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1. Introduction
We consider the quasilinear system of equations
Here - 00 < x < + co,t 2 0, and u and f are vector-valued functions. The
function
(1.2) u ( x , t ) = const.
* This work was supported in part by the National Science Foundation under Grant NSF-GP
2600, and in part by the ,4ir Force Office of Scientific Research grant AF-OSR-684-64.
Reproduction in whole or in part is permitted for any purpose of the United States Government.
697
698 JAMES GLIMM
xo - h, to and xo + h, t o . We take
(1.3) vt + A(v)v, = 0 .
Let N be the order of the system. In saying that (1.1) or (1.3) is hyperbolic we
mean that, for each value of v, the matrix A(u) has N real and distinct eigenvalues
A, = L l ( V ) < 12 < * a ' <
Let r j = rj(v) and lj = l,(v) be the right and left eigenvectors of A for the eigen-
value A j . Following Lax [3], we assume that the system (1.1) or (1.3) is strictly
nonlinear in the sense that
T i VL, # 0. -
We say that a local coordinate system w l , - * , w N defined in an open set in RN
consists of Riemann invariants if
ri Vwj = 0 , i#j.
In general such a coordinate system will not exist; but, if N = 2, then it will
necessarily exist. We say (1,l) is smooth iff is smooth.
NONLINEAR HYPERBOLIC SYSTEMS OF EQUATIONS 699
THEOREM 1.1, Let the equation (1+ 1) be hyperbolic, strictly nonlinear and smooth in a
neighborhood of v. There is a K < OC) and a 6 > 0 with thefollowing properg.
If the initial data v(x, 0 ) are given so that dl 6, then there is a weak solution v(x, t )
of (1.1) dejined for all x and all t 2 0 with initial data v(x, 0 ) such that
(1.4) IIV - vllm s K Il4.,0) - vll, Y
(1.6) /mmlu(x, tl) - u(x, t2)1 dx 5 K Itl - t,l (total variation v(-, 0)) .
- -
If there is a coordinate system w1 , * , wN deJined in a neighborhood of v which consists of
Riemann invariants (for example, ;f N = 2), and ifthe initial data v(x, 0 ) are given so that
do 5 S, then there is a weak solution v(x, t ) of (1.1) dejned for all x and all t 2 0 with
initial data u ( x , 0 ) such that (1.4) and (1.5) hold.
That v is a weak solution with initial data v(x, 0) means that v is a bounded
c
measurable function and that
for all smooth functions 6 which are identically zero outside some bounded set.
The remaining sections of this paper are devoted to the proof of this theorem.
By simple examples it can be shown that the weak solutions of (1.1) are not
unique in general. This is due to the existence of extraneous solutions of (1.1)
which are not stable (with respect to small perturbations of initial data) and which
contain unnecessary discontinuities not of shock type. We conjecture that our
solution u of Theorem 1.1 is not of the extraneous type, [4], [5]. For general
background and for the more fully developed theory of a single equation we refer
the reader to [3], [4], [6] and to the references quoted there. The author is
grateful to P. Lax for several stimulating discussions.
This problem is called a Riemann problem and its solution u exists by Theorem
9.1 of [3]. Furthermore, u takes on constant values uo = uz , * * * ,u j , * ,vN = -
u7 in sectors * * , X i = { x , t : t i t < x <
Eit>, * * * . The sectors Xi-l , Xj are
consecutive. Also by [3] we have two possibilities for u in the sector between
Xj-l and Xj :
(aj) XiPl and clj have a common boundary x = f j t , also 3ij(u(tEj - 0, t ) ) >
t j > Aj(4tEj +0, t ) ) ,
(bi) between CjP1 and X I , A j ( v ( t t , 6)) = [ and all j-Riemann invariants
are constant.
