Waves and First Order Equations Peter Romeo Nyarko Supervisor : Dr. J.H.M.

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Transcript Waves and First Order Equations Peter Romeo Nyarko Supervisor : Dr. J.H.M.

Waves and First Order Equations
Peter Romeo Nyarko
Supervisor : Dr. J.H.M. ten Thije Boonkkamp
23rd September, 2009
Outline
• Introduction
• Continuous Solution
• Shock Wave
• Shock Structure
• Weak Solution
• Summary and Conclusions
Introduction
What is a wave?
Application of waves
Light and sound
Water waves
Traffic flow
Electromagnetic waves
Introduction
Wave equations
Linear wave equation
t  c0 x  0
Non-Linear wave equation
t  c    x  0
Continuous Solution
Linear Wave Equation
Solution of the linear wave equation
  f  x  c0t 
Continuous Solution
Non-Linear Wave Equation
t  c    x  0
If we consider
x and 
as functions of
t
d     dx 
dt t dt x
Since

d
dx
 0,
 c
dt
dt
remains constant
c    is a constant on the characteristic curve and
therefore the curve is a straight line in the  x, t  plane
Continuous Solution
We consider the initial value problem
  f  x  , t  o,   x  
If one of the characteristics intersects
t  0, x   Then
  f  
is a solution of our equation, and the equation of the characteristics is
x    F   t
where
c     c  f    F  
Continuous Solution
t
t3
tB
t1
0

B
Characteristic diagram for nonlinear waves
x
Continuous Solution
We check whether our solution satisfy the equation:
t  c    x  0 ,
t  f '     t ,  x  f '     x
  x  F   t
0  F    1  F '   tt
1  1  F '   x
Continuous Solution
F   f '  
f '  
t  
, x 
1  F '   t
1  F '   t
t  c     x  0
1
tB  
F '  
Continuous Solution
Breaking
 1 x  0
f  x  
 2 x  0
 c1  c  1  , x  0
F  x  
c2  c  2  , x  0
c1  c2 Breaking occur immediately
2
2
1
1
x
Compression wave with overlap
c '    0
  1
, 2
Continuous Solution
There is a perfectly continuous solution for the special case of Burgers equation
if
c2  c1
x
c
t

 c1

x
c
t

c2

x
c2   c2
t
x
,
c1 
t
x
, c2   c1
t
x
,
 c2
t
1
1
2
2
Rarefaction wave
x
Continuous Solution
Kinematic waves
We define density 
Flow velocity v 
q

 x, t  per unit length ,and flux q  x, t  per unit time , x2  x  x1
x2
d
  x, t dx  q  x1 , t   q  x2 , t 

dt x1
,
Integrating over an arbitrary time interval,
t1, t2 
x2
t2
    x, t     x, t   dx    q  x , t   q  x , t   dt
2
x1
1
t1
  q 
t x  t  x  dxdt  0
1 1
t2 x2
This is equivalent to
1
2
Continuous Solution
Therefore the integrand
 q

 0.
t x
The relation between q and
Then
t  c     x  0,

The conservation law.
is assumed to be
c     Q '  
q  Q  
Shock Wave

We introduce discontinuities into our solution by a simple jump in
as far as our conservation equation is feasible
Assume q and

d
q  x2,t   q  x1 , t  
dt

x2
q
x1  x  xs t  , xs t   x  x2.
are continuous
xs  t 
and
d
  x, t  dx 
dt
   xs  , t  s    xs  , t  s 
xs  t 
x1
   x, t  dx
xs  t 
x1
   x, t  dx     x, t  dx
t
x2
xs  t 
t
Shock Structure
where
  xs  , t  ,   x s  , t 
are the values of
  x, t  , x  xs t 
from below and above.
dxs
s
,
dt
x1  xs

and

where
s
is the shock velocity
x2  xs 

q  xs  , t   q  xs  , t     xs  , t     xs  , t  s
Shock Waves
Let
s  Shock velocity
q2  q1 
s
s   2  1 
Q   2   Q  1 

