Bounded-derivative Burgers flux Created 2026-10-05 Updated 2026-10-06
This flux has globally and agrees with the Inviscid Burgers equation flux on . It allows Burgers examples to satisfy a global bounded-speed hypothesis. For Riemann data to the left and to the right, both the stationary expansion discontinuity and the fan on , with exterior values , are bounded weak solutions. Only the fan is an entropy solution.
Before characteristic crossing, the method of characteristics for the Inviscid Burgers equation transports each initial value without changing it:
Here labels the starting position. Suppose is a bounded continuously differentiable function with bounded derivative. As long as for every label, the characteristic flow map is invertible and differentiating it gives the displayed formula for .[ref]
If the negative minimum is attained, the first breaking time is . Two labels with have formal intersection time
Their neighboring-label limit explains why the most negative initial slope breaks first. As , the amplitude remains bounded but diverges: this is gradient blow-up. Continuing intersecting lines would assign incompatible values at one position; the post-breaking entropy solution instead uses shock waves. Nondecreasing data have no forward characteristic crossing by this mechanism.
For a concrete calculation in dimensionless quantities on the infinite line, choose , with limiting states and . Then has minimum at , so and the breaking point is . Along the central characteristic curve , and before breaking. The labels give intersecting formal lines at , after the classical solution has already broken.
Figure 1.
Decreasing initial data steepen: the first gradient blow-up is at time 1, before two selected characteristics intersect
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Burgers' equation Created 2026-10-14 Updated 2026-10-14
Burgers' equation is the one-dimensional partial differential equation
The term supplies nonlinear transport in a transport equation: the transported value is also its own characteristic speed when . Larger values catch up with smaller values ahead of them, steepening a decreasing profile. The diffusion term opposes this steepening. Positive gives the viscous Burgers equation; setting 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 , , constant , no PDE source term, and an initial condition . There are no finite endpoints requiring boundary conditions. Where a profile has different limiting states at , 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, has units of velocity and of kinematic viscosity; all numerical examples below use dimensionless quantities.
For left state zero and right state , negative-flux Inviscid Burgers equation gives a shock at when , and a rarefaction wave on when . This is the standard positive-flux equation after setting ; entropy solution selection reverses which step direction is compressive.
Consider the Riemann problem on with initial condition for and for . No endpoint boundary conditions are imposed. When , its entropy solution is a shock wave with constant speed . In the original example , , the Rankine-Hugoniot condition gives
The left characteristic speed is and the right characteristic speed is , so : both sides enter the entropy shock. The Viscous Burgers travelling shock gives an exact smooth family tending to this solution.
Reversing the states to , still gives a Rankine-Hugoniot condition speed of , but now characteristic curves move away from the discontinuity. That expansion jump is a weak solution and fails entropy admissibility. For general , the selected entropy solution is the continuous self-similar solution
This rarefaction wave fills the expanding gap between the two exterior characteristic curves. Inside its fan, and , verifying the Inviscid Burgers equation; its values agree continuously with both exterior states. For to , the fan occupies . If , the solution is constant.[ref]
Engquist-Osher flux Created 2026-10-07 Updated 2026-10-14
The Engquist-Osher numerical flux is . It sends positive-speed contributions from the left state and negative-speed contributions from the right state. Its consistency and opposite monotonicities in the two arguments yield a monotone conservative scheme under the appropriate Courant–Friedrichs–Lewy condition. For the Inviscid Burgers equation, it is .
Inviscid Burgers equation Created 2026-09-24 Updated 2026-10-14
The Inviscid Burgers equation is the scalar conservation law
For a classical solution, the chain rule makes this equivalent to , a nonlinear transport equation with characteristic speed . The conservative form remains meaningful for a discontinuous weak solution, whereas the product cannot simply be evaluated pointwise at a jump. Its discontinuities obey the Rankine-Hugoniot condition ; 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 , while produces a rarefaction wave.[ref]
Let be the unique sonic point, . For a differentiable convex function, is nondecreasing, negative below and positive above it. Split the flux into the parts propagating right and left:
Thus ; explicitly, for and zero below, while for and zero above. The Engquist-Osher flux takes the right-going contribution from the left state and the left-going contribution from the right state:
It is consistent, . For a transonic rarefaction wave with it gives ; reversed transonic states give . This is sonic-point splitting of a convex Engquist-Osher flux.
