Partial Differential Equations III/IV

[6pt] Exercise Sheet 3: Solutions


  1. 1.

    Existence of classical solutions. Consider the conservation law

    ut+u3ux=0 for (x,t)×(0,),
    u(x,0)=u0(x) for x,

    where

    u0(x)={1x<0,(1-x2)20x1,0x>1.

    We have c(u)=u3 and

    c(u0(s))={1s<0,(1-s2)60s1,0s>1.

    Note that c(u0(s)) is decreasing for s(0,1). By Theorem 3.5, the conservation law has a classical solution u:×[0,tc) where

    tc=infs(0,1)-1c(u0(s))s=infs(0,1)112s(1-s2)5.

    Note that 1/(12s(1-s2)5) as s0,1. Therefore its minimum in (0,1) is attained at a critical point. We compute

    dds112s(1-s2)5 =dds(12s(1-s2)5)-1
    =-(12s(1-s2)5)-2(12(1-s2)5-120s2(1-s2)4)
    =-12(1-s2)4(1-11s2)(12s(1-s2)5)2.

    If follows that, for s(0,1),

    dds112s(1-s2)5=01-11s2=0s2=111.

    Therefore the only critical point of 1/(12s(1-s2)5) in (0,1) is s=1/11, and this is its global minimum point. Its minimum value is

    tc=112s(1-s2)5|s=1/11=1112(10/11)5=11511105120.445
  2. 2.

    Breakdown of classical solutions. Consider the conservation law

    ut+uux=0 for (x,t)×(0,),
    u(x,0)=11+x2 for x.
    • (i)

      We have c(u)=u and c(u0(s))=u0(s)=(1+s2)-1. Observe that c(u0(s))s=-2s/(1+s2)2<0 for s>0 Therefore c(u0(s)) is decreasing for s>0 and by Theorem 3.9, ux(xc(t),t) blows up at time

      tc=infs>0-1c(u0(s))s=infs>0(1+s2)22s,

      where

      xc(t)=sc+tc(u0(sc)).

      Let us find now sc. Note that (1+s2)2/(2s) as s0,. Therefore its minimum in (0,) is attained at a critical point. We compute

      dds(1+s2)22s=8s2(1+s2)-2(1+s2)24s2=(1+s2)(6s2-2)4s2.

      Therefore, for s>0,

      dds(1+s2)22s=06s2-2=0s2=13.

      It follows that the only critical point of (1+s2)2/(2s) in (0,) is sc=1/30.5774, and this is its global minimum point we were looking for. Its minimum value is

      tc=(1+s2)22s|s=1/3=839=8331.5396

      as required. By the same theorem, we also know that ut(xc(t),t) blows up at tc, provided c(u0(sc))0. By computing

      c(u0(sc))=340,

      so, indeed ut(xc(t),t) blows up at tc.

      To conclude, since xc:=xc(tc)=33+83934=3, we conclude that both derivatives ut and ux blow up at the point (xc,tc)=(3,839).

    • (ii)

      The characteristic through (x,t)=(s,0) has equation

      x=s+c(u0(s))t=s+t1+s2t=(1+s2)(x-s).

      The slope 1+s2 is decreasing for s<0 and increasing for s>0. Therefore the characteristics diverge for s<0 (Figure 1, blue). For s=0 the characteristic is the line t=x (Figure 1, red). For s>0 the characteristics converge on each other (Figure 1, green), and they first cross at time tc.

      Figure 1: Characteristics for Q2.
    • (iii)

      For t[0,tc), the Method of Characteristics gives

      u(x,t)=u0(s)=u0(x-c(u0(s))t)=u0(x-c(u(x,t))t)=11+(x-u(x,t)t)2.

      Therefore

      u(x,t)=11+(x-u(x,t)t)2
  3. 3.

    Geometric interpretation of tc: Crossing characteristics.

    (i) Let t>tc and x=sc+c(u0(sc))t. Define h(s,t)=s+c(u0(s))t. Note that h(sc,t)=x by definition of x. Recall that

    tc=-1c(u0(sc))u0(sc).

    We have

    hs(s,t)=1+c(u0(s))st=1+c(u0(s))u0(s)t.

