Construction of entropies for cross-diffusion systems

Abstract

The analysis of cross-diffusion systems with nonsymmetric and indefinite diffusion matrices often relies on the existence of entropies, that is, Lyapunov functionals whose dissipation often yields gradient estimates. We propose a general strategy for constructing entropies for two-species cross-diffusion systems, based on the assumption that the mobility matrix is symmetric, in accordance with Onsager's reciprocal relations. The symmetry condition leads to a linear hyperbolic equation in two variables, which can be reformulated as a linear transport system along the eigendirections of the diffusion matrix, related to the approach of Jenssen and Kogan for hyperbolic conservation laws. Positive solutions to this system yield a family of entropies parametrized by two arbitrary functions of one variable. Sufficient conditions for their existence on (possibly unbounded) characteristic rectangles are given, the mechanisms that may prevent the existence of an entropy are identified, and systems without any entropy structure are presented. The general construction recovers known entropies for models arising in physics and biology and provides new ones. For systems with an arbitrary number of components, we derive sufficient conditions for the existence of separable entropies and give a rank criterion for the uniqueness of entropies (up to affine functions). Cross-diffusion systems without symmetry of the mobility matrix are also discussed.