Hyperbolic Systems of Conservation Laws

in One Space Dimension

I - Basic concepts
Alberto Bressan
Department of Mathematics, Penn State University
http://www.math.psu.edu/bressan/
1
The Scalar Conservation Law
u
t
+f(u)
x
= 0 u : conserved quantity f(u) : ux
d
dt
_
b
a
u(t, x) dx =
_
b
a
u
t
(t, x) dx =
_
b
a
f(u(t, x))
x
dx
= f(u(t, a)) f(u(t, b)) = [inow at a] [outow at b] .
a b
x
u
2
Example : Trac Flow
x

a b
= density of cars
d
dt
_
b
a
(t, x) dx = [ux of cars entering at a] [ux of cars exiting at b]
ux: f(t, x) =[number of cars crossing the point x per unit time]
= [density][velocity]

t
+

x
[ v()] = 0
3
Weak solutions
a b
x
u
conservation equation: u
t
+f(u)
x
= 0
quasilinear form: u
t
+a(u)u
x
= 0 a(u) = f

(u)
Conservation equation remains meaningful for u = u(t, x)
discontinuous, in distributional sense:
_ _
{u
t
+f(u)
x
} dxdt = 0 for all C
1
c
Need only : u, f(u) locally integrable
4
Convergence
u
t
+f(u)
x
= 0
Assume: u
n
is a solution for n 1,
u
n
u f(u
n
) f(u) in L
1
loc
then
_ _
{u
t
+f(u)
x
} dxdt = lim
n
_ _
{u
n

t
+f(u
n
)
x
} dxdt = 0
for all C
1
c
. Hence u is a weak solution as well.
5
Systems of Conservation Laws
_

t
u
1
+

x
f
1
(u
1
, . . . , u
n
) = 0,

t
u
n
+

x
f
n
(u
1
, . . . , u
n
) = 0.
u
t
+f(u)
x
= 0
u = (u
1
, . . . , u
n
) IR
n
conserved quantities
f = (f
1
, . . . , f
n
) : IR
n
IR
n
uxes
6
Euler equations of gas dynamics (1755)
_

t
+(v)
x
= 0 (conservation of mass)
(v)
t
+(v
2
+p)
x
= 0 (conservation of momentum)
(E)
t
+(Ev +pv)
x
= 0 (conservation of energy)
= mass density v = velocity
E = e +v
2
/2 = energy density per unit mass (internal + kinetic)
p = p(, e) constitutive relation
7
Hyperbolic Systems
u
t
+f(u)
x
= 0 u = u(t, x) IR
n
u
t
+A(u)u
x
= 0 A(u) = Df(u)
The system is strictly hyperbolic if each n n matrix A(u) has real
distinct eigenvalues

1
(u) <
2
(u) < <
n
(u)
right eigenvectors r
1
(u), . . . , r
n
(u) (column vectors)
left eigenvectors l
1
(u), . . . , l
n
(u) (row vectors)
Ar
i
=
i
r
i
l
i
A =
i
l
i
Choose bases so that l
i
r
j
=
_
1 if i = j
0 if i = j
8
Scalar Equation with Linear Flux
u
t
+f(u)
x
= 0 f(u) = u +c
u
t
+u
x
= 0 u(0, x) = (x)
Explicit solution: u(t, x) = (x t)
traveling wave with speed f

(u) =
u(t)
x

t
u(0)
9
A Linear Hyperbolic System
u
t
+Au
x
= 0 u(0, x) = (x)

1
< <
n
eigenvalues
_
r
1
, . . . , r
n
right eigenvectors
l
1
, . . . , r
n
left eigenvectors
Explicit solution: linear superposition of travelling waves
u(t, x) =

i
(x
i
t)r
i

i
(s) = l
i
(s)
x
2
u
1
u
10
Nonlinear Eects
u
t
+A(u)u
x
= 0
eigenvalues depend on u = waves change shape
x
u(0)
u(t)
11
eigenvectors depend on u = nontrivial wave interactions
t
t
x x
linear nonlinear
12
Loss of Regularity
u
t
+f(u)
x
= 0 u(0, x) = (x)
Method of characteristics yields: u
_
t, x
0
+t f

