Pointwise Green's Function Estimates Toward Stability for Degenerate Viscous Shock Waves

ABSTRACT

We consider degenerate viscous shock waves arising in systems of two conservation laws, where degeneracy describes viscous shock waves for which the asymptotic endstates are sonic to the hyperbolic system (the shock speed is equal to one of the characteristic speeds). In particular, we develop detailed pointwise estimates on the Green's function associated with the linearized perturbation equation, sufficient for establishing that spectral stability implies nonlinear stability. The analysis of degenerate viscous shock waves involves several new features, such as algebraic (nonintegrable) convection coefficients, loss of analyticity of the Evans function at the leading eigenvalue, and asymptotic time decay of perturbations intermediate between that of the Lax case and that of the undercompressive case.     

Pointwise Green function bounds and stability of combustion waves

Generalizing similar results for viscous shock and relaxation waves, we establish sharp pointwise Green function bounds and linearized and nonlinear stability for traveling wave solutions of an abstract viscous combustion model including both Majda's model and the full reacting compressible Navier-Stokes equations with artificial viscosity with general multi-species reaction and reaction-dependent equation of state, under the necessary conditions of strong spectral stability, i.e., stable point spectrum of the linearized operator about the wave, transversality of the profile as a connection in the traveling-wave ODE, and hyperbolic stability of the associated Chapman-Jouguet (square-wave) approximation. Notably, our results apply to combustion waves of any type: weak or strong, detonations or deflagrations, reducing the study of stability to verification of a readily numerically checkable Evans function condition. Together with spectral results of Lyng and Zumbrun, this gives immediately stability of small-amplitude strong detonations in the small heat-release (i.e., fluid-dynamical) limit, simplifying and greatly extending previous results obtained by energy methods by Liu-Ying and Tesei-Tan for Majda's model and the reactive Navier-Stokes equations, respectively.     

On the shock wave spectrum for isentropic gas dynamics with capillarity

We consider the stability problem for shock layers in Slemrod's model of an isentropic gas with capillarity. We show that these traveling waves are monotone in the weak capillarity case, and become highly oscillatory as the capillarity strength increases. Using a spectral energy estimate we prove that small-amplitude monotone shocks are spectrally stable. We also show that monotone shocks have no unstable real spectrum regardless of amplitude; this implies that any instabilities of these monotone traveling waves, if they exist, must occur through a Hopf-like bifurcation, where one or more conjugate pairs of eigenvalues cross the imaginary axis. We then conduct a systematic numerical Evans function study, which shows that monotone and mildly oscillatory profiles in an adiabatic gas are spectrally stable for moderate values of shock and capillarity strengths. In particular, we show that the transition from monotone to nonmonotone profiles does not appear to trigger any instabilities.     

Some Results on the Stability of Non-classical Shock Waves

Part 1 of this paper establishes the infinite-time stability of a class of over-compressive viscous shock waves; the equations studied here are a mathematical analogue of those of magnetohydrodynamics. Part 2 communicates a rather general short-time stability result for undercompressive shock waves in several space dimensions; technically, this is an easy extension of Majda's corresponding result for Laxian shock waves.     

EVANS FUNCTIONS AND ASYMPTOTIC STABILITY OF TRAVELINGWAVE SOLUTIONS

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Stability of undercompressive shock profiles

