heme
Applied to S
alar Conservation Laws
Jinyang Huang2
Jinghua Wang3
Gerald Warne
ke4
De
ember 30, 2000
Abstra
t
In this paper we derive an L1 error bound for the large time step, i.e. large Courant
number, version of the Glimm s
heme when used for the approximation of solutions to a
genuinely nonlinear, i.e.
onvex, s
alar
onservation law for a generi
lass of pie
ewise
onstant data. We show that the error is bounded by O(x1=2 log x ) for Courant numbers
up to 1. The order of the error is the same as that given by Ho and Smoller [5 in 1985
for the Glimm s
heme under the restri
tion of Courant numbers up to 1=2.
j
1. Introdu tion
The large time step (LTS) Glimm s
heme was introdu
ed by LeVeque [9 in 1985. It is a
generalization of the Glimm s
heme allowing larger time steps. The usual geometri
CourantFriedri
hs-Lewy (CFL) stability restri
tion is satised by an automati
in
rease of the spatial
sten
il when interpreting these expli
it s
hemes as dieren
e s
hemes. Numeri
al experiments
illustrate that these s
hemes
an give better numeri
al results than the Glimm s
heme for
al
ulating dis
ontinuous solutions. By involving fewer proje
tions, the proje
tion error is
redu
ed when taking larger time steps. For details, refer to Se
tion 2.
In this paper we derive bounds for the error in the LTS Glimm dieren
e approximation
to the solution of a single
onservation law
vt + f (v)x = 0 for 1 < x < +1; t > 0
(1)
with initial
ondition
v(x; 0) = v0 (x) for 1 < x < +1
(2)
where v0(x) is a fun
tion of bounded variation and f is a C 2 fun
tion satisfying f 00 > 0 on
the
losed
onvex hull of the range of the data v0 . By v we denote the unique exa
t weak
solution of bounded variation satisfying, as usual, an additional entropy
ondition. We let u be
the approximate solution of (1) generated from the LTS Glimm s
heme, x the spatial mesh
length and t the time step. The approximations
onsidered in this paper are based upon
an equidistributed sequen
e fng, as will be explained below. For the
lassi
al Glimm s
heme
the following was proved by Ho and Smoller [5. Given any interval [a; b R and any real
numbers ; t > 0 there exits a
onstant C > 0, independently of the mesh parameters, su
h
that the following error bound holds
ku(; t) v(; t)kL1 [a;b C ku(; 0) v(; 0)kL1 [~a;~b + x1=6 j log xj
1 Supported in part by the Natural S
ien
e Foundation of
(DFG).
2N
, the estimate
# fn 2 [K + 1; K + N : n g
N
N
log
N
(3)
See Hua and Wang [6 or Kuipers and Niederreiter [7 for a des
ription of su
h sequen
es.
In Se
tion 2 we give a des
ription of the LTS Glimm s
heme. The Se
tion 3 is then devoted
to the derivation of the error estimate for the s
heme when it is applied to solve (1) and (2)
for a generi
lass of pie
ewise
onstant initial data. We obtain the following theorem.
holds.
Theorem:
Let u denote the approximate solution of (1) for the initial data u0 generated
from the LTS Glimm s
heme. A parti
ular equidistributed sequen
e fn g as des
ribed above
is used for the approximation. We assume that the Courant number C satises the restri
tion
C 1, see Se
tion 2 for the denition of the Courant number. Further, take v to be the exa
t
admissible weak solution for the initial data v0 . We additionally assume that
(a) the initial data v0 are pie
ewise
onstant,
(b) the exa
t solution v
ontains no intera
tions of more than two waves at a time,
(
) the numeri
al initial data are given by averaging over mesh
ells [xi ; xi+1 [, i.e. u0 (x) =
1 R xi+1 v0 (x)dx for x 2 [xi ; xi+1 [; i 2 Z, see Se
tion 2.
x xi
Then for any T; X; > 0 there exists a
onstant C > 0 independently of x and t su
h
that for 0 t T and x <
X;X
eX
e
X;
(4)
eX
e + xj log xj
X;
(5)
2
For systems of
onservation laws, under the restri
tion that the total variation of the initial
data is small, error bounds similar to the form (4) were given by Bressan and Marson [2.
