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Choice-free one-dimensional ALE Reynolds transport identity

Statement

Let d=1 and let At be an ALE moving-domain map of ALE moving-domain map and mesh velocity, so Ω^ is a finite union of bounded intervals with pairwise disjoint closures and ∂ξAt>0. For every C1 scalar field g on the moving closure,

ddt∫Ω(t)g(x,t) dx=∫Ω(t)∂tg(x,t) dx+∑x∈∂Ω(t)g(x,t)wm(x,t)n(x),

where n=−1 at each left endpoint and n=+1 at each right endpoint. This dimension-one branch is choice-free.

Facts & Assumptions

Given: A one-dimensional ALE map, a finite union of bounded reference intervals, and a C1 scalar field g on the moving closure.

[F1]

ALE moving-domain map and mesh velocity: in dimension one the reference domain is a finite union of intervals with compact closure, J=∂ξAt>0, and wm(At(ξ),t)=∂tAt(ξ).

[F2]

Jacobi identity for the ALE mesh Jacobian: ∂tJ=J ∂xwm.

[F3]

Change of variables for an injective C1 map on a compact Jordan set: an injective C1 map with invertible derivative sends a compact Jordan set to a compact Jordan set; for a bounded integrand, the image and pullback are Riemann integrable together, and when they are the formula uses the absolute Jacobian determinant.

[F4]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): if H is differentiable on a compact interval and H′ is integrable, then ∫abH′(x) dx=H(b)−H(a).

[F5]

A continuous real function on a compact Jordan measurable set is Riemann integrable over that set: every continuous real function on a compact Jordan set is Riemann integrable there.

[F6]

The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a): a scalar function continuous on a closed interval and differentiable in its interior has a point where its derivative equals the interval's average rate of change.

[F7]

The Riemann integral of a bounded function over a bounded Jordan measurable set and Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm: Jordan integrals are integrals of zero extensions on bounding rectangles, where linearity, monotonicity, and the absolute-value estimate hold.

[F8]

A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content: the integral of the indicator of a compact Jordan set is its finite Jordan content.

[F9]

Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous function on a compact metric space is uniformly continuous.

[F10]

A bounded set in Rm is Jordan measurable iff its boundary is null, equivalently of content zero: a bounded set is Jordan measurable exactly when its boundary is null, equivalently has Jordan content zero.

[F11]

Lebesgue's criterion in Rm: a bounded function on a closed nondegenerate rectangle is Riemann integrable iff its discontinuity set is null: a bounded function on a closed bounding rectangle whose discontinuities lie in a null set is Riemann integrable.

Proof

1.1F1F10construct

Put K^=Ω^‾, Kt=At(K^)=Ω(t)‾, and let Bt=∂Ω(t) and B^=∂Ω^. These boundaries are finite endpoint sets, hence compact. Covering each point by intervals of arbitrarily small total length shows that both have Jordan content zero and are compact Jordan sets. By [F10] the boundaries are null and the two open domains are Jordan measurable.

2.1F3F5F7F8F11step 1.1algebra

For any continuous h on Kt, its zero extensions from Ω(t) and Kt to a nondegenerate closed interval containing Kt in its interior are bounded and can be discontinuous only at Bt. By [F11] they are integrable. Their difference is supported on Bt and bounded in absolute value by a constant times 1Bt; [F8] gives ∫1Bt=0, so [F7] shows their integrals agree. The same argument applies on K^ and Ω^. The map image in [F3] is compact Jordan, and [F5] makes g(⋅,t) and G(⋅,t) integrable on the compact closures. Change of variables on those closures, followed by the open/closed equalities just proved, gives I(t)=∫K^G(ξ,t) dξ=∫Ω^G(ξ,t) dξ, where G(ξ,t):=g(At(ξ),t)J(ξ,t).

3.1F5F6F7F8F9step 2.1algebra

For small nonzero h, apply [F6] to s↦G(ξ,s) between t and t+h. The difference quotient equals ∂tG(ξ,θξ) at an intermediate time. By [F9], ∂tG is uniformly continuous on K^ times a compact time neighborhood of t, so these quotients converge uniformly in ξ to ∂tG(ξ,t). The latter and each quotient are integrable on K^ by [F5]; [F7] and [F8] bound the integral of their difference by its uniform norm times cont⁡(K^). Since I(t)=∫K^G(ξ,t) dξ by step 2.1, it follows that I′(t)=∫K^∂tG(ξ,t) dξ.

4.1F1F2F3F5step 2.1step 3.1algebra

The chain and product rules together with [F2] give I′(t)=∫K^J(∂tg+∂xg wm+g ∂xwm)(At(ξ),t) dξ. This integrand is continuous on the compact reference closure; [F3] changes variables on the compact closures, and step 2.1 converts the resulting physical-domain integrals to open-domain integrals. Thus I′(t)=∫Ω(t)[∂tg+∂x(gwm)](x,t) dx.

5.1F4F5step 4.1algebra∎

The function x↦g(x,t)wm(x,t) is differentiable on each compact image interval and its derivative is continuous, hence integrable there by [F5]. Apply [F4] to obtain ∫αjβj∂x(gwm) dx=g(βj,t)wm(βj,t)−g(αj,t)wm(αj,t). Summing right endpoints with normal +1 and left endpoints with normal −1 proves the boundary term. No choice axiom is used.

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