\stackrel{~}{\rho }_\nu (t,)_{L^1}\rho (0,)\stackrel{~}{\rho }(0,)_{L^1}.$$

So the proof is concluded. $`\mathrm{}`$

## 9 Time Dependent Traffic

In this section we consider a model of traffic including cross lights and time dependent traffic. The latter means that the choice of drivers at junctions depends on the period of the day, so during the morning the traffic flows towards some direction and during afternoon it may change towards another direction. This means that the matrix $`A`$ depends on time $`t`$ (see Section 3).

Consider a single junction as in Section 3 with two incoming roads and two outgoing ones. Let $`\alpha _1=\alpha _1(t),\alpha _2=\alpha _2(t)`$ be two piecewise constant periodic functions such that

$$\alpha _1(t)\alpha _2(t),$$
(9.38)
for each $`t0.`$ Moreover let $`\chi _1=\chi _1(t),\chi _2=\chi _2(t)`$ be piecewise constant periodic maps such that

$$\chi _1(t)+\chi _2(t)=1,\chi _i(t)\{0,1\},i=1,2$$

for each $`t0`$. The two maps represent traffic lights, the value $`0`$ corresponding to red light and the value $`1`$ to green light.

###### Definition 9.1

Consider $`\rho =\rho (t,x_1,\mathrm{},x_4)=(\rho _1(t,x_1),\mathrm{},\rho _4(t,x_4))`$ with bounded variation. We say that $`\rho `$ is a solution at the junction $`J`$ if it satisfies (i), (ii), (iv) of Definition 2.1 and the following property holds:

* $`f(\rho _3(t,a_3+))=\alpha _1(t)\chi _1(t)f(\rho _1(t,b_1))+\alpha _2(t)\chi _2(t)f(\rho _2(t,b_2))`$ and
$`f(\rho _4(t,a_4+))=\left(1\alpha _1(t)\right)\chi _1(t)f(\rho _1(t,b_1+))+\left(1\alpha _2(t)\right)\chi _2(t)f(\rho _2(t,b_2+))`$ for each $`t>0`$.

Assume that at time $`\overline{t}`$ one of the maps $`\alpha _1(),\alpha _2(),\chi _1(),\chi _2()`$ jumps, then we have to solve a new Riemann Problem in the junction hence four waves are generated and

$$N\left(\rho (\overline{t}+,)\right)N\left(\rho (\overline{t},)\right),$$
(9.39)
$$\text{Tot.Var.}\left(f(\rho (\overline{t}+,))\right)\text{Tot.Var.}\left(f(\rho (\overline{t},))\right)+4f(\sigma ).$$
(9.40)
Then the map $`N\left(\rho (t,)\right)`$ is still non increasing while

$$\text{Tot.Var.}\left(f(\rho (t_2,))\right)\text{Tot.Var.}\left(f(\rho (t_1,))\right)+4f(\sigma )\mathrm{\Phi }(t_1,t_2),$$

for each $`0<t_1t_2,`$ where

$$\mathrm{\Phi }(t_1,t_2)\underset{i=1,2}{}\left(\mathrm{\#}\left\{t_l\right|t_1<t_lt_2,\chi _i\mathrm{jumps}\mathrm{in}t_l\}+\mathrm{\#}\left\{t_l\right|t_1<t_lt_2,\alpha _i\mathrm{jumps}\mathrm{in}t_l\}\right).$$

Therefore, for fixed $`T>0`$, we have uniform bounds of the total variation on the interval $`[0,T]`$, and using arguments as in the previous sections we obtain existence and stability for the Cauchy Problem. However, the total variation of $`f(\rho )`$ does not depend continuously on the total variation of the maps $`\alpha _1(),\alpha _2()`$. Indeed consider a single junction with two incoming roads and two outgoing ones without traffic lights, i.e. $`\chi _i1`$, and let

$$\alpha _1(t)=\{\begin{array}{cc}\beta _1\hfill & \text{if }0t\overline{t},\hfill \\ \beta _2\hfill & \text{if }\overline{t}tT,\hfill \end{array},\alpha _2(t)=\{\begin{array}{cc}\beta _2\hfill & \text{if }0t\overline{t},\hfill \\ \beta _1\hfill & \text{if }\overline{t}tT,\hfill \end{array},$$

where $`0<\beta _2<\beta _1<\frac{1}{2}`$ and $`0<\overline{t}<T`$. Consider the initial data $`(\rho _{1,0},\rho _{2,0},\rho _{3,0},\rho _{4,0}),`$ where

$$f(\rho _{1,0})=f(\rho _{4,0})=f(\sigma ),f(\rho _{2,0})=f(\rho _{3,0})=\frac{\beta _1}{1\beta _2}f(\sigma ).$$

