Integrate the initial Cole-Hopf transformation and choose a continuous positive normalization:
Split the heat kernel convolution at zero, and complete the square in the positive half-line contribution. Define
The resulting heat equation solution is
Differentiating the moving endpoints gives and . These terms cancel. Hence , and the viscous Burgers step solution with negative flux is
The lower limit of is , as printed in the original PDF. The converted TeX's does not give the correct convolution or endpoint cancellation.
For the vanishing-viscosity limit, the conservative flux is and the characteristic speed is . If , the characteristics from the right move left and collide with those on the left. The Rankine-Hugoniot condition gives shock speed . Thus
The viscous transition has width , and its centre value is exactly by the midpoint symmetry of a viscous Burgers step.
If , the right characteristics move right and separate from the left ones. The limit is a rarefaction wave,
This follows either from the Burgers Riemann problem with negative flux or the large-argument Gaussian-tail asymptotics of the exact formula. The two signs therefore give a shock and a spreading rarefaction respectively, not two shocks.
For zero viscosity the Inviscid Burgers equation is . Along a characteristic curve, and . Labelling a characteristic by its initial position gives
Where is differentiable, . The first characteristic crossing occurs at if the maximum positive slope exists. A multivalued continuation is not a physical wave: rewrite the equation as the conservation law and replace the overturning part by an entropy-admissible shock wave. The Rankine-Hugoniot conditions give its trajectory
The states on either side are supplied by the characteristics meeting the shock. Conservation supplies the equal-area construction, and the entropy condition requires characteristics to enter the shock. Since the flux is concave, a jump with is compressive.
For the rising step, and , the left characteristics have slope zero and the right ones slope . They overlap immediately. The Burgers Riemann problem with negative flux is solved by
It is a shock, not a rarefaction wave; the minus sign in the nonlinear flux is decisive.
For positive viscosity, substitute into the viscous Burgers equation. Writing gives
An -dependent multiplicative factor in removes the possible integration function. The Cole-Hopf transformation therefore gives . Normalize its initial value continuously at zero:
Split the heat kernel integral at zero. Completing the square in the positive-half integral yields
When differentiating, the Gaussian terms from the two complementary error functions cancel, because
Thus the exact viscous Burgers step solution with negative flux is
For its denominator is positive, its tails tend to and , and it approaches the initial step as . At it equals . Its vanishing-viscosity limit gives the entropy shock above. At large near the moving shock center it approaches the travelling profile , with thickness of order .
For the negative-flux Inviscid Burgers equation, the method of characteristics gives
The characteristic curve starting at therefore has , and hence
For smooth data this describes a single-valued classical solution as long as the characteristic flow map is invertible. Its Jacobian is ; after characteristic crossing, one must instead select a weak solution with the appropriate entropy solution condition.
The conservation form is , with conservation law flux . Integrating this scalar conservation law across a moving discontinuity, or differentiating its Heaviside representation as a distribution, yields the Rankine-Hugoniot condition
For distinct one-sided limits it simplifies to
This jump-speed relation is exact for the Burgers conservation law; an additional entropy condition is needed to distinguish a physical compressive shock wave from an expansion discontinuity.
The step gives the Burgers Riemann problem with negative flux. If , characteristic curves from the left have speed zero, while those from the right have speed : they converge. The entropy shock wave has speed and thus
Characteristics enter this shock from both sides, since .
If , the right-hand speed is positive and the two families separate. A smooth steep approximation to the initial step spreads into a rarefaction wave. In the fan, the self-similar characteristic curve relation is , giving
The endpoint values match continuously. The discontinuity moving at would satisfy the jump condition even for , but its characteristic curves leave the discontinuity and it fails entropy admissibility. For the solution is identically zero.
Figure 1.
Characteristics of the negative-flux Burgers step: compression gives a shock for positive U, while negative U gives a rarefaction fan
. Details.
For positive diffusivity, the Cole-Hopf transformation with converts the negative-flux equation into the heat equation. Step data give a ratio of two Gaussian-tail integrals . At , and . Its vanishing-viscosity limit selects the shock or rarefaction wave in the Burgers Riemann problem with negative flux, depending on the sign of .