I n both cases u is a function of x l t . I n case (bJ, u is continuous on and between
and X I ; in case (aj) there is a jump discontinuity. This jump discontinuity
is called a j-shock wave. The configuration (bj) is called a j-rarefaction wave,
while aj-wave refers to either. The u j are called intermediate states. They are
near v and are C2 functions of v1 and uT , see [3], p. 563. Third derivatives are
piecewise continuous (with a jump at the transitions from (ak) to (bk)).We call u
the resolution of the discontinuity v l , u, into j-waves, 1 j 2 N. We choose s
functions wi defined near v such that
(2.1) R 1. w3. = r j * V w I = 1,
and we let the quantity
El = Wj(Uj) - wi(uj-l)
denote the magnitude of thej-wave in u. I n the case (bj) of rarefaction waves the
range of u restricted to the sector between Xi-1 and X, lies on a n integral curve of
R j , and c j represents the change of parameter along this curve. Along the curve,
Ai(u) increases. Since sign RjAj = sign R j w j , wj(u) increases and c j 2 0. I n
case (aj), let u: be the point on the integral curve of Rithrough uj-l with
Wj(U?) = Wj(Vj) .
+
Then u; = u p O(E;); see [3], p. 563. We suppose uz and u, are close to each
other. Then E~ is small, and
sign [Aj(vj) - Aj(vj-l)] = sign [Aj(u!) - Aj(vj-l)] = sign c j .
Since 3Lj(uj) - A,(vjPl) < 0, we have ci < 0 also. Hold uip1 fixed and consider
u j as a function of E ~ The
. tangent dvj/daj to this curve is
rj(uj) if ci 20,
ri(uj) + O(E;) if cj <0 ,
(see [3]), and the derivative of the tangent is
-
R j ( r i ( v j ) )= ( r j V ) r j if E~ 2 0,
Ri(Tj(Uj)) +O ( 4 if cj <0.
NONLINEAR HYPERBOLIC SYSTEMS OF EQUATIONS 70 1
1 if h = i,
dh, =
0 ifh # i.
702 JAMES GLIMM
2 ( E g - Yi -
i
Si)Ri = 2 7ishLRi
h<i
2 Rhl + o([lrl + lS1l3) '
We say that an i-wave from u' and a j-wave from u" are approaching if
i>j
or if
i=j and yi < O or di < O .
Let
D(Y, 4 = Z: IYiI 1691 Y
where the sum is over all pairs i a n d j for which the i-wave from u' and thej-wave
from U" are approaching. The principal result of this section is the following
refinement of (2.6) and (2.7).
2.1.
THEOREM We have
(2.8) Ei = yi + di + a y , 6)0(1)
as IyI+ 161 -+0 and ;f ( 2 . 7 ) holds we have
(2.9) ~i = + + D ( Y >6)O(lyl + 161)
~i di a
Proof: First we observe that the theorem is true in the case D = 0. In fact
by the results of [ 3 ] , the waves in u' and U" can be fitted together exactly to produce
a solution of the desired type, which by uniqueness must be v. Next we prove
the theorem with D replaced by ( y ( (61 . Fix i, y , and 6 and let
F ( C , 7) = E i ( O Y , 7 8 ) - CYi - ~ 6 ~ .
Then F(0, T) = 0 = F( G, 0 ) ,F is C2and is C3where G # 0 # T, and the bounds on
F and its derivatives are uniform in y and 6, IyI 161 0. We have F,(a, 0) = 0, + --f
NONLINEAR HYPERBOLIC SYSTEMS OF EQUATIONS 703
(2.13)
Ei(,u, +, f l m ) = pi + +i
= yi + di + D ( y , 6)0(1) .
If (2.7) holds, we obtain
(2.14) d , u , +, flm) = yi + + W y , 4 0 ( l y l + 14) -
di
if (2.7) holds.
This combined with (2.12)-(2.14) completes the proof.
We suppose without loss of generality that the coordinates wi have the property
We take
and
Wj(V,) - Wj(VZ> = Ej + IEl O(lV,l + 1q.l) .
NONLINEAR HYPERBOLIC SYSTEMS OF EQUATIONS 705
each factor is a horizontal line segment in the plane. Give each factor the measure
1/2r times Lebesgue measure and give A the product measure, denoted by du.
We choose a point a = {a,,,} E A . This is our random choice and the points
are our mesh points.