On cells of width let approximate the cell average and . The explicit Engquist-Osher method is the finite volume method
The shared interface flux makes it conservative: sums telescope for periodic data, and the same applies on the infinite grid when boundary contributions vanish. To prove stability, choose an interval containing the initial states and impose the CFL condition
The partial derivatives of the update are
Therefore the update is a monotone conservative scheme. Because , componentwise comparison with the constant states proves . Induction gives a mesh-independent maximum bound for every time level, and ensures the same CFL speed bound remains valid.
There is also a stronger L1 contraction of a monotone conservative scheme. Let denote one whole-grid update, and let and componentwise. Monotonicity gives . Hence componentwise, and conservation yields
This applies to periodic grids or summable perturbations with vanishing end fluxes. Apply the same result to and its one-cell translate; translation commutes with , so
Thus the method is a total variation diminishing scheme. Under the stated CFL condition it preserves the initial range, contracts differences in discrete , and cannot increase total variation. These bounds give a precise nonlinear stability result, including across the sonic point.
Convexity alone does not remove the time-step restriction omitted in the question. For the Inviscid Burgers equation , linearize about a positive constant . The update becomes . Its alternating Fourier mode has multiplier , whose modulus exceeds one if . Hence unrestricted explicit time steps are unstable even for a convex flux with one sonic point. This is CFL necessity for explicit Engquist-Osher stability.
Use the Burgers reduction of weakly nonlinear rightgoing acoustics, with , , and . The equation of state expands as
At order one, mass conservation and momentum conservation give and . For the pure rightgoing acoustic wave with no independent leading mean density or velocity shift, . This is the background choice implicit in the requested traveling-wave expansion; additional mean components would modify its phase convention. The source's duplicated phrase about expanding should refer to expanding as well as .
At order , the mass conservation equation becomes
whereas the momentum conservation equation becomes
In the latter equation, the two nonlinear products and cancel. Substitute the equation of state relation into the former equation and add the two equations to eliminate the first corrections. The result is
The same calculation gives , so the first corrections may be chosen without an explicit secular factor of . This is why the retarded-time description can remain uniform for , provided the leading profile and its relevant derivatives remain bounded over that range and the slow propagation interval.
This Inviscid Burgers equation can develop a shock, so the source's uniformity assertion needs a pre-shock qualification. If and , its method of characteristics gives
The smooth construction ends when this denominator vanishes; if , the first such distance is .
For viscosity write with bounded positive . Since , the order- momentum conservation equation instead reads . Addition now yields the viscous Burgers equation
Its positive diffusion resolves the inviscid steepening rather than supporting an unqualified smooth inviscid expansion through shock formation.
The Engquist-Osher method is an upwind finite volume method. For cell values , mesh width and time step , put and use the conservative update
where the numerical flux is
Consistency of a numerical method follows from . Positive characteristic speeds use the left state, and negative speeds use the right state. The flux difference telescopes when summed over cells, giving a discrete conservation law. The method is first order in space and time for smooth solutions; its conservation law form is also appropriate when shock waves develop.
Let be the unique sonic point of a scalar flux, . Convexity implies to its left and to its right. Put and split
Then , , , and
This is the sonic-point splitting of a convex Engquist-Osher flux. If both states are above , ; if both are below it, . Across a transsonic rarefaction wave, , the flux is the minimum . In the opposite crossing it is , which in general differs from the exact Godunov numerical flux. This distinction does not affect the monotonicity proof.
Here stability requires the usual Courant–Friedrichs–Lewy condition. Let the initial values lie in , and choose
A differentiable convex function has a continuous derivative on this interval, so the maximum is finite. Write the three-input update as . Differentiating gives
Thus the update preserves componentwise order. Constants are fixed, since , so comparison with the constants proves for every time level. In particular the same CFL condition remains applicable. This is a mesh-independent maximum-principle stability bound.