    Therefore

    hs(sc,t)=1+c(u0(sc))u0(sc)t=1-ttc<1-1=0

    because t>tc. Since h(sc,t)=x and hs(sc,t)<0, then there exists s1>sc such that h(s1,t)<x. But h(s,t) as s. In particular, there exists s2>s1 with h(s2,t)>x. Since h is continuous, the Intermediate Value Theorem implies that there exists s*(s1,s2) such that h(s*,t)=x. In conclusion,

    h(sc,t)=x=h(s*,t)

    and hence (x,t) lies on the characteristic through (sc,0) and on the characteristic through (s*,0).

    (ii) Now, if we have two crossing characteristics x1(t)=s1+tc(u0(s1)) and x2(t)=s2+tc(u0(s2)), crossing at some point (x,t), we have that x1(t)=x2(t)=x. This means, after rearranging that

    s1-s2=t(c(u0(s2))-c(u0(s1))).

    By the assumptions of the problem, we have that the mapping sc(u0(s)) is Lipschitz continuous. Actually, this is also Lipschitz continuous when one restricts the domain to I:={s:c(u0(s))u0(s)<0}, so define

    LI:=supsI|c(u0(s))u0(s)|.

    By the previous arguments, one must have

    |s1-s2|=t|c(u0(s2))-c(u0(s1))|tLI|s1-s2|,

    which clearly implies that t1LI. Now, comparing this to the definition of tc, i.e.

    tc:=infsI-1c(u0(s))u0(s)=1LI,

    thus ttc.

    It is very important to notice that in the previous argument we assumed that s1 and s2 are located in the same connected component of I.

    Otherwise, let us suppose that I is disconnected and s1 and s2 are located in two different connected components of I. Without loss of generality, we can suppose that s1<s2. In this case, we can write again

    |s1-s2|=t|c(u0(s2))-c(u0(s1))|=t|c(u0(s0))u0(s0)||s1-s2|,

    where in the second equation we have used the mean value property for derivatives and s0(s1,s2). Now, if s0I, we are again done by the previous arguments.

    Otherwise, we have that s0I and so c(u0(s0))u0(s0)0. In this case if

    0c(u0(s0))u0(s0)LI,

    we are again done. So it remains to show that for these crossing characteristics with base points s1,s2I, one cannot have that

    c(u0(s0))u0(s0)>LI.

    Indeed, if this would be the case, it would mean that cu0 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 s0 where the function increases a lot, in the mean value theorem one must have that c(u0(s0))u0(s0)<0 or at least c(u0(s0))u0(s0)LI.

  4. 4.

    The Fundamental Lemma of the Calculus of Variations. Let g:Ω be a continuous function on an open set Ωn. Suppose that

    Ωg(𝒙)ψ(𝒙)𝑑𝒙=0for all ψCc(Ω). (1)

    We show that g=0. Assume for contradiction that g0. Without loss of generality, assume that there exists a point 𝒑Ω such that g(𝒑)>0. Since g is continuous, then there exists an open set UΩ containing 𝒑 such that g(𝒙)>0 for all 𝒙U. Choose ε>0 such that Bε(𝒑)U, where Bε(𝒑) is the open ball of radius ε centred at 𝒑. Choose any nonzero φCc(Bε(𝒑)) such φ0, i.e., φ(𝒙)0 for all 𝒙Bε(𝒑). For example, we could take

    φ(𝒙)={exp(-11-(2|𝒙-𝒑|/ε)2)if |𝒙-𝒑|<ε/2,0if |𝒙-𝒑|ε/2.

    Then

    Ωg(𝒙)φ(𝒙)𝑑𝒙=Bε(𝒑)g(𝒙)φ(𝒙)𝑑𝒙>0,

    which contradicts equation (1). Therefore g=0, as required.

  5. 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 f, which satisfies f(u)=c(u)=ln|u|+1. Note that f is only unique up to a constant. We can choose

    f(u) =0u(ln|s|+1)𝑑s=0u(dsdsln|s|+1)𝑑s
    =sln|s||0u-0usddsln|s|ds+0u1𝑑s=uln|u|-0u1𝑑s+0u1𝑑s
    =uln|u|.

