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The method of characteristics for ut+uux=0 and the finite blow-up time of the gradient

Statement

Let f∈C2(R) (Ck Euclidean maps and diffeomorphisms) be bounded (so ∥f∥∞<+∞, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value, Heine-Borel in Rn: with the Euclidean metric a subset of Rn 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

f′(a)≥−Kfor every a∈R,andf′(a∗)=−K for some a∗∈R,

with K>0. Put T0:=1/K, and for 0≤t<T0 define φt(a):=a+tf(a).

(i) For every t∈[0,T0) the map φt:R→R is a C1 diffeomorphism onto R (An injective regular Ck map is a Ck diffeomorphism onto its image), and with a(t,x):=φt−1(x) the characteristic label,

u(t,x):=f(a(t,x)),(t,x)∈[0,T0)×R,

is C1 jointly in (t,x), satisfies u(0,x)=f(x) and solves Burgers' equation

ut(t,x)+u(t,x) ux(t,x)=0on (0,T0)×R.(B)

(ii) For every a0∈R the function t↦u(t,φt(a0))=f(a0) is constant, and the gradient along this characteristic, q(t):=ux(t,φt(a0)), satisfies q′=−q2 and q(t)=f′(a0)/(1+tf′(a0)) for 0≤t<T0.

(iii) Put x∗:=φT0(a∗)=a∗+T0f(a∗) and let a(t):=a(t,x∗) for 0≤t<T0. The level set S:={a:φT0(a)=x∗} is a nonempty compact interval [α,β]. Put a†:=min⁡{max⁡{x∗,α},β}. Then a(t)→a† (in particular a(t)→a∗ when S={a∗}), f′(a(t))→−K, and

sup⁡x∈R∣ux(t,x)∣ ≥ ∣ux(t,x∗)∣ = ∣f′(a(t))∣1+t f′(a(t)) ⟶ +∞(t↑T0),

while ∣u(t,x∗)∣=∣f(a(t))∣≤∥f∥∞ stays bounded. Thus the classical C1 solution obtained by characteristics has a gradient blow-up at the finite time T0 although the solution values and the characteristic locations remain finite; C1 solvability up to time T0 is not asserted.

Facts & Assumptions

Given: The bounded f∈C2(R), the constant K>0 with f′≥−K and f′(a∗)=−K, and T0=1/K.

[F2]

A continuous function on R with limits +∞ and −∞ at the two ends is surjective onto R (Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on [a,b] takes every value between f(a) and f(b)); a C1 injective map with nowhere-vanishing derivative is a C1 diffeomorphism onto its image (An injective regular Ck map is a Ck diffeomorphism onto its image, Ck Euclidean maps and diffeomorphisms).

[F5]

Every bounded sequence of real numbers has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).

Proof

technique · direct; invert the characteristic map for $t<T_0$ and differentiate the implicit relation
1.1givenF1F2F3algebra

Fix t∈[0,T0). If a<b and φt(a)=φt(b), then b−a=−t(f(b)−f(a))≤tK(b−a)<b−a by [F1] and tK<1, a contradiction; hence φt is injective. Moreover φt(a)=a+tf(a)→±∞ as a→±∞ because f is bounded and a→±∞; by [F2] it is surjective. Finally φt′(a)=1+tf′(a)≥1−tK>0, so [F2] makes φt a C1 diffeomorphism onto R.

1.2givenF1F2algebra

Endpoint level set. Let F0(a):=a+T0f(a). Its derivative is 1+T0f′(a)≥0, so [F1] makes it nondecreasing. Since f is bounded, F0(a)→±∞ as a→±∞. Its level set S=F0−1(x∗) is therefore a nonempty compact interval [α,β], containing a∗. If α<β, then F0 is constant on this interval, so f′=−K in its interior and, by continuity, at its endpoints. If α=β=a∗ the same derivative value follows from the hypothesis. Thus f′=−K on all of S.