Suppose that our difference approximation u = u(x, t ) has been defined for
x , t = um-l,n-l and x , t = am+l,n--l and that these values of u lie in U, . Let u
be the solution of equation (1. I ) , with range u E U3 and with initial values
i m ( J k 2 IMI ;
here the summation is over allj-waves cc crossing J , j # i, which i f j > i (respec-
tivelyj < i) lie to the left (respectively right) of u , , , , ~on J . In other words, the
sum is over j-waves, j # i, which approach a (nonexistent) i-wave a t . Let
+ KoQ(J)
Fl(J) = L(J) 9
THEOREM
4.1. (A) There are positive constants 6, and K3 such that ;f
(4.1) IlU(*, 0 ) - 4 , s 6, ,
(4.2) total var. u ( - , 0 ) s 6,,
then the diference solution u can be dejined f o r all x and all t 2 0. Furthermore,
(4.3) Ilu(-, .) - 4 l c o s K3 Ilu(*, 0) - 4 l m >
(4.4) total var. u ( * , t ) K3 total var. u ( * , 0 ) ,
(4.5) / l u ( x , t,) - u ( x , t2)I dx 2 K3(lt2 - t,l + 4s) total var. u ( . , 0 ) .
(B) Suppose the w j are Riernann invariants. Then (4.2) may be replaced by
(4.6) (IEc(*, 0 ) - C((, total var. u(-,0 ) 6,. s
Proof I t is sufficient to prove the theorem using the linear structure of the
coordinates wi , I n this case 5 is the origin and
114-> -1 - 511, - 114.3 -1 IICO = SUPizt Iwa(u(x, 011 .
We choose neighborhoods U, and U, of 77, U, 3 U, 3 U, , so that if the v' and U"
of Section 2 have their range in U, , then the bounds of Section 2 hold with a
constant Kl , K , 2 1, and also
We further require that if uL and v, are in U, , then all intermediate states lie in
U, . We suppose U, contains a sphere with center 5. Let 6, be its radius. Let
6, = min (2-12N-2K-1 1 ,2-361}.
We choose later our 6, in (0, d2). Assume (4.1) and (4.2) or (4.6) with 6, replaced
by 6,. Let
= 4NK1, 60 = 26K1 I\U(', o)(I, .
We can define u up to the I curve 0 and, for x , t between the curve 0 and the line
t = 0, we have
IU(X, 91 5 2 Ilu(*, 0) Ilm .
With the help of (4.7) and (4.8) we get
L ( 0 ) 2 N total var. u ( * , 0) ,
+
F,(O) 5 L ( 0 ) K,L(0)2 5 2 L ( O )
-
5 4N total var. u(*,0) ,
6,L,,(O) + 6,K,Q(O) d04N total var. u ( * , 0)
= 2sNK, total var. u(*,0) l\u(., 0)
s llu(., 0) Ilm 9
FdO) s 3 0)IIm -
llU(*,
708 JAMES GLIMM
F2(J1) f 3 8 , .
This is true if we take J1 to be the curve 0. Let J2 be a n I curve which is a n
immediate successor to J 1 . Thus J2 and J1 pass through the same mesh points
except two. In fact for some (m,n) E Y we have
am.n EJ I N J2
-
9
am,n+2 E J2 J1
where the sum is over the approaching ys and 6s. This agrees with the termi-
nology of Section 2, and by (2.8) we have
(4.9)
L(J2) 5 L(J1) + NKlD.
Let u be a k-wave which crosses J1 n J , and approaches eg . If k # j or if u is a
shock wave, then tl approaches y j and dj and we use the estimate (4.9). If 01 is a
j-rarefaction wave, then c j is a shock wave and cc approaches y i and S, if they are
shocks. Let ly;l = lyjl if y j is a shock wave, let it be zero otherwise; we define
(ST(similarly. By (2.8) we have in this case
lEll 5 lvil + lS,l + KID >
and
2 lEkl 5 2 ( I r k ! + Idkl) + NKID >
where the summation is over all .sk crossing J , between c and n+l . For such a
k, E, is not approaching an i-wave at urn,n+a and so Iek[ does not occur in L,,(J,).
However yk and 6, are approaching a (nonexistent) i-wave at um+a,n+l and so
the terms lykl + Idk]occur in Lirn+,,(J1).By (4.9) we have
Lim(J2) S Lim+u(JJ + NKlD - 2 (Irk1 + IN) >
where the range of summation is as before. I t follows that
Lirn(J2) + KoQ(Jz) 2 Lim+n(Jl)+ KoQ(J1) - 2 (Irk1 IdA) - 2 - 1 K ~ D-
710 JAMES GLIMM
This shows that u can be defined by induction for all x and all t 2 0 and that (4.3)
and (4.4) are satisfied.