 2  1
Traffic Flow
(Example)
Consider a traffic flow of cars on a highway .
 : the number of cars per unit length
u
: velocity
0    max
max
:The restriction on density.
is the value at which cars are bumper to bumper
From the continuity equation ,
t   u x  0
Traffic Flow (Example)
This is a simple model of the linear relation
u     umax

 
1 


max 

umax
The conservative form of the traffic flow model
t  Q   x  0
where
Q     umax (1  / max )
o
max

Traffic Flow
(Example)
The characteristics speed is given by
Q '     umax (1 2 / max )
The shock speed for a jump from
l
to
r
Q  l   Q (  r )
s
l   r
 umax (1   l   r  /  max )
Traffic Flow
(Example)
Consider the following initial data
Case
0  l  r  max
 l x  0
  x,0   
 r x  0
u  0
r  max
t
l  max
0
x
characteristics
Shock structure
We consider
Assume
At breaking
Then
where
q as a function of the density gradient  xas well as  the density
q  Q     v x
 x become large and v the correction term becomes crucial
t  c    x  vxx ,
c     Q '   , c    x ,
Assume the steady profile solution is given by
    X  , X  x  Ut
Shock structure
Then
c     U  
x
  xx
Integrating once gives
Q    U   A  x , Ais a constant
d


Q    U   A
x
Qualitatively we are interested in the possibility of a solution which
tends to a constant state.
Shock Structure
  1
as
x  
  2
,
x  0
If such a solution exist with
Then U and Amust satisfy
as
x 
as
x  
Q  1   U   A  Q  2   U 2  A  0
Q  2   Q  1 
U
2  1
The direction of increase of
between the two zero’s

  2
depends on the sign of Q
   U   A
  1
Shock Structure
If
c '     0, Q     U   A  0
c '     0, Q    U   A  0
with
with
2  1
2  1
and
as required
The breaking argument and the shock structure agree.
Let
Q      2    
for a weak shock , with
Q U   A      1  2   
 0
where
U      1  2  , A  12  
Shock structure
2  
x
d
1
 

log

    1  2     2  1
  1

As

  1 , x   exponentially and as   2
x   exponentially.
Weak Solution
A function
  x, t  is called a weak solution of the conservation law
 q

0
t x
 
if

     q  dxdt      x,0  x,0 dx
t
x
0 
holds for all test functions

  C01  R [0, )  .
Weak solution
Consider a weak solution
 x, t  which is continuously differentiable in the two parts
R1 andR2 but with a simple jump discontinuity across the dividing boundary S
between
R1 and
R.2Then
  Q    
  Q    


 dxdt
R  t  x  dxdt  
t
x 
R2 
1


     l  Q     m  ds  0 ,  l , m 
S
,is normal to
S
Weak Solutions
The contribution from the boundary terms of R1 and R2 on the line
integral s
t
S
R2
R1
0
Weak solution ,discontinuous across S
x
Since the equations must hold for all test functions,

   l  Q    m  0, on s
l
u ,
m
This satisfy
 Q   

0
t
x
Points of discontinuities and jumps satisfy the shock conditions
Weak Solutions
Non-uniqueness of weak solutions
1) Consider the Burgers’ equation, written in conservation form

 1 2

  0
t
x  2

Subject to the piecewise constant initial conditions


  x, 0   


if
x0
if
x0
 
Weak Solutions
1
2
2





dx
1
2
s1 

   
dt
 
2
2)
Let



2

2/3 
 ,

  0
t
x  3

2
3/2
3/2
3
3
2
2



2 r
2  
2     
l
s2 


, s1  s2
2
2
3 r  l
3  
3
 
Weak Solutions
Entropy conditions
A discontinuity propagating with speed
s given by :
Q  2   Q  1 
s
2  1
Satisfy the entropy condition if
Q '  2   s  Q '  1 
where Q '    is the characteristics speed.
Weak Solutions
t
a) l  r
  2
  1
0
x
Shock wave
Characteristics go into shock in (a) and go out of the shock in (b)
b) l  r
  1
  2
0
0
Entropy violating shock
x
Summary and Conclusion
1) Explicit solution for linear wave equations.
2) Study of characteristics for nonlinear equations.
3) Weak solutions are not unique.
THANK YOU