A stronger stability statement is contraction in discrete . Consider two solutions in the same invariant interval, on a periodic mesh or on the infinite lattice with summable differences. Let be their componentwise maximum. Monotonicity gives , hence
The discrete conservation law for the difference gives the equality: on a finite periodic mesh the flux sum cancels exactly, and on the infinite lattice it follows by truncation and the fact that the flux is a Lipschitz function on . Interchanging and adding proves
This is L1 contraction of a monotone conservative scheme. Since commutes with the cell shift, applying this contraction to and its shift gives . The scheme is therefore a total variation diminishing scheme as well.
The same order argument proves a discrete entropy inequality, explaining why this stable discretization selects entropy solutions rather than nonphysical expansion shock waves. For a constant , set
Because and , their componentwise difference is at least . Subtracting their updates gives
For constants outside , the entropy inequality is an equality by the invariant bound and the conservative update. At equal states , the Kruzhkov entropy flux. The flux is a Lipschitz function on the invariant interval: writing , the conservative update gives . This time-translation bound, the invariant bound and the total variation estimate give local space-time compactness for bounded-variation initial conditions as the mesh is refined; the conservative update passes to the weak conservation law, and the displayed inequality passes to its Kruzhkov entropy inequality. This identifies the limit as the entropy solution.
Finally the time-step qualification is essential. For the convex Inviscid Burgers equation flux , whose unique sonic point of a scalar flux is zero, linearize about a positive constant . The perturbation update becomes . At Fourier frequency its multiplier is , with modulus greater than one if . Wave packets near this phase give linear instability even for summable Cauchy perturbations. Thus the assumptions on imply the stability results above under the CFL condition, not for arbitrary . This is CFL necessity for explicit Engquist-Osher stability.
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 .
The exterior characteristics give for and for . In the gap put and . The Inviscid Burgers equation becomes . Matching the increasing states selects the rarefaction wave , so
It is continuous and piecewise smooth at positive times and satisfies the entropy condition. A discontinuous shock joining the same increasing states would be nonentropic.
Write and . In this geometry the Lorentz force density is purely longitudinal and equals . The ideal magnetohydrodynamic induction equation becomes . Together with the continuity equation and adiabatic pressure evolution, the four primitive-variable equations are
They have the required quasilinear form with
Here the notation in derivatives means , whereas denotes the longitudinal velocity. Spatial dependence is one-dimensional; time dependence is allowed in the wave problem.
Put , and assume and . Expansion of the characteristic polynomial gives
Two independent eigenvectors for can be chosen as and . For the two propagating branches, useful eigenvectors are
The repeated branch advects an entropy disturbance and a disturbance with unchanged total gas-plus-magnetic pressure. The branches are perpendicular fast magnetosonic waves, with speed relative to the fluid.
On a uniform background, a Fourier amplitude obeys . Thus the eigenvalues are the phase velocities for , and the four dispersion branches are twice and . The reduced geometry retains neither an independent transverse velocity nor an additional propagating Alfvén wave.
To construct each finite-amplitude simple wave in magnetohydrodynamics, trace a state-space curve with tangent , using as its parameter. Integrating the pressure and magnetic components gives
The constants and are the entropy and transverse magnetic flux freezing invariants along this state curve. Hence
Since , substituting this curve into the original system reduces it to . By the chain rule,
Thus the characteristic speed itself satisfies the Inviscid Burgers equation. For initial speed , its smooth solution is along , until the characteristic curves intersect. This derivation supplies genuine state curves for simple waves, not merely a linear dispersion relation.
The Engquist-Osher method is a conservative finite volume method built by separating positive and negative characteristic speeds. Take , a uniform cell width , a time step , and cell averages . Write and define the numerical flux
The Engquist-Osher flux uses the left state for right-going transport and the right state for left-going transport. Its conservative update is
It is consistent because . The integrals have their ordinary oriented meaning even for negative states. For the Inviscid Burgers equation, gives the useful example
In a region where all characteristic speeds have one sign, the flux reduces to the corresponding upwind flux. In smooth regions, this basic piecewise-constant, forward-time version is first order in space and time; its main virtue is robust nonlinear stability across shocks.
