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A consistent nonmonotone flux selects a nonentropy expansion shock

Statement refuted

For every T>0, every continuous consistent conservative two-point finite-volume flux, without a monotonicity assumption, sends every bounded BV datum to reconstructions whose strong local limits are Kruzhkov entropy solutions.

Facts & Assumptions

Given: T>0, Burgers' flux fB(s)=s2/2, the Riemann datum u0=−1 on x<0 and u0=1 on x>0, and the polynomial flux F below.

[F1]

A continuous consistent numerical flux is inserted in the shared-face flux-difference update, with initial cell averages (Conservative two-point finite-volume schemes for scalar laws).

[F2]

A locally bounded distributional weak solution satisfies the initial-boundary weak identity for every smooth compactly supported test (Locally bounded distributional weak solutions of scalar laws).

[F3]

Entropy admissibility requires each Kruzhkov inequality with qk(s)=sgn⁡(s−k)(f(s)−f(k)) (Kruzhkov entropy solutions).

[F4]

For each R>0 there is a nonnegative Cc∞(R2) cutoff equal to 1 near the origin and supported in the ball of radius 2R (Explicit compactly supported smooth cutoffs).

[F5]

The datum is globally bounded and has finite translation variation (Bounded BV data on the real line).

Counterexample

For Burgers' flux fB(s)=s2/2, take the bounded BV datum u0(x)=−1 for x<0 and u0(x)=1 for x>0. Define the continuous polynomial flux F(a,b):=a2+b24+116(a−b)(a2−1)(b2−1). It is consistent, since F(s,s)=s2/2, but it is not monotone in its first coordinate. On every grid with x=0 as a cell face, the finite-volume scheme keeps the expansion shock fixed. The resulting reconstructions converge strongly locally to a weak solution that fails the k=0 Kruzhkov inequality.

1.1givenalgebra

The polynomial F is continuous. On the diagonal, its correction term vanishes and F(s,s)=s2/2=fB(s), so it is consistent. Its first partial derivative is ∂aF(a,b)=a2+116((a2−1)(b2−1)+2a(a−b)(b2−1)). At (−1,0) this equals −1/2−2/16=−5/8<0, so it is not nondecreasing in its first coordinate.

1.2F1givenalgebra

On the uniform cells Ij=[jh,(j+1)h) with h>0, the initial averages are Uj0=−1 for j<0 and Uj0=1 for j≥0. Every same-state face flux is F(−1,−1)=F(1,1)=1/2. The only mixed pair is (−1,1); both correction factors vanish and F(−1,1)=1/2. Thus every face flux equals 1/2, and the recurrence leaves every cell average unchanged at every step.

2.1F1step 1.2F5given

The datum has TV⁡(u0)=2 by [F5]. For any sequence hm,τm↓0 with this aligned grid convention, the piecewise-constant reconstruction is exactly the stationary step function almost everywhere. It therefore converges strongly in local space-time L1 to u(x,t)=−1 for x<0 and u(x,t)=1 for x>0. Its initial trace is u0.

3.1F2step 2.1algebra

Since fB(u)=1/2 almost everywhere, for any φ∈Cc∞(R×(−∞,T)) one has ∫0Tu(x,t)φt(x,t) dt=−u0(x)φ(x,0) for almost every x, because u(x,t)=u0(x) is stationary and φ vanishes near t=T. Integrating in x cancels the initial term in [F2]. The flux contribution is 12∫Rφx(x,t) dx=0 for each t, since φ has compact spatial support. Thus u satisfies the weak identity and is a locally bounded distributional weak solution.

4.1F3F4step 2.1constructalgebra∎

Let R:=T/8 and choose the cutoff χ∈Cc∞(R2) of [F4] with χ=1 on the unit ball and support in the radius-two ball. The function φ(x,t):=χ(x/R,(t−T/2)/R) is nonnegative, smooth, supported in R×(0,T), and satisfies ∫0Tφ(0,t) dt>0. For k=0, ∣u∣=1 is stationary, so ∫∣u∣φt=0, while q0(−1)=−1/2 and q0(1)=1/2 give ∫0T ⁣∫Rq0(u)φx dx dt=−∫0Tφ(0,t) dt<0. This contradicts the required nonnegative entropy pairing in [F3].

Remarks

The diagram shows the stationary discontinuity at x=0 with its left and right states. The horizontal axis is space and the vertical axis is time. The proof verifies the weak equation and entropy defect by direct integration; it does not rely on the drawing.

xtu=¡1u=1x=0

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