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Smooth rotating shallow-water energy balance

Statement

Assume the Axiom of Countable Choice ACω. Let I⊆R be a nonempty open time interval and use T2=R2/(2πZ)2 with Lebesgue measure λ2 on Q2=[0,2π]2, where dx=dλ2(x) as defined for the equation family. Let h:I×T2→(0,∞) and v:I×T2→R2 be continuously differentiable in time and space with continuous second spatial derivatives and 2π-periodic lifts. Suppose they satisfy the one-layer rotating shallow-water equations with constant f∈R, constant g>0, fixed flat bottom, and no friction:

ht+∇⋅(hv)=0,(hv)t+∇⋅(hv⊗v)+∇ ⁣(gh22)+fhJv=0,

where J(v1,v2)=(−v2,v1). Define the normalized energy density per horizontal area by E:=h∣v∣2/2+gh2/2; it is per unit reference density, so a specified constant density converts its area integral to joules. Then the pointwise energy flux identity is

∂tE+∇⋅((E+gh22)v)=0.

Consequently, for every t0<t1 in I,

∫Q2E(t1,x) dx=∫Q2E(t0,x) dx.

This is an exact smooth identity for the stated adopted equation system, not an aspect-ratio or hydrostatic-error estimate and not a positivity guarantee for an arbitrary discretization. Bottom topography, wetting/drying, bottom friction, or multiple layers require separately defined systems and their corresponding energy terms.

Statement references

Equation family and conventions: Rotating stratified and shallow-water equation families.

Continuous functions on closed rectangles are Riemann integrable: Every continuous function on a closed nondegenerate rectangle in Rm is Riemann integrable.

Under ACω, bounded Borel Riemann integrands on finite-dimensional boxes have the same Lebesgue and Riemann integrals: Borel Darboux integrands in finite dimension.

Riemann integration over products of rectangles: Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections.

Newton–Leibniz for continuous endpoint functions with an integrable interior derivative: Newton–Leibniz needs only continuity on [a,b], differentiability on (a,b), and a Riemann-integrable extension of the interior derivative.

Linearity of the multidimensional Riemann integral: Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm.

Geoffrey K. Vallis, Fluid Dynamics of the Atmosphere and Ocean, §2.4.2, pp. 38–39: full lecture notes, PDF.

Darryl D. Holm, Ideal shallow water dynamics in a rotating frame, §§1.1 and 1.4, pp. 3–6: full lecture notes, PDF.

Paola Rizzoli, MIT OpenCourseWare 12.802, Lecture 12, pp. 1–4: full lecture notes, PDF.

Facts & Assumptions

Given: The Axiom of Countable Choice ACω; h>0 and h,v are classical and 2π-periodic in space; f∈R and g>0 are constant; the flat-bottom, inviscid equations in the statement hold pointwise.

[F1]

Rotating stratified and shallow-water equation families: the shallow-water branch is ht+∇⋅(hv)=0 and (hv)t+∇⋅(hv⊗v)+∇(gh2/2)+fhJv=0, with h>0, g>0, and f∈R constant.

[F2]

Rotating stratified and shallow-water equation families: for scalar q, ∇q=(∂x1q,∂x2q); for vector w, ∇⋅w=∑j∂xjwj; for a matrix A, (∇⋅A)i=∑j∂xjAij; and J(v1,v2)=(−v2,v1).

[A1]

The fields have continuous derivatives through the orders appearing below; division by h is valid because h>0.

[A2]

Countable Choice ACω means that every N-indexed family of nonempty sets has a choice function; it is used for the cited Lebesgue-measure and Riemann-to-Lebesgue comparison results (The Axiom of Countable Choice (ACω)).

[L1]

Every continuous real function on a closed nondegenerate rectangle in Rm, m≥1, is Riemann integrable (Every continuous function on a closed nondegenerate rectangle in Rm is Riemann integrable).

[L2]

Assuming ACω, every bounded Borel Riemann-integrable real function on a closed nondegenerate box is Lebesgue integrable and its Lebesgue and Riemann integrals agree (Borel Darboux integrands in finite dimension).

[L3]

For a Riemann-integrable function on a product of nondegenerate closed rectangles, if every section in a chosen order is Riemann integrable, the ordinary iterated Riemann integral in that order exists and equals the product Riemann integral; integrability on the product alone does not guarantee that every section is integrable (Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections).

[L4]

If G is continuous on [a,b], differentiable on (a,b), and G′ has a Riemann-integrable extension f to [a,b], then ∫abf=G(b)−G(a) (Newton–Leibniz needs only continuity on [a,b], differentiability on (a,b), and a Riemann-integrable extension of the interior derivative).

[L5]

The multidimensional Riemann integral is linear on integrable functions over a nondegenerate rectangle (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm).

Proof

1.1givenF1F2A1algebra

Write Dt:=∂t+v⋅∇. By the product rule and the component conventions in [F2], the mass equation is Dth=−h∇⋅v, while (hv)t+∇⋅(hv⊗v)=hDtv+v(ht+∇⋅(hv))=hDtv. Thus the momentum equation and ∇(gh2/2)=gh∇h give Dtv=−fJv−g∇h.

2.1givenF1F2A1step 1.1algebra

Taking the dot product with v and using v⋅Jv=0 yields Dt(∣v∣2/2)=−gv⋅∇h. The product-rule identity ∂t(hq)+∇⋅(hqv)=hDtq+q(ht+∇⋅(hv)) and continuity with q=∣v∣2/2 give ∂t(h∣v∣2/2)+∇⋅((h∣v∣2/2)v)=−ghv⋅∇h. Similarly, applying Dt to gh2/2 and using Dth=−h∇⋅v gives ∂t(gh2/2)+∇⋅((gh2/2)v)=−(gh2/2)∇⋅v. Adding these balances and using ∇⋅((gh2/2)v)=ghv⋅∇h+(gh2/2)∇⋅v proves the stated local flux identity.

3.1givenA1A2F1F2L1L2L3L4L5step 2.1algebra∎

Set K=[t0,t1]×Q2 and write RA(F) for the Riemann integral of a Riemann-integrable F over a rectangle A. The local flux identity from step 2.1 has continuous scalar terms on K, which are Riemann integrable by [L1]. Integrate that identity over K as a Riemann integral. For each fixed x, [L4] in time gives ∫t0t1∂tE(t,x) dt=E(t1,x)−E(t0,x); [L3] then gives RK(∂tE)=RQ2(E(t1,⋅)−E(t0,⋅)). For each spatial flux component and each fixed value of the other coordinates, [L4] in the differentiated coordinate gives the endpoint difference at 0 and 2π, which is zero by periodicity; [L3] yields RK(∇⋅((E+gh2/2)v))=0. By [L5], the integrated local identity therefore gives RQ2(E(t1,⋅))=RQ2(E(t0,⋅)). Each endpoint energy density is continuous and hence Borel on Q2; [L2] under [A2] identifies these Riemann integrals with the Lebesgue integrals in the statement.

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