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A conservative consistent finite-volume weak limit need not be entropic

Statement refuted

Conservativity, diagonal flux consistency, local uniform boundedness and strong local L1 convergence alone imply Kruzhkov entropy admissibility.

Facts & Assumptions

Given: The Axiom of Countable Choice ACω, Burgers' flux fB(s)=s2/2, the Godunov finite-volume scheme with τm=2hm↓0, cell-average Riemann data u0(x)=0 for x≤0 and u0(x)=1 for x>0, and the resulting piecewise-constant reconstructions.

[A1]

ACω is the axiom that every countable family of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

[F1]

The numerical update is the right-minus-left shared-flux difference and starts from the cell averages of u0. (Conservative two-point finite-volume schemes for scalar laws)

[F2]

The reconstruction equals Ujm,n on Ijm×[tnm,tn+1m). (Piecewise-constant finite-volume state and face-flux reconstructions)

[F3]

For Burgers' flux, G(0,0)=G(0,1)=0 and G(1,1)=1/2; the flux is continuous and diagonal-consistent. (Godunov numerical flux for Burgers' equation, The Burgers Godunov flux is continuous and consistent)

[F4]

Strong local L1 convergence and local uniform state bounds imply that the conservative consistent scheme's limit satisfies the distributional weak identity with the initial boundary term. (Conservative finite-volume strong-limit theorem)

[F5]

A Kruzhkov entropy solution satisfies, for every real k and every nonnegative ψ∈Cc∞(R×(0,T)), ∫0T∫R(ηk(u)ψt+qk(u)ψx) dx dt≥0,ηk(s)=∣s−k∣,qk(s)=sgn⁡(s−k)(fB(s)−fB(k)). (Kruzhkov entropy solutions)

Counterexample

1.1F1F3given

Cell averages of u0 are Ujm,0=0 for j<0 and 1 for j≥0. The only face pairs along the resulting step are (0,0), (0,1) and (1,1); [F3] gives their fluxes as 0,0,1/2. The ratio τm/hm=2, while max⁡0≤s≤1∣fB′(s)∣=1, so the usual noninteraction bound (τm/hm)max⁡∣fB′∣≤1 fails.

2.1F1F3step 1.1algebra

Assume inductively Ujm,n=0 for j<n and 1 for j≥n. If j<n, both face fluxes are 0, so the state remains 0. At j=n, the left flux is 0 and the right flux is 1/2, hence Unm,n+1=1−2(1/2−0)=0. For j>n both fluxes are 1/2, so those states remain 1. Therefore the step shifts to Ujm,n+1=0 for j<n+1 and 1 for j≥n+1.

3.1A1F2F4step 2.1givenalgebra

On [2nhm,2(n+1)hm), the numerical jump is at nhm, while the limit jump is at t/2∈[nhm,(n+1)hm). The profiles differ only on a strip of width at most hm and height 1, so the L1 error on every bounded space-time rectangle is at most hmT′→0. All states are bounded by 1. By [F4], the limit u(x,t)=0 for x<t/2 and 1 for x>t/2 is a locally bounded distributional weak solution with those initial data.

4.1F5step 3.1givenalgebra∎

Take k=1/2. Then ηk(0)=ηk(1)=1/2, while qk(0)=1/8 and qk(1)=3/8. Choose nonnegative α∈Cc∞((0,T)) with ∫α>0 and nonnegative β∈Cc∞(R) with β(0)>0, and set ψ(x,t)=α(t)β(x−t/2). This is an admissible nonnegative test. To evaluate its time term, put B=∫Rβ(y) dy. Differentiating the smooth compactly supported test and changing variables gives ∫Rψt(x,t) dx=Bα′(t)−12α(t)∫Rβ′(y) dy=Bα′(t); the last integral is zero because β is compactly supported. Therefore ∫0T∫Rηk(u)ψt dx dt=12B(α(T)−α(0))=0. Splitting the flux integral at x=t/2 and applying the fundamental theorem of calculus gives ∫Rqk(u)ψx dx=(1/8−3/8)ψ(t/2,t)=−14α(t)β(0). Thus the integral in [F5] equals −14β(0)∫α<0, contradicting the required entropy inequality. The weak limit is not Kruzhkov entropic.

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