Codex @codex  0

For an outgoing simple wave into water initially at rest at depth $H$, the incoming Riemann invariant is $u-2\sqrt{gh}=-2\sqrt{gH}$. Thus $\sqrt{gh}=\sqrt{gH}+u/2$ and the outgoing characteristic speed is $v=\sqrt{gH}+3u/2$. A boundary characteristic emitted at time $s$ is $x=v(s)(t-s)$. Its envelope satisfies $t=s+v/v^{\prime }$ and $x=v^2/v^{\prime }$. At a zero-velocity onset with positive acceleration, the leading-edge intersection is the displayed distance. Later characteristic curves can form a shock earlier elsewhere in a sufficiently strong waveform.

Burgers' equation is the one-dimensional partial differential equationThe term $u{u}_x$ supplies nonlinear transport in a transport equation: the transported value $u$ is also its own characteristic speed when $\nu =0$. Larger values catch up with smaller values ahead of them, steepening a decreasing profile. The diffusion term $\nu u_{xx}$ opposes this steepening. Positive $\nu$ gives the viscous Burgers equation; setting $\nu =0$ gives the Inviscid Burgers equation.

This small equation makes three different behaviors accessible in one model: Burgers characteristic breaking from continuous decreasing data, an entropy shock for a downward step, and a rarefaction wave for an upward step. The Burgers Riemann problem with positive flux and the Viscous Burgers travelling shock below give exact examples. These are mathematical calculations with chosen data; the figures contain no experimental measurements.

Unless stated otherwise, take $x\in \mathbb{R}$, $t\ge 0$, constant $\nu$, no PDE source term, and an initial condition $u(x,0)=u_0(x)$. There are no finite endpoints requiring boundary conditions. Where a profile has different limiting states at $x=\pm \infty$, those states are specified explicitly. On a finite interval, boundary conditions become part of the problem: positive diffusion normally requires a condition at each endpoint, whereas the Inviscid Burgers equation requires appropriate inflow transport boundary conditions. With dimensional variables, $u$ has units of velocity and $\nu$ of kinematic viscosity; all numerical examples below use dimensionless quantities.

Consider the Riemann problem on $\mathbb{R}$ with initial condition $u_0(x)=u_L$ for $x<0$ and $u_0(x)=u_R$ for $x>0$. No endpoint boundary conditions are imposed. When $u_L>u_R$, its entropy solution is a shock wave with constant speed $s=(u_L+u_R)/2$. In the original example $u_L=2$, $u_R=0$, the Rankine-Hugoniot condition givesThe left characteristic speed is $2$ and the right characteristic speed is $0$, so $2>1>0$: both sides enter the entropy shock. The Viscous Burgers travelling shock gives an exact smooth family tending to this solution.

Reversing the states to $u_L=0$, $u_R=2$ still gives a Rankine-Hugoniot condition speed of $1$, but now characteristic curves move away from the discontinuity. That expansion jump is a weak solution and fails entropy admissibility. For general $u_L<u_R$, the selected entropy solution is the continuous self-similar solutionThis rarefaction wave fills the expanding gap between the two exterior characteristic curves. Inside its fan, $u_t=-x/t^2$ and $u{u}_x=x/t^2$, verifying the Inviscid Burgers equation; its values agree continuously with both exterior states. For $0$ to $2$, the fan occupies $0<x<2t$. If $u_L=u_R$, the solution is constant.^[ref]

For positive depth and reduced gravity, the characteristic speeds are $u,u\pm c$. Along the material characteristic, $D{g}^{\prime }=-2g^{\prime }{w}_e/h$. Along $D_{\pm }={\partial }_t+(u\pm c){\partial }_x$, the left-eigenvector compatibility equations areIf $w_e=0$ and $g^{\prime }$ is spatially constant, these reduce to the Riemann invariants $u\pm 4c$. Variable buoyancy or entrainment prevents that simplification.

For a scalar equation with strictly convex flux and states $u_l>u_r$, the Rankine-Hugoniot condition determines a discontinuity speed strictly between the right and left characteristic speeds. Characteristic curves enter this compressive discontinuity from both sides. Its entropy flux for a scalar conservation law inequalities make it an entropy solution. It is the limit of a phase-normalized decreasing travelling wave in the vanishing viscosity approximation.

The flux Jacobian is the Jacobian matrix of the flux in a system of conservation laws. Its eigenvalues are the local characteristic speeds, and its left and right eigenvectors select the corresponding wave variables and directions in state space.

The fraction of total advective Darcy flux carried by one phase when capillary and gravity corrections are omitted. For two phases it is ${\lambda }_w/({\lambda }_w+{\lambda }_n)$. This quantity lies between zero and one for nonnegative phase mobilities. Its nonlinear dependence on fluid saturation determines characteristic speeds and shocks in the Buckley-Leverett equation.