The di
ulty in obtaining the theorem
omes from the fa
t that, for the LTS s
heme, the
neighboring waves in the approximate solution may intera
t within a
ell when the Courant
number C 1=2. This leads to problems in estimating the error, espe
ially when a rarefa
tion
wave intera
ts with a sho
k within a
ell. In the latter
ase new rarefa
tion waves may be
generated in the neighboring
ells. We deal su
h di
ulties in Se
tion 3 when proving the above
theorem. The analysis presented in this paper is only a rst step towards the ultimate goal,
namely obtaining error estimates for mu
h larger Courant numbers. Our result is analogous
to that given by Ho and Smoller [5 in 1985 for the
lassi
al Glimm s
heme, i.e. C 12 . In
addition, we give a modied proof of their Theorem 5.1 in [5.
It would be of great interest to extend our estimates to arbitrarily large Courant numbers.
But, in order to get these error bounds we have to prove the entropy
onsisten
y of the LTS
Glimm s
heme for arbitrary Courant numbers. This is unfortunately still a di
ult and open
problem.
One would also like to have bounds for the LTS Gimm s
heme in the
ase of general
intial data. We see two ways to try to deal with this problem. One way
ould be that we
2
approximate the initial data, say of bounded variation, by a pie
ewise
onstant fun
tion. Take
it to be
onstant on ea
h
ell by taking the avarage of these initial data on ea
h
ell. It may
be set equal to the limits of the initial data at plus and minus innity for x larger than a
positive
number and less than a negative number respe
tively. It is then easy to dedu
e that
the L1 dieren
e between the solution with the general initial data and the solution with the
approximate initial data is of order x. It would seem that we
ould then apply the triangle
inequality to obtain the error bound for the LTS Glimm s
heme for general initial data. But,
the problem is that we
annot generally obtain a subdivision
onsisting of Ri, whi
h satisfy the
onditions given in the proof of the theorem at the end of the paper, even when the approximate
initial data have a xed number of dis
ontinuities.
Another approa
h
ould be the use of the wave tra
ing analysis of as Ho and Smoller
have done in the rst part of [5, or see Bressan and Marson [2. The wave tra
ing analysis
works only for the original Glimm s
heme be
ause of the fa
t that the approximate solution
onstru
ted by the Glimm s
heme is the exa
t solution of the
onservation law between the
time steps tn and tn+1. But, this fa
t does not hold for the LTS Glimm s
heme be
ause of the
linearization of intera
tions of waves.
We
onsider the error bounds for the LTS Glimm s
heme sin
e the large time step method
is an approa
h to in
rease the e
ien
y of this numeri
al method for
onservation laws. To
our knowledge this paper is rst one to deal with the issue of error bounds for the LTS Glimm
s
heme. To get the error bounds
areful estimates and new analysis were required.
2. A des
ription of the LTS s
heme
The well known Glimm [3 and Godunov [4 s
hemes are semianalyti
al te
hniques for
al
ulating dis
ontinuous solutions to the initial value problem for
onservation laws (1) and
(2), see also Smoller [11. In their basi
versions they take pie
ewise
onstant approximations
of the solution on ea
h time level by proje
tion. For the time evolution they then use exa
t
weak solutions to Riemann problems, see below. They dier only in the manner the proje
tion
at ea
h time step is
arried out.
The Courant number of a numeri
al
al
ulation is dened as C = max(jf 0(u)j) t=x.
It relates the speed of numeri
al information, given by the ratio of the spatial mesh size x
to the time step t, to the speed of the
hara
teristi
s of the
onservation law. In order to
make numeri
al
omputations more e
ient, it is reasonable to try larger Courant numbers C ,
i.e. to use fewer time steps. But, if C 1=2, neighboring waves may intera
t. It is di
ult,
even impossible to deal with the intera
tions exa
tly. Based on the idea of linearizing the
intera
tions of these nonlinear waves, LeVeque [8 in 1984 introdu
ed a large time step version
of the Godunov s
heme. He showed that it gives a
onservative and
onsistent dieren
e s
heme
for abitrarily large Courant numbers while being very
onvenient to
ompute at the same time.
He illustrated that one
ould expe
t improved numeri
al a
ura
y with suitable larger Courant
numbers, usually between 1 and 3. This observation, that fewer proje
tions due to larger time
steps lead to a higher a
ura
y, is also ba
ked up by the error estimates of Lu
ier [10. A parallel
large time step version of the Glimm s
heme and similar results were subsequently given by
LeVeque [9, Brenier [1 and Wang [12,13. In addition, Wang [12 obtained the
onsisten
y of
the LTS Glimm s
heme for systems of
onservation laws in one spa
e dimension for any
hoi
e
of time step and
onvergen
e of the s
heme for the
ase that C 1, if the total variation of
v0 is su
iently small and ea
h eigenvalue of the system does not
hange its' sign. Using the
Roe approximate Riemann solver as building blo
k, similar results were obtained by Brenier
[1. The entropy
onsisten
y of these s
hemes was studied by Wang and Warne
ke [14,15.