    Therefore uL(×(0,)) is a weak solution of the conservation law if

    t=0x=-[u(x,t)φt(x,t)+u(x,t)ln|u(x,t)|φx(x,t)]𝑑x𝑑t+-ππ(1+cosx)φ(x,0)𝑑x=0

    for all φCc(×[0,)).

  6. 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 u:n×[0,), 𝒗:n×[0,)n be continuously differentiable and let φCc(n×[0,)). Then

    0n[ut(𝒙,t)+div𝒗(𝒙,t)]φ(𝒙,t)𝑑𝒙𝑑t=-nu(𝒙,0)φ(𝒙,0)𝑑𝒙-0n[u(𝒙,t)φt(𝒙,t)+𝒗(𝒙,t)φ(𝒙,t)]𝑑𝒙𝑑t.
    • (i)

      Let uC1(n×[0,)) be bounded and satisfy

      ut+div𝒇(u)=0 for (𝒙,t)n×(0,), (2)
      u(𝒙,0)=u0(𝒙) for 𝒙n. (3)

      Multiply equation (2) by φCc(n×[0,)), integrate over n×[0,), and apply the integration by parts formula with 𝒗(𝒙,t)=𝒇(u(x,t)) to obtain

      0 =0n[ut(𝒙,t)+div𝒙𝒇(u(𝒙,t))]φ(𝒙,t)𝑑𝒙𝑑t
      =-nu(𝒙,0)φ(𝒙,0)𝑑𝒙-0n[u(𝒙,t)φt(𝒙,t)+𝒇(u(𝒙,t))φ(𝒙,t)]𝑑𝒙𝑑t
      =-nu0(𝒙)φ(𝒙,0)𝑑𝒙-0n[u(𝒙,t)φt(𝒙,t)+𝒇(u(𝒙,t))φ(𝒙,t)]𝑑𝒙𝑑t

      by equation (3). Therefore u is a weak solution, as required.

    • (ii)

      Let uL(n×[0,))C1(n×[0,)) satisfy

      0n[u(𝒙,t)φt(𝒙,t)+𝒇(u(𝒙,t))φ(𝒙,t)]𝑑𝒙𝑑t+nu0(𝒙)φ(𝒙,0)𝑑𝒙=0 (4)

      for all φCc(n×[0,)). Choose a test function φCc(n×[0,)) such that supp(φ)n×(0,). In particular, φ(𝒙,0)=0. By equation (4), u satisfies

      0n[u(𝒙,t)φt(𝒙,t)+𝒇(u(𝒙,t))φ(𝒙,t)]𝑑𝒙𝑑t=0.

      Since u is continuously differentiable, we can rewrite this equation using the integration by parts formula from above to obtain

      0n[ut(𝒙,t)+div𝒇(u(𝒙,t))]φ(𝒙,t)𝑑𝒙𝑑t=0.

      But this holds for all φCc(n×[0,)) and so, by the Fundamental Lemma of the Calculus of Variations, the integrand must vanish:

      ut(𝒙,t)+div𝒇(u(𝒙,t))=0,(𝒙,t)n×(0,). (5)

      Therefore u satisfies (2). It remains to show that u satisfies (3). Now take any test function φCc(n×[0,)). Integrating by parts in (4) gives

      0n[ut(𝒙,t)+div𝒇(u(𝒙,t))]=0 by (5)φ(𝒙,t)𝑑𝒙𝑑t=n[u0(𝒙)-u(𝒙,0)]φ(𝒙,0)𝑑𝒙.

      Therefore

      n[u0(𝒙)-u(𝒙,0)]φ(𝒙,0)𝑑𝒙=0

      for all φCc(n×[0,)). Applying the Fundamental Lemma of the Calculus of Variations again gives u(𝒙,0)=u0(𝒙), as required.

  7. 7.

    The Rankine-Hugoniot condition. Consider Burger’s equation with initial data

    u0(x)={2if x<0,1if 0<x<1,0if x>1.
    • (i)

      Since u0 is discontinuous at x=0 with a left limit of 2 and a right limit of 1, we seek a shock x=σ1(t) through (x,t)=(0,0) with u=2 on the left of the shock and u=1 on the right of the shock. The Rankine-Hugoniot condition with f(u)=12u2, ul=2, ur=1 gives

      σ˙1=[[f(u)]][[u]]=1222-12122-1=32.

