advanced36 min studyLesson 78 in Mathematics

Conservation laws and shocks

Continue a nonlinear balance law beyond characteristic crossing and use entropy to choose the physically admissible weak solution.

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What you’ll understand

  • Derive the Rankine–Hugoniot speed from integral conservation.
  • Explain why a weak conservation identity alone does not ensure uniqueness.
  • Select shocks or rarefactions for the scalar convex Burgers flux.

Cars, fluid density, and other conserved quantities can develop steep fronts even when their early evolution is smooth. Once characteristics meet, the classical graph cannot remain single valued, but conservation still has meaning when integrated over a region. Weak solutions use that balance to permit moving jumps. A second condition is then essential: not every jump satisfying conservation represents the admissible continuation. For scalar convex fluxes, entropy distinguishes compressive shocks from expanding fans.

Conservation is meaningful across a jump

A scalar conservation law has form u_t+∂_x f(u)=0. Integrating over a fixed interval says its total amount changes by incoming flux minus outgoing flux. Smooth solutions obey u_t+f'(u)u_x=0, so characteristics move at speed f'(u). The conservative form remains meaningful when u is only bounded and derivatives are distributions. One tests against smooth compactly supported functions in space-time and integrates by parts, retaining an initial-data term when tests reach the initial line. Replacing this with an informal product u u_x at a jump would lose that definition.

Suppose a discontinuity separates constant left and right states and moves along x=s t. Conservation across a shrinking space-time control volume gives s(u_R−u_L)=f(u_R)−f(u_L). This Rankine–Hugoniot relation fixes its speed whenever the states differ. For Burgers flux f(u)=u²/2, the speed is their arithmetic mean. It is the speed of the discontinuity, not the characteristic speed of either constant state. Across more general moving curves the same relation holds locally with the instantaneous interface speed.

ut+∂xf(u)=0,s=f(uR)−f(uL)uR−uL,f(u)=u22⇒s=uL+uR2u_t+\partial_x f(u)=0,\qquad s=\frac{f(u_R)-f(u_L)}{u_R-u_L},\qquad f(u)=\frac{u^2}{2}\Rightarrow s=\frac{u_L+u_R}{2}
The jump relation expresses integral conservation for a discontinuity between different states. It is necessary for a shock weak solution but does not by itself impose entropy admissibility.↔ Scroll wide equations horizontally.

Entropy supplies the missing selection rule

For a smooth solution, any differentiable entropy η(u) has a companion flux q with q'=η'f', and η_t+q_x=0 follows from the chain rule. For admissible weak solutions, convex entropies instead satisfy an inequality η_t+q_x≤0 in the distributional sense. For a bounded scalar solution with a sufficiently smooth flux, requiring the appropriate full family of entropy inequalities and initial-data attainment supplies a uniqueness framework. One chosen quadratic entropy is a useful calculation but should not be advertised as a universal substitute for that full theorem in every flux or solution class.

For strictly convex Burgers flux, a jump with u_L>u_R has characteristics entering it from both sides, with u_L>s>u_R. It is a compressive entropy shock. If u_L<u_R, a jump can still satisfy Rankine–Hugoniot but its characteristics separate; the entropy solution is instead a rarefaction fan connecting the states. Adding a small positive viscosity and taking its controlled vanishing limit is another way to motivate this selection. Numerical viscosity must also be used carefully: excessive diffusion can smear the front, and a method must remain consistent with the intended conservation law.

∂tη(u)+∂xq(u)≤0,q′(u)=η′(u)f′(u),uL<s<uR is not a compressive Burgers shock\partial_t\eta(u)+\partial_xq(u)\leq0,\qquad q'(u)=\eta'(u)f'(u),\qquad u_L<s<u_R\ \text{is not a compressive Burgers shock}
The entropy inequality is distributional for convex η. For Burgers, an admissible discontinuity has the reverse ordering u_L>s>u_R; increasing data generate a rarefaction instead.↔ Scroll wide equations horizontally.