We give a more pre
ise des
ription of the LTS Glimm s
heme. We dis
retize R [0; 1[ by
taking the spatial mesh length h = x and the time step = t. We let xi = ih for i 2 Z
denote the mesh points of our spatial grid and tj = j for j 2 N 0 the time levels. Suppose that
the approximate solution uh(x; t) to the initial value problem (1) and (2) has been
onstru
ted
for t < tj for some given j 2 N 0 . In the LTS Glimm s
heme, one obtains a pie
ewise
onstant
3
Riemann problem
For ea
h i 2 Z we denote this solution by uij (x; t) for t > tj . Taking the linear superposition
of these solutions over i 2 Z we get
X
uh (x; t) := uh (x; tj ) + [uij (x; t) uij (x; tj )
i2Z
as approximate solution to the
onservation law (1) on the spa
e-time strip Sj = f(x; t)j 1 <
+1; tj t < tj+1g. If the equation (1) were linear, this solution would be exa
t for
arbitrarily large times.
x<
appr: sol:
appr: sol:
6
6
| exa
t sol:
| exa
t sol:
1
1
t = 1
t = 1
t = 0 !
t
=
0
!
t = 6
t
=
6
- x
-x
appr: sol:
appr: sol:
6
6
| exa
t sol:
| exa
t sol:
1
1
t = 1
t = 1
t = 0 !
t
=
0
!
t=6
t=6
- x
-x
(
) C = 2:8; x = 0:02
(d) C = 8:0; x = 0:02
Figure 1. Comparison between the approximate solution and exa
t solution
4
To initialize the s
heme at time t = 0, i.e. for j = 0, one takes the usual L2 proje
tion of
the initial data onto pie
ewise
onstant fun
tions given by integral averages over the mesh
ells
[xi; xi+1 [
Z xi+1
1
u0 (x)dx for x 2 [xi ; xi+1 [; i 2 Z:
uh (x; 0) = ui0 =
h xi
When C 1=2, the LTS Glimm s
heme redu
es to the
lassi
al Glimm s
heme. Therefore, it
is a proper generalization of this s
heme.
The following is an example to illustrate the robustness of the LTS Glimm s
heme. Under
dierent Courant numbers, the approximate solutions
al
ulated using the above s
heme for
the well known Burgers equation
1
ut + ( u2 )x = 0 for 1 < x < +1; t > 0
2
with initial
ondition
jx 2j 1
ujt=0 = 01 jx 2j
jx 2j > 1
are
ompared with the exa
t solution in Figure 1.
3. Error estimate
To prove our main theorem stated above, we will rst need a few te
hni
al lemmas. Some
of these lemmas, namely the Lemmas 2,3,4 and 8,
an be proven with a pro
edure analogous
that used in proving the
orresponding lemmas for staggered meshes in the paper of Ho and
Smoller [5. Although we will use a xed mesh instead of a staggered mesh for notational
onvenien
e, this in no way ae
ts the error estimates dis
ussed in this paper. We will suppose
that the reader has a
ess to the paper [5 and do not repeat for the Lemmas 2,3,4 and 8 the
proofs essentially given there. We want to fo
us attention on the spe
i
di
ulties
aused by
the intera
tion of waves due to the large time steps.
Take M = kuk1 to be the upper bound of absolute value of the approximate solution.
A
ording to the above assumption that f is a C 2 fun
tion satisfying f 00 > 0, there exist
onstants
0;
1 > 0 su
h that
max f 00(u)
1 ; jumin
f 00 (u)
0 ;
jujM
jM
i.e. in the following we assume that
0 f 00(u)
1. For
onvenien
e, we adopt the notation
rp := xpj log xj = O(tp j log xj):
The following lemma is a slight generalization of Lemma 5.2 in [5. We give a proof of this
lemma to make our exposition more self-
ontained sin
e this lemma plays a key role in our
analysis.
If there exist bounded fun
tions (x; t); (t) and !(x; t) su
h that, for t 2
[0; T ; x 2 [ X; X ,
u(x; t) = v(x + (x; t); t + (t)) + !(x; t);
(6)
then, for 0 t T , we obtain the estimate
(7)
k u(; t) v(; t) kL1 [ X;X C k k1 + k k1 + k !(; t) kL1 [ X;X :
Lemma 1:
Proof:
We have
Z X
Z X
Z X
Z X
j!(x; t)jdx:
Z X
jvx(s; t + )jdsdx
jv(x + ; t + ) v(x; t + )jdx
X x kk1
X
2 k k1 T V (v(; t + )):
By a similar estimate for the se ond integral, we obtain the on lusion immediately.
n
X
sgn(st
m=1
x
stn
C x log n
The proof is essentially the same as the proof of Lemma 5.3 in [5.