      The conditions σ˙1(t)=3/2 and σ1(0)=0 imply that

      σ1(t)=32t

      Since u0 is discontinuous at x=1 with a left limit of 1 and a right limit of 0, we seek a shock x=σ2(t) through (x,t)=(1,0) with u=1 on the left of the shock and u=0 on the right of the shock. The Rankine-Hugoniot condition with f(u)=12u2, ul=1, ur=0 gives

      σ˙2=[[f(u)]][[u]]=1212-12021-0=12.

      The conditions σ˙2(t)=1/2 and σ2(0)=1 imply that

      σ2(t)=12t+1

      The shocks are straight lines and they intersect when

      σ1(t)=σ2(t)32t=12t+1t=1.

      Therefore the intersection point is (x,t)=(σ1(1),1)=(3/2,1), as desired.

    • (ii)

      We have found the following weak solution for 0<t<1:

      u(x,t)={2if x<σ1(t),1if σ1(t)<x<σ2(t),0if x>σ2(t),u(x,t)={2if x<32t,1if 32t<x<12t+1,0if x>12t+1.
    • (iii)

      We seek a shock x=σ3(t) through (x,t)=(3/2,1) with u=2 on the left of the shock and u=0 on the right of the shock. The Rankine-Hugoniot condition with f(u)=12u2, ul=2, ur=0 gives

      σ˙3=[[f(u)]][[u]]=1222-12022-0=1.

      The conditions σ˙3(t)=1 and σ3(1)=3/2 imply that

      σ3(t)=t+12

      We have found the following weak solution for all t0:

      u(x,t)={2if 0<t<1,x<32t,1if 0<t<1,32t<x<12t+1,0if 0<t<1,x>12t+1.2if t>1,x<t+12,0if t>1,x>t+12.

      The characteristic through (x,t)=(s,0) is the line with equation

      x=s+c(u0(s))t={s+2tif s<0,s+tif 0<s<1,sif s>1.

      The characteristics and the shocks are plotted in Figure 2. In the blue region u=2, in the magenta region u=1, and in the green region u=0. The red dashed lines are the shocks.

      Figure 2: Characteristics and shocks for Q7.
    • (iv)

      Since we are in the case of a uniformly strictly convex flux function, i.e. f(s)=12s2, from the lectures we know that a shock satisfies Lax’s entropy condition if and only if ur<ul (where ul and ur 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 C>0 such that

      u(x+z,t)-u(x,t)C(1+1/t)z,(x,t)×(0,+),z>0.

      Since for each fixed time slice t, we have that xu(x,t) is non-increasing, we certainly have that

      u(x+z,t)-u(x,t)0,(x,t)×(0,+),z>0.

      Also, clearly, the solution is uniformly bounded. Therefore, this solution is certainly the unique entropy solution.

  8. 8.

    The Lax entropy condition. We need to find a,b,c,d>0 so that the conservation law ut+uux=0 is satisfied piecewise, so that the Rankine-Hugoniot condition is satisfied across the shock x=-dt2, and so that the Lax entropy condition holds. Let

    u(x,t)={-a(t+bx+ct2)if x>-dt2,0if x<-dt2.

    Define

    r=r(x,t)=bx+ct2.

    Clearly ut+uux=0 is satisfied for x<-dt2. Now consider the case x>-dt2. Then

    ut=-a-actr,ux=-ab2r.

    Let’s check when the conservation law is satisfied:

    ut+uux=0 -a-actr+a2b2r(t+r)=0
    -2ar-2act+a2b(t+r)2r=0
    -2r-2ct+ab(t+r)=0
    t(ab-2c)+r(ab-2)=0.

    Since this must hold for all x,t with x>-dt2, we have ab-2c=0 and ab-2=0. Therefore

    ab=2  c=1

    Now we check when the Rankine-Hugoniot condition is satisfied. We have

    σ(t)=-dt2,f(u)=12u2,ul=0,ur=-a(t+bσ(t)+ct2)=-at(1+c-bd).

