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Nonconvex Riemann data can require a composite shock--rarefaction wave

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)) for the analytic prerequisites used below.

Let f(u)=u3 and take the Riemann data uL=1 for x<0, uR=−1 for x>0 as in The convex-flux Riemann formula fails for a nonconvex flux. The entropy profile is u(t,x)={1,x<34t,−x3t,34t<x<3t,−1,x≥3t. It consists of an admissible shock 1→−12 at speed 3/4 and a centred rarefaction on the strictly concave flux interval [−1,−12], followed by the constant state −1. The shock chord residual factors as f(z)−f(1)−34(z−1)=(z−1)(z+12)2≤0(−12≤z≤1), so the general entropy chord criterion gives admissibility. On the concave interval, f′(u)=3u2 is strictly decreasing and its inverse is ψ(ξ)=−ξ/3 for 3/4≤ξ≤3; hence the fan solves the equation pointwise and all entropy productions vanish there. The traces match continuously at x=3t, and the initial trace is the stated Riemann datum. The concave-hull prescription consists of the cubic arc on [−1,−12] followed by the chord from (−12,−18) to (1,1) (The convex entropy condition for a single shock is the chord condition, Kruzhkov entropy solutions).

Facts & Assumptions

Given: Countable Choice, the flux f(u)=u3, the Riemann data uL=1>uR=−1, the composite profile u of the statement, and a test function φ∈Cc∞(ΠT).

[F1]

Interface computation and shock data: a piecewise C1 profile with a single jump at a ray x=st has weak residual equal to the interface integral of [f]−s[u]; the Rankine--Hugoniot condition makes it vanish, and the chord criterion F(z)(u+−u−)≥0 (with F(z)=f(z)−f(u−)−s(z−u−) between the states) is equivalent to the entropy inequalities at the jump (The Rankine--Hugoniot jump condition in space--time normal form, The convex entropy condition for a single shock is the chord condition, Piecewise smooth shocks and one-sided traces, Distributional weak solutions of the Cauchy problem).

[F2]

The strictly concave branch and its inverse: on [−1,−12] the derivative f′(u)=3u2 is strictly decreasing from 3 to 34, so it is invertible there, with inverse ψ(ξ)=−ξ/3 on [34,3]; ψ is C1 on the open interval and continuous on the closed one, and the chain rule applies on each smooth piece (The Euclidean inverse function theorem, The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c)).

[F3]

Self-similar calculus and measure bookkeeping: for u(t,x)=ψ(x/t) one has ut+f′(u)ux=1tψ′(ξ)(f′(ψ(ξ))−ξ); iterated integrals are handled by Fubini and the fundamental theorem of calculus, and a profile that is continuous across a ray produces no interface term there (Fubini's theorem for L^1 functions on a sigma-finite product, The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a), The self-similar Riemann problem).

[F4]

The earlier example of this pair shows that the single-jump profile with the same data is a weak solution violating the entropy condition, so the composite wave is not the only weak solution of these data (The convex-flux Riemann formula fails for a nonconvex flux); uniqueness in the entropy class is Uniqueness, comparison and order preservation of entropy solutions.

Proof

technique · direct
1.1F1

The shock is admissible with speed 3/4. For the descending jump u−=1→u+=−12, the chord slope is s=(f(−12)−f(1))/(−12−1)=(−18−1)/(−32)=34, so s[u]=34⋅(−32)=−98 equals [f]=−98: Rankine--Hugoniot holds. The residual is F(z)=z3−1−34(z−1)=(z−1)(z2+z+14)=(z−1)(z+12)2, which is ≤0 on [−12,1]; since u+−u−=−32<0, the product F(z)(u+−u−)≥0 and the chord criterion of [F1] makes the shock entropy-admissible.

1.2F2F3

The rarefaction branch solves the equation. By [F2], ψ(ξ)=−ξ/3 is the inverse of f′ on [−1,−12]; on the fan u(t,x)=ψ(x/t) with ξ=x/t, so [F3] gives ut+f′(u)ux=1tψ′(ξ)(f′(ψ(ξ))−ξ)=1tψ′(ξ)(ξ−ξ)=0 for 34<ξ<3. At the right edge ξ=3, ψ(3)=−1 matches the constant state −1; at the left edge ξ=34, ψ(34)=−12 is the right state of the shock.

2.1F1F3step 1.1step 1.2

The profile is a weak solution. Splitting the test integral into the constant left region, the fan, the constant right region, and the interfaces: the outer regions contribute only boundary terms; the interface at x=34t is handled by the Rankine--Hugoniot computation of step 1.1, so its coefficient [f]−s[u] vanishes; and at x=3t the traces of u (hence of f(u)) match continuously, so by [F3] no interface term arises. Adding the pieces, the weak residual vanishes, so u is a distributional weak solution; the discrepancy with the initial step datum is supported in (0,3t) with amplitude at most 2, so the strong local L1 trace holds.

3.1F1step 2.1

All entropy inequalities hold. For a convex C2 pair (η,q) with q′=η′f′, the production is computed piecewise: it vanishes on the constant regions; on the fan it equals η′(u)(ut+f′(u)ux)=0 by step 1.2, with no interface term at x=3t because the traces of η(u),q(u) match there; and at the shock it is the measure with coefficient [q]−s[η], which is ≤0 by the chord condition of step 1.1. Hence the entropy production is a nonpositive measure supported on x=34t for every convex C2 pair. The Kruzhkov pairs ηk(s)=∣s−k∣ are obtained by uniform approximation on the bounded range [−1,1] by the smooth convex pairs ηδ(s)=(s−k)2+δ2−δ→∣s−k∣ with fluxes qδ(s)=∫ks(ηδ)′(z)f′(z) dz→sgn⁡(s−k)(f(s)−f(k)), so all Kruzhkov inequalities hold and, with the weak equation and trace of step 2.1, u is a Kruzhkov entropy solution.

4.1F4step 1.1step 3.1∎

Uniqueness and the concave hull. By [F4], uniqueness in the entropy class identifies the constructed profile as the entropy solution of these Riemann data, even though the single-jump weak solution of the same data exists and is non-entropic. The concave hull of f on [−1,1] follows the cubic arc on [−1,−12] (where f′′=6u<0, so f is concave) and then the chord of slope 34 from (−12,−18) to (1,1); the fan and shock of the profile are exactly the entropy waves corresponding to this arc and chord.

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