For s > 0 the term multiplying x in the sum in the inequality of this lemma is simply
equal to 0 when st < m x and equal to 1 otherwise. This means that the sho
k moves
forward by one grid
ell in the latter
ase. For s < 0 the term multiplying x in the sum is
0 when st > (1 m)x and 1 otherwise. This implies that the sho
k moves ba
kward
by one
ell in the latter
ase. So this inequality is measuring the error in sho
k lo
ation for a
sho
k with the speed s.
Now we analyse in detail the possible behavior of the approximate solution u and the
exa
t solution v under the
onditions given in our theorem. For this purpose, we express the
numeri
al approximation u as a perturbation of the exa
t solution v in the form of (6). We
have to dis
uss ve spe
ial
ases in order to prove the theorem.
speed s
uL uR
uL
b0
(a) v(x; t)
speed s
uR
z0
(b) u(x; t)
Figure 2
6
Assume that the exa
t solution v
onsists of two
onstant states separated by a single
sho
k emanating from the point (b0 ; 0), see Figure 2a, and that the numeri
al approximation
u
onsists of the same two states with a dis
ontinuity starting from the point (z0 ; 0), see Figure
2b.
For Case 1, we
an
hoose = (x); = 0; !(x; t) = 0, and obtain the
estimate
k k1 z0 b0 + Cr:
Case 1:
Lemma 3:
Proof:
[5.
The proof of this lemma is essentially the same as one of the rst
ase of Problem 1 in
2
The exa
t solution v is the rarefa
tion wave shown in Figure 3a. We may assume
that the
hara
teristi
speeds in the interior of this wave are stri
tly in
reasing, so that ea
h
state w 2 (uL; uR ) is attained at a unique point b(w) by the initial data v0(x), namely we have
v0 (b(w)) = w.
As for the numeri
al approximation u, we may assume that in the strip R [0; t it
onsists of sub-rarefa
tion waves whose
enters are a nite number of adja
ent mesh points
respe
tively, and that the sum of the wave strengths of these subwaves is the wave strength
in v, see Figure0 3b. If w is a state value taken by u in the interior of one of these subwaves,
we denote by y (w) the x-
oordinate of the mesh point at whi
h that parti
ular subwave takes
this value.
.v=w
.u=w
Case 2:
L DD
L D
LL DD
uL LL DD
LD
L CC E E
L CE E
LLCCEE EE
uL LLCECE EE uR
LCE E
uR
"
"
y0 (w)
(b) u(x; t)
b(w)
(a) v(x; t)
Lemma 4:
estimate
Figure 3
For Case 2, we
an
hoose = (x); = 0; !(x; t) = 0, and obtain the
y 0 (w ) + r ;
where the supremum is taken over all w for whi
h y0 (w) is dened. In addition, we also have
the bound
n
u
un Cr=tn
(8)
Proof:
k+1
where uni
- - - -t
um uR
uL
b0
- - - -t
- - - -tnn~
uR
um
uL
y0
z0
(a) v(x; t)
(b) u(x; t)
Figure 4
Both v and u
onsist of the intera
tion of two sho
k waves. The two sho
k speeds
need not be of opposite sign. Although this is the situation we have
hosen to illustrate in
Figure 4.
Case 3:
Lemma 5:
k k1 + k k1 C y0 b0 + z0
0 + r
k !(; t) kL1 [ X;X Cr:
Proof:
Let yn; zn denote the x-
oordinates of two sho
ks in u at time tn. Then
n
X
sgn(sy t m x) + sgn(sy t + (1 m)x) x
yn = y0 +
2
m=1
=
z0 +
n
X
sgn(sz t
(9)
x;
2
where sy and sz are the
orresponding sho
k speeds and sy > sz . Now suppose that the two
sho
ks begin their intera
tion in the
ell Ykn = [xk ; xk+1 [tn ; tn+1 , then yn + x = zn . By
taking the dieren
e in (9) and applying Lemma 2, we obtain
z 0 y0 = (sy sz )tn + O(x log n ):
(10)
We
laim that there exists an upper bound for tn . Be
ause f 00(u)
0 > 0, we have
zn
jsy sz j =
m=1
1
0
0
f (um + (uL um )) f (um + (uR um )) d
12
0 juR
tn =
Therefore, we obtain
uL j :
z 0 y0
+ O(x log tn
sy sz
x log t):
where C2; C3; C4 are
onstants and C3; C4 > 0. This shows that tn is bounded.
