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The method of characteristics for and the finite blow-up time of the gradient
Statement
Let ( Euclidean maps and diffeomorphisms) be bounded (so , A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value, Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line) and suppose that
with . Put , and for define .
(i) For every the map is a diffeomorphism onto (An injective regular map is a diffeomorphism onto its image), and with the characteristic label,
is jointly in , satisfies and solves Burgers' equation
(ii) For every the function is constant, and the gradient along this characteristic, , satisfies and for .
(iii) Put and let for . The level set is a nonempty compact interval . Put . Then (in particular when ), , and
while stays bounded. Thus the classical solution obtained by characteristics has a gradient blow-up at the finite time although the solution values and the characteristic locations remain finite; solvability up to time is not asserted.
Facts & Assumptions
Given: The bounded , the constant with and , and .
A continuous function on with limits and at the two ends is surjective onto (Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and ); a injective map with nowhere-vanishing derivative is a diffeomorphism onto its image (An injective regular map is a diffeomorphism onto its image, Euclidean maps and diffeomorphisms).
Chain rule in two variables and the algebra of derivatives (The chain rule for total derivatives: , A total derivative computes every directional derivative, and its matrix is the Jacobian, Sums, scalar multiples, products and quotients: , , , and when , The derivative of at a point that is a limit point of , and differentiability on a set).
Mean value theorem: a differentiable real function with strictly positive derivative on an interval is strictly increasing there (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
Every bounded sequence of real numbers has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).
Proof
Fix . If and , then by [F1] and , a contradiction; hence is injective. Moreover as because is bounded and ; by [F2] it is surjective. Finally , so [F2] makes a diffeomorphism onto .
Endpoint level set. Let . Its derivative is , so [F1] makes it nondecreasing. Since is bounded, as . Its level set is therefore a nonempty compact interval , containing . If , then is constant on this interval, so in its interior and, by continuity, at its endpoints. If the same derivative value follows from the hypothesis. Thus on all of .
Fix with and put . By step 1.1, . Continuity gives an open rectangle around on which . For each fixed in this rectangle, [F4] shows that is strictly increasing on its -interval. Thus is injective on , and its derivative has determinant . The injective-regular corollary therefore makes a diffeomorphism onto its open image. This also applies at , because may extend to small negative times and the determinant remains positive locally. On the portion with , the local inverse agrees with the globally defined by uniqueness of the inverse. Hence is in a relative neighbourhood of every point of , and differentiating the identity is now legitimate: By [F3], is jointly, , and This proves (i).
Label limit. The identity and boundedness of keep in a fixed compact interval. Every subsequential limit as from below satisfies , hence belongs to . For , , so . If , this gives and strict monotonicity of from step 1.1 forces ; its only possible limit in is . Similarly, if , and its only possible limit in is . If , then and , so uniqueness of the inverse gives . Thus every subsequential limit as from below equals . If did not converge to , there would be and a sequence from below with . Boundedness and [F5] give a convergent subsequence of labels, contradicting the identified limit. Therefore , and by step 1.2 and continuity, .
Fix and put ; then , so is constant. By step 2.1, , and differentiating this quotient with [F3], This proves (ii).
Fixed-spatial gradient blow-up. Step 2.1 gives . Its denominator is positive for by step 1.1 and tends to , while its numerator tends to by step 2.2. Hence , and the supremum over diverges as well. Also . Independently, along the specified characteristic , step 3.1 gives . Thus the fixed-spatial and material-characteristic gradient blow-up claims both hold even when the endpoint map has a flat level interval; no injectivity at was assumed.
Remarks
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The hypothesis that the minimum of is attained at and equals is used only to locate the blow-up; for merely the solution still exists for , and the bound is sharp in general.
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At the characteristic map may have a flat level interval; even when it is injective its inverse is no longer regular at the critical label. For its derivative is negative at , while boundedness of preserves its limits at infinity, so it is not injective. The classical construction stops at . The theorem constructs a classical solution on with unbounded gradient; it does not claim that no weak continuation exists, and the weak solutions are treated separately.
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The statement is purely mathematical; no physical identification of with a fluid velocity or of the blow-up with an observed phenomenon is made.
Depends on
Euclidean maps and diffeomorphisms
An injective regular map is a diffeomorphism onto its image
Open ball, closed ball and sphere in a metric space
Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and
The second fundamental theorem: if is differentiable on with and is integrable, then
The integral with oriented limits: and
The chain rule for total derivatives:
Sums, scalar multiples, products and quotients: , , , and when
A total derivative computes every directional derivative, and its matrix is the Jacobian
The derivative of at a point that is a limit point of , and differentiability on a set
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
Intervals of : the nine order-convex forms, nondegeneracy, and length
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence
Dependency tree · 2 levels
Sources
- L. C. Evans, Entropy and Partial Differential Equations (lecture notes), Chapter V, Section B (single conservation law: characteristics, shock formation and entropy solutions)
- W. Barsukow, Introduction to Conservation Laws: Theory and Numerics (lecture notes, TUM, Winter term 2021/22), Chapters 2–3 (characteristics and strong solutions; weak solutions)