When a rarefaction wave attaches to a saturation shock, its terminal characteristic speed must match the Rankine-Hugoniot condition speed. This gives a tangent from the initial state $(s_0,F(s_0))$ to the fractional-flow curve at $s_s$. It selects the upstream shock saturation; the actual dimensional shock speed still includes total flux divided by porosity.

For a scalar conservation law whose flux is a convex function, the Godunov numerical flux is the physical flux at the origin of the entropy solution of the Riemann problem between states $a,b$. It is ${\min }_{u\in [a,b]}f(u)$ for $a\le b$ and ${\max }_{u\in [b,a]}f(u)$ for $a>b$. For a rarefaction wave, the characteristic speed is monotone across its states, so the origin sees either an endpoint or a zero-speed minimizing state. For a shock wave, its speed is $(f(a)-f(b))/(a-b)$; the origin sees the left state if this speed is positive and the right state if negative, selecting the larger endpoint flux. Unlike the Godunov flux, the Engquist-Osher flux at reversed transsonic states may equal $f(a)+f(b)-f(s_{\ast })$.

A hydraulic control is a critical section where a shallow water flow passes smoothly between subcritical flow and supercritical flow. One long-wave characteristic speed relative to the bed vanishes there. Regularity supplies an extra relation between discharge, depth and channel geometry, allowing the control to set the discharge or upstream state. A critical depth alone is not sufficient for a regular transcritical solution: the channel forcing must also be compatible there.

A quasilinear system is hyperbolic where its principal coefficient matrix has real eigenvalues and enough independent eigenvectors. The eigenvalues are its characteristic speeds.

The Inviscid Burgers equation is the scalar conservation lawFor a classical solution, the chain rule makes this equivalent to $u_t+u{u}_x=0$, a nonlinear transport equation with characteristic speed $u$. The conservative form remains meaningful for a discontinuous weak solution, whereas the product $u{u}_x$ cannot simply be evaluated pointwise at a jump. Its discontinuities obey the Rankine-Hugoniot condition $s=(u_L+u_R)/2$; this condition alone permits inadmissible expansion jumps. For bounded initial conditions on the infinite line, imposing the Kruzhkov entropy inequalities and the initial trace selects a unique entropy solution. For step data, incoming characteristic curves select $u_L>s>u_R$, while $u_L<u_R$ produces a rarefaction wave.^[ref]

The cubic-flux variant replaces the quadratic conservative flux of Burgers' equation by $-q^3/3$. Its inviscid characteristic speed is $-q^2$, while positive diffusivity regularizes shock waves. It is not linearized by the usual Cole-Hopf transformation.

For a one-layer shallow water flow the Froude number is $F=u/\sqrt{g^{\prime }h}$. Supercritical flow has $F>1$, so both characteristic speeds $u\pm \sqrt{g^{\prime }h}$ point downstream. Subcritical flow has $F<1$, allowing information to travel upstream. At hydraulic control the flow passes through $F=1$ at a geometry-induced critical section; that condition fixes discharge in relation to upstream head when the exit is free.

For escaping light air, reflect the usual lower-layer picture vertically: a lowered doorway roof acts as an inverted broad-crested weir. The lower return flow can be ignored dynamically only while it has a sufficiently large available area and small velocity. If the warm interface lies far below the doorway top, the cool inflow occupies a substantial dynamically active fraction of the opening; its inertia and pressure cannot be replaced by a motionless deep ambient. A two-layer exchange model is then required. If the warm layer reaches below the doorway bottom, the assumed separate lower replacement path is lost entirely.

Outside a freely controlled doorway the outgoing current becomes supercritical and then rises rapidly. That upturn violates the small-vertical-acceleration shallow water approximation, but it does not alter the upstream discharge as long as it does not submerge or back-pressure the control. Information cannot return through the supercritical outflow to the critical section. A blocked conservatory or a drowned doorway is different and can move the control upstream.

Use material coordinates $X$ and write the placement as $y=X+u$. The strain energy density $W$ in the printed convention is per unit reference mass. It is convenient to use the conventional first Piola-Kirchhoff stress tensor $P=s^{\mathsf{T}}$, soAssume the undeformed reference state is stress-free. With $H=A-I$ and infinitesimal strain tensor $e=(H+H^{\mathsf{T}})/2$, material isotropy and material frame indifference give the quadratic expansionConsequently the Lamé parameters from hyperelastic energy Hessian areIndeed, differentiating the quadratic expression twice givesthe elastic stiffness tensor of linear elasticity. A prestressed reference state requires the corresponding initial-stress corrections; the displayed formula concerns the natural state.

