Jenkins file to deploy to Salesforce with SFDX into Sandboxes instead of using DevHub org, to use it you will require two global variables USERNAME and PASSKEY setup in Jenkins, also you have to add "Source Code Management" -> Git details into your Jenkins freestyle project

sfdx-jenkinsfile

#!/bin/bash
#Exit from build:
#params: 1 - status, 2 - callback command to call before exit, 3 - comment text for  failed GitHub commit
exit_on_error() {
    if [ $1 -ne 0 ]
    then
        echo '=== ### Exit On Error ### ==='
        if [ "$2" != '' ]
        then
            $2
        fi

        echo 'Failure' "$3"
        exit 1
    fi
}

sfdx --version
echo '=========================== v2.3 ================================='
cp /fullpath/sfdx-project.json ./sfdx-project.json
sfdx force:auth:list

echo '======================= Login to SF =============================='
#Login to SF
sfdx force:auth:jwt:grant --username "${USERNAME}" --jwtkeyfile /fullpath/server.key --clientid "${PASSKEY}" --setdefaultusername --instanceurl https://test.salesforce.com
exit_on_error $? '' 'SF auth process failed'
sfdx force:auth:list

echo '======================= Deploy Source to SF ======================'
#Deploy sources # -l RunAllTestsInOrg | RunLocalTests -c
sfdx force:source:deploy --sourcepath ./force-app/main/default/ -l RunLocalTests
exit_on_error $? 'sfdx force:auth:logout --all -p' 'Source pushing process failed'

echo '======================= Exit All Orgs ============================'
sfdx force:auth:logout --all -p

Original file was as below with DevHub and GITHub updates, link to original article: https://medium.com/@r.kurchenko/setup-continuous-integration-based-on-salesforcedx-c9f461c4db03

`
#Provide Github account where thу project repo hosted and the name of repo:
GITHUB_ORG=''
GITHUB_REPO=''

#Exit from build:
#params: 1 - status, 2 - callback command to call before exit, 3 - comment text for failed GitHub commit
exit_on_error() {
if [ $1 -ne 0 ]
then
if [ "$2" != '' ]
then
$2
fi

    set_github_commit_status 'failure' "$3"
    exit 1
fi

}

#Remove scratch org from DevHub:
#params: 1 - scratch org username/alias
delete_scratch_org() {
sfdx force:org:delete --targetusername "$1" --noprompt
}

#Set GitHub commit status:
#params: 1 - commit state(success/failure/pending), 2 - commit status description
set_github_commit_status() {
echo "Settings GitHub Commit $GIT_COMMIT to the status $1..."
curl "https://api.github.com/repos/$GITHUB_ORG/$GITHUB_REPO/statuses/$GIT_COMMIT?access_token=$GITHUB_ACCESS_TOKEN"
-H "Content-Type: application/json"
-X POST
-d "{"state": "$1", "description": "$2", "target_url": "$BUILD_URL/console", "context": "continuous-integration/jenkins/push"}"
-s > /dev/null #Hide curl output
}

#==================================================================

#Set GitHub commit to pending before process
set_github_commit_status 'pending' 'The build is processing...'

#Login to Developer Hub Org
sfdx force:auth:jwt:grant --username "$HUB_ORG" --jwtkeyfile "$JWT_KEY_FILE" --clientid "$CONNECTED_APP_CONSUMER_KEY" --setdefaultdevhubusername --setalias DevHub
exit_on_error $? '' 'Developer hub auth process failed'

#Define unique Scratch Org Alias and create Org based on it
SCRATCH_ORG_ALIAS="Scratch-ORG:Push-Build-${BUILD_NUMBER}"
sfdx force:org:create --definitionfile "config/project-scratch-def.json" --setalias "${SCRATCH_ORG_ALIAS}" --setdefaultusername
exit_on_error $? '' 'Scratch org creation process failed'

#Push sources to Scratch org and assign permission set to user
sfdx force:source:push
exit_on_error $? "delete_scratch_org ${SCRATCH_ORG_ALIAS}" 'Source pushing process failed'

#Run Apex tests
TEST_RESULTS_FOLDER="tests/${BUILD_NUMBER}"
mkdir -p "$TEST_RESULTS_FOLDER"
UNIT_TESTS_RUN_ID=$(sfdx force:apex:test:run --testlevel RunLocalTests --outputdir "$TEST_RESULTS_FOLDER" --json | jq .result.testRunId -r)
if [ "$UNIT_TESTS_RUN_ID" = '' ] ; then UNIT_TESTS_RUN_STATUS=1 ; else UNIT_TESTS_RUN_STATUS=0; fi
#Exit if error occurs while running tests (ex. ORG has not test classes)
exit_on_error ${UNIT_TESTS_RUN_STATUS} "delete_scratch_org ${SCRATCH_ORG_ALIAS}" 'Unit tests run process failed'

#Run Apex Unit tests report
sfdx force:apex:test:report --testrunid $UNIT_TESTS_RUN_ID --outputdir "$TEST_RESULTS_FOLDER" --wait 10
UNIT_TESTS_FINAL_STATUS=$(cat "$TEST_RESULTS_FOLDER/test-result-$UNIT_TESTS_RUN_ID.json" | jq .summary.outcome -r)

#Remove Scratch org
delete_scratch_org "${SCRATCH_ORG_ALIAS}"

#Set GitHub commit status based on results
if [ "$UNIT_TESTS_FINAL_STATUS" == 'Failed' ]
then
set_github_commit_status 'failure' 'Unit tests checks failed'
else
set_github_commit_status 'success' 'The build is valid'
fi

#Mark build as failed if Apex Tests failed
if [ "$UNIT_TESTS_FINAL_STATUS" == 'Failed' ]
then
echo "The build #${BUILD_NUMBER} has failed due to Apex Tests!"
exit 1
else
echo "The build #${BUILD_NUMBER} has successfully DONE!"
fi
`