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Conservation of total wave energy in three admissible settings

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let n≥1, c>0, T>0, let U⊆Rn be open and let u∈C2(U×(0,T)) solve the homogeneous equation □cu=0 (Wave equation, Cauchy data and wave speed), with e,q as in Wave energy density, energy flux and total energy and The local wave-energy conservation law. Then EΩ(t) is constant in t in each of the following settings, and in each the vanishing boundary term is:

(a) fixed spatial support: Ω=Rn, U=Rn and there is a compact K with supp⁡u(⋅,t)⊆K for all t∈(0,T) (The support of a function on Rn and its compactly supported Riemann integral); the flux term through ∂BR vanishes for a large ball BR⊃K.

(b) integrable flux (sufficient decay): U=Ω=Rn, e(⋅,t),∣q(⋅,t)∣,div⁡q(⋅,t)∈L1(Rn) for every t, and t↦ERn(t) is differentiable with ERn′(t)=∫Rn∂te(x,t) dx (automatic, for instance, when ∂te is dominated on compact time intervals by a fixed L1 function); then ∫Rndiv⁡q(⋅,t) dx=0 by The integral of the divergence of an integrable C1 field vanishes; this integrability is exactly the hypothesis a plane wave fails.

(c) bounded domain with homogeneous Dirichlet or homogeneous Neumann data: for n≥2, U is a bounded C1 domain (Bounded C1 domains and their outward normals); for n=1, U is a finite union of disjoint bounded open intervals with pairwise disjoint closures, and the outward unit normals at the left and right endpoints are −1 and +1. Require u∈C2(U‾×(0,T)) in the interior-up-to-boundary convention, Ω=U, and either u(x,t)=0 on all of ∂U×(0,T) or ∂νu(x,t):=Du(x,t)⋅ν(x)=0 there. In the Dirichlet case ut∣∂U=0; in the Neumann case ∂νu=0. Thus in both cases the outward flux q⋅ν=−c2ut∂νu vanishes.

Facts & Assumptions

Given: ACω; n≥1, c>0, T>0, an open set U⊆Rn and a C2 solution u of □cu=0 on U×(0,T); the energy density e=12(ut2+c2∣Du∣2) and flux q=−c2utDu of Wave energy density, energy flux and total energy.

[F1]

Local balance for a homogeneous solution: ∂te+div⁡q=0 pointwise; equivalently ∂te=−div⁡q. (The local wave-energy conservation law)

[F2]

Differentiation under the integral sign: if x↦f(x,t) is integrable for every t, t↦f(x,t) is differentiable for almost every x, the t-derivative is measurable and dominated on the time interval by a fixed integrable g, then F(t)=∫f(x,t) dμ(x) is differentiable with F′(t)=∫∂tf(x,t) dμ(x). (Differentiation under the integral sign)

[F4]

Divergence theorem on a bounded C1 domain Ω: for G∈C1(Ω‾;Rn), ∫Ωdiv⁡G dλn=∫∂ΩG⋅ν dS. (Divergence on a bounded C1 Euclidean domain)

[F5]

If G∈C1(Rn;Rn) has G,div⁡G∈L1(λn), then ∫Rndiv⁡G dλn=0. (The integral of the divergence of an integrable C1 field vanishes)

[F7]

Second fundamental theorem: for G differentiable on [a,b] with integrable G′, ∫abG′=G(b)−G(a) (Darboux integral). (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a))

[F8]

On a closed bounded interval a bounded function is Darboux integrable exactly when it is Riemann integrable, with the same value; a bounded Borel Riemann integrable function on a closed interval lies in L1 there and its Lebesgue and Riemann integrals agree. (The Darboux and Riemann definitions agree: a bounded f on [a,b] is Darboux integrable with integral I if and only if for every real ε>0 there is a real δ>0 such that ∣S(f,P,ξ)−I∣<ε for every tagged partition of mesh below δ, A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral)

[F10]

A continuous real function on a closed bounded interval is bounded and Darboux integrable. (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion)

Proof

1.1givenF1

Localisation in time and the common shape of the three cases: fix a nondegenerate compact interval [a,b]⊆(0,T); it suffices to prove that t↦EΩ(t) is constant on [a,b], since [a,b] is arbitrary and (0,T) is an interval [F6]; the local balance [F1] gives ∂te=−div⁡q pointwise, while the differentiation and boundedness arguments needed to integrate this identity are supplied separately under the hypotheses of (a), (b), and (c).

