An Exact, Over-Compressive Shock Solution for the Brio-Hunter Equations

We construct an explicit, non-trivial, over-compressive shock solution to the Brio-Hunter-Freistuhler (BHF) system — a non-strictly hyperbolic conservation law. By decoupling through Riemann invariants and solving the resulting Burgers equation with piecewise-linear initial data, we determine the solution and all characteristics in closed form. To our knowledge this is the only known non-trivial exact solution exhibiting over-compressive shock formation for this system.

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This post summarizes work from a project that will not be published but that I thought was neat. To my knowledge this is the only known exact and non-trivial over-compressive shock. Enjoy!

Introduction

We study the shock-formation problem for the Brio-Hunter-Freistuhler (BHF) equation

$$\begin{align*} \partial_t \boldsymbol{u} + \partial_x(|\boldsymbol{u}|^2\boldsymbol{u}) &= 0, \\ \boldsymbol{u}(x, 0) &= \boldsymbol{u}_0(x), \end{align*}\tag{1.1}$$

for $\boldsymbol{u}:\mathbb{R}\rightarrow\mathbb{R}^2$ with given Cauchy data $\boldsymbol{u}_0$.

Let $\boldsymbol{u}=(u,v)$ be the solution to (1.1) with associated fast and slow characteristics $\eta$ and $\psi$. Let the solution develop a gradient blowup, i.e. pre-shock, at the space-time location $(x_*, T_*)$.

By writing $\boldsymbol{u}=(u, v)$, we can re-write the BHF equation (1.1) as

$$\begin{align*} \partial_t u + (3u^2 + v^2)\partial_y u + 2uv\,\partial_x v &= 0, \\ \partial_t v + (3v^2 + u^2)\partial_y v + 2uv\,\partial_x u &= 0. \end{align*}\tag{1.2}$$

Computing the eigenvalues of this system yields the wave-speeds

$$\lambda_1 = u^2 + v^2, \qquad \lambda_2 = 3(u^2 + v^2) = 3\lambda_1.$$

The non-strict hyperbolicity is immediately apparent as these wave-speeds coincide at points where $u$ and $v$ vanish. An attempt to study this equation along Riemann invariants will fail, since the Riemann invariants are given by

$$a = u^2 + v^2, \qquad b = 0, \tag{1.3}$$

one of which is trivial. The non-trivial Riemann invariant is still useful for the analysis, and we can replace the equation for $u$ by the equation for $a$ to decouple the $a$ dynamics from the $v$ dynamics. This leads to the equivalent system

$$\begin{align*} \partial_t a + 3a\,\partial_y a &= 0, \tag{1.4a} \\ \partial_t v + a\,\partial_y v + v\,\partial_y a &= 0. \tag{1.4b} \end{align*}$$

In this new system $\lambda_1 = a$, $\lambda_2 = 3a$. Equation (1.4a) is a time-rescaled Burgers equation which does not depend on $v$, and equation (1.4b) is a passive transport equation with drift $a$.

Observe that $a=0$ is a stationary point of Burgers equation (1.4a). Thus we can recover $u(x, t)$ by the formula

$$u(x, t) = \operatorname{sign}(u_0(x))\sqrt{a(x, t) - v^2(x, t)}.$$

We choose to study the system (1.4) in Lagrangian coordinates. Let $\eta$ and $\psi$ be the fast and slow characteristics respectively, satisfying the ODEs

$$\begin{align*} \partial_t \eta(x, t) &= \lambda_2(x, t) = 3a(\eta(x, t), t), \tag{1.5a} \\ \partial_t \psi(x, t) &= \lambda_1(x, t) = a(\psi(x, t), t). \tag{1.5b} \end{align*}$$

Define $A = a(\eta(x, t), t)$ and $V = v(\psi(x, t), t)$. Differentiating these quantities in time gives the evolution equations along the fast and slow characteristics

$$\begin{align*} \partial_t A &= 0, \tag{1.6a} \\ \partial_t V + V(\partial_y a)(\psi(x, t), t) &= 0. \tag{1.6b} \end{align*}$$