Let (x; t) be the point at whi
h the two sho
ks in v intera
t, as shown in Figure 4a, where
x = b0 + sy t =
0 + sz t
t
We have
0 b0
:
sy sz
0 0
0 0
=
bs (zs y ) + O( x log tn + x log t)
y
z
0
0
0
= O y b + z
0 + r :
(11)
From (9), we get yn = y0 + sy tn + O(r). Therefore, we obtain
n
y
x = y0 b0 + jsy j jtn tj + Cr
C y0 b0 + z0
0 + r
(12)
and similarly
n
z
x C y0 b0 + z 0
0 + r :
(13)
Now let (xk~ ; tn~ ) be the point at whi
h the two sho
ks in u merge into one sho
k. Then we have
yn~ = z n~ = xk~ . If the two sho
ks in u merge into one sho
k in a nite number of time steps
independently of t, then we obviously obtain
t tn~ = O y0 b0 + z 0
0 + r
(14)
0
0
0
0
x~ x
b + z
+ r
k C y
holds.
Next we prove that it is true that the sho
ks merge in a nite number of time steps. First
we dis
uss the
ase that the two sho
ks do not interse
t in the re
tangle Ykn , as is shown in
Figure 5a. Due to sy > sz we have 0 < (sy sz )t x. For this
ase, let us
onsider
the possibilities that j 2sz xt ; sy xt [ if sy > 0; sz 0, or that j 21 + sz xt ; 1[[0; sy xt [ if
sy > 0; sz < 0, or that j 21 + sz xt ; 1 + sy xt [ if sy 0; sz < 0 for some j > n . Then the
two sho
ks will merge into one sho
k from tj . In the following we prove that these possibilities
a
tually o
ur in a nite number of time steps. Let us suppose that sy > 0; sz 0 and set
a = sz xt ; b = sy xt , then 0 a < b 1. From (3) we obtain
# fm 2 [
n + 1; n + N : m 2a; b[g
(b a)
log N ;
t tn
and thus
LL
uL
A0
B0
u
e m
uLe
uR
e
u
~
A eBe
u~ e
J
uL J uR
umJJ
(xk+1; tn+1 )
um
uR
LL
(xk ; tn )
LL
LL
JJ
x
x
k
(a)
k+1
(b)
Figure 5
Namely, there exists an index j 2 [n + 1; n + N su
h that j 2a; b[. So the two sho
ks
will merge into one sho
k in a nite number of time steps. Analogously, the same
on
lusion
an be obtained for the two other possibilities.
In the se
ond
ase the two sho
ks interse
t in the re
tangle Ykn , as shown in Figure 5b.
We set u~ = uL + uR um. The situation in Figure 5(b) is assuming that the sample point falls
between the two sho
ks, i.e., A xk + n+1x B . If the two sho
ks do not interse
t in the
next time step, this
ase
an be in
luded in the rst
ase above. Otherwise, the two sho
ks
again interse
t in the re
tangle Yk(n+1) = [xk ; xk+1 [tn+1; tn+2, as shown in Figure 5b. In
this
ase, the speed of the sho
k starting from (xk ; tn+1 ) is s0y = (f (uL) f (uu~ ))=(uL u~). That
of the other sho
k starting from (x0k+1; tn+1) is s0z 0= (f (uR ) f (uu~))=(uR u~). If xk + n+2 x
falls into the interval [xk ; xk+1 + sz t[ or [xk + sy t; xk+1[, then tn~ = tn+2 and xk~ = xk+1 or
xk . In this
ase (14) remains true.
Otherwise, the two sho
ks still interse
t in Yk(n+2) . In the following we prove that the two
sho
ks will stop interse
ting in a
ell after a nite number of time steps. We set
A = minfxk+1 + sz t; xk+1 + s0z tg;
B = maxfxk + sy t; xk + s0y tg:
As long as xk + j x
an fall into the set [xk ; A[ S B; xk+1 for some j n +1, the two sho
ks
will merge into one sho
k at time tj+1. Therefore,
to prove that (14) holds, we only need to
prove that xk + j x falls into the set [xk ; A[ S B; xk+1 for some j n +1 in a nite number
of time steps. First we prove that A > xk . We have
sz
0
Z
1
f 0 (um + (uR um )) f 0(uR ) d + f 0 (uR )
0
Z 1
=
f 00 ( )(1 )(um uR )d + f 0 (uR )
0
1
2
0 (um uR ) + f 0(uR ):
the Courant number C = max jf 0(u)j xt 1 gives f 0(u)t
uR ) + f 0(uR )
10
t > x:
x. We
Similarly, s0z t > x. So A > xk . Analogously, we
an show B < xk+1. As in the rst
ase
using (3), we
an obtain the existen
e of an index j 2 [n+1; n +N su
h that xk +j x 2 [xk ; A[.