Using a simplified pointwise iteration scheme, we establish nonlinear phase-asymptotic orbital stability of large-amplitude Lax, undercompressive, overcompressive, and mixed under-overcompressive type shock profiles of strictly parabolic systems of conservation laws with respect to initial perturbations |u₀(x)|?E₀(1+|x|)^−3/2 in C0+α, E₀ sufficiently small, under the necessary conditions of spectral and hyperbolic stability together with transversality of the connecting profile. This completes the program initiated by Zumbrun and Howard in [K. Zumbrun, P. Howard, Pointwise semigroup methods and stability of viscous shock waves, Indiana Univ. Math. J. 47 (4) (1998) 741-871], extending to the general undercompressive case results obtained for Lax and overcompressive shock profiles in [A. Szepessy, Z. Xin, Nonlinear stability of viscous shock waves, Arch. Ration. Mech. Anal. 122 (1993) 53-103; T.-P. Liu, Pointwise convergence to shock waves for viscous conservation laws, Comm. Pure Appl. Math. 50 (11) (1997) 1113-1182; K. Zumbrun, P. Howard, Pointwise semigroup methods and stability of viscous shock waves, Indiana Univ. Math. J. 47 (4) (1998) 741-871; K. Zumbrun, Refined wave-tracking and nonlinear stability of viscous Lax shocks, Methods Appl. Anal. 7 (2000) 747-768; M.-R. Raoofi, L¹-asymptotic behavior of perturbed viscous shock profiles, thesis, Indiana Univ., 2004; C. Mascia, K. Zumbrun, Pointwise Green's function bounds and stability of relaxation shocks, Indiana Univ. Math. J. 51 (4) (2002) 773-904; C. Mascia, K. Zumbrun, Stability of small-amplitude shock profiles of symmetric hyperbolic-parabolic systems, Comm. Pure Appl. Math. 57 (7) (2004) 841-876; C. Mascia, K. Zumbrun, Pointwise Green's function bounds for shock profiles with degenerate viscosity, Arch. Ration. Mech. Anal. 169 (3) (2003) 177-263; C. Mascia, K. Zumbrun, Stability of large-amplitude shock profiles of hyperbolic-parabolic systems, Arch. Ration. Mech. Anal. 172 (1) (2004) 93-131; C. Mascia, K. Zumbrun, Stability of large-amplitude shock profiles of general relaxation systems, SIAM J. Math. Anal., in press], and for special “weakly coupled” (respectively scalar diffusive-dispersive) undercompressive profiles in [T.P. Liu, K. Zumbrun, Nonlinear stability of an undercompressive shock for complex Burgers equation, Comm. Math. Phys. 168 (1) (1995) 163-186; T.P. Liu, K. Zumbrun, On nonlinear stability of general undercompressive viscous shock waves, Comm. Math. Phys. 174 (2) (1995) 319-345] (respectively [P. Howard, K. Zumbrun, Pointwise estimates for dispersive-diffusive shock waves, Arch. Ration. Mech. Anal. 155 (2000) 85-169]). In particular, together with spectral results of [K. Zumbrun, Dynamical stability of phase transitions in the p-system with viscosity-capillarity, SIAM J. Appl. Math. 60 (2000) 1913-1924], our results yield nonlinear stability of large-amplitude undercompressive phase-transitional profiles near equilibrium of Slemrod's model [M. Slemrod, Admissibility criteria for propagating phase boundaries in a van der Waals fluid, Arch. Ration. Mech. Anal. 81 (4) (1983) 301-315] for van der Waal gas dynamics or elasticity with viscosity-capillarity.     

Diffusive-Dispersive Traveling Waves and Kinetic Relations: Part I: Nonconvex Hyperbolic Conservation Laws

Motivated by the theory of phase transition dynamics, we consider one-dimensional, nonlinear hyperbolic conservation laws with nonconvex flux-function containing vanishing nonlinear diffusive-dispersive terms. Searching for traveling wave solutions, we establish general results of existence, uniqueness, monotonicity, and asymptotic behavior. In particular, we investigate the properties of the traveling waves in the limits of dominant diffusion, dominant dispersion, and asymptotically small or large shock strength. As the diffusion and dispersion parameters tend to 0, the traveling waves converge to shock wave solutions of the conservation law, which either satisfy the classical Oleinik entropy criterion or are nonclassical undercompressive shocks violating it.     

Linear Stability of Viscous Roll Waves

The purpose of this paper is to study the linear stability of “viscous” roll waves. These are periodic continuous traveling waves solutions of viscous perturbations of inhomogeneous hyperbolic systems. We first study the scalar case for the Burgers equation and for an inhomogeneous hyperbolic equation. Then we analyze the stability of roll waves, solutions of the shallow water equations with a real viscosity. In both cases, we first analyze the Evans function and compute an asymptotic expansion in the low frequency regime. Under a strong spectral stability condition, we prove the linear stability of viscous roll waves, solutions of the Saint Venant equations, with pointwise estimates on the Green functions.     

Stability of viscous shock waves associated with a system of nonstrictly hyperbolic conservations laws

We introduce a simple model of two conservation laws which is strictly hyperbolic except for a degenerate parabolic line in the state space. Besides classical shock waves, it also exhibits overcompressive, marginal overcompressive, and marginal undercompressive shock waves. Our purpose is to study the behavior of the corresponding viscous waves, in particular the manner in which these waves are stable. There are several basic differences between classical shock waves and other types of shock waves. A perturbation of an overcompressive shock wave gives rise to a new wave. Monotone marginal overcompressive waves behave distinctly from the nonmonotone ones. Analytical techniques used in our study include characteristic-energy and weighted-energy methods, and nonlinear superposition through time-invariants. Although we carry out our analysis for a simple model, the general phenomena would hold for overcompressive waves which occur in other physical models.     

