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Error Bounds for the Large Time Step Glimm1 S

heme
Applied to S alar Conservation Laws
Jinyang Huang2
Jinghua Wang3
Gerald Warne ke4
De ember 30, 2000
Abstra t

In this paper we derive an L1 error bound for the large time step, i.e. large Courant
number, version of the Glimm s heme when used for the approximation of solutions to a
genuinely nonlinear, i.e. onvex, s alar onservation law for a generi lass of pie ewise onstant data. We show that the error is bounded by O(x1=2 log x ) for Courant numbers
up to 1. The order of the error is the same as that given by Ho and Smoller [5 in 1985
for the Glimm s heme under the restri tion of Courant numbers up to 1=2.
j

1. Introdu tion

The large time step (LTS) Glimm s heme was introdu ed by LeVeque [9 in 1985. It is a
generalization of the Glimm s heme allowing larger time steps. The usual geometri CourantFriedri hs-Lewy (CFL) stability restri tion is satis ed by an automati in rease of the spatial
sten il when interpreting these expli it s hemes as di eren e s hemes. Numeri al experiments
illustrate that these s hemes an give better numeri al results than the Glimm s heme for
al ulating dis ontinuous solutions. By involving fewer proje tions, the proje tion error is
redu ed when taking larger time steps. For details, refer to Se tion 2.
In this paper we derive bounds for the error in the LTS Glimm di eren e approximation
to the solution of a single onservation law
vt + f (v)x = 0 for 1 < x < +1; t > 0
(1)
with initial ondition
v(x; 0) = v0 (x) for 1 < x < +1
(2)
where v0(x) is a fun tion of bounded variation and f is a C 2 fun tion satisfying f 00 > 0 on
the losed onvex hull of the range of the data v0 . By v we denote the unique exa t weak
solution of bounded variation satisfying, as usual, an additional entropy ondition. We let u be
the approximate solution of (1) generated from the LTS Glimm s heme, x the spatial mesh
length and t the time step. The approximations onsidered in this paper are based upon
an equidistributed sequen e fng, as will be explained below. For the lassi al Glimm s heme
the following was proved by Ho and Smoller [5. Given any interval [a; b  R and any real
numbers ; t > 0 there exits a onstant C > 0, independently of the mesh parameters, su h
that the following error bound holds


ku(; t) v(; t)kL1 [a;b  C ku(; 0) v(; 0)kL1 [~a;~b + x1=6 j log xj
1 Supported in part by the Natural S ien e Foundation of

(DFG).

China and the Deuts he Fors hungsgemeins haft

2 Beijing University of Chemi al Te hnology, Beijing 100029, China


3 Institute of Systems S ien e, A ademia Sini a, Beijing 100080, China
4 Institut fur Analysis und Numerik, Universitat Magdeburg, PSF 4120, D-39016 Magdeburg, Germany

where a~ = a Lt ; ~b = b + Lt + , and L = supjvjkv0 k1 jf 0(v)j. In addition, they showed


that for a generi lass of pie ewise onstant data v0, the error bound an be improved to
O(x1=2 j log xj) when u(; 0) is suitably hosen, namely pie ewise onstant.
The equidistributed sequen e fngn2N , that we will use, is required to satisfy the following
ondition:
>0
 2 [0; 1
K; N

2N

There exists a onstant

su h that, given any

and natural numbers

, the estimate

# fn 2 [K + 1; K + N : n  g
N

N
 log
N

(3)

See Hua and Wang [6 or Kuipers and Niederreiter [7 for a des ription of su h sequen es.
In Se tion 2 we give a des ription of the LTS Glimm s heme. The Se tion 3 is then devoted
to the derivation of the error estimate for the s heme when it is applied to solve (1) and (2)
for a generi lass of pie ewise onstant initial data. We obtain the following theorem.

holds.

Theorem:
Let u denote the approximate solution of (1) for the initial data u0 generated
from the LTS Glimm s heme. A parti ular equidistributed sequen e fn g as des ribed above
is used for the approximation. We assume that the Courant number C satis es the restri tion
C  1, see Se tion 2 for the de nition of the Courant number. Further, take v to be the exa t
admissible weak solution for the initial data v0 . We additionally assume that
(a) the initial data v0 are pie ewise onstant,
(b) the exa t solution v ontains no intera tions of more than two waves at a time,
( ) the numeri al initial data are given by averaging over mesh ells [xi ; xi+1 [, i.e. u0 (x) =
1 R xi+1 v0 (x)dx for x 2 [xi ; xi+1 [; i 2 Z, see Se tion 2.
x xi
Then for any T; X;  > 0 there exists a onstant C > 0 independently of x and t su h
that for 0  t  T and x < 

ku(; t) v(; t)kL1 [

X;X

 C ku(; 0) v(; 0)kL1 [

eX
e
X;