Since $A$ remains constant we can re-write (1.5a) as $\partial_t \eta = 3a_0(x)$ and immediately obtain the exact solution

$$\eta(x, t) = x + 3a_0(x)\,t. \tag{1.7}$$

We now turn to the slow characteristics $\psi$. Solving (1.5b) gives

$$\psi(x, t) = x + \int_{0}^t a(\psi(x, t'), t')\,dt'. \tag{1.8}$$

If $a$ is piecewise $C^1$, then

$$\psi_x(x, t) = 1 + \int_{0}^t (a_y)(\psi(x, t'), t')\,\psi_x(x, t')\,dt',$$

which is an integral equation for $\psi_x$ with solution

$$\psi_x(x, t) = \exp\!\left(\int_{0}^t (a_y)(\psi(x, t'), t')\,dt'\right). \tag{1.9}$$

Finally, observe that along the slow characteristics $\psi$, the solution to the ODE (1.6b) is given by

$$\begin{align*} V(x, t) &= v_0(x)\exp\!\left(\int_{0}^t (a_y)(\psi(x, t'), t')\,dt'\right) \\ &= v_0(x)\,\psi_x^{-1}(x, t). \end{align*}$$

An Exact, Over-Compressive Solution to (1.4)

We choose initial data so that the following conditions are satisfied

$$a_0(0)=0, \qquad \lim_{x\rightarrow 0^{-}}a_0'(x) = \inf_{x < 0} a_0'(x) > -\infty, \qquad a_0'(x) > 0 \;\text{for all}\; x < 0. \tag{2.1}$$

These conditions ensure that there is a unique blowup label occurring at the origin, and at this blowup label the system must undergo non-strictly hyperbolic dynamics.

These conditions can only be satisfied if $a_0(x) = \mathcal{O}(|x|)$ near $x=0$. Let $\gamma > 0$. Observe that if this condition were not true, then either one of the two things must be true, either $a_0(x) = \mathcal{O}(|x|^{1-\gamma})$ or $a_0(x)=\mathcal{O}(|x|^{1+\gamma})$. In the first case we must have $\gamma \leqslant 1$, and $a_0'(x) = \mathcal{O}(|x|^{-\gamma}\operatorname{sign}(x))$. Now we have $\lim_{x\rightarrow 0^{-}}a_0'(0) = -\infty$ and the solution will instantaneously form a shock (i.e. we will be doing shock development instead of shock formation). In the second case $a_0'(x) = \mathcal{O}(|x|^\gamma)$ and it is clear that $\lim_{x\rightarrow 0^{-}}a_0'(0)$ is not the global infimum.

Since $a_0(x) = \mathcal{O}(|x|)$, it follows that $u_0, v_0 = \mathcal{O}(|x|^{1/2})$ near the origin, so that for the purposes of over-compressive shock formation the initial data must lie in $C^{1/2}(\mathbb{R})$.

We solve (1.4) exactly to build intuition about the mechanisms leading to over-compressive shock formation for this system. We choose any initial data $u_0, v_0$ such that $a_0 := u_0^2 + v_0^2$ satisfies

$$\begin{align*} a_0 = \begin{cases} 1, \qquad &x\leqslant -1, \\ -x, \qquad &-1 < x < 0, \\ 0, \qquad &0 \leqslant x \end{cases}. \end{align*}\tag{2.2}$$

It is easy to check that the unique solution to Burgers equation (1.4a) is then given by

$$\begin{align*} a(x, t) = \begin{cases} 1, \qquad &x \leqslant -3\!\left(\frac{1}{3}-t\right), \\ -\dfrac{x}{3\!\left(\frac{1}{3}-t\right)}, \qquad &-3\!\left(\frac{1}{3}-t\right) < x < 0, \\ 0, \qquad &0 \leqslant x \end{cases}. \end{align*}\tag{2.3}$$

The fast characteristics can easily be computed from (1.7) and are given by

$$\begin{align*} \eta(x, t) = \begin{cases} x + 3t, \qquad &x \leqslant -1, \\ x(1-3t), \qquad &-1 < x < 0, \\ x, \qquad &0 \leqslant x \end{cases}. \end{align*}$$

With these computations in hand we can now exactly solve ODE (1.5b) governing $\psi$ and thus completely determine $V$.