This is an equilibrium configuration for the choice $`\alpha _i=\beta _i`$, $`i=1,2`$, hence the solution of the Riemann Problem is identically equal to the initial data for $`0t\overline{t}`$. At time $`t=\overline{t}`$ we have to solve a new Riemann Problem. Let $`(\widehat{\rho }_1,\widehat{\rho }_2,\widehat{\rho }_3,\widehat{\rho }_4)`$ its solution, there results (see figure 2)

$$f(\widehat{\rho }_2)=f(\widehat{\rho }_4)=f(\sigma ),f(\widehat{\rho }_1)=f(\widehat{\rho }_3)=\frac{\beta _2}{1\beta _1}f(\sigma ).$$

figure 2

Now, if $`\beta _1\beta _2,`$ then

$$\text{Tot.Var.}(\alpha _1;[0,T])0,\text{Tot.Var.}(\alpha _2;[0,T])0,$$

but

$$(f(\rho _{1,0}),f(\rho _{2,0}))(f(\sigma ),\frac{\beta _2}{1\beta _2}f(\sigma )),(f(\widehat{\rho }_1),f(\widehat{\rho }_2))(\frac{\beta _2}{1\beta _2}f(\sigma ),f(\sigma )),$$

hence $`\text{Tot.Var.}(f(\rho );[0,T])`$ is bounded away from zero.

## Appendix A Appendix: Total Variation of the Fluxes

In this section we show an example in which the total variation of the flux increases due to interactions of waves with junctions.

Consider a single junction with three incoming roads and three outgoing ones, the matrix

$$A\left(\begin{array}{ccc}\frac{1}{2}& \frac{1}{2}& \frac{1}{3}\\ \frac{1}{3}& \frac{1}{2}& \frac{1}{2}\\ \frac{1}{6}& 0& \frac{1}{6}\end{array}\right)$$
(A.41)
figure 3

and constants $`\rho _1,\rho _{1,0},\mathrm{},\rho _{6,0}[0,1]`$ such that

$$\rho _{1,0}=\rho _{3,0}=\rho _{4,0}=\rho _{5,0}=\sigma ,\sigma <\rho _{2,0}<1,\mathrm{\hspace{0.25em}\hspace{0.25em}0}<\rho _{6,0},\rho _1<\sigma ,f(\rho _{2,0})=\frac{1}{3},f(\rho _{6,0})=\frac{1}{3}.$$

Assume that $`f(\sigma )=1`$, then $`(\rho _{1,0},\mathrm{},\rho _{6,0})`$ is an equilibrium configuration and $`\rho `$ given by

$$\rho _1(0,x)=\{\begin{array}{cc}\rho _{1,0}\hfill & \text{if }x_1xb_1,\hfill \\ \rho _1\hfill & \text{if }x<x_1,\hfill \end{array}\rho _i(0,)\rho _{i,0},i=2,\mathrm{},6,$$

is a solution. Moreover the plane

$$\frac{1}{6}\gamma _1+\frac{1}{6}\gamma _3=1$$

does not intersect the cube $`[0,1]^3`$ and the point $`(f(\rho _{1,0}),\mathrm{},f(\rho _{6,0}))`$ is on the intersection of the planes

$$\frac{1}{2}\gamma _1+\frac{1}{2}\gamma _2+\frac{1}{3}\gamma _3=1,\frac{1}{3}\gamma _1+\frac{1}{2}\gamma _2+\frac{1}{2}\gamma _3=1,$$

that is the line described by the map

$$\gamma _1(\gamma _1,2\frac{5}{3}\gamma _1,\gamma _1).$$
(A.42)
At some time say $`\overline{t}`$ the wave $`(\rho _1,\rho _{1,0})`$ interacts with the junction. Let $`(\widehat{\rho }_1,\mathrm{}.,\widehat{\rho }_6)`$ be the solution of the Riemann Problem at the junction for the data $`(\rho _1,\rho _{2,0},\mathrm{},\rho _{6,0})`$. Since the map $`E`$ increases on the line described by (A.42), the point $`(f(\widehat{\rho }_1),\mathrm{}.,f(\widehat{\rho }_6))`$ is on the curve (A.42) and

$$f(\widehat{\rho }_1)=f(\widehat{\rho }_3)=f(\rho _1),f(\widehat{\rho }_2)=2\frac{5}{3}f(\rho _1),f(\widehat{\rho }_4)=f(\widehat{\rho }_5)=f(\sigma ),f(\widehat{\rho }_6)=\frac{1}{3}f(\rho _1).$$

