[Math] Solution of Burgers’ equation

characteristicscontinuityhyperbolic-equationsnumerical methodspartial differential equations

Can you help me to solve this problem and explain the method used?

$u\equiv u(x,t)$ with $x\in\mathbb{R}$

$$ u_t+\left( \frac{1}{2}u^2\right)_x=0 $$
with initial data

$$u_0(x)=u(x,0)=
\begin{cases}
1-x^2, &\text{for } x\in [-1,1] \\\\
0, &\text{else}
\end{cases}
$$

I tried to find $u$ using $u=u_0(x-ut)$ but I don't get the solution. In particular with the boundary conditions.

Thanks for your help.

EDIT:
Solving with the characteristics method I find this solution
$$u(x,t)=1-\left( \frac{1\pm \sqrt{(1-4\chi t (x-\chi t)}}{2\chi t} \right)^2$$
where $\chi\equiv\chi_{[-1,1](x)}$
Solving with Upwind scheme for Burgers's equation the solution does not agree with the numerical one.

enter image description here

Best Answer

I will be using method of characteristics (which is described in Wikipedia article for Burger's euqation in detail).

Writing down the equation:

$$\frac{\partial u}{\partial t}+u\frac{\partial u}{\partial x}=0$$

This has the form of a full time derivative for some function:

$$\frac{du}{dt}=\frac{\partial u}{\partial t}+\frac{\partial u}{\partial x} \frac{dx}{dt}$$

Which gives us the following system of ODEs:

$$\frac{du}{dt}=0 \\ \frac{dx}{dt}=u$$

The solutions have the form:

$$u=u_0 \\ x=x_0+u_0 t$$

This seems surprising, but actually this means that for any $x$:

$$u \left(x+u(x,0)t,t \right)=u(x,0) \tag{1}$$

Now we want to get an explicit solution using our initial conditions.

  • First, consider the simple case $|x|>1$, which means $u(x,0)=0$:

$$u(x,t)=u(x,0)=0 \tag{2}$$

  • Now, the case $|x| \leq 1$, which means $u(x,0)=1-x^2$:

Let's make a substitution:

$$x+(1-x^2)t=y$$

We need to find $x(y,t)$ now to substitute on the right hand side of $(1)$:

$$t x^2-x+y-t=0$$

$$x=\frac{1}{2t} (1 \pm \sqrt{1+4t(t-y)})$$

Which makes our solution in this range to be:

$$u(y,t)=1-\frac{1}{4t^2} (1 \pm \sqrt{1+4t(t-y)})^2$$

Or, simply renaming the variable again, we have:

$$u(x,t)=1-\frac{1}{4t^2} (1 \pm \sqrt{1+4t(t-x)})^2 \tag{3}$$

You can directly check (by taking the derivatives) that the original equation is satisfied by this function.

If we want the limit at $t \to 0$ to exist, we need to choose the "$-$" sign in (3).


One thing we need to account for is the range $|x| \leq 1$ which separates the first solution from the second one. Not sure if we just can set the same condition on $y$ or not.

Let's consider the condition on $x$:

$$\left| \frac{1}{2t} (1 - \sqrt{1+4t(t-y)}) \right| \leq 1$$

Assume $t>0$:

$$\left| 1 - \sqrt{1+4t(t-y)} \right| \leq 2t$$

The solution is quite interesting:

$$-1 \leq y \leq 1, \qquad t \leq \frac12$$

$$-1 \leq y \leq \frac{4t^2+1}{4t}, \qquad t > \frac12$$

The latter case contradicts the initial condition on $x$ which we used to get our first, zero solution.

When plotting the solution in Mathematica for different times we see a 'crashing wave', which initially, doesn't go beyond $x=1$.

enter image description here

enter image description here

However, for larger times, it does go beyond the initial boundary:

enter image description here