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Discrete Kruzhkov inequality for a monotone finite-volume scheme

Statement

Let Un be a scheme from Monotone finite-volume scheme and invariant-interval CFL, satisfying the full invariant-interval CFL bound. For k∈R define Gk(a,b):=F(a∨k,b∨k)−F(a∧k,b∧k),qk(s):=sgn⁡(s−k)(f(s)−f(k)), where qk is the Kruzhkov entropy flux of Kruzhkov entropy solutions. Then Gk(s,s)=qk(s) for every s∈I, and for every j∈Z, n≥0 and k∈R, ∣Ujn+1−k∣−∣Ujn−k∣+λ(Gk(Ujn,Uj+1n)−Gk(Uj−1n,Ujn))≤0.

Facts & Assumptions

Given: The full-line finite-volume recurrence with monotone consistent flux F, invariant interval I=[a−,a+], the full invariant-interval CFL bound, and an arbitrary entropy level k∈R.

[F1]

The update is Ujn+1=H(Uj−1n,Ujn,Uj+1n); H is coordinatewise nondecreasing on I3 and H(s,s,s)=s for s∈I (Monotone finite-volume scheme and invariant-interval CFL, Invariant range, TVD and time increments for a monotone finite-volume update).

[F2]

Consistency gives F(s,s)=f(s), and the Kruzhkov flux is qk(s)=sgn⁡(s−k)(f(s)−f(k)) with sgn⁡(0)=0 (Monotone finite-volume scheme and invariant-interval CFL, Kruzhkov entropy solutions).

Proof

1.1F2algebra

If s≥k, then s∨k=s and s∧k=k, so Gk(s,s)=f(s)−f(k)=qk(s). If s<k, then s∨k=k and s∧k=s, so Gk(s,s)=f(k)−f(s)=qk(s).

2.1F1step 1.1givenalgebra

First suppose k∈I. Put X=(Uj−1n,Ujn,Uj+1n) and let X+ and X− be its coordinatewise maximum and minimum with (k,k,k). Both triples lie in I3. By [F1], the two numbers H(X) and H(k,k,k)=k lie between H(X−) and H(X+); therefore ∣H(X)−k∣≤H(X+)−H(X−). Expanding the definition of H, the right side is ∣Ujn−k∣−λ(Gk(Ujn,Uj+1n)−Gk(Uj−1n,Ujn)), which gives the claimed inequality after rearrangement.

3.1F1step 2.1algebra∎

If k<a−, every state is above k by the range assertion in [F1]. Then ∣Ujn−k∣=Ujn−k and Gk(a,b)=F(a,b)−F(k,k) for state pairs; substituting the scheme recurrence makes the displayed left side zero. If k>a+, every state is below k, so ∣Ujn−k∣=k−Ujn and Gk(a,b)=F(k,k)−F(a,b); substitution again gives zero. The cases k=a− and k=a+ are already covered by step 2.1.

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