+ x1=2 j log xj

(4)

e = X + Lt +  and L as de ned above. In addition, if the exa t weak solution v ontains


Here X
no intera tions of sho ks with rarefa tion waves, then we obtain the stronger estimate

ku(; t) v(; t)kL1 [

X;X  C ku(; 0) v (; 0)kL1 [

eX
e + xj log xj
X;

(5)
2

For systems of onservation laws, under the restri tion that the total variation of the initial
data is small, error bounds similar to the form (4) were given by Bressan and Marson [2.
The di ulty in obtaining the theorem omes from the fa t that, for the LTS s heme, the
neighboring waves in the approximate solution may intera t within a ell when the Courant
number C  1=2. This leads to problems in estimating the error, espe ially when a rarefa tion
wave intera ts with a sho k within a ell. In the latter ase new rarefa tion waves may be
generated in the neighboring ells. We deal su h di ulties in Se tion 3 when proving the above
theorem. The analysis presented in this paper is only a rst step towards the ultimate goal,
namely obtaining error estimates for mu h larger Courant numbers. Our result is analogous
to that given by Ho and Smoller [5 in 1985 for the lassi al Glimm s heme, i.e. C  12 . In
addition, we give a modi ed proof of their Theorem 5.1 in [5.
It would be of great interest to extend our estimates to arbitrarily large Courant numbers.
But, in order to get these error bounds we have to prove the entropy onsisten y of the LTS
Glimm s heme for arbitrary Courant numbers. This is unfortunately still a di ult and open
problem.
One would also like to have bounds for the LTS Gimm s heme in the ase of general
intial data. We see two ways to try to deal with this problem. One way ould be that we
2

approximate the initial data, say of bounded variation, by a pie ewise onstant fun tion. Take
it to be onstant on ea h ell by taking the avarage of these initial data on ea h ell. It may
be set equal to the limits of the initial data at plus and minus in nity for x larger than a
positive
number and less than a negative number respe tively. It is then easy to dedu e that
the L1 di eren e between the solution with the general initial data and the solution with the
approximate initial data is of order x. It would seem that we ould then apply the triangle
inequality to obtain the error bound for the LTS Glimm s heme for general initial data. But,
the problem is that we annot generally obtain a subdivision onsisting of Ri, whi h satisfy the
onditions given in the proof of the theorem at the end of the paper, even when the approximate
initial data have a xed number of dis ontinuities.
Another approa h ould be the use of the wave tra ing analysis of as Ho and Smoller
have done in the rst part of [5, or see Bressan and Marson [2. The wave tra ing analysis
works only for the original Glimm s heme be ause of the fa t that the approximate solution
onstru ted by the Glimm s heme is the exa t solution of the onservation law between the
time steps tn and tn+1. But, this fa t does not hold for the LTS Glimm s heme be ause of the
linearization of intera tions of waves.
We onsider the error bounds for the LTS Glimm s heme sin e the large time step method
is an approa h to in rease the e ien y of this numeri al method for onservation laws. To
our knowledge this paper is rst one to deal with the issue of error bounds for the LTS Glimm
s heme. To get the error bounds areful estimates and new analysis were required.
2. A des ription of the LTS s heme