    Therefore the Rankine-Hugoniot condition holds if and only if

    σ˙=[[f(u)]][[u]] -2dt=12ul2-12ur2ul-ur
    -2dt=12(ul+ur)
    -4dt=-at(1+c-bd)
    4d=a(1+c-bd)

    Finally, since c(u)=u, the Lax entropy condition holds if and only if

    c(ur)<σ˙<c(ul)-at(1+c-bd)<-2dt<0-4dt<-2dt<0.

    This is satisfied for all t>0 if

    d>0

    To check whether this solution is an entropy solution, we need to check whether is the solution uniformly bounded and is there C>0 such that

    u(x+z,t)-u(x,t)C(1+1/t)z,(x,t)×(0,+),z>0.

    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 t, we have that xu(x,t) is non-increasing. Therefore, we have that

    u(x+z,t)-u(x,t)0,(x,t)×(0,+),z>0.

    However, it is clear to see to this solution is not uniformly bounded, therefore by our definition it is not an entropy solution.

  9. 9.

    The Lax entropy condition again.

    • (i)

      The flux is f(u)=13u3 and the shock has equation x=σ(t) with σ(t)=st. The left and right limits of u at the shock are ul=u-, ur=u+. Therefore the Rankine-Hugoniot condition simplifies to

      σ˙=[[f(u)]][[u]] s=f(u-)-f(u+)u--u+
      s=13u-3-13u+3u--u+
      s=(u--u+)(u+2+u+u-+u-2)3(u--u+)
      s=u+2+u+u-+u-23
    • (ii)

      Since u-=1,

      s=u+2+u++13.

      We have c(u)=f(u)=u2. The Lax entropy condition is

      c(u+)<σ˙<c(u-)u+2<s<13u+2<u+2+u++1<3.

      Therefore we have to find u+ satisfying the quadratic inequalities

      u+2+u+-2<0,2u+2-u+-1<0.

      Since

      u+2+u+-2=(u++2)(u+-1),2u+2-u+-1=(2u++1)(u+-1),

      then u+ must satisfy u+(-2,1) and u+(-1/2,1) and therefore

      u+(-1/2,1)
    • (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 C>0 such that

      u(x+z,t)-u(x,t)C(1+1/t)z,(x,t)×(0,+),z>0.

      Since for each fixed time slice t, we have that xu(x,t) is non-increasing (since u+<u-), we certainly have that

      u(x+z,t)-u(x,t)0,(x,t)×(0,+),z>0.

      Also, clearly the solution is uniformly bounded. Therefore, it is certainly the unique entropy solution.

  10. 10.

    Rarefaction waves and shocks.

    • (i)

      The conservation law has c(u)=u4. Therefore the characteristics are

      x=s+c(u0(s))t={ss<0,s+t0<s<3,ss>3.

      By sketching the characteristics (see Figure 3) we see that characteristics intersect immediately, at (x,t)=(3,0). Therefore the conservation law does not have a classical solution for any t>0.

      Figure 3: Characteristics for Q10.
    • (ii)

      We can take the flux to be

      f(u)=15u5

      since f(u)=u4=c(u). The Rankine-Hugoniot jump condition for a shock of the form x=σ(t) is

      σ˙=[[f(u)]][[u]]σ˙=15(ul5-ur5)ul-ur
    • (iii)

      From Figure 3 we see that there is a shock x=σ1(t) with σ1(0)=3, ul=1, ur=0. The Rankine-Hugoniot condition gives

      σ˙1=15(15-05)1-0=15.

      The conditions σ˙1=1/5, σ1(0)=3 imply that

      σ1(t)=t/5+3

      The characteristics and the shock are plotted in Figure 4. From this figure we see that

      u(x,t)={0if x<0,1if t<x<σ1(t),0if x>σ1(t).
      Figure 4: Characteristics and the shock x=σ1(t) for Q10.

      The characteristics tell us nothing about the solution in the region 0<x<t. We can fill the void 0<x<t with lines of the form x/t=C, C[0,1]. These are shown in green in Figure 5.

      Figure 5: Characteristics, the shock x=σ1(t), and the expansion fan for Q10.

      We seek a rarefaction wave that is constant along these lines of the form u(x,t)=h(x/t) with h(0)=0, h(1)=1:

      ut+u4ux=0-xt2h+h41th=0ht(h4-xt)=0.

