Linear transport equation

A linear transport equation has a prescribed velocity field and is linear in the transported unknown.

For the constant-velocity linear transport equation $u_t+c\cdot {\nabla }_{x}u=0$, a Dirac delta distribution initially at zero moves along $x=ct$. Its spacetime distribution pairs by $⟨u,\phi ⟩=\int \phi (ct,t)dt$, and its initial trace is obtained by weak convergence of distributions. The Fourier representation of the Dirac delta function writes it as an oscillatory integral with phase function $(x-ct)\cdot \theta$. Its singular support is precisely the trajectory; it has order-zero distribution regularity as a measure, without becoming a smooth function.

If a velocity operator satisfies $\mathrm{Re}⟨Lh,h⟩\ge \delta \Vert h{\Vert }_2^2$, then sufficiently regular solutions of ${\partial }_{t}f+v\cdot {\nabla }_{x}f+Lf=0$ obey the displayed estimate when spatial boundary fluxes vanish. The free-transport part contributes zero to the energy derivative. Integrating the resulting differential inequality avoids dividing by a possibly zero norm.

Scalar advection preserves every finite Lp norm if its complete differentiable characteristic flow preserves volume and the initial datum belongs to the corresponding Lp space. In general the $p$th power of the norm is the initial $|f_0{|}^p$ weighted by the phase-space flow Jacobian. Completeness alone preserves the essential supremum, but does not preserve finite-$p$ norms for compressible transport.

For a transport equation on a domain, prescribe boundary data only where the velocity points into the domain. On $x>0$ with speed $a>0$, a bounded weak solution with initial data $u_0$ and inflow data $f$ satisfiesThe integrals are over the quadrant and its two boundary rays. Backtracking characteristic curves gives $u_0(x-at)$ when $x\ge at$ and $f(t-x/a)$ otherwise. Corner values need not match for a bounded weak solution.

For the transport equation $u_t+a{u}_x=0$ on the quadrant with $a>0$, smooth initial and inflow data glue across $x=at$ to order $m$ precisely when $f^{(j)}(0)=(-a{)}^j{u}_0^{(j)}(0)$ for $0\le j\le m$. Matching all orders yields a smooth solution; matching orders zero and one yields a classical solution up to the two boundaries.

For a complete $C^1$ velocity flow, the bounded weak solution of $u_t+F\cdot \nabla u=0$ is its initial value pulled back by the inverse flow. Its weak identity is $\int u({\phi }_t+\mathrm{div}(F\phi ))+\int u_0\phi (0)=0$; the divergence term is essential. Changing to flow coordinates gives $\int w{\partial }_t(J\zeta )+\int u_0\zeta (0)=0$. Approximation in the spatial parameter permits $\zeta =\eta /J$, since $J$ and $J_t$ are continuous and $J>0$ on compact sets. Hence ${\partial }_{t}w=0$ distributionally, proving uniqueness without requiring second derivatives of $F$.

An adjoint transport equation transfers the transport operator from a weak solution to a test function. Solving the terminal-value adjoint equation allows arbitrary compactly supported source terms to be used in uniqueness proofs.