The well known Glimm [3 and Godunov [4 s hemes are semianalyti al te hniques for
al ulating dis ontinuous solutions to the initial value problem for onservation laws (1) and
(2), see also Smoller [11. In their basi versions they take pie ewise onstant approximations
of the solution on ea h time level by proje tion. For the time evolution they then use exa t
weak solutions to Riemann problems, see below. They di er only in the manner the proje tion
at ea h time step is arried out.
The Courant number of a numeri al al ulation is de ned as C = max(jf 0(u)j)  t=x.
It relates the speed of numeri al information, given by the ratio of the spatial mesh size x
to the time step t, to the speed of the hara teristi s of the onservation law. In order to
make numeri al omputations more e ient, it is reasonable to try larger Courant numbers C ,
i.e. to use fewer time steps. But, if C  1=2, neighboring waves may intera t. It is di ult,
even impossible to deal with the intera tions exa tly. Based on the idea of linearizing the
intera tions of these nonlinear waves, LeVeque [8 in 1984 introdu ed a large time step version
of the Godunov s heme. He showed that it gives a onservative and onsistent di eren e s heme
for abitrarily large Courant numbers while being very onvenient to ompute at the same time.
He illustrated that one ould expe t improved numeri al a ura y with suitable larger Courant
numbers, usually between 1 and 3. This observation, that fewer proje tions due to larger time
steps lead to a higher a ura y, is also ba ked up by the error estimates of Lu ier [10. A parallel
large time step version of the Glimm s heme and similar results were subsequently given by
LeVeque [9, Brenier [1 and Wang [12,13. In addition, Wang [12 obtained the onsisten y of
the LTS Glimm s heme for systems of onservation laws in one spa e dimension for any hoi e
of time step and onvergen e of the s heme for the ase that C  1, if the total variation of
v0 is su iently small and ea h eigenvalue of the system does not hange its' sign. Using the
Roe approximate Riemann solver as building blo k, similar results were obtained by Brenier
[1. The entropy onsisten y of these s hemes was studied by Wang and Warne ke [14,15.
We give a more pre ise des ription of the LTS Glimm s heme. We dis retize R  [0; 1[ by
taking the spatial mesh length h = x and the time step  = t. We let xi = ih for i 2 Z
denote the mesh points of our spatial grid and tj = j for j 2 N 0 the time levels. Suppose that
the approximate solution uh(x; t) to the initial value problem (1) and (2) has been onstru ted
for t < tj for some given j 2 N 0 . In the LTS Glimm s heme, one obtains a pie ewise onstant
3

approximation at this time level by setting


uh (x; tj ) = uij = uh (xi + j h; tj 0) for x 2 [xi ; xi+1 [
where fj jj = 1; 2;   g is an equidistributed sequen e in 0,1. This means that the proje tion
to pie ewise onstant fun tions at ea h time level tj is a hieved by a
of the
solution obtained on the time interval [tj 1; tj .
Thereby, we have at ea h time level tj a pie ewise onstant step fun tion as approximate
solution. Now we must des ribe the time evolution on the interval [tj ; tj+1 for any j 2 N 0 . For
ea h i 2 Z, we solve lo ally the
for only two onstant states
ut + f (u)x = 0

ui 1;j
x < xi
ujt=tj =
ui;j
x > xi :
random evaluation

Riemann problem

For ea h i 2 Z we denote this solution by uij (x; t) for t > tj . Taking the linear superposition
of these solutions over i 2 Z we get
X
uh (x; t) := uh (x; tj ) + [uij (x; t) uij (x; tj )
i2Z

as approximate solution to the onservation law (1) on the spa e-time strip Sj = f(x; t)j 1 <
+1; tj  t < tj+1g. If the equation (1) were linear, this solution would be exa t for
arbitrarily large times.

x<

   appr: sol:
   appr: sol:
6
6
| exa t sol:
| exa t sol:
1
1

 t = 1
 t = 1




t = 0 ! 
t
=
0
!









 t = 6






















t
=
6





 
 
- x 
-x

  

 

(a) C = 0:45; x = 0:02


u

(b) C = 1:5; x = 0:02


u

   appr: sol:
   appr: sol:
6
6
| exa t sol:
| exa t sol:
1
1


 t = 1
 t = 1


t = 0 ! 
t
=
0
!

 
 








t=6
t=6
 
- x  


 
 -x

( ) C = 2:8; x = 0:02
(d) C = 8:0; x = 0:02
Figure 1. Comparison between the approximate solution and exa t solution
4

To initialize the s heme at time t = 0, i.e. for j = 0, one takes the usual L2 proje tion of
the initial data onto pie ewise onstant fun tions given by integral averages over the mesh ells
[xi; xi+1 [
Z xi+1
1
u0 (x)dx for x 2 [xi ; xi+1 [; i 2 Z:
uh (x; 0) = ui0 =
h xi
When C  1=2, the LTS Glimm s heme redu es to the lassi al Glimm s heme. Therefore, it
is a proper generalization of this s heme.
The following is an example to illustrate the robustness of the LTS Glimm s heme. Under
di erent Courant numbers, the approximate solutions al ulated using the above s heme for
the well known Burgers equation
1
ut + ( u2 )x = 0 for 1 < x < +1; t > 0
2
with initial ondition

jx 2j  1
ujt=0 = 01 jx 2j
jx 2j > 1
are ompared with the exa t solution in Figure 1.
3. Error estimate