      Therefore u(x,t)=h(x/t)=(x/t)1/4 for 0<x<t. We have derived the following weak solution for 0<t<15/4:

      u(x,t)={0if x<0,(x/t)1/4if 0<x<t,1if t<x<σ1(t),0if x>σ1(t),

      where σ1(t)=t/5+3, as required.

    • (iv)

      For t15/4 the expansion fan collides with the characteristics with s15/4. The point of first intersection is (x,t)=(15/4,15/4). (This can be found by finding the intersection of the lines x=t and x=σ1(t).) Therefore we seek a shock x=σ2(t) through (x,t)=(15/4,15/4) with u(x,t)=(x/t)1/4 on the left of the shock and u=0 on the right of the shock. Consequently ul=(σ2(t)/t)1/4, ur=0, and the Rankine-Hugoniot condition gives

      σ˙2=[[f(u)]][[u]]=15(ul5-ur5)ul-ur=15ul4=σ25tσ˙2-15tσ2=0.

      We can solve this ODE using the integrating factor

      e-15t𝑑t=e-15lnt=t-1/5

      as follows:

      σ2˙-15tσ2=0t-1/5σ˙2-15t-6/5σ2=0ddt(t-1/5σ2)=0.

      Integrating and using the condition σ2(15/4)=15/4 yields

      t-1/5σ2(t)-(154)-1/5σ2(154)=0σ2(t)=(154)4/5t1/5

      The shock is easier to sketch if we write it in the form t=(415)4x5. We have found the weak solution

      u(x,t)={0if 0<t<15/4,x<0,(x/t)1/4if 0<t<15/4, 0<x<t,1if 0<t<15/4,t<x<σ1(t),0if 0<t<15/4,x>σ1(t),0if t>15/4,x<0,(x/t)1/4if t>15/4, 0<x<σ2(t),0if t>15/4,x>σ2(t),

      where σ1(t)=t/5+3, σ2(t)=(154)45t15. This is illustrated in Figure 6.

      Figure 6: Characteristics, shocks, and the expansion fan for Q10.
  11. 11.

    Watching paint dry.

    • (i)

      The conservation law has flux f(u)=13u3 and c(u)=f(u)=u2. The characteristics are

      x=s+c(u0(s))t={ss<0,s+t0<s<1,ss>1.

      By sketching the characteristics (see Figure 7) we see that characteristics intersect immediately, at (x,t)=(1,0). Therefore we seek a shock x=σ(t) with σ(0)=1, ul=1, ur=0. The Rankine-Hugoniot condition gives

      σ˙=[[f(u)]][[u]]=13ul3-13ur3ul-ur=13.

      The conditions σ˙=1/3, σ(0)=1 imply that σ(t)=1+t/3. The characteristics and the shock are plotted in Figure 8. From this figure we see that

      u(x,t)={0if x<0,1if t<x<σ(t),0if x>σ(t).
      Figure 7: Characteristics for Q11.
      Figure 8: Characteristics and the shock x=σ(t) for Q11.

      The characteristics tell us nothing about the solution in the region 0<x<t. We can fill the void 0<x<t with lines of the form x/t=C, C[0,1]. These are shown in green in Figure 9.

      Figure 9: Characteristics, the shock x=σ(t), and the expansion fan for Q11.

      We seek a rarefaction wave that is constant along these lines of the form u(x,t)=h(x/t), h(0)=0, h(1)=1:

      ut+u2ux=0-xt2h+h21th=0ht(h2-xt)=0.

      Therefore u(x,t)=h(x/t)=(x/t)1/2 for 0<x<t. We have derived the following weak solution for 0<t<3/2:

      u(x,t)={0if x<0,(x/t)1/2if 0<x<t,1if t<x<σ(t),0if x>σ(t),

      where σ(t)=1+t/3, as required.

    • (ii)

      For t3/2 the expansion fan collides with the characteristics with s3/2. The point of first intersection is (x,t)=(3/2,3/2). (This can be found by finding the intersection of the lines x=t and x=σ(t).) Therefore we seek a shock x=σ2(t) through (x,t)=(3/2,3/2) with u(x,t)=(x/t)1/2 on the left of the shock and u=0 on the right of the shock. Consequently ul=(σ2(t)/t)1/2, ur=0, and the Rankine-Hugoniot condition gives

      σ˙2=[[f(u)]][[u]]=13ul3-13ur3ul-ur=σ23tσ˙2-13tσ2=0.