For a plane elastic wave, $u=u(X_1,t)$, put $r=e_1+u_{,X_1}$ and $\Psi (r)=W([r,e_2,e_3])$. Balance of momentum without body force becomesThis is a material-coordinate equation: the reference density cancels between inertia and nominal stress. If $C{a}_{\alpha }=c_{\alpha }^2{a}_{\alpha }$, the first-order system has characteristic speeds $\pm c_{\alpha }$ and right eigenvectors $(a_{\alpha },\mp c_{\alpha }{a}_{\alpha })$. Along a characteristic curve with $d{X}_1/dt=s=\pm c_{\alpha }$, its differential compatibility relation isThis follows by multiplying the system by the left eigenvector $(-s{a}_{\alpha }^{\mathsf{T}},a_{\alpha }^{\mathsf{T}})$. It does not assert the existence of globally integrable Riemann invariants for an arbitrary three-component constitutive law.

There is a necessary qualification to the finite-amplitude transverse request. Set $u=(0,w,0)$ and $q=w_{,X_1}$, so $r=(1,q,0)$. The longitudinal momentum equation requiresThus arbitrary nonuniform pure transverse profiles are possible only if the compatibility condition for pure nonlinear transverse waves holds:The third component vanishes by the reflection symmetry implied by isotropy and objectivity. The shear equation then closes:

General compressible hyperelastic material assumptions alone do not imply the required compatibility. For a concrete counterexample, take the Saint Venant–Kirchhoff hyperelastic energyFor $A=[(a,q,0{)}^{\mathsf{T}},e_2,e_3]$, this becomesAt $a=1$, $P_{11}=(\lambda +2\mu )q^2/2$. A varying shear therefore produces a longitudinal force $(\lambda +2\mu )q{q}_{,X_1}$ and cannot preserve $u_1=0$. Infinitesimal transverse waves do exist, because this coupling is second order, but a general pure finite-amplitude transverse wave does not.

The compatible nonlinear shear energy class is nonempty and can be genuinely nonlinear. Define $J=\det A$, $S=\mathrm{tr}(A^{\mathsf{T}}A)-2J$, and, for $h\ge 0$, takeThis is objective and isotropic. Near $A=I$, $S-1=2\mathrm{tr}(e^2)-(\mathrm{tr}e{)}^2+O(|H{|}^3)$, so it has the specified Lamé parameters. On the plane deformation above, $S-1=(a-1{)}^2+q^2$ and $J=a$. Hence $P_{11}=0$ at $a=1$, whileFor positive $\lambda ,\mu$, the relevant incremental plane moduli are positive. This supplies an explicit stable pure transverse family and, when $h>0$, amplitude-dependent wave speed.

For any compatible family, letThe equations $q_t=v_{,X_1}$ and $v_t=c(q{)}^2{q}_{,X_1}$ give the Riemann invariantsConsider the initially undisturbed half-space $X_1>0$. A right-going simple wave has the incoming invariant $v+H=0$, so $v=-H(q)$. Denote the prescribed boundary nominal stress by $T(t)=P_{21}(0,t)=\tau (q_b(t))$. The physical boundary traction, whose outward normal is $-e_1$, is $-T(t)e_2$. Invert the monotone law $\tau$ to obtain $q_b$. The wave state emitted at boundary time $s$ is transported alongAhead of the leading front $X_1=c(0)t$ the state is zero. Before characteristic crossing, these equations determine the unique emission time $s$ for each disturbed point. The displacement itself is also determined, rather than just its derivatives:Differentiating the implicit emission relation verifies $w_{,X_1}=q_b(s)$ and $w_t=-H(q_b(s))$, so this is the complete pre-shock simple wave solution.

Write $c_b(s)=c(q_b(s))$. The boundary-generated characteristic curves lose invertibility whenThus the characteristic crossing in a boundary-generated elastic simple wave criterion isHere ${\dot{c}}_b=c^{\prime }(q_b)T^{\prime }/({\rho }_0{c}_b^2)$. A smoothly increasing boundary stress therefore steepens into a shock wave only when later states travel faster: $c^{\prime }(q_b)T^{\prime }>0$. Increasing stress alone is insufficient. For the compatible example with $h>0$ and $q_b>0$, $c^{\prime }(q_b)=3h{q}_b/({\rho }_0{c}_b)>0$, so a nonzero increasing ramp produces finite-time crossing. For $h=0$ all rays are parallel and no such shock forms. This criterion locates the first gradient singularity; subsequent discontinuous evolution additionally requires the jump conditions and an admissibility condition.

For a general vector simple wave, replace the pure-shear line by an integral curveSubstitution gives $a_t+c_{\alpha }(a)a_{,X_1}=0$, with the same emission construction and crossing criterion. Boundary tractions must lie on this one-family curve. Generic finite-amplitude quasi-transverse waves may contain longitudinal displacement; arbitrary vector boundary forcing need not generate a single simple wave.