((x
0
))
_
= (x
0
)
characteristic speed = f

(u)
x
u(0) u(t)
Global solutions only in a space of discontinuous functions
u(t, ) BV
13
Wave Interactions
u
t
= A(u)u
x

i
(u) = i-th eigenvalue l
i
(u), r
i
(u) = i-th eigenvectors
u
i
x
.
= l
i
u
x
= [i-th component of u
x
] = [density of i-waves in u]
u
x
=
n

i=1
u
i
x
r
i
(u) u
t
=
n

i=1

i
(u)u
i
x
r
i
(u)
dierentiate rst equation w.r.t. t, second one w.r.t. x
= evolution equation for scalar components u
i
x
(u
i
x
)
t
+(
i
u
i
x
)
x
=

j>k
(
j

k
)
_
l
i
[r
j
, r
k
]
_
u
j
x
u
k
x
14
source terms: (
j

k
)
_
l
i
[r
j
, r
k
]
_
u
j
x
u
k
x
= amount of i-waves produced by the interaction of j-waves with k-waves

j

k
= [dierence in speed]
= [rate at which j-waves and k-waves cross each other]
u
j
x
u
k
x
= [density of j-waves] [density of k-waves]
[r
j
, r
k
] = (Dr
k
)r
j
(Dr
j
)r
k
(Lie bracket)
= [directional derivative of r
k
in the direction of r
j
]
[directional derivative of r
j
in the direction of r
k
]
l
i
[r
j
, r
k
] = i-th component of the Lie bracket [r
j
, r
k
] along the basis
of eigenvectors {r
1
, . . . , r
n
}
15
Shock solutions
u
t
+f(u)
x
= 0
u(t, x) =
_
u

if x < t
u
+
if x > t
is a weak solution if and only if
[u
+
u

] = f(u
+
) f(u

) Rankine - Hugoniot equations

[speed of the shock] [jump in the state] = [jump in the ux]
16
Derivation of the Rankine - Hugoniot Equations
_ _
_
u
t
+f(u)
x
_
dxdt = 0 for all C
1
c
v
.
=
_
u, f(u)
_
t
x
n

n
+

= x t
Supp
u = u
+
u = u

0 =
_ _

div v dxdt =
_

+
n
+
v ds +
_

v ds
=
_
[u
+
f(u
+
)] (t, t) dt +
_
[ u

+f(u

)] (t, t) dt
=
_
_
(u
+
u

) (f(u
+
) f(u

))

(t, t) dt .
17
Alternative formulation:
(u
+
u

) = f(u
+
) f(u

) =
_
1
0
Df(u
+
+(1 )u

) (u
+
u

) d
= A(u
+
, u

) (u
+
u

)
A(u, v)
.
=
_
1
0
Df(u +(1 )v) d = [averaged Jacobian matrix]
The Rankine-Hugoniot conditions hold if and only if
(u
+
u

) = A(u
+
, u

) (u
+
u

)
The jump u
+
u

is an eigenvector of the averaged matrix A(u

+
, u

)
The speed coincides with the corresponding eigenvalue
18
scalar conservation law: u
t
+f(u)
x
= 0

u
+
u

f(u)
u
+
u

t
f (u)
=
f(u
+
) f(u

)
u
+
u

=
1
u
+
u

_
u
+
u

(s) ds
[speed of the shock] = [slope of secant line through u

, u
+
on the graph of f]
= [average of the characteristic speeds between u

and u
+
]
19
Points of Approximate Jump
The function u = u(t, x) has an approximate jump at a point (, )
if there exists states u

= u
+
and a speed such that, calling
U(t, x)
.
=
_
u

if x < t,
u
+
if x > t,
there holds
lim
0+
1

2
_
+

_
+

u(t, x) U(t , x )

dxdt = 0 (2)

.
x =
x
t
u

u
+

Theorem. If u is a weak solution to the system of conservation laws

u
t
+f(u)
x
= 0 then the Rankine-Hugoniot equations hold at each point
of approximate jump.
20
Construction of Shock Curves
Problem: Given u

IR
n
, nd the states u
+
IR
n
which, for some
speed , satisfy the Rankine - Hugoniot equations
(u
+
u