      We can solve this ODE using the integrating factor

      e-13t𝑑t=e-13lnt=t-1/3

      as follows:

      σ2˙-13tσ2=0t-1/3σ˙2-13t-4/3σ2=0ddt(t-1/3σ2)=0.

      Integrating and using the condition σ2(3/2)=3/2 yields

      t-1/3σ2(t)-(32)-1/3σ2(32)=0σ2(t)=(32)2/3t1/3.

      The shock is easier to sketch if we write it in the form t=49x3. We have found the weak solution

      u(x,t)={0if 0<t<3/2,x<0,(x/t)1/2if 0<t<3/2, 0<x<t,1if 0<t<3/2,t<x<σ(t),0if 0<t<3/2,x>σ(t),0if t>3/2,x<0,(x/t)1/2if t>3/2, 0<x<σ2(t),0if t>3/2,x>σ2(t),

      where σ(t)=1+t/3, σ2(t)=(32)23t13. This is illustrated in Figure 10.

      Figure 10: Characteristics, shocks, and the expansion fan for Q11.
  12. 12.

    Traffic flow.

    • (i)

      Let f(ρ)=ρv(ρ)=vmρ(1-ρ). Then

      f(ρ)=vm(1-ρ)-vmρ=vm(1-2ρ)

      and therefore

      ρt+f(ρ)x=0ρt+vm(1-2ρ)ρx=0

      as required.

    • (ii)

      Let c(ρ)=f(ρ)=vm(1-2ρ). The characteristics for the conservation law are

      ρ=s+c(ρ0(s))t={s+vm2ts<0,s+vm3t0<s<1,s+vm2ts>1.

      For s<0, the characteristics have slope 1/c(ρ0(s))=2/vm. The characteristics for 0<s<1 are steeper; they have slope 1/c(ρ0(s))=3/vm. Therefore a shock forms at (x,t)=(0,0). We seek a shock x=σ1(t) through (x,t)=(0,0) with ρ=ρl=1/4 on the left of the shock and ρ=ρr=1/3 on the right of the shock. The Rankine-Hugoniot condition implies that

      σ1˙(t) =[[f(ρ)]][[ρ]]
      =vmρl(1-pl)-vmρr(1-ρr)ρl-ρr
      =vm(ρl-ρr)(1-ρl-ρr)ρl-ρr
      =vm(1-ρl-ρr)
      =512vm.

      Therefore σ1(t)=512vmt. The characteristics and the shock are shown in Figure 11.

      Figure 11: Characteristics and the shock x=σ1(t) for Q12 with vm=12.

      The characteristics tell us nothing about the solution in the void 1+vm3t<x<1+vm2t. We can fill in this void with lines of the form (x-1)/t=C, C[vm/3,vm/2]. These are shown in green in Figure 12.

      Figure 12: Characteristics, the expansion fan, and the shock x=σ1(t) for Q12 with vm=12.

      We seek a rarefaction wave that is constant along these lines of the form ρ(x,t)=h((x-1)/t) with h(vm/3)=1/3, h(vm/2)=1/4:

      ρt+vm(1-2ρ)ρx=0 -(x-1)t2h+vm(1-2h)1th=0
      ht(-(x-1)t+vm-2vmh)=0
      h(x-1t)=12-x-12vmt=vmt-x+12vmt.

      (As a consistency check, note that h(y)=12-y2vm satisfies h(vm/3)=1/3, h(vm/2)=1/4 as desired.) Therefore

      ρ(x,t)=vmt-x+12vmt

      for 1+vm3t<x<1+vm2t, for sufficiently small t. After some point in time the rarefaction wave collides with the characteristics with s<0. See Figure 13.

      Figure 13: Characteristics, the expansion fan, and the shocks for Q12 with vm=12.

      This collision first occurs when

      σ1(t)=1+vm3tt=12vm.

      The corresponding value of x is

      x=σ1(12vm)=5.