Slow characteristics ψ
Figure 1. The characteristics $\psi$ for the exact solution (2.3). The blue line is $x=-(T_*-t)$, the red line is $x=-3(T_*-t)$, and the black line is $x=0$. Trajectories from the left of the blue line can never cross it; trajectories starting below the red line always enter the region between the red and blue lines and cannot leave. The black line is the shock, and to the right of the shock the fluid is always quiescent. Trajectories arc until they hit the red line whereupon they propagate linearly. The dotted blue, green, and black lines are the trajectories $\psi$ corresponding to, respectively, $x_0 < -1$, $-1 < x_0 < 0$, $0 < x_0$. The compression of $\psi$ is visible in that the dotted green trajectories get increasingly close as we move towards $t=\frac{1}{3}$ from above along the shock.

For any $x < -1$, it should be obvious that from (2.3), $\psi(x, t) = x+t$. Similarly for any $x > 0$ we have that $\psi(x, t)= x$. The only difficulty is for when $-1 < x < 0$. The solution we will construct can be understood more easily by studying Figure 1. For $-1 < x < 0$, trajectories start off evolving according to

$$\partial_t \psi = -\frac{\psi}{3\!\left(\frac{1}{3}-t\right)},$$

but collide with the line $x=-3\!\left(\frac{1}{3}-t\right)$ at the finite time

$$t^\flat(x) := \frac{1}{3} - \frac{1}{3}|x|^{3/2}$$

and location

$$x^\flat(x) := -|x|^{3/2},$$

at which point they satisfy the ODE $\partial_t \psi = 1$ until they hit the shock at $x=0$. Thus we arrive at the solution

$$\psi(x, t) = \begin{cases} x + t, \qquad &x \leqslant -1, \\ x\!\left(\dfrac{\frac{1}{3}-t}{\frac{1}{3}}\right)^{\!\!1/3}, \qquad &-1\leqslant x < 0 \;\text{and}\; t < t^\flat(x), \\ t-t^\flat(x)+x^\flat(x), \qquad &-1\leqslant x < 0 \;\text{and}\; t \geqslant t^\flat(x), \\ x, \qquad &0 \leqslant x. \end{cases}$$
Exact solution u and v of the BHF equation
Figure 2. The exact solution of the BHF equation (1.2) with initial data $a_0$ given by (2.2), $v_0(x)=a_0^{1/2}(x)-x^2e^{-x^2}H(-x)$, where $H$ is the Heaviside step function. $u_0$ is given by $u_0(x)=\sqrt{a_0(x)-v_0^2(x)}$.

It is then an easy exercise to compute the derivative and inverse of $\psi$ exactly:

$$\psi_x(x, t) = \begin{cases} 1, \qquad &x \leqslant -1, \\ \left(\dfrac{\frac{1}{3}-t}{\frac{1}{3}}\right)^{\!\!1/3}, \qquad &-1\leqslant x < 0 \;\text{and}\; t < t^\flat(x), \\ |x|^{1/2}, \qquad &-1\leqslant x < 0 \;\text{and}\; t \geqslant t^\flat(x), \\ 1, \qquad &0 \leqslant x. \end{cases}$$

and

$$\psi_{-1}(x, t) = \begin{cases} x - t, \qquad &x - t \leqslant -1, \\ x\!\left(\dfrac{\frac{1}{3}-t}{\frac{1}{3}}\right)^{\!\!-1/3}, \qquad &-1\leqslant x < 0 \;\text{and}\; t < t^\flat\!\left(x\!\left(\dfrac{\frac{1}{3}-t}{\frac{1}{3}}\right)^{\!\!-1/3}\right), \\ -\!\left(\dfrac{3}{2}\!\left(\tfrac{1}{3}+x-t\right)\right)^{\!\!2/3}, \qquad &-1\leqslant x < 0 \;\text{and}\; t \geqslant t^\flat\!\left(x\!\left(\dfrac{\frac{1}{3}-t}{\frac{1}{3}}\right)^{\!\!-1/3}\right), \\ x, \qquad &0 \leqslant x. \end{cases}$$

The solution $u, v$ is exactly determined by

$$v(y, t) = v_0(\psi_{-1}(y, t))\,\psi_x^{-1}(\psi_{-1}(y, t), t), \qquad u(y, t) = \sqrt{a(y, t) - v^2(y, t)}.\tag{2.4}$$

Note that $u_0$ is completely determined by an arbitrary choice of $v_0$ satisfying only the condition that $v_0^2(x) \leqslant a_0(x)$.

Time evolution of the characteristics η, ψ, and ψ_x
Figure 3. The evolution in time of the characteristics $\eta$ and $\psi$, and $\psi_x$.