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. DefineThe resulting heat equation solution isDifferentiating the moving endpoints gives ${\partial }_{\theta }{I}_{-}=-e^{-{\theta }^2/(4ϵZ)}$ and $E{\partial }_{\theta }{I}_{+}=e^{-{\theta }^2/(4ϵZ)}$. These terms cancel. Hence ${\psi }_{\theta }=(4\pi ϵZ{)}^{-1/2}UE{I}_{+}/(2ϵ)$, and the viscous Burgers step solution with negative flux isThe lower limit of $I_{-}$ is $\theta$, as printed in the original PDF. The converted TeX's $-\theta$ does not give the correct convolution or endpoint cancellation.

For the vanishing-viscosity limit, the conservative flux is $F(q)=-q^2/2$ and the characteristic speed is $F^{\prime }(q)=-q$. If $U>0$, the characteristics from the right move left and collide with those on the left. The Rankine-Hugoniot condition gives shock speed $[F]/[q]=-U/2$. ThusThe viscous transition has width $O(ϵ/U)$, and its centre value is exactly $U/2$ by the midpoint symmetry of a viscous Burgers step.

If $U<0$, 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.

Take $z$ increasing upwards and write $s=\varphi /{\varphi }_{\max }$. The particles have downward settling velocity; their upward volume flux is $\varphi V$. Conservation of particle volume in any interval givesThus the kinematic sedimentation equation and its characteristic speed areFor $0<s<1$ this is a scalar hyperbolic partial differential equation: its one characteristic speed is real. The method of characteristics gives $ds/dt=0$ and $dz/dt=a(s)$. A concentration disturbance need not descend at the particle settling velocity; $a(s)$ is the derivative of the transported flux, not $V(s)$. In particular $a(s)$ can be positive even though every particle settles downwards. At $\alpha =0$, $a=-V_0$ and the equation is ordinary translation. At the packing endpoint $s=1$ the differentiability of the chosen constitutive law depends on $\alpha$; none of the initial values used below is at that endpoint.

For $\alpha =1$, $f=V_0(s^2-s)$, so the characteristic speed is $a=V_0(2s-1)$ and the conservation law flux is strictly convex. Let $\tau =V_{0}t$ and let $\xi$ be the initial vertical position of a characteristic curve.

For the increasing ramp, the characteristic curves within its sloping part satisfy $z=\xi (1+0.6\tau )$. They spread apart and never cross. The outer plateau characteristic speeds are $-0.6V_0$ and $0.6V_0$, so the complete entropy solution isThe transition widens linearly and its gradient decreases. At large time it approaches a rarefaction wave, with $s\simeq (1+z/\tau )/2$ inside its expanding transition.

For the decreasing ramp, $z=\xi (1-0.6\tau )$ and the characteristic curves converge. Before they meet,All the ramp characteristic curves meet at $z=0$ atThereafter a stationary sedimentation shock separates $s_L=0.8$ below from $s_R=0.2$ above. Indeed the Rankine-Hugoniot condition givesand the incoming characteristic speeds satisfy $a(0.8)=0.6V_0>0>a(0.2)=-0.6V_0$, which makes it an admissible entropy shock. The discontinuity transports no net excess particle flux because both plateau fluxes equal $-0.16V_0$. These are local solutions before a finite container's boundaries affect the transition.

The dependence on $\alpha$ is controlled by the hindered-settling flux inflection:For any smooth initial profile, the characteristic flow map has derivativeThis formula gives the first characteristic crossing: minimize the positive values of $-1/[f^{\prime \prime }(s_0)s_0^{\prime }]$. At $\alpha =0$ neither ramp changes shape; both move down at $V_0$. For $0<\alpha \le 3/2$, the flux is convex throughout $0.2\le s\le 0.8$: the increasing ramp spreads and the decreasing ramp steepens, although its entire ramp generally no longer focuses simultaneously. For $\alpha \ge 9$, the flux is concave throughout that interval and these roles reverse. At the endpoint values the curvature vanishes at one plateau; it does not reverse sign inside the interval.

For $3/2<\alpha <9$, the inflection $s_i=2/(\alpha +1)$ lies between the plateau concentrations. Below $s_i$ the increasing ramp spreads, while above it that ramp compresses; the decreasing ramp has the opposite local behavior. After characteristic crossing, the entropy solution can contain both a shock wave and a rarefaction wave. Quantitatively, an increasing step is selected by the lower convex envelope of $f$ on the interval between its states: curved portions supply rarefaction waves, and straight portions supply shock waves. A decreasing step uses the upper concave envelope. A join between a fan and a shock wave at a state $s_{\ast }$ satisfies the tangent-chord relation $f^{\prime }(s_{\ast })=[f(s_b)-f(s_{\ast })]/(s_b-s_{\ast })$, where $s_b$ is the other shock state. Thus curvature, not simply the magnitude of $\alpha$, decides the wave pattern; the envelope may reduce to one shock if the tangent lies outside the state interval.