      Now a second shock x=σ2(t) forms with σ2(12vm)=5, ρ=1/4 on the left of the shock, and ρ=(vmt-x+1)/(2vmt) on the right of the shock. Therefore ρl=1/4, ρr=(vmt-σ2(t)+1)/(2vmt), and the Rankine-Hugoniot condition gives

      σ˙2(t)=vm(1-ρl-ρr)=vm4+σ2(t)-12t.

      Multiplying this linear ODE by the integrating factor

      exp(-12t𝑑t)=t-1/2

      gives

      ddt(t-1/2σ2(t))=vm4t-1/2-12t-3/2.

      Now integrate and use the initial condition σ2(12vm)=5 to obtain

      t-1/2σ2(t)-(12vm)-1/2σ2(12vm) =12/vmt(vm4s-1/2-12s-3/2)𝑑s
      =vm2[t1/2-(12vm)1/2]+t-1/2-(12vm)-1/2.

      Therefore

      σ2(t)=vmt2+1+(4(12vm)-1/2-vm2(12vm)1/2)t1/2=vmt2+1-(vmt3)1/2.

      We have arrived at the following weak solution:

      ρ(x,t)={1/4if 0<t<12vm,x<σ1(t),1/3if 0<t<12vm,σ1(t)<x<1+vmt3,vmt-x+12vmtif 0<t<12vm, 1+vmt3<x<1+vmt2,1/4if 0<t<12vm,x>1+vmt2,1/4if t>12vm,x<σ2(t),vmt-x+12vmtif t>12vm,σ2(t)<x<1+vmt2,1/4if t>12vm,x>1+vmt2,

      where

      σ1(t)=5vmt12,σ2(t)=vmt2+1-(vmt3)1/2
    • (iii)

      The solution ρ(x,t) as a function of x is illustrated in Figure 14 for times t=0, 6/vm, 24/vm. 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 ρ>1/4 increases with time.

      Figure 14: The weak solution found in Q12 at times t=0, 6/vm, 24/vm with vm=12.
  13. 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 V=×(0,) and let φCc(V). Then

    V[uφt+f(u)φx]𝑑x𝑑t+-u0(x)φ(x,0)𝑑x
    =Vl[uφt+f(u)φx]𝑑x𝑑t+Vr[uφt+f(u)φx]𝑑x𝑑t+-u0(x)φ(x,0)𝑑x
    =Vl(f(u),u)(x,t)φdxdt+Vr(f(u),u)(x,t)φdxdt+-u0(x)φ(x,0)𝑑x
    =Vl(f(u),u)φ𝒏l𝑑L-Vldiv(x,t)(f(u),u)φ𝑑x𝑑t+Vr(f(u),u)φ𝒏r𝑑L-Vrdiv(x,t)(f(u),u)φ𝑑x𝑑t
    +-u0(x)φ(x,0)𝑑x

    where 𝒏l and 𝒏r are the unit outward-pointing normal vectors to Vl, Vr. Observe that

    Vl={(x,0):xg(0)}γ,Vr={(x,0):xg(0)}γ.

    Moreover 𝒏r=-𝒏l on γ, 𝒏l=-(0,1) on Vlγ, 𝒏r=-(0,1) on Vrγ. Continuing the calculation gives

    V[uφt+f(u)φx]𝑑x𝑑t+-u0(x)φ(x,0)𝑑x
    =--g(0)(f(u),u)φ|t=0(0,1)dx+γ(f(u),u)φ𝒏l𝑑L-Vl(ut+f(u)x=0)φ𝑑x𝑑t
    -g(0)(f(u),u)φ|t=0(0,1)dx+γ(f(u),u)φ𝒏r𝑑L-Vr(ut+f(u)x=0)φ𝑑x𝑑t+-u0(x)φ(x,0)𝑑x
    =--g(0)u(x,0)φ(x,0)𝑑x+γ(f(u),u)φ𝒏l𝑑L-Vl(ut+f(u)x=0)φ𝑑x𝑑t
    -g(0)u(x,0)φ(x,0)𝑑x+γ(f(u),u)φ𝒏r=-𝒏l𝑑L-Vr(ut+f(u)x=0)φ𝑑x𝑑t+-u0(x)φ(x,0)𝑑x
    =(u0(x)-u(x,0)=0)φ(x,0)𝑑x
    =0.

    This holds for all φCc(V). Therefore u is a weak solution of the conservation law, as required.