We get

$$\text{Tot.Var.}\left(f(\rho (\overline{t},))\right)=1f(\rho _1),$$

while

$$\text{Tot.Var.}\left(f(\rho (\overline{t}+,))\right)=4\left(1f(\rho _1)\right)>\text{Tot.Var.}\left(f(\rho (\overline{t},))\right).$$

## Appendix B Appendix: Total Variation of the Densities

Consider a junction $`J`$ with two incoming roads and two outgoing ones that we parameterize with the intervals $`]\mathrm{},b_1],]\mathrm{},b_2],[a_3,+\mathrm{}[,[a_4,+\mathrm{}[`$ respectively. Fix the constants $`\alpha _1,\alpha _2`$ such that $`0<\alpha _1<\alpha _2<1/2`$ and set

$$\alpha _{3,1}=\alpha _1,\alpha _{3,2}=\alpha _2,\alpha _{4,1}=1\alpha _1,\alpha _{3,2}=1\alpha _2.$$

figure 4

Define a solution $`\rho `$ by

$$\rho _1(0,x)=\{\begin{array}{cc}\rho _{1,0}\hfill & \text{if }x_1xb_1,\hfill \\ \rho _1\hfill & \text{if }x<x_1,\hfill \end{array}\rho _2(0,x)=\rho _{2,0},\rho _3(0,x)=\rho _{3,0},\rho _4(0,x)=\rho _{4,0},$$
(B.43)
where $`\rho _1,\rho _{1,0},\rho _{2,0},\rho _{3,0},\rho _{4,0}`$ are constants such that

$$\sigma \rho _{2,0},\rho _{3,0}1,0\rho _1\sigma ,\rho _{1,0}=\rho _{4,0}=\sigma ,$$
(B.44)
$$f(\rho _{1,0})=f(\rho _{4,0})=f(\sigma ),f(\rho _{2,0})=f(\rho _{3,0})=\frac{\alpha _1}{1\alpha _2}f(\sigma ),$$

so $`(\rho _{1,0},\rho _{2,0},\rho _{3,0},\rho _{4,0})`$ is an equilibrium configuration.

After some time the wave $`(\rho _1,\rho _{1,0})`$ interacts with the junction. Let $`(\widehat{\rho }_1,\widehat{\rho }_2,\widehat{\rho }_3,\widehat{\rho }_4)`$ be the solution of the Riemann Problem in the junction for the data $`(\rho _1,\rho _{2,0},\rho _{3,0},\rho _{4,0})`$. By (B.43) and (B.44) there results

$$f(\widehat{\rho }_1)=f(\rho _1),f(\widehat{\rho }_2)=\frac{f(\sigma )(1\alpha _1)f(\rho _1)}{1\alpha _2},$$

$$f(\widehat{\rho }_3)=\frac{\alpha _1\alpha _2}{1\alpha _2}f(\rho _1)+\frac{\alpha _2}{1\alpha _2}f(\sigma ),f(\widehat{\rho }_4)=f(\sigma )$$

and

$$0\widehat{\rho }_3\sigma \widehat{\rho }_21.$$
(B.45)
figure 5

Therefore if $`\rho _1\rho _{1,0}=\sigma `$ then

$$f(\widehat{\rho }_3)\frac{\alpha _1}{1\alpha _2}f(\sigma )=f(\rho _{3,0}),$$

and by (B.45), (B.44) we have $`\widehat{\rho }_3\tau (\rho _{3,0})`$. Therefore we are able to create on the third road a wave with strength bounded away from zero using an arbitrarily small wave on the first one.