What is lost at a shock and what is retained

The conserved quantity remains governed by the conservative flux even when a convex mathematical entropy decreases. These statements are compatible because they measure different functions of u. With periodic or otherwise closed conditions, the integral of u remains fixed, while the integral of u²/2 can decrease at a Burgers shock. For gas dynamics the word entropy is tied to thermodynamic conventions, which can use a sign opposite to a convex mathematical entropy. It is safer to display the exact inequality and flux pair than to rely on the word alone.

The spectral lab can illustrate the challenge of representing fine structure: increase N at a low decay p and notice the sharper variations from high-frequency modes; raise p to suppress them. The fixed family Σ sin(nx−t)/nᵖ is smooth for every finite N and has no Burgers update or entropy condition. It does not form a shock, calculate a Riemann solution, or show numerical convergence to an entropy solution. The piecewise formulas in the example and practice supply the actual shock and rarefaction models, whose speeds can be checked directly.

A Burgers shock satisfies conservation and entropy

For f(u)=u²/2, take initial states u_L=2 for x<0 and u_R=0 for x>0. Find the moving shock and check the quadratic entropy.

  1. The jump speed is s=(f(0)−f(2))/(0−2)=(0−2)/(−2)=1. Hence the proposed weak solution is two for x<t and zero for x>t.

  2. The characteristic speeds are f′(2)=2 and f′(0)=0. Since 2>1>0, both characteristic families enter the shock, giving the compressive ordering for the convex Burgers flux.

  3. For η=u²/2, q'=η'f'=u², so take q=u³/3. Across the shock, [η]=−2 and [q]=−8/3, where brackets mean right minus left.

  4. The coefficient of the entropy distribution at x=t is [q]−s[η]=−8/3+2=−2/3≤0. This verifies the quadratic entropy inequality for this jump, consistent with the full scalar entropy selection.

The result

The entropy shock travels at speed one and has a negative quadratic-entropy production coefficient −2/3.

Explore the model

Interactive lab

Interactive lab · spectral

Inspect the scales behind a sharp profile

Increase N and lower coefficient decay p in the finite sum Σ sin(nx−t)/nᵖ to inspect fine spatial variation, then raise p to suppress it. This is a representation analogy only: no nonlinear conservation update, shock speed, entropy inequality, or convergence test is computed.

Inspect the scales behind a sharp profileA finite sum of sin(nx − t)/nᵖ. Playback changes t; increasing the cutoff includes finer spatial scales. This is not a proof about a continuum limit or renormalization. Current readings: Sum at x = π/2: 0.867; Smallest wavelength: 2π / 5; Highest-mode coefficient: 0.2. All parameters are adjustable with the labeled controls below.01.573.144.716.28−2.56−1.2801.282.56x · radiansFinite sine sum
Finite sumHighest included mode
Sum at x = π/2
0.867
Smallest wavelength
2π / 5
Highest-mode coefficient
0.2
t = 0 s

A finite sum of sin(nx − t)/nᵖ. Playback changes t; increasing the cutoff includes finer spatial scales. This is not a proof about a continuum limit or renormalization. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.

Look forDrawing a steep finite profile is different from selecting an admissible weak conservation-law solution.

Check your understanding

For Burgers data u_L=0 and u_R=2, what does entropy select for t>0?

Try it yourself

For Burgers states u_L=3 and u_R=1, calculate the shock speed and quadratic-entropy production coefficient [q]−s[η].

Take a moment to make a prediction or work it out on paper. Open a hint when you need one.

Give me a hint

Use η=u²/2 and q=u³/3 with right-minus-left jumps.

Compare with the solution

The speed is (3+1)/2=2 and the compressive ordering is 3>2>1. The entropy jump is (1−9)/2=−4; the entropy-flux jump is (1−27)/3=−26/3. Thus [q]−s[η]=−26/3+8=−2/3≤0. The conserved flux jump itself is −4 and equals s[u]=2·(−2), as required.

Take it with you

  • Conservative weak formulations remain meaningful when classical slopes fail.
  • Rankine–Hugoniot determines jump speed but does not guarantee admissibility.
  • For scalar convex Burgers flux, decreasing jumps compress and increasing jumps spread into rarefactions.

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