Partial Differential Equations III/IV
[6pt] Exercise Sheet 3: Solutions
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1.
Existence of classical solutions. Consider the conservation law
where
We have and
Note that is decreasing for . By Theorem 3.5, the conservation law has a classical solution where
Note that as . Therefore its minimum in is attained at a critical point. We compute
If follows that, for ,
Therefore the only critical point of in is , and this is its global minimum point. Its minimum value is
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2.
Breakdown of classical solutions. Consider the conservation law
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(i)
We have and . Observe that for Therefore is decreasing for and by Theorem 3.9, blows up at time
where
Let us find now . Note that as . Therefore its minimum in is attained at a critical point. We compute
Therefore, for ,
It follows that the only critical point of in is , and this is its global minimum point we were looking for. Its minimum value is
as required. By the same theorem, we also know that blows up at , provided . By computing
so, indeed blows up at .
To conclude, since , we conclude that both derivatives and blow up at the point
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(iii)
For , the Method of Characteristics gives
Therefore
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(i)
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3.
Geometric interpretation of : Crossing characteristics.
(i) Let and . Define . Note that by definition of . Recall that
We have
Therefore
because . Since and , then there exists such that . But as . In particular, there exists with . Since is continuous, the Intermediate Value Theorem implies that there exists such that . In conclusion,
and hence lies on the characteristic through and on the characteristic through .
(ii) Now, if we have two crossing characteristics and , crossing at some point , we have that . This means, after rearranging that
By the assumptions of the problem, we have that the mapping is Lipschitz continuous. Actually, this is also Lipschitz continuous when one restricts the domain to , so define
By the previous arguments, one must have
which clearly implies that . Now, comparing this to the definition of , i.e.
thus .
It is very important to notice that in the previous argument we assumed that and are located in the same connected component of .
Otherwise, let us suppose that is disconnected and and are located in two different connected components of . Without loss of generality, we can suppose that . In this case, we can write again
where in the second equation we have used the mean value property for derivatives and . Now, if , we are again done by the previous arguments.
Otherwise, we have that and so . In this case if
we are again done. So it remains to show that for these crossing characteristics with base points , one cannot have that
Indeed, if this would be the case, it would mean that can increase way faster than as it is decreasing. Why such a condition is possible, in such a scenario we would necessary need to have that if crossing is occurring after a base point where the function increases a lot, in the mean value theorem one must have that or at least .
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4.
The Fundamental Lemma of the Calculus of Variations. Let be a continuous function on an open set . Suppose that
(1) We show that . Assume for contradiction that . Without loss of generality, assume that there exists a point such that . Since is continuous, then there exists an open set containing such that for all . Choose such that , where is the open ball of radius centred at . Choose any nonzero such , i.e., for all . For example, we could take
Then
which contradicts equation (1). Therefore , as required.
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5.
Weak formulation of scalar conservation laws. In order to write down the weak formulation of the conservation law we need to compute a flux function , which satisfies . Note that is only unique up to a constant. We can choose
Therefore is a weak solution of the conservation law if
for all .
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6.
Weak formulation of scalar conservation laws in several variables. We will use the following integration by parts formula, which can be proved in the same way as Lemma 3.15: Let , be continuously differentiable and let . Then
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(ii)
Let satisfy
(4) for all . Choose a test function such that . In particular, . By equation (4), satisfies
Since is continuously differentiable, we can rewrite this equation using the integration by parts formula from above to obtain
But this holds for all and so, by the Fundamental Lemma of the Calculus of Variations, the integrand must vanish:
(5) Therefore satisfies (2). It remains to show that satisfies (3). Now take any test function . Integrating by parts in (4) gives
Therefore
for all . Applying the Fundamental Lemma of the Calculus of Variations again gives , as required.
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7.
The Rankine-Hugoniot condition. Consider Burger’s equation with initial data
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(i)
Since is discontinuous at with a left limit of and a right limit of , we seek a shock through with on the left of the shock and on the right of the shock. The Rankine-Hugoniot condition with , , gives
The conditions and imply that
Since is discontinuous at with a left limit of and a right limit of , we seek a shock through with on the left of the shock and on the right of the shock. The Rankine-Hugoniot condition with , , gives
The conditions and imply that
The shocks are straight lines and they intersect when
Therefore the intersection point is , as desired.
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(ii)
We have found the following weak solution for :
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(iii)
We seek a shock through with on the left of the shock and on the right of the shock. The Rankine-Hugoniot condition with , , gives
The conditions and imply that
We have found the following weak solution for all :
The characteristic through is the line with equation
The characteristics and the shocks are plotted in Figure 2. In the blue region , in the magenta region , and in the green region . The red dashed lines are the shocks.
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(iv)
Since we are in the case of a uniformly strictly convex flux function, i.e. , from the lectures we know that a shock satisfies Lax’s entropy condition if and only if (where and are the left and right limits of the solution at the shock curves). As we see this from the definition of the weak solution, at every shock we have this condition satisfied. So, since all shocks satisfy Lax’s entropy condition, so does the constructed weak solution.
For the entropy solution, it remains to only check whether the constructed solution is uniformly bounded and satisfies the following one sided jump condition property. There exists such that
Since for each fixed time slice , we have that is non-increasing, we certainly have that
Also, clearly, the solution is uniformly bounded. Therefore, this solution is certainly the unique entropy solution.
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(i)
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8.