Acknowledgements

The authors would like to thank Prof. Rinaldo M. Colombo for useful discussions.


text:
# String inspired braneworld cosmology

\[

## Abstract

We consider braneworld scenarios including the leading correction to the Einstein-Hilbert action suggested by superstring theory, the Gauss-Bonnet term. We obtain and study the complete set of equations governing the cosmological dynamics. We find they have the same form as those in Randall-Sundrum scenarios but with time-varying four-dimensional gravitational and cosmological constants. Studying the bulk geometry we show that this variation is produced by bulk curvature terms parameterized by the mass of a black hole. Finally, we show there is a coupling between these curvature terms and matter that can be relevant for early universe cosmology.

\]

In recent decades developments in cosmology have been strongly influenced by high-energy physics. A remarkable example of this is the inflationary scenario and all its variants. This influence has been growing and becoming more and more important. Today it comes from developments in string and M theories and the new scenarios they are providing for cosmology. In particular, the study of scenarios where the spacetime has non-compact extra-dimensions has produced intense activity.

The most popular model of that class is the one proposed by Randall and Sundrum  (RS), motivated by orbifold compactification of higher dimensional string theories, in particular, by the dimensional reduction of eleven-dimensional supergravity in $`^{10}\times S^1/_2`$ introduced by Hořava and Witten . The picture coming from the RS model is one with all matter and gauge fields, except gravity, confined in a three-brane embedded in a five-dimensional (5D) spacetime with $`_2`$ symmetry, and where the zero-mode of the Kaluza-Klein (KK) dimensional reduction is localized, reproducing Newtonian gravity in the weak field approximation.

On the other hand, it is a general belief that Einstein gravity is a low-energy limit of a quantum theory of gravity which is still unknown. Among promising candidates we have string theory which suggests, that in order to have a ghost-free action, quadratic curvature corrections to the Einstein-Hilbert action must be proportional to the Gauss-Bonnet term . This term also plays a fundamental role in Chern-Simons gravitational theories . However, although being a string-motivated scenario, the RS model and its generalizations  do not include these terms. From a geometric point of view, the combination of the Einstein-Hilbert and Gauss-Bonnet term constitutes, for 5D spacetimes, the most general Lagrangian producing second-order field equations  (see also ).

These facts provide a strong motivation for the study of braneworld theories including a Gauss-Bonnet term. Recent investigations on this issue have shown  that the metric for a vacuum 3-brane (domain wall) is, up to a redefinition of constants, the warp-factor metric of the RS scenarios. The existence of a KK zero-mode localized on the 3-brane has also been demonstrated  (see also ). Properties of black hole solutions in AdS spacetimes have been studied in . The cosmological consequences of these scenarios are less well understood. This issue has been studied in  in the case of a 2-brane model  and in  for a single-brane model . However, in both cases only simple ansätze for the 5D metric (written in Gaussian coordinates as in ) were considered, e.g. the separability of the metric components in the time and extra-dimension coordinates. One can see that this assumption is too strong even in RS cosmological scenarios , where they lead to a very restrictive class of cosmological models, not representative of the true dynamics. Other works with higher-curvature terms in braneworld scenarios are considered in .

In this paper we obtain the equations governing the dynamics of Friedmann-Robertson-Walker (FRW) cosmological models in braneworld theories with a Gauss-Bonnet term. This includes the derivation of the appropriate junction conditions for this kind of theory. Then, we investigate the new dynamical cosmological behaviour and how it is related to the geometry of the bulk.

Our starting point is the following action

$`S`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^2}}{\displaystyle d^5x\sqrt{g}\left(_{EH}+\frac{\alpha }{2}_{GB}\right)}`$ (2)
$`+{\displaystyle d^4x\sqrt{\stackrel{~}{g}}\left(_m2\lambda \right)},`$
where $`_{EH}=R2\mathrm{\Lambda }`$ is the Einstein-Hilbert Lagrangian with a negative cosmological constant, $`\mathrm{\Lambda }<0`$, $`_{GB}`$ is the Gauss-Bonnet correction

$$_{GB}=R^24R^{AB}R_{AB}+R^{ABCD}R_{ABCD},$$
(3)
and matter fields ($`_m`$) are confined to a 3-brane with $`_2`$ symmetry. Moreover, $`\lambda `$ is a constant that coincides with the brane tension in the limit $`_m=0=\alpha `$. Objects corresponding to the brane are written with a tilde to be distinguished from 5D objects; $`g`$ is the metric determinant and $`R`$, $`R_{AB}`$, and $`R_{ABCD}`$ are the scalar curvature and Ricci and Riemann tensors respectively; $`\kappa `$ is the 5D gravitational constant and physical units in which $`c=1`$ are assumed. The sign of the fundamental constant $`\alpha `$ must be positive according to the expansions carried out in string theory . If we write the unit normal to the 3-brane as $`𝒏=𝒅𝒘`$ (Gaussian coordinates), the field equations are