) = f(u
+
) f(u

) = A(u

, u
+
)(u
+
u

)
Alternative formulation: Fix i {1, . . . , n}. The jump u
+
u

is a
(right) i-eigenvector of the averaged matrix A(u

, u
+
) if and only if it
is orthogonal to all (left) eigenvectors l
j
(u

, u
+
) of A(u

, u
+
), for j = i
l
j
(u

, u
+
) (u
+
u

) = 0 for all j = i (RH

i
)
Implicit function theorem = for each i there exists a curve
s S
i
(s)(u

) of points that satisfy (RH

i
) i

u
S
i
r
21
Weak solutions can be non-unique
Example: a Cauchy problem for Burgers equation
u
t
+(u
2
/2)
x
= 0 u(0, x) =
_
1 if x 0,
0 if x < 0.
Each [0, 1] yields a weak solution
u

(t, x) =
_
0 if x < t/2,
if t/2 x < (1 +)t/2,
1 if x (1 +)t/2.
u = 1
x x 0

1
0
x= t/2
u =
u = 0
22
Admissibility Conditions on Shocks
For physical systems:
a concave entropy should not decrease
For general hyperbolic systems:
require stability w.r.t. small perturbations
23
Stability Conditions: the Scalar Case
Perturb the shock with left and right states u

, u
+
by
inserting an intermediate state u

[u

, u
+
]
Initial shock is stable
[speed of jump behind] [speed of jump ahead]
f(u

) f(u

)
u

f(u
+
) f(u

)
u
+
u

u
u
u
u
_
*
x x
+
u
* u
_
+
24
speed of a shock = slope of a secant line to the graph of f
f
u u
u
u
+ - +
-
f
u u
* *
Stability conditions:
when u

< u
+
the graph of f should remain above the secant line
when u

> u
+
, the graph of f should remain below the secant line
25
General Stability Conditions
Scalar case: stability holds if and only if
f(u

) f(u

)
u

f(u
+
) f(u

)
u
+
u

f(u)

u

u
+
u
+
u
*
u u
*
f(u)
Vector valued case: u
+
= S
i
()(u

) for some IR.

Admissibility Condition (T.P.Liu, 1976). The speed () of the
shock joining u

with u
+
must be less or equal to the speed of every
smaller shock, joining u

with an intermediate state u

= S
i
(s)(u

),
s [0, ].
(u

, u
+
) (u

, u

)
+
u

u*

u = S ( ) (u )
i
26
x = (t)

x = t / 2
Admissibility Condition (P. Lax, 1957) A shock connecting the
states u

, u
+
, travelling with speed =
i
(u

, u
+
) is admissible if

i
(u

)
i
(u

, u
+
)
i
(u
+
)
[Liu condition] = [Lax condition]
27
Entropy - Entropy Flux
u
t
+f(u)
x
= 0
Denition. A function : IR
n
IR is called an entropy, with
entropy ux q : IR
n
IR if
D(u) Df(u) = Dq(u)
For smooth solutions u = u(t, x), this implies
(u)
t
+q(u)
x
= D u
t
+Dq u
x
= D Df u
x
+Dq u
x
= 0
= (u) is an additional conserved quantity, with ux q(u)
28
Entropy Admissibility Condition
A weak solution u of the hyperbolic system u
t
+f(u)
x
= 0
is entropy admissible if
[(u)]
t
+[q(u)]
x
0
in the sense of distributions, for every pair (, q), where is a
convex entropy and q is the corresponding entropy ux.
_ _
{(u)
t
+q(u)
x
} dxdt 0 C
1
c
, 0
- smooth solutions conserve all entropies
- solutions with shocks are admissible if they dissipate all convex en-
tropies
29
Existence of entropy - entropy ux pairs
D(u) Df(u) = Dq(u)
_

u
1


u
n
_
_
_
f
1
u
1

f
1
u
n

f
n
u
1

f
n
u
n
_
_
=
_
q
u
1

q
u
n
_
- a system of n equations for 2 unknown functions: (u), q(u)
- over-determined if n > 2
- however, some physical systems (described by several conservation
laws) are endowed with natural entropies
30