2.1step 1.1F3F4algebra

Fix (t0,x0) with 0≤t0<T0 and put a0:=a(t0,x0). By step 1.1, 1+t0f′(a0)>0. Continuity gives an open rectangle Q around (t0,a0) on which 1+tf′(a)>0. For each fixed t in this rectangle, [F4] shows that a↦φt(a) is strictly increasing on its a-interval. Thus Φ(t,a):=(t,φt(a)) is injective on Q, and its derivative has determinant 1+tf′(a)>0. The injective-regular corollary therefore makes Φ∣Q a C1 diffeomorphism onto its open image. This also applies at t0=0, because Q may extend to small negative times and the determinant remains positive locally. On the portion with t≥0, the local inverse agrees with the globally defined a(t,x)=φt−1(x) by uniqueness of the inverse. Hence a(t,x) is C1 in a relative neighbourhood of every point of [0,T0)×R, and differentiating the identity φt(a(t,x))=x is now legitimate: ∂xa(t,x)=11+tf′(a(t,x)),∂ta(t,x)=−f(a(t,x))1+tf′(a(t,x)). By [F3], u=f∘a is C1 jointly, u(0,x)=f(x), and ut=−f′(a)f(a)1+tf′(a),ux=f′(a)1+tf′(a),ut+u ux=f′(a)1+tf′(a)(−f(a)+f(a))=0. This proves (i).

2.2step 1.1step 1.2givenF5algebra

Label limit. The identity a(t)+tf(a(t))=x∗ and boundedness of f keep a(t) in a fixed compact interval. Every subsequential limit a0 as t→T0 from below satisfies F0(a0)=x∗, hence belongs to S. For a∈S, f(a)=K(x∗−a), so φt(a)=(1−tK)a+tKx∗. If x∗<α, this gives φt(α)>x∗ and strict monotonicity of φt from step 1.1 forces a(t)<α; its only possible limit in S is α. Similarly, if x∗>β, a(t)>β and its only possible limit in S is β. If x∗∈S, then f(x∗)=0 and φt(x∗)=x∗, so uniqueness of the inverse gives a(t)=x∗. Thus every subsequential limit as t→T0 from below equals a†. If a(t) did not converge to a†, there would be ε>0 and a sequence tm→T0 from below with ∣a(tm)−a†∣≥ε. Boundedness and [F5] give a convergent subsequence of labels, contradicting the identified limit. Therefore a(t)→a†, and by step 1.2 and continuity, f′(a(t))→−K.

3.1step 2.1F3algebra

Fix a0∈R and put x(t):=φt(a0)=a0+tf(a0); then a(t,x(t))=a0, so u(t,x(t))=f(a0) is constant. By step 2.1, q(t)=ux(t,x(t))=f′(a0)/(1+tf′(a0)), and differentiating this quotient with [F3], q′(t)=−f′(a0)2(1+tf′(a0))2=−q(t)2. This proves (ii).

4.1step 1.1step 2.1step 3.1step 2.2givenalgebra∎

Fixed-spatial gradient blow-up. Step 2.1 gives ux(t,x∗)=f′(a(t))/(1+tf′(a(t))). Its denominator is positive for t<T0 by step 1.1 and tends to 1−T0K=0, while its numerator tends to −K≠0 by step 2.2. Hence ∣ux(t,x∗)∣→+∞, and the supremum over x diverges as well. Also ∣u(t,x∗)∣=∣f(a(t))∣≤∥f∥∞. Independently, along the specified characteristic φt(a∗), step 3.1 gives ux(t,φt(a∗))=−K/(1−tK). 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 T0 was assumed.

Remarks

  • The hypothesis that the minimum of f′ is attained at a∗ and equals −K is used only to locate the blow-up; for merely f′≥−K the solution still exists for t<1/K, and the bound is sharp in general.

  • At T0 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 t>T0 its derivative is negative at a∗, while boundedness of f preserves its limits at infinity, so it is not injective. The classical C1 construction stops at T0. The theorem constructs a classical C1 solution on [0,T0) with unbounded gradient; it does not claim that no weak continuation exists, and the weak solutions are treated separately.

  • The statement is purely mathematical; no physical identification of u with a fluid velocity or of the blow-up with an observed phenomenon is made.

Depends on

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