2.1givenstep 1.1F1F2F4F6F7F8F9F10

Case (a): choose R>0 with the compact K of the statement contained in BR(0); for t∈[a,b] the support condition gives e(x,t)=0 for x∉K, so ERn(t)=∫BR(0)e(x,t) dx, and u, ut and Du all vanish identically on the open complement of K, hence on a neighbourhood of ∂BR(0), so q=0 there; [F2] applied on the fixed ball with the domination constant sup⁡B‾R×[a,b]∣∂te∣ gives ERn′(t)=∫BR(0)∂te(x,t) dx=−∫BR(0)div⁡q(x,t) dx on (a,b), for n≥2, [F4] on the ball gives ∫BR(0)div⁡q dλn=∫∂BR(0)q⋅ν dS=0 because q vanishes on the boundary; for n=1, [F7] and [F8] instead give ∫−RR∂xq dx=q(R,t)−q(−R,t)=0; hence ERn′=0 on (a,b) and ERn is constant on [a,b] by [F6].

2.2givenstep 1.1F1F2F5F6

Case (b): the differentiation hypothesis gives ERn′(t)=∫Rn∂te(x,t) dx for every t∈(0,T) (the stated sufficient Lebesgue criterion follows from [F2] on an open interval compactly contained in (0,T), with the fixed dominating L1 function), and [F1] makes the integrand −div⁡q(⋅,t), which lies in L1(λn) by hypothesis; hence ERn′(t)=−∫Rndiv⁡q(x,t) dx=0 by [F5], and [F6] makes ERn constant on [a,b].

2.3givenstep 1.1F1F2F4F6F9

Case (c), dimension n≥2: e and ∂te are continuous on the compact U‾×[a,b], so [F2] gives EU′(t)=∫U∂te(x,t) dx=−∫Udiv⁡q(x,t) dx on (a,b) [F1], and [F4] gives ∫Udiv⁡q dλn=∫∂Uq⋅ν dS; the boundary integrand vanishes: in the Dirichlet case the map t↦u(p,t) is identically zero at every p∈∂U and differentiable with derivative ∂tu(p,t) (the C1 extension to U‾ makes the difference quotient converge to the continuous extension of ∂tu), so ∂tu(p,t)=0 and hence q(p,t)⋅ν(p)=−c2ut(p,t)∂νu(p,t)=0; in the Neumann case ∂νu=0 on the boundary by hypothesis; either way q⋅ν=0 on ∂U×(a,b), so EU′=0 on (a,b) and [F6] gives constancy on [a,b].

2.4givenstep 1.1F1F2F6F7F8F9F10

Case (c), dimension n=1: write U as the disjoint union of its finitely many bounded open intervals (αj,βj) with pairwise disjoint closures; for each j the function x↦q(x,t) is C1 on [αj,βj], so on that interval [F7] gives the Darboux integral ∫αjβj∂xq(x,t) dx=q(βj,t)−q(αj,t), [F8] converts this Darboux value first to the Riemann and then to the Lebesgue integral of ∂xq(⋅,t) over the interval, and at each endpoint both boundary conditions kill q: q(βj,t)=−c2ut(βj,t)ux(βj,t) and q(αj,t)=−c2ut(αj,t)ux(αj,t), and in the Dirichlet case ut=0 at both endpoints while in the Neumann case the outward normal is +1 at βj and −1 at αj, so ux(βj,t)=0=ux(αj,t); hence ∫Udiv⁡q(⋅,t) dλ1=∑j(q(βj,t)−q(αj,t))=0. Since e and ∂te are continuous on U‾×[a,b], [F2] gives EU′(t)=∫U∂te dλ1=−∫Udiv⁡q dλ1=0 on (a,b), and [F6] gives constancy on [a,b].

3.1step 2.1step 2.2step 2.3step 2.4F6∎

Completion: in each of the three settings, and in both dimensions of case (c), the energy EΩ has vanishing derivative on every nondegenerate compact subinterval of (0,T), hence is constant on each such subinterval by [F6]; a function constant on every compact subinterval of an interval is constant on the interval, so EΩ is constant on (0,T) in all three settings.

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