$`G_{AB}+\mathrm{\Lambda }g_{AB}+\alpha H_{AB}=\kappa ^2\left[\lambda \stackrel{~}{g}_{AB}+T_{AB}\right]\delta (w),`$ (4)
where $`H_{AB}`$ is the second-order Lovelock tensor

$`H_{AB}`$ $`=`$ $`RR_{AB}2R_A{}_{}{}^{C}R_{BC}^{}2R^{CD}R_{ACBD}`$ (6)
$`+R_A{}_{}{}^{CDE}R_{BCDE}^{}\frac{1}{4}g_{AB}_{GB},`$
$`T_{AB}`$ is the energy-momentum tensor describing the matter confined on the 3-brane ($`T_{AB}n^B=0=\stackrel{~}{g}_{AB}n^B`$). Since we are interested in the cosmological consequences of the theory we take $`T_{AB}`$ to be of the perfect-fluid type

$`T_{AB}=(\rho +p)u_Au_B+p\stackrel{~}{g}_{AB},`$ (7)
with $`u^A`$, $`\rho `$, and $`p`$, being the fluid velocity ($`u^Au_A=1`$), energy density and pressure respectively.

Homogeneous and isotropic cosmological models can be described by the 5D line element  ($`i,j,\mathrm{}=1,2,3`$)

$`ds^2=n^2(t,y)dt^2+a^2(t,y)h_{ij}dx^idx^j+b^2(t,y)dy^2,`$ (8)
where $`y`$ is the fifth dimension coordinate (the brane is located at $`y=0`$) and $`h_{ij}`$ is a 3-dimensional maximally symmetric metric for the surfaces $`\{t=\mathrm{const}.,y=\mathrm{const}.\}`$, whose spatial curvature is parameterized by $`k=1,0,1.`$ Every hypersurface $`y=\mathrm{const}.`$ has the metric of a FRW cosmological model.

The first step to solve the field equations (4) is to study them in the bulk ($`y0`$). Following  we have found that a set of functions $`\{a(t,y),b(t,y),n(t,y)\}`$ constitute a solution of the field equations in the bulk provided the following equations are satisfied

$`{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{n^{}}{n}}+{\displaystyle \frac{a^{}}{a}}{\displaystyle \frac{\dot{b}}{b}}{\displaystyle \frac{\dot{a}^{}}{a}}=0,`$ (9)
$`\mathrm{\Phi }+\alpha \mathrm{\Phi }^2={\displaystyle \frac{\mathrm{\Lambda }}{6}}+{\displaystyle \frac{C}{a^4}},`$ (10)
where $`C`$ is an integration constant and

$`\mathrm{\Phi }(t,y)={\displaystyle \frac{1}{n^2}}{\displaystyle \frac{\dot{a}^2}{a^2}}{\displaystyle \frac{1}{b^2}}{\displaystyle \frac{a^2}{a^2}}+{\displaystyle \frac{k}{a^2}}.`$ (11)
The simplicity of equation (10) is remarkable and so is the fact that the Einstein-Hilbert and Gauss-Bonnet terms depend on the same argument, namely $`\mathrm{\Phi }.`$ It would be interesting to know whether or not this happens also for higher-order terms in $`D>5`$ spacetimes, i.e., whether the dependence of the nth-order Lovelock term is of the form $`\mathrm{\Phi }^n`$.