If the w j are Riemann invariants, we change our definition of KOand 6, . Let
and we obtain
~ . - . . - . -
NONLINEAR HYPERBOLIC SYSTEMS OF EQUATIONS 71 1
I t follows that, if (4.6) holds, p can be defined for all x and t 2 0 when the wi are
Riemann invariants, and in this case (4.3) and (4.4) are satisfied.
We prove (4.5). Choose 6, < Y4N-l 6, and so that the estimates (4.3) and
(4.4) remain valid uniformly in v if the v of Theorem 4.1 is allowed to vary in a
disk of radius 2,N 6, . This is possible because Kl and U, can be chosen uniformly
in G as 7 varies in a small neighborhood. We assume (4.1) and (4.2) or (4.6)
without replacing 6, by 6, now. We suppose without loss of generality that
t, > t , . Let
to = sup { t : t 5 t, , t = m>,
S = [(t, - to)/s] + 1.
Then SS 5 t, - t, + 2s. For any x , u(x, t i ) is determined entirely by the Cauchy
data
U(Y>to) )
y E [x - Sr, x + Sr] .
This Cauchy data satisfy (4.1) and (4.2) or (4.6) with 6, replaced by 6, and 5
replaced by u ( x , to). By the part of the theorem already proved, we get
Iu(x, t,) - u ( x , t,)I 5 K, sup {lu(y, to) - u ( x , t0)I: x - Sr 5 y 5 x + Sr)
for some constant K , . Hence
J u ( x ,t,) - u(x, tl)l 5 K, I
total var. (u(*,to) [ x - Sr, x + Sr]) ,
1
where u B is the restriction of u to the set B. Thus the integral of Iu(x, t,) -
u ( x , tl)I over x in one mesh interval [mr, m +
2 r ] in the line t = to is bounded by
I
2rK, total var. ( u ( - , to) [(m- S)r, (m + 2 + S ) r ] ).
It follows that
m
[
J-m
lu(x, t,) - u ( x , t,)l dx 5 2rK2(2S + 2) total var. u ( * , to)
+
- 8N(r/s)K2(2S 2)s total var. u ( - , 0)
I
2 &(It2 - t,] + 4s) total var. u ( * , 0) .
This completes the proof of Theorem 4.1.
712 JAMES GLIMM
(5.1) b ( r , a, 2
4) = n=1 + ( x , n s)(u (x,ns) - u ( x , ns - 0 ) ) dx .
a
LEMMA
EA -5.1. There is a null set N c A and a sequence ri --f 0 such that for any
N a n d any test function 4, we have b(r, , a, 4) -+ 0.
Proof: Let b ( r , a, p, n ) denote a summand in (5.1). We regard this summand
as a function of a (i.e., a random variable). We assert that, for any continuous p,
We consider from now on only r of the form r = 2-k. I n this case our piecewise
linear as has the required form for all smaller z also, and we assert further that
- r Ijp/lm(total variation
5 u(*,m - 0))
and from (4.4).The orthogonality in (5.3) is with respect to &(A). To prove this
suppose nl < n2 and let 2,dd be the measure space product with a factor corre-
sponding to m2,n2 omitted. Let
u ( x , n) = u ( x , ns) - u ( x , ns - 0) .
The inner product of b(r, p, ril) and b(r, *, q ~ n2)
1, , is a sum of terms of the form
c =C V ( X nls) 4%
nl) dx
By our definitions,
=jja(amBnz, ns - 0) - u ( x , ns - 0 ) dx durnln2
=0 ,
Since p has compact support, there are O(r-l) nonzero terms in this sum. Thus
(5.6) follows from (5.2). I n the same manner we obtain
(5.7) llb(r, -,V)II 5 const. llpllm .
For each piecewise linear # there is a sequence r, -+ 0 such that b ( r , , -+ 0 a.e. a, 4)
By the diagonal process we can achieve this for a sequence dl, # 2 , * * of the
4. We choose the sequence to be dense; let N be the null subset of A such that
b(ri,-,+J-+O on ANN as i+ to, k = 1,2,.--.
We apply (5.2) with q5 replaced by # - #k and conclude that b ( r , , *, (5) 0 --f
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