Here is a precise stability proof. Assume the data lie in a bounded interval and choose
Work on a periodic grid, or on the infinite grid with summable differences; on a finite interval the inflow boundary data and boundary fluxes must be treated monotonically as well. Define the three-point update map
Writing and , its three partial derivatives are
Thus it is a monotone conservative scheme. Since , comparison with the constant states proves
The interval is invariant, so the same Courant–Friedrichs–Lewy condition remains valid at every step. This is an bound relative to constant states, not a claim that arbitrary pairs of solutions are contractive in .
For a stronger perturbation estimate, let denote the global update and use componentwise maxima. Monotonicity gives . Therefore
Sum over the grid. The shared interface flux cancels telescopically, so conservation gives
Interchanging and adding yields the L1 contraction of a monotone conservative scheme:
This is a mesh-independent nonlinear stability estimate. On an infinite grid the telescoping argument is justified by summability of the differences and the bounded characteristic-speed range, or by truncation followed by a limit. For unequal prescribed boundary data, additional boundary flux terms enter the estimate.
The method is also a total variation diminishing scheme. Let shift a grid sequence by one cell. Translation invariance gives . Applying the preceding contraction to and shows
Hence initially finite discrete total variation cannot grow.
Finally, monotonicity supplies a discrete entropy inequality, explaining why the stability is compatible with the physically admissible entropy solution. For a constant , define
Comparison of with the clipped triples above and below gives
Indeed and , and subtracting these two update formulas yields exactly the right side. Also , the Kruzhkov entropy flux. Under the displayed CFL condition the method therefore has an invariant state range, contraction, decreasing discrete total variation and entropy dissipation. These estimates remain meaningful at discontinuities, where linearized Fourier analysis alone cannot establish the corresponding nonlinear stability.
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
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Write the negative-flux Inviscid Burgers equation as , with . Along a characteristic curve,
so a characteristic starting at has and
This formula is a classical solution only while the method of characteristics is one-to-one; after characteristic crossing one must select an entropy solution.
For a discontinuity with left and right values and , the Rankine-Hugoniot condition follows by integrating conservation across a moving small interval:
For a nonzero jump, factor the difference of squares to obtain
The negative flux makes increasing jumps compressive. Decreasing jumps spread into rarefaction waves; they cannot be retained as nonphysical expansion shock waves.
In the central ramp of each period, , so its method of characteristics is . For , the retained ramp therefore occupies . At the odd boundary , the initial limiting values are on the left and on the right. Their characteristic speeds are and , giving the fan on . Together these give the periodic backward-sawtooth Burgers solution
These intervals tile the real line up to their matching endpoints, where both formulas agree at . The increasing ramp steepens, but the wave's maximum magnitude remains one before breaking. A steep continuous regularization of the original downward jump produces exactly the limiting fan, as suggested by the characteristic construction.
At , each increasing ramp collapses at . The fans on either side meet there with values and , producing a compressive stationary shock wave. For all the fan between successive shock waves remains centered at the odd point, giving
At a shock wave the limiting values are and . Their average is zero, so the Rankine-Hugoniot condition keeps the shock wave fixed. Their characteristic speeds satisfy , confirming compression into the shock wave. The arbitrary pointwise value at a shock wave does not affect the weak solution. The post-breaking amplitude decays as , despite the lack of explicit viscosity, because shock wave dissipate the wave.
For the requested sketches, has ramp slope on and fan slope around odd points on width . It is still continuous. At , the profile decreases linearly with slope between even points and jumps from to at each even point:
Figure 1.
Periodic Burgers wave before breaking at Z equals one third and after breaking at Z equals three, with stationary shocks at even theta
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The Inviscid Burgers equation here has the negative quadratic flux . By the method of characteristics, and , so a characteristic beginning at satisfies
This is a classical solution until characteristic curves intersect. Across a shock wave, the Rankine-Hugoniot condition gives
It uses the one-sided limiting values and agrees with the weak-shock expression.
