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Godunov scheme captures a stationary Burgers entropy shock

Example

Assume ACω. For Burgers' flux fB(s)=s2/2, take u0(x)=1 for x<0 and u0(x)=−1 for x>0. Use hm=1/m, τm=hm/4, and the Godunov flux from Godunov numerical flux for Burgers' equation. The grid interface x=0 is aligned with the initial jump. Every numerical face flux is 1/2, so the finite-volume profile is stationary at every time step. The exact shock speed is zero, and the stationary jump satisfies all Kruzhkov entropy inequalities. Theorem Strong entropy convergence of monotone finite-volume schemes therefore applies, although in this aligned example the reconstructions already equal their limit exactly.

The diagram shows the stationary interface and the two constant states. The horizontal coordinate is x, the vertical coordinate is time, and the vertical line is the shock curve x=0; the proof uses the recurrence and entropy fluxes, not the drawing.

xtu=1u=¡1x=0

Facts & Assumptions

Given: ACω, fB(s)=s2/2, the Riemann datum u0=1 on x<0 and u0=−1 on x>0, hm=1/m, τm=hm/4, and the Burgers Godunov flux.

[F1]

The Burgers Godunov flux has G(a,a)=a2/2 and, when b<a, G(a,b)=max⁡{a2,b2}/2 (Godunov numerical flux for Burgers' equation, The Burgers Godunov flux is continuous and consistent).

[F2]

Under ACω, the chosen Godunov flux has coordinate Lipschitz bounds 1,1 on [−1,1], so λ=1/4 satisfies the full CFL bound; the entropy-convergence theorem then applies to bounded BV data (Burgers Godunov flux under the invariant-interval CFL bound, The Axiom of Countable Choice (ACω), Strong entropy convergence of monotone finite-volume schemes).

[F3]

A bounded weak solution satisfies the integral identity with the initial boundary term (Distributional weak solutions of the Cauchy problem).

[F4]

For a piecewise smooth weak solution with a graph shock x=s(t) and distinct traces, the Rankine–Hugoniot speed is s′=[f]/[u] (The Rankine--Hugoniot jump condition in space--time normal form).

[F5]

Kruzhkov entropy admissibility is the family of inequalities using qk(s)=sgn⁡(s−k)(f(s)−f(k)), together with a strong local initial trace (Kruzhkov entropy solutions).

[F6]

The datum is a bounded BV equivalence class with total translation variation TV⁡(u0) (Bounded BV data on the real line).

Verification

1.1F1givenalgebra

The initial cell averages are Uj0=1 for j<0 and Uj0=−1 for j≥0. Same-state faces have flux 1/2 by [F1], and the only mixed face has pair (1,−1) and flux max⁡{1,1}/2=1/2. Thus every face flux equals 1/2.

2.1step 1.1givenalgebra

Every cell's left and right fluxes are both 1/2, so the conservative update leaves every Ujn unchanged. Induction in n proves that both reconstructions equal the stationary step function almost everywhere for every m; in particular they converge strongly locally to it.

3.1F3step 2.1algebra

The stationary profile is a bounded weak solution: for every φ∈Cc∞(R×(−∞,T)), its time term satisfies ∫0T ⁣∫Ruφt dx dt=−∫Ru0(x)φ(x,0) dx, while fB(u)=1/2 almost everywhere and hence ∫RfB(u)φx dx=0 at each time. This is exactly the weak identity of [F3].

3.2F5step 2.1algebra

Fix k∈R. The entropy flux traces are qk(1) on the left and qk(−1) on the right. If k≤−1 or k≥1, both states lie on the same side of k and these fluxes are equal because fB(1)=fB(−1). If −1<k<1, then qk(1)=1−k22,qk(−1)=−1−k22,qk(1)−qk(−1)=1−k2≥0. For any nonnegative interior test φ, the time term ∫∣u−k∣φt vanishes because u is stationary. Integration on the two half-lines gives ∫0T ⁣∫Rqk(u)φx dx dt=(qk(1)−qk(−1))∫0Tφ(0,t) dt≥0. The initial trace is exactly u0, so [F5] shows the stationary shock is a Kruzhkov entropy solution.

4.1F3F4step 2.1step 3.1algebra

The left and right traces are uL=1 and uR=−1. By [F4], the shock speed is s=fB(−1)−fB(1)−1−1=1/2−1/2−2=0, which agrees with the stationary interface. The Rankine–Hugoniot supplier applies because step 3.1 verified the weak identity and the traces are distinct.

5.1F2F5F6step 4.1step 3.2algebra∎

The translation variation of the datum is 2: for h>0, u0(x+h)−u0(x) is nonzero only on (−h,0), where its absolute value is 2, so ∫∣u0(x+h)−u0(x)∣dx=2h. The ratio is τm/hm=1/4, and the flux bounds L1=L2=1 from [F2] give λ(L1+L2)=1/2≤1. Thus the hypotheses of the main convergence theorem in [F2] hold; since the exact reconstruction is the entropy solution from step 3.2, it is the unique limit. No global L1 assertion is made because the two tails are nonzero.

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