Integral Form of Conservation Laws

Differential Form:
~
∂U ~ (U
∂F ~)
+ =0
∂t ∂x
Integral Form I:

d Z xR ~ ~ (U
~ (xL , t)) − F
~ (U
~ (xR, t))
U (x, t)dx = F
dt xL

Integral Form II:

Z x Z x Z t Z t
R R 2 2
~ (x, t2 )dx−
U ~ (x, t1 )dx =
U ~ (U
F ~ (xL, t))− F~ (U
~ (xR , t))
xL xL t1 t1

More generally, for any domain V in the x-t space, the following relation
holds for the closed line integral:
Z
~ dx − F
[U ~ (U
~ )dt] = 0
 Nonlinear Scalar Conservation Law
Differential form:
∂u ∂f (u)
+ =0
∂t ∂x
∂u ∂u
⇒ + λ(u) =0
∂t ∂x

where:
∂f
λ(u) =
∂u

Initial Data: u(x, 0) = u0 (x)

Convex / Concave flux:

λ 0(u) > 0 Convex flux

λ 0(u) < 0 Concave flux

if for some u: λ0(u) = 0 Non-Convex, Non-Concave flux

 Characteristic Solution
The characteristic problem is:
dx
= λ(u), x(0) = x0
dt
Since both u and x are functions of t:
du ∂u ∂u
= + λ(u) =0
dt ∂t ∂x
i.e. u is constant along characteristic curves, which must be straight lines.
The solution is:
u(x, t) = u0 (x0 )

Example:
 Shock Waves
Consider the Riemann problem for a convex flux, with compressive initial
data (uL > uR). Then, the characteristic speeds are
λ(uL ) > λ(u R)

The characteristics cross, forming a shock wave.

 Shock Wave Conditions
From the integral form of the conservation law, one can easily show that the
shock speed is given by the Rankine-Hugoniot condition across the shock:
∆f f (u(xR , t)) − f (u(xL, t))
S= =
∆u u(xR , t) − u(xL, t)

The shock speed satisfies the entropy condition:

λ(uL ) > S > λ(u R)

e.g. for Burger’s equation ( f=u2/2) :

1
S = (uL + u R)
2
The shock solution of the convex, compressive Riemann problem is:
(
uL , x − St < 0
u(x, t) =
uR , x − St > 0
 (Unphysical) Rarefaction Shock
Consider a convex Riemann problem with expansive data. There exists a
mathematical solution of the same form as the shock solution:
(
uL , x − St < 0
u(x, t) =
uR , x − St > 0

t uR
uL with S given as before. However,
since now

x λL < λ R

the entropy condition is not satisfied.

Therefore, this mathematical solution
(called a rarefaction shock) is
unphysical, since it is entropy-
Rarefaction shock violating.

uL uR Moreover, this solution is unstable.

 Rarefaction Waves (I)
If a small continuous part is add in-between the discontinuity, then the
solution changes and becomes
⎧
⎪
⎨ uL , x − x L < λ Lt
u(x, t) = (x − xL)/t, λ L t < x − x L < λR t
⎪
⎩
uR , x − x R ≥ λR

t uR This is a non-centered rarefaction wave.

uL

t Tail Head

x
xL xR
 Rarefaction Waves (II)
If we let
∆x = xR − xL → 0
the solution becomes
⎧
⎪
⎨ u L, x < λLt
u(x, t) = x/t, λL t < x < λR t
⎪
⎩ u ,
R x ≥ λR

This is a centered rarefaction wave.

Thus, the convex Riemann problem with

expansive initial data has two possible
solutions, a rarefaction shock and a centered
rarefaction wave. Of these two solutions,
only the latter is physical, satisfying the
entropy condition.