To find the equations for the 3-brane we need to study the junction conditions of our theory, which will be different from those in Einstein gravity . We know that the 5D metric must be continuous across the brane and that there will be jumps in its normal derivatives due to the energy-momentum distribution on the brane \[see Eq. (4)\]. The $`_2`$ symmetry makes the metric invariant under the transformation $`yy`$ and hence any metric component can be written as $`A(t,y)=\overline{A}(t,|y|)`$. Therefore, the normal derivatives are given by

$`A^{}(t,y)=_{|y|}\overline{A}(t,|y|)\text{sign}(y)\overline{A}_1(t,|y|)\text{sign}(y),`$ (12)
$`A^{\prime \prime }(t,y)=_{|y|}\overline{A}_1(t,|y|)+2\overline{A}_1(t,|y|)\delta (y).`$ (13)
The first derivative has a finite discontinuity across the brane but its square is continuous by virtue of the $`_2`$ symmetry. The second derivative has a non-distributional part, the first term, and a distributional part whose coefficient gives the jump across the brane, namely $`[A^{}]=A^{}(t,0^+)A^{}(t,0^{})=2\overline{A}_1(t,0).`$ The value of this jump can be obtained by integrating the tt-component of the field equations (4) across the brane, that is ($`\delta (w)=b_o^1\delta (y)`$)

$`\underset{ϵ0}{lim}{\displaystyle _ϵ^ϵ}𝑑y\left(G_{tt}+\mathrm{\Lambda }g_{tt}+\alpha H_{tt}\right)=\kappa ^2(\rho +\lambda ){\displaystyle \frac{n_o^2}{b_o}},`$ (14)
where from now on the subscript “$`o`$” will denote the value of the corresponding quantity on the brane. Then, the equation for the jump $`\overline{a}_1(t,0)`$ is

$`\left[1+2\alpha \left({\displaystyle \frac{1}{n_o^2}}{\displaystyle \frac{\dot{a}_o^2}{a_o^2}}{\displaystyle \frac{1}{b_o^2}}{\displaystyle \frac{\overline{a}_1^2}{a_o^2}}+{\displaystyle \frac{k}{a_o^2}}\right)\right]{\displaystyle \frac{\overline{a}_1}{a_ob_o}}={\displaystyle \frac{1}{6}}(\lambda +\rho )\kappa ^2.`$ (15)
This is a cubic equation for the discontinuity $`\overline{a}_1`$ which, for sufficiently small $`\alpha `$, has only one real solution, the other two being complex. Therefore, if we require our cosmological equations to have the right $`\alpha 0`$ limit we are left with only one solution. Introducing it into equation (10) will lead to the Friedmann equation for the brane. Equation (10) is a quadratic equation in the square of the Hubble function $`H=\dot{a}_o/(n_oa_o)`$, but only one solution has the correct limit $`\alpha 0`$. Remarkably, the Friedmann equation we get from that solution can be written in the same form as in the RS cosmological scenario (compare with the generalized Friedmann equations in )

$`H^2={\displaystyle \frac{1}{3}}\stackrel{~}{\kappa }_{}^2\rho \left(1+{\displaystyle \frac{\rho }{2\lambda }}\right){\displaystyle \frac{k}{a_o^2}}+{\displaystyle \frac{1}{3}}\stackrel{~}{\mathrm{\Lambda }}_{},`$ (16)
where the 4D gravitational coupling and cosmological constants, $`\stackrel{~}{\kappa }_{}`$ and $`\stackrel{~}{\mathrm{\Lambda }}_{}`$, are now time dependent. The only difference with the corresponding RS equation is that here we do not have explicitly the dark radiation term  proportional to $`a_o^4`$. It is actually included, in a non-linear way, in $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ \[see Eq. (18) below\]. The time-dependent fundamental “constants” $`\stackrel{~}{\kappa }_{}^2`$ and $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ change in time as functions only of the scale factor $`a_o`$. Their explicit form is