So (14) also holds in this
ase.
Summing up (11), (12) and (14), it
an be
on
luded that, for Case 3, we
an
hoose ;
and ! su
h that
k k1 + k k1 C y0 b0 + z0
0 + r
k !(; t) kL1 [ X;X C x:
The proof is
omplete.
2
The solution v
ontains a single sho
k. Due to initial averaging, the approximate
solution u
onsists of0 the0 intera
tion of two sho
ks whose produ
t is the sho
k in v, as shown
in Figure 6. Here z = y + x.
Case 4:
uL
0
uR
uL uR
ee0
0
y z
!x
(b) u(x; t)
Figure 6
(a) v(x; t)
Lemma 6:
k k1 + k k1 C y0 b0 + z0 b0 + r
k !(; t) kL1 [ X;X C x:
From the proof of Lemma 5 we know that the two sho
ks in u will merge into one
sho
k in a nite number of time steps independently of t. So thereby the
on
lusion follows
immediately.
2
Proof:
LL
L
ll. v = w
\\
L
uL L
uTmT uR
L T0
"
b(w)
(a) v(x; t)
L CC E . u = w
LL CCEE E
L C E E - - - -tn
uL LLCECE EE uTT uR
LCE E mT 0
"
y0 (w)
(b) u(x; t)
Figure 7
11
The exa
t solution v
onsists of a sho
k wave and a rarefa
tion wave and their
intera
tion, as shown in Figure 7. For the rarefa
tion wave we make the same assumptions and
use the notations as in Case 2.
Case 5:
Lemma 7:
k k1 + k k1 C sup (w)
w
k !(; t) kL1 [ X;X C x:
y0 (w) + z 0
0 + r1=2
In order to prove Lemma 7, we will need the following lemma of Ho and Smoller [5.
m
Assume that fgm g1
m=1 is a sequen
e of real numbers satisfying jg j 1 and
1
=
2
m
+1
m
g
g
r. If K is a positive integer satisfying K = O(t ), then
Lemma 8:
n
1 X
m
2n m=1 [sgn(g
bX
Kt
1
m
gjK K t + O(r1=2 ):
m ) + sgn(g + (1 m )) =
tn
tn
j =1
The proof of Lemma 8 is essentially the same as the one of Lemma 5.4 in [5.
2
Let snu+1 be the speed of the sho
k in u at t 2tn; tn+1[, and suppose
that the sho
k wave and the rarefa
tion waves in u begin to intera
t in the re
tangle Ykn =
[xk ; xk+1 [tn ; tn+1. Further suppose that the waves in v begin to interse
t in the point (x; t).
Similarly to the proof of the rst half of Lemma 5, we easily obtain that
t tn = O y0 (um ) b(um ) + z 0
0 + r
(15)
0
0
0
x xk = O y (um ) b(um ) + z
+ r :
Be
ause f 00(u)
0 > 0, we know that there exists a
onstant
> 0 su
h that t
. Hen
e,
from (15) we
an
on
lude that, when t is su
iently small, there exists a
onstant
~ > 0
su
h that tn
~ .
(xk+1; tn+2 )
Proof:
Proof of Lemma 7:
ZZll
ZlZ uR
ll
n +1
n +1 Z
ZlZ
u
u
L
R
lZ
#
S
S#S uR
#
#u S
#
# m SS
#
(x ; t )
k
1 n
Figure 8
12
When n > n , the sho
k wave and the rarefa
tion waves may interse
t in some
ells. In
this
ase, some new rarefa
tion waves with the same dire
tion as the sho
k wave may appear
to the right of the sho
k, as shown in Figure 8. In the following we rst prove that, when t
is small enough, at most one su
h rarefa
tion wave appears to the right of the sho
k. In this
ase the new rarefa
tion wave is
ontained
in the
ell adja
ent to the
ell in whi
h the sho
k
lies. For this purpose we prove that snu+1 > f 0(uR ) for n n when t is su
iently small.