Numerical testing of the stability of viscous shock waves

A new theoretical Evans function condition is used as the basis of a numerical test of viscous shock wave stability. Accuracy of the method is demonstrated through comparison against exact solutions, a convergence study, and evaluation of approximate error equations. Robustness is demonstrated by applying the method to waves for which no current analytic results apply (highly nonlinear waves from the cubic model and strong shocks from gas dynamics). An interesting aspect of the analysis is the need to incorporate features from the analytic Evans function theory for purposes of numerical stability. For example, we find it necessary, for numerical accuracy, to solve ODEs on the space of wedge products.

     

Well-posedness of a modified initial-boundary value problem on stability of shock waves in a viscous gas. Part I

The shock wave in a viscous gas which is treated as a strong discontinuity is unstable against small perturbations [A.M. Blokhin, On stability of shock waves in a compressible viscous gas, Matematiche LVII (I) (2002) 3-19]. We suggest such additional boundary conditions that a modified (with account to these conditions) linear initial-boundary value problem on stability of the shock wave does not admit Hadamard-type ill-posedness examples.     

Singular limits for a parabolic–elliptic regularization of scalar conservation laws

We consider scalar hyperbolic conservation laws with a nonconvex flux, in one space dimension. Then, weak solutions of the associated initial value problems can contain undercompressive shock waves. We regularize the hyperbolic equation by a parabolic–elliptic system that produces undercompressive waves in the hyperbolic limit regime. Moreover we show that in another limit regime, called capillarity limit, we recover solutions of a diffusive–dispersive regularization, which is the standard regularization used to approximate undercompressive waves. In fact the new parabolic–elliptic system can be understood as a low-order approximation of the third-order diffusive–dispersive regularization, thus sharing some similarities with the relaxation approximations. A study of the traveling waves for the parabolic–elliptic system completes the paper.     

Numerical computation of viscous profiles for hyperbolic conservation laws

Viscous profiles of shock waves in systems of conservation laws can be viewed as heteroclinic orbits in associated systems of ordinary differential equations (ODE). In the case of overcompressive shock waves, these orbits occur in multi-parameter families. We propose a numerical method to compute families of heteroclinic orbits in general systems of ODE. The key point is a special parameterization of the heteroclinic manifold which can be understood as a generalized phase condition; in the case of shock profiles, this phase condition has a natural interpretation regarding their stability. We prove that our method converges and present numerical results for several systems of conservation laws. These examples include traveling waves for the Navier-Stokes equations for compressible viscous, heat-conductive fluids and for the magnetohydrodynamics equations for viscous, heat-conductive, electrically resistive fluids that correspond to shock wave solutions of the associated ideal models, i.e., the Euler, resp. Lundquist, equations.

     

Undercompressive shock waves in Hall‐magnetohydrodynamics

We study the propagation of nonlinear waves in a Hall‐magnetohydrodynamic model. An asymptotic method is used to derive the Gardner‐Burgers equation for fast magnetosonic waves; here, the flux function is nonconvex with both quadratic and cubic nonlinearities, and the evolution equation involves both second‐ and third‐order derivatives representing diffusion and dispersion terms, respectively. Effects of Hall parameter are discussed on the evolution of waves and their interaction by solving a pair of Riemann problems both analytically and numerically. It is shown that the Hall parameter is responsible for shock splitting—a phenomenon that is completely absent in ideal magnetohydrodynamic; indeed, the Hall parameter plays a significant role in deciding about the structure of the solution that involves undercompressive shocks and their interaction with refracted waves and the Lax shocks. It is found that increasing Hall parameter means increasing dispersion that triggers the physical mechanism causing speed and strength of an undercompressive shock to increase and the wave‐fan width to decrease; numerical solutions substantiate these features predicted by the analytical solution.     

Derivatives of the Evans function and (modified) Fredholm determinants for first order systems

The Evans function is a Wronskian type determinant used to detect point spectrum of differential operators obtained by linearizing PDEs about special solutions such as traveling waves, etc. This work is a sequel to the paper “Derivatives of (modified) Fredholm determinants and stability of standing and traveling waves”, published by F. Gesztesy, K. Zumbrun and the second author in J. Math. Pures Appl. 90 , 160–200 (2008), where the Evans and Jost functions for the Schrödinger equations have been considered. In the current work, we study the Evans function for the general case of linear ODE systems, and choose it to agree with the modified Fredholm determinant of the respective Birman‐Schwinger type integral operator. The Evans function is thus the determinant of the matrix composed of the so‐called generalized Jost solutions. These are the solutions of the homogeneous perturbed differential equation which are asymptotic to some reference solutions of the unperturbed equation. One of the main results of the current paper is a formula for the derivative of the Evans function for the first order systems. Its proof uses a matrix composed of the newly introduced modified Jost solutions. These are the solutions of an inhomogeneous perturbed differential equation with the inhomogeneous term constructed by means of the above‐mentioned generalized Jost solutions.     