$`\stackrel{~}{\kappa }_{}^2`$ $`=`$ $`\stackrel{~}{\kappa }^2{\displaystyle \frac{1+\frac{2}{3}\alpha \mathrm{\Lambda }}{1+4\alpha \sigma }},\stackrel{~}{\kappa }^2{\displaystyle \frac{\lambda \kappa ^4}{6}}{\displaystyle \frac{1}{1+\frac{2}{3}\alpha \mathrm{\Lambda }}},\sigma {\displaystyle \frac{\mathrm{\Lambda }}{6}}+{\displaystyle \frac{C}{a_o^4}},`$ (17)
$`\stackrel{~}{\mathrm{\Lambda }}_{}`$ $`=`$ $`{\displaystyle \frac{\lambda \stackrel{~}{\kappa }^2}{2}}{\displaystyle \frac{1+\frac{2}{3}\alpha \mathrm{\Lambda }}{1+4\alpha \sigma }}{\displaystyle \frac{3}{2\alpha }}\left(1\sqrt{1+4\alpha \sigma }\right),`$ (18)
where we have introduced $`\sigma `$, the function containing the dependence on $`a_o`$. Moreover, $`\stackrel{~}{\kappa }^2`$ is the 4D gravitational coupling constant, the one that appears in the computation of Newton’s law . For small $`\alpha `$ we recover the Friedmann equation in RS braneworlds (see, e.g., ). Actually, at zero order in $`\alpha `$, $`\stackrel{~}{\mathrm{\Lambda }}_{}=\stackrel{~}{\mathrm{\Lambda }}_{RS}+3Ca_o^4+O(\alpha ),`$ recovering the dark radiation term $`Ca_o^4`$ in the Friedmann equation of RS brane-worlds.

The dependence of $`\stackrel{~}{\kappa }_{}^2`$ and $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ on $`a_o`$ has been plotted in Fig. 1. There are two possible behaviours according to whether $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ has a minimum \[Fig. 1(a)\] or not \[Fig. 1(b)\]. In both cases $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ tends to infinity for small $`a_o`$ and to a constant

$`\stackrel{~}{\mathrm{\Lambda }}_{\mathrm{}}=\frac{\lambda \stackrel{~}{\kappa }^2}{2}\frac{3}{2\alpha }(1\sqrt{1+\frac{2}{3}\alpha \mathrm{\Lambda }}),`$ (19)
when $`a_o\mathrm{}`$. Then, $`\stackrel{~}{\mathrm{\Lambda }}_{}`$ tends to zero for the following critical value of $`\lambda `$

$`\lambda _c=\frac{3}{\alpha \stackrel{~}{\kappa }^2}(1\sqrt{1+\frac{2}{3}\alpha \mathrm{\Lambda }}).`$ (20)
The case $`\lambda =\lambda _c`$, $`\rho =C=k=0`$ corresponds to a Minkowskian brane  (see ). From Eq. (17) we must have $`1+4\alpha \sigma >0`$, hence from the behaviour for big and small $`a_o`$ we deduce that $`\alpha |\mathrm{\Lambda }|3/2`$ and $`\alpha C0`$. On the other hand, the behaviour of $`\stackrel{~}{\kappa }_{}^2`$, when $`C0`$, is the same independently of the value of the parameters; it tends to zero for small $`a_o`$ and to $`\stackrel{~}{\kappa }^2`$ \[see Eq. (18)\] when $`a_o\mathrm{}.`$

As in standard cosmology, the Friedmann equation (16) together with the energy-momentum tensor conservation equations \[a consequence of the divergence-free character of the left-hand side of (4)\],

$`\dot{\rho }=3(\rho +p)H,`$ (21)
and a barotropic equation of state $`p=p(\rho )`$, describe completely the cosmological dynamics on the brane.

At this point we do not know much about the geometry of the bulk. For perfect-fluid FRW cosmological models in RS braneworlds, the bulk turns out to be the Schwarzschild-AdS 5D spacetime (see ). Since in our case we have different gravitational equations \[Eqs. (9, 10)\] we do not expect the same bulk. The knowledge of the bulk geometry is important to understand the physical meaning of the integration constant $`C`$ appearing in the Friedmann equation (16,18). Assuming that the fifth dimension is static , $`\dot{b}=0`$, we have found that there is a coordinate change, analogous to the one used in RS scenarios , that brings the line element (8) to the following static form

$`ds^2=f(R)dT^2+{\displaystyle \frac{dR^2}{f(R)}}+R^2(d\chi ^2+\mathrm{\Sigma }_k^2(\chi )d\mathrm{\Omega }_2^2),`$ (22)
where $`\mathrm{\Sigma }_1=\mathrm{sinh}\chi ,`$ $`\mathrm{\Sigma }_0=\chi ,`$ and $`\mathrm{\Sigma }_1=\mathrm{sin}\chi ,`$ and $`d\mathrm{\Omega }_2^2`$ is the unit 2-sphere metric. In RS scenarios, Kraus  and Ida , found the Schwarzschild-$`\mathrm{AdS}_5`$ bulk. When a Gauss-Bonnet is present, the solution of the field equations (4) for the line-element (22) is given by (see  for the $`k=0`$ case and  for any $`k`$)