Now we suppose the sho
k wave and the rarefa
tion waves begin to interse
t between tn
and tn+1 and a new rarefa
tion wave with the same dire
tion as the sho
k wave appearsn+1to the
right of the sho
k between tn+1 and tn+2. For n n let the left state of the sho
k be uL and
the right state unR+10 between tn+1 and tn+2. Without loss of generality we assume unL > u0,
where u0 satises f (u0n) = 0. Otherwise there is no intera
tion between the sho
k and the
rarefa
tion wave with uL as its left state. Then we obtain
snu +1
f 0 (u R )
[f 0(unL + (uR
(16)
When n n , then (16) is true due to Lemma 3. For n n , we note rst that
n+2
s
snu+1
=
=
Z 1
0 n+1
f uL
0
Z 1
f 00 unL+1
unR+1
+ (
unL+1
))
unR+1
+ (
()
0
1
1 un+1 un + un+1 un :
R
L
R
L
2
unL
unR
unL
unL d
f 0 (un + (un
))
unL+1 d
of the sho
k. This means that no new rarefa
tion wave
an be produ
ed to the right of the
sho
k in the next steps.
Again from (3) we dedu
e that
# m 2 [J + 1; J + N : 1 + f 0(uR ) xt < m 1 + [f 0(uR ) +
40 (u0 uR ) xt
40 (u0 uR ) xt N
log N:
Consequently, there exists an N 2 N su
h that for all J 2 N
t
0
t
0
0
# m 2 [J + 1; J + N : 1 + f (uR ) x < m 1 + [f (uR ) + 4 (u0 uR ) x 1: (17)
Now we
hoose x so small that
N
r < 0 (u0 uR )
4
and obtain
sn +k > f 0(uR ) + 0 (u0 uR ) for 1 k N:
4
From (17) there exists a natural number m1 2 [n + 1; n + N , su
h that
i
h
x + f 0(uR )t < m1 x < x + f 0(uR ) +
40 (u0 uR ) t < x + sn+k t:
At this time step the rarefa
tion wave to the right of the sho
k will disappear, i.e. umR 1 = uR ,
be
ause the neighboring random evaluations take pla
e to the left of the sho
k wave and to the
right of the rarefa
tion wave.
Suppose that the sho
k wave and the rarefa
tion waves begin again to interse
t between
say times tm and tm+1 and a new rarefa
tion wave with the same dire
tion as the sho
k wave
appears to the right of the sho
k between times tm+1 and tm+2 . Then we may take m for n
in the above argument
and obtain the same result.
Now let zn be the x-
oordinate of the sho
k at t = tn, then
n h
i
X
sgn(smu t mx) + sgn(smut + (1 m)x) 2x :
zn = z0 +
(18)
m=1
Taking K = O(t
t
1=2 ) and using Lemma 8 for gm = sm
u x , we have
"
zn
n
X
1
0
= z + nx 2n
sgn(smu xt
m=1
2
=
=
z 0 + nx 6
4
z0 +
t
bX
Kn t
j =1
t
Kn t
1 bX
tn j =1
sjK
u
t
m ) + sgn(sm
u x + 1
14
m )
t K t75 + O(r1=2)
x
1=2
sjK
u K t + O (r ):
#
(19)
Now we extend the sequen
es zn and snu by pie
ewise linear interpolation to obtain fun
tions
z (t) and su (t) dened for all t > 0. From (16) and (18), we have
su (t) su (t0 )
t t0 jlog tj
z (t) z (t0 )
t t0 :
(20)
Thus we
an rewrite the sum in (19) as
t
bX
Kn t
j =1
sjK
u K t
=
=
t
bX
Kn t
"Z jK t
j =1
Z tn
Z tn
(j 1)K t
su (t)dt +
Z jK t
(j 1)K t
[sjK
u
su (t)dt
su(t)dt + O(r1=2 ):
=
0
Hen
e, from (19), we have that
Z t
z (t) = z (0) + su (t)dt + O(r1=2 )
(21)
0
holds for t = tn. Using (20), we dedu
e that (21) holds for all t > 0.