The Transverse Instability of Periodic Waves in Zakharov–Kuznetsov Type Equations

In this paper, we investigate the instability of one‐dimensionally stable periodic traveling wave solutions of the generalized Korteweg‐de Vries equation to long wavelength transverse perturbations in the generalized Zakharov–Kuznetsov equation in two space dimensions. By deriving appropriate asymptotic expansions of the periodic Evans function, we derive an index which yields sufficient conditions for transverse instabilities to occur. This index is geometric in nature, and applies to any periodic traveling wave profile under some minor smoothness assumptions on the nonlinearity. We also describe the analogous theory for periodic traveling waves of the generalized Benjamin–Bona–Mahony equation to long wavelength transverse perturbations in the gBBM–Zakharov–Kuznetsov equation.     

Nonuniqueness of solutions of Riemann problems

We investigate a general mechanism, utilizing nonclassical shock waves, for nonuniqueness of solutions of Riemann initial-value problems for systems of two conservation laws. This nonuniqueness occurs whenever there exists a pair of viscous shock waves forming a 2-cycle, i.e., two statesU ₁ andU ₂ such that a traveling wave leads fromU ₁ toU ₂ and another leads fromU ₂ toU ₁. We prove that a 2-cycle gives rise to an open region of Riemann data for which there exist multiple solutions of the Riemann problem, and we determine all solutions within a certain class. We also present results from numerical experiments that illustrate how these solutions arise in the time-asymptotic limit of solutions of the conservation laws, as augmented by viscosity terms.     

Existence of traveling waves associated with Lax shocks which violate Oleinik’s entropy criterion

This paper answers to the question whether a shock wave in conservation laws satisfying the Lax shock inequalities but not Oleinik’s entropy criterion is admissible under the vanishing viscosity-capillarity effects. Such a shock appears in van der Waals fluids when a secant line meets the graph of the flux function at four distinct points, and the shock jumps between the two farthest points. The existence of the corresponding traveling waves would justify the admissibility of the shock. For this purpose, we will first show that the corresponding traveling waves satisfy a system of differential equations with two saddle points and two asymptotically stable points. Second, we estimate the domains of attraction of the asymptotically stable equilibrium points, relying on Lyapunov’s stability theory. Third, we investigate the circumstances when an unstable trajectory leaving the saddle point corresponding to the left-hand state of the shock will ever enter the domain of attraction of each of the two asymptotically stable equilibrium points. Finally, we establish the existence of traveling waves associated with a Lax shock but violating the Oleinik’s entropy criterion.     

Evans Function for Lax Operators with Algebraically Decaying Potentials

We study the instability of algebraic solitons for integrable nonlinear equations in one spatial dimension that include modified KdV, focusing NLS, derivative NLS, and massive Thirring equations. We develop the analysis of the Evans function that defines eigenvalues in the corresponding Lax operators with algebraically decaying potentials. The standard Evans function generically has singularities in the essential spectrum, which may include embedded eigenvalues with algebraically decaying eigenfunctions. We construct a renormalized Evans function and study bifurcations of embedded eigenvalues, when an algebraically decaying potential is perturbed by a generic potential with a faster decay at infinity. We show that the bifurcation problem for embedded eigenvalues can be reduced to cubic or quadratic equations, depending on whether the algebraic potential decays to zero or approaches a nonzero constant. Roots of the bifurcation equations define eigenvalues which correspond to nonlinear waves that are formed from unstable algebraic solitons. Our results provide precise information on the transformation of unstable algebraic solitons in the time-evolution problem associated with the integrable nonlinear equation. Algebraic solitons of the modified KdV equation are shown to transform to either travelling solitons or time-periodic breathers, depending on the sign of the perturbation. Algebraic solitons of the derivative NLS and massive Thirring equations are shown to transform to travelling and rotating solitons for either sign of the perturbation. Finally, algebraic homoclinic orbits of the focusing NLS equation are destroyed by the perturbation and evolve into time-periodic space-decaying solutions.     

一类非凸粘性平衡律方程的粘性激波解的存在性与稳定性

本文首先利用几何奇异摄动方法，证明了粘性系数充分小时一类非凸粘性平衡律方程的粘性冲击波的存在性，推广了原来在非线性项严格凸的条件下得到的结果．进而，利用谱分析和上下解方法，证明了对固定的小的粘性系数此类波是全局渐近指数稳定的，推广了反应扩散方程中经典的全局稳定性结果．