The Lax entropy condition. We need to find so that the conservation law is satisfied piecewise, so that the Rankine-Hugoniot condition is satisfied across the shock , and so that the Lax entropy condition holds. Let
Define
Clearly is satisfied for . Now consider the case . Then
Let’s check when the conservation law is satisfied:
Since this must hold for all with , we have and . Therefore
Now we check when the Rankine-Hugoniot condition is satisfied. We have
Therefore the Rankine-Hugoniot condition holds if and only if
Finally, since , the Lax entropy condition holds if and only if
This is satisfied for all if
To check whether this solution is an entropy solution, we need to check whether is the solution uniformly bounded and is there such that
First, let us notice that the previously derived conditions on the constants imply that all these constants must be positive ones. Therefore, for each fixed time slice , we have that is non-increasing. Therefore, we have that
However, it is clear to see to this solution is not uniformly bounded, therefore by our definition it is not an entropy solution.
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9.
The Lax entropy condition again.
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(i)
The flux is and the shock has equation with . The left and right limits of at the shock are , . Therefore the Rankine-Hugoniot condition simplifies to
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(ii)
Since ,
We have . The Lax entropy condition is
Therefore we have to find satisfying the quadratic inequalities
Since
then must satisfy and and therefore
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(iii)
For the entropy solution, we need to check whether the constructed solution in (ii) is uniformly bounded and satisfies the following one sided jump condition property: there exists such that
Since for each fixed time slice , we have that is non-increasing (since ), we certainly have that
Also, clearly the solution is uniformly bounded. Therefore, it is certainly the unique entropy solution.
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(i)
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10.
Rarefaction waves and shocks.
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(i)
The conservation law has . Therefore the characteristics are
By sketching the characteristics (see Figure 3) we see that characteristics intersect immediately, at . Therefore the conservation law does not have a classical solution for any .
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(ii)
We can take the flux to be
since . The Rankine-Hugoniot jump condition for a shock of the form is
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(iii)
From Figure 3 we see that there is a shock with , , . The Rankine-Hugoniot condition gives
The conditions , imply that
The characteristics and the shock are plotted in Figure 4. From this figure we see that
The characteristics tell us nothing about the solution in the region . We can fill the void with lines of the form , . These are shown in green in Figure 5.
We seek a rarefaction wave that is constant along these lines of the form with , :
Therefore for . We have derived the following weak solution for :
where , as required.
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(iv)
For the expansion fan collides with the characteristics with . The point of first intersection is . (This can be found by finding the intersection of the lines and .) Therefore we seek a shock through with on the left of the shock and on the right of the shock. Consequently , , and the Rankine-Hugoniot condition gives
We can solve this ODE using the integrating factor
as follows:
Integrating and using the condition yields
The shock is easier to sketch if we write it in the form . We have found the weak solution
where , . This is illustrated in Figure 6.
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(i)
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11.
Watching paint dry.
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(i)
The conservation law has flux and . The characteristics are
By sketching the characteristics (see Figure 7) we see that characteristics intersect immediately, at . Therefore we seek a shock with , , . The Rankine-Hugoniot condition gives
The conditions , imply that . The characteristics and the shock are plotted in Figure 8. From this figure we see that
The characteristics tell us nothing about the solution in the region . We can fill the void with lines of the form , . These are shown in green in Figure 9.
We seek a rarefaction wave that is constant along these lines of the form , , :
Therefore for . We have derived the following weak solution for :
where , as required.
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(ii)
For the expansion fan collides with the characteristics with . The point of first intersection is . (This can be found by finding the intersection of the lines and .) Therefore we seek a shock through with on the left of the shock and on the right of the shock. Consequently , , and the Rankine-Hugoniot condition gives
We can solve this ODE using the integrating factor
as follows:
Integrating and using the condition yields
The shock is easier to sketch if we write it in the form . We have found the weak solution
where , . This is illustrated in Figure 10.
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(i)
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12.
Traffic flow.
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(i)
Let . Then
and therefore
as required.
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(ii)
Let . The characteristics for the conservation law are
For , the characteristics have slope . The characteristics for are steeper; they have slope . Therefore a shock forms at . We seek a shock through with on the left of the shock and on the right of the shock. The Rankine-Hugoniot condition implies that
Therefore . The characteristics and the shock are shown in Figure 11.
The characteristics tell us nothing about the solution in the void . We can fill in this void with lines of the form , . These are shown in green in Figure 12.
We seek a rarefaction wave that is constant along these lines of the form with , :
(As a consistency check, note that satisfies , as desired.) Therefore
for , for sufficiently small . After some point in time the rarefaction wave collides with the characteristics with . See Figure 13.
This collision first occurs when
The corresponding value of is
Now a second shock forms with , on the left of the shock, and on the right of the shock. Therefore , , and the Rankine-Hugoniot condition gives
Multiplying this linear ODE by the integrating factor
gives
Now integrate and use the initial condition to obtain
Therefore
We have arrived at the following weak solution:
where
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(iii)
The solution as a function of is illustrated in Figure 14 for times , , . The effect of the initial block of slower moving traffic never disappears completely and the shock exists for all time. Its effect, however, diminishes over time and the size of the jump discontinuity tends to zero. Observe that the width of the region where increases with time.
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(i)
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13.
Strong solutions. The proof is somewhat similar to the derivation of the Rankine-Hugoniot condtion (or rather to the proof of the converse of the Rankine-Hugoniot condition). Let and let . Then
where and are the unit outward-pointing normal vectors to , . Observe that
Moreover , on , on . Continuing the calculation gives
This holds for all . Therefore is a weak solution of the conservation law, as required.