$`f(R)=k+{\displaystyle \frac{R^2}{2\alpha }}\left(1\sqrt{1+{\displaystyle \frac{4\kappa ^2\alpha M}{3V_kR^4}}+{\displaystyle \frac{2}{3}}\alpha \mathrm{\Lambda }}\right),`$ (23)
where $`V_k`$ is the volume of the 3-surface $`\{T=\mathrm{const}.,R=1\}`$. In this picture, the 3-brane is a hypersurface that expands or contracts according to a law $`R=R(T)`$, where $`R`$ coincides with the scale factor, $`R(T)=a(t,y)`$, and $`t`$ is a proper time ($`n_o=1`$). More important, the constant $`C`$ is related to the black hole mass by the relation

$`C={\displaystyle \frac{\kappa ^2M}{3V_k}}.`$ (24)
Therefore, the string theory prediction that $`\alpha `$ must be positive implies, using $`\alpha C0`$, that the mass of the black hole must be positive. Conversely, if we require the avoidance of a naked singularity, $`M>0`$ , then the constant $`\alpha `$ must be positive.

As one would expect, if the mass of the black hole tends to zero the bulk Weyl tensor vanishes. This means that the effective time-variation of $`\stackrel{~}{\kappa }_{}^2`$ is due to the coupling of bulk Weyl curvature terms with matter. From a geometrical point of view, it is a consequence of the structure of the curvature quadratic terms in the Gauss-Bonnet Lagrangian.

Let us now study what is the behaviour of FRW models in this theory. We start with the most simple case, when there is no black hole present in the bulk, which means $`M=0`$. In this case the dynamics is completely equivalent to that of RS braneworlds, widely discussed in the literature (see  for an exhaustive study), where $`\stackrel{~}{\kappa }`$ and $`\mathrm{\Lambda }_{\mathrm{}}`$ are the 4D gravitational and cosmological constants respectively. Moreover, one can check that in this case the conditions for inflation are the same as those described in .

To study the case $`M0`$ we assume a linear equation of state, $`p=(\gamma 1)\rho `$, which implies $`\rho a_o^{3\gamma }.`$ For late times, $`a_o1`$, and as in RS braneworlds, the behaviour is the same as in standard cosmology, $`a_ot^{2/(3\gamma )}`$, but with the modified 4D constants $`\stackrel{~}{\kappa }`$ and $`\mathrm{\Lambda }_{\mathrm{}}`$. This is expected since it corresponds to the low-energy regime. At high energies, or early times ($`a_o1`$), things are very different. In the case $`\gamma 1`$ we find that $`H^2a_o^{46\gamma }`$, hence, $`a_ot^{1/(3\gamma 2)}`$. The generic behaviour for $`\gamma <1`$ is $`H^2a_o^2`$, therefore $`a_ot.`$ Then, when $`\gamma <1`$ the dynamics is independent of the particular equation of state. This results show that the dynamical behaviour in our theory is completely different from the general relativistic case ($`a_ot^{2/(3\gamma )}`$), except for the radiation case ($`\gamma =4/3`$), when they remarkably coincide. It is also different from the behavior in RS braneworlds ($`a_ot^{1/(3\gamma )}`$).

In conclusion, we have studied the cosmological dynamics in a theory that generalizes the RS scenario  by taking into account the Gauss-Bonnet higher-order curvature term . Using this fact, we have shown that the cosmological equations can be seen as those of RS scenarios but with time-dependent 4D gravitational and cosmological constants. Studying the 5D geometry of our model we have found that the time variation of the constants is parametrized only by the mass of a black hole in the bulk. In the case of the gravitational constant, the time dependence is introduced through the coupling between bulk curvature terms and matter. Finally, we have shown how the higher-order curvature terms present in our theory are dominant at high energies and change the cosmological dynamics at early times. Hence, they can provide alternative cosmological scenarios for the study of unsolved cosmological problems.

The authors wish to thank Carlos Barceló, Bruce Bassett, Toni Campos, Roy Maartens, Martin O’Loughlin and Carlo Ungarelli for very fruitful discussions. CG is supported by a PPARC studentship and thanks SISSA for hospitality during the realization of some parts of this work. CFS is supported by the European Commission (contract HPMF-CT-1999-00149).