Let
(t) and sv (t) be the x-
oordinate and speed of the sho
k in v at time t respe
tively,
then
Z t
(t) =
(0) + sv (t)dt:
0
Subtra
ting from (21), we have
Z t
(22)
z (t)
(t) = z (0)
(0) + [su (t) sv (t)dt + O(r1=2 ):
0
We show below that
0
jsu(t) sv (t)j
sup b(w) y (w) + r + jz(t)
(t)j :
(23)
w
To prove this, we let v~ be the solution of (1) with initial data
x <
0
v~(x; 0) = uv(x; 0)
x
0
m
and u~ the approximate solution with initial data
x < z0 :
u~(x; 0) = uu(x; 0)
x z0
m
Then v~ = v(x; t) for x <
(t) and u~nk = unk for xk < zn. Now x a time tn and let v =
v(
(tn ) ; tn ) = v~(
(tn ); tn ); u = u(z (tn ) ; tn ). Then the Rankine-Hugoniot
ondition gives
Z 1
0
n
0
jsu(tn) sv (tn)j = f (u + (uR u)) f (v + (uR v)) d
f 00 ( )[(un
0
ju vj +
r:
15
uR ) + (1 )(u v)
d
Here unR uR = O(r) is used. However v~(x; tn) a
hieves the value u at some point x~, namely
u = v~(~x; tn ). When tn minftn ; tg, be
ause su (tn ) = sv (tn ) = s, obviously (23) holds. When
tn > minftn ; tg, from (15), obviously jv~(~x; tn ) v~(x; tn )j
jx~ xj. In this
ase
jsu(tn) sv (tn)j
(jv~(~x; tn) v~(
(tn); tn )j + r)
0 (jx~ z(tn )j + jz(tn)
(tn)j + r) :
Noting that u~(z(tn); tn ) = u = v~(~x; tn ), from Lemma 4, we have
Thus we obtain
y0 (w) + r :
That is, (23) holds for t = tn. So it also holds for all t > 0.
By substituting (23) into (22) and applying Gronwall's inequality, we
an get
jz(t)
(t)j
z 0
0 + sup b(w) y0 (w) + O(r1=2 ) :
Having dis
ussed the above
ases, now we prove our theorem.
We subdivide the upper half-plane into nonoverlapping trapezia,
i.e. quadrilateral domains Ri whose bottom and top boundaries are line segments parallel to
the x-axis on the lines t = ai and t = bi respe
tively with ai < bi . They are to be
hosen in
su
h a way that in ea
h trapezium Ri the exa
t solution v
onsists of either of a single wave
entering Ri at the bottom and leaving Ri at the top, or of two waves entering Ri at the bottom
with the produ
t of their intera
tion leaving Ri at the top. The left and right boundaries of
Ri
an be
hosen as suitable lines, see Figure 9. By the "bottom" of Ri we mean the interior
of Ri \ ft = aig; similarly for the "top".
Under the
onditions assumed in our theorem, the above subdivision is feasible. We
an
rst use some trapezia Ri of the above kind to
ontain all the domains in whi
h there are two
waves and their intera
tion and then subdivide other parts. We
an
hoose a proper subdivision
su
h that any bounded re
tangle [ X; X S [0; T is
overed by a nite number of Ri. Now
suppose that t is su
iently small and Ri [ X; X [0; T , where I is a nite index
i2I
set. If I1 = fj jj 2 I; aj = 0g, then we apply for ea
h su
h initial trapezium RSj with j 2 I1
the Lemmas 1-7. We
an
on
lude using (7) that the error bound (4) holds in Ri . Assume
i2I1
0
from
one
of
the
initial
R
,
then
the
existen
e
of and
that w is a wave
whi
h
enters
R
j
j
for (x; t) 2 Rj Tft = bj g with j 2 I1 gives that the dieren
e of the "initial" position of w
in Rj0 , namely as t = tj0 , and the
orresponding position of the exa
t solution is bounded by
Proof of the theorem:
16
k k1 + k k1= O(r1=2 ). Therefore, applying the Lemmas 1-7 for Rj0 , we obtain that (4)
also holdsSin Rj0 . Pro
eeding by indu
tion on j towards in
reasing time, we
on
lude that (4)
holds in Ri. So (4) holds in [ X; X [0; T .
i2I
R5
t=T
R4
R1
6t
R2
R3
-x
Figure 9
When there are no intera
tions between sho
k waves and rarefa
tion waves, we do not need
Lemma 7 and
an similarly
on
lude that (5) holds. So the theorem has been proved.
2
In the proof of Theorem 5.1 in [5, ea
h Ri was taken as a re
tangle in the subdivision of
above properties. The following example shows that su
h a subdivision may be impossible to
a
hieve in general. Let v
onsist of the waves as shown in Figure 10.
6t
-x
Figure 10
Obviously any re
tangle whi
h
ontains the intera
tion part of the sho
k wave and rarefa
tion wave in the gure must
ontain a part of the other sho
k. As long as the restri
tions
on the left and right boundaries of Ri are relaxed, the
on
lusion of the Theorem 5.1
an be
obtained with no
hange in the proof.
The authors are grateful to the referees for valuable suggestions
improving the paper.
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18