For , the right-state characteristic curves travel left with speed while the left-state characteristic curves have speed zero. They converge into a compressive shock wave with speed . The entropy solution is
The characteristic speeds satisfy , so both sides enter the shock.
For , right-state characteristic curves travel right with speed , leaving a gap. A steep continuous transition fills that gap with a rarefaction wave. The entropy solution is
The middle value is fixed by . A discontinuity joining the two states would satisfy the jump equation but violate entropy admissibility. If , the solution is identically zero.
Figure 1.
Characteristics forming a compressive shock and a rarefaction fan for the negative-flux Burgers equation
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Take the primitive state vector , with . In the absence of gravity, the ideal magnetohydrodynamic equations are first order: expanding the material derivatives, pressure gradient and Lorentz force makes every term linear in a spatial derivative of , with coefficients depending on . Dividing momentum balance by therefore gives a quasilinear partial differential equation system with eight-by-eight matrices. The solenoidal magnetic-field constraint is an additional constraint on initial data; the ideal magnetohydrodynamic induction equation preserves it because the divergence of a curl vanishes.
For a one-dimensional simple wave in magnetohydrodynamics, write with a nonzero state-space tangent. Substitution gives . A nonconstant profile requires the tangent to be a right eigenvector of :
The chain rule then gives the wave-speed equation:
This is the Inviscid Burgers equation, including the special case of constant . Its characteristic curves are , with . As long as the mapping remains invertible,
Thus a region with steepens: faster characteristics catch slower ones, and the first gradient catastrophe occurs at when the minimum is negative. A genuinely nonlinear compressive simple wave therefore forms a shock wave. Rarefactive profiles can spread instead; steepening is not inevitable for every initial profile.
To continue past this time, use weak solutions of the conservative mass, momentum, fluid total-energy equation and ideal magnetohydrodynamic induction equation. The Rankine-Hugoniot conditions fix the jumps and shock velocity, while physical entropy production selects admissible magnetohydrodynamic shocks. Diffusive shock wave layers are replaced by moving discontinuities, so their microscopic structure need not be explicitly resolved. In particular, the smooth adiabatic pressure equation must be replaced by total-energy conservation when imposing the ideal magnetohydrodynamic shock conditions.
For the Alfvén waves, impose the one-dimensional solenoidal magnetic-field constraint, so is constant and . Put and . The transverse components of the linearized ideal magnetohydrodynamic equations give
The longitudinal momentum equation additionally gives . The Alfvén eigenvectors have , hence their transverse polarization is perpendicular to . For , their speed and explicit right Alfvén characteristic eigenvectors are
For one may choose , up to a nonzero scalar factor. If , either transverse polarization is allowed and this characteristic speed is degenerate. These expressions describe the two propagating Alfvén branches for ; if , they coalesce with advected, nonpropagating transverse disturbances.
Integrating along an Alfvén simple wave leaves unchanged and gives and . Consequently the finite-amplitude nonlinear Alfvén wave relations are
The constant-magnitude condition is essential: otherwise a varying magnetic pressure would drive longitudinal compression. An arbitrary smooth phase profile gives an explicit family, and , with as above. Direct substitution in the transverse momentum and ideal magnetohydrodynamic induction equation gives and , confirming the solution without relying on the eigenvector argument. Longitudinal momentum holds because is constant. The speed is independent of amplitude along this family: these linearly degenerate characteristic fields translate without steepening.
When the velocity depends on , different initial values travel at different speeds. The resulting characteristic crossing can destroy a classical solution in finite time, even though the initial function is smooth and bounded. For the Inviscid Burgers equation, take . Before crossing,
and
At this tends to as , while . Thus The bounded-derivative Burgers flux agrees with this equation on the whole state range, if a global bounded-speed flux is desired. After crossing, arbitrary weak solutions need not be unique; an entropy solution condition is needed to select the admissible continuation.