To prove our main theorem stated above, we will rst need a few te hni al lemmas. Some
of these lemmas, namely the Lemmas 2,3,4 and 8, an be proven with a pro edure analogous
that used in proving the orresponding lemmas for staggered meshes in the paper of Ho and
Smoller [5. Although we will use a xed mesh instead of a staggered mesh for notational
onvenien e, this in no way a e ts the error estimates dis ussed in this paper. We will suppose
that the reader has a ess to the paper [5 and do not repeat for the Lemmas 2,3,4 and 8 the
proofs essentially given there. We want to fo us attention on the spe i di ulties aused by
the intera tion of waves due to the large time steps.
Take M = kuk1 to be the upper bound of absolute value of the approximate solution.
A ording to the above assumption that f is a C 2 fun tion satisfying f 00 > 0, there exist
onstants 0; 1 > 0 su h that
max f 00(u)  1 ; jumin
f 00 (u)  0 ;
jujM
jM
i.e. in the following we assume that 0  f 00(u)  1. For onvenien e, we adopt the notation
rp := xpj log xj = O(tp j log xj):
The following lemma is a slight generalization of Lemma 5.2 in [5. We give a proof of this
lemma to make our exposition more self- ontained sin e this lemma plays a key role in our
analysis.
If there exist bounded fun tions (x; t); (t) and !(x; t) su h that, for t 2
[0; T ; x 2 [ X; X ,
u(x; t) = v(x + (x; t); t + (t)) + !(x; t);
(6)
then, for 0  t  T , we obtain the estimate


(7)
k u(; t) v(; t) kL1 [ X;X  C k k1 + k k1 + k !(; t) kL1 [ X;X :
Lemma 1:

Proof:

We have

Z X

ju(x; t) v(x; t)jdx 

Z X

jv(x + ; t + ) v(x; t + )jdx

Z X

jv(x; t + ) v(x; t)jdx +

Z X

j!(x; t)jdx:

Consider the derivative vx of the BV solution v as a measure, then we get


Z X Z x+k k1

Z X

jvx(s; t + )jdsdx
jv(x + ; t + ) v(x; t + )jdx 
X x k k1
X
 2 k k1 T V (v(; t + )):

By a similar estimate for the se ond integral, we obtain the on lusion immediately.

For any equidistributed sequen e fn g satisfying (3), there


exists
a onstant



t


C depending only on the sequen e su h that for any number s satisfying s x  1 the bound
Lemma 2:


n
X


sgn(st

m x) + sgn(st + (1 m )x)

m=1

x



stn

 C x log n

holds. Here tn = nt.


Proof:

The proof is essentially the same as the proof of Lemma 5.3 in [5.

For s > 0 the term multiplying x in the sum in the inequality of this lemma is simply
equal to 0 when st < m x and equal to 1 otherwise. This means that the sho k moves
forward by one grid ell in the latter ase. For s < 0 the term multiplying x in the sum is
0 when st > (1 m)x and 1 otherwise. This implies that the sho k moves ba kward
by one ell in the latter ase. So this inequality is measuring the error in sho k lo ation for a
sho k with the speed s.
Now we analyse in detail the possible behavior of the approximate solution u and the
exa t solution v under the onditions given in our theorem. For this purpose, we express the
numeri al approximation u as a perturbation of the exa t solution v in the form of (6). We
have to dis uss ve spe ial ases in order to prove the theorem.




speed s


uL  uR


uL

b0

(a) v(x; t)




 

  speed s
 uR

z0

(b) u(x; t)
Figure 2
6

Assume that the exa t solution v onsists of two onstant states separated by a single
sho k emanating from the point (b0 ; 0), see Figure 2a, and that the numeri al approximation
u
onsists of the same two states with a dis ontinuity starting from the point (z0 ; 0), see Figure
2b.
For Case 1, we an hoose = (x); = 0; !(x; t) = 0, and obtain the
estimate


k k1 z0 b0 + Cr:

Case 1:

Lemma 3:

Proof:

[5.

The proof of this lemma is essentially the same as one of the rst ase of Problem 1 in
2

The exa t solution v is the rarefa tion wave shown in Figure 3a. We may assume
that the hara teristi speeds in the interior of this wave are stri tly in reasing, so that ea h
state w 2 (uL; uR ) is attained at a unique point b(w) by the initial data v0(x), namely we have
v0 (b(w)) = w.
As for the numeri al approximation u, we may assume that in the strip R  [0; t it
onsists of sub-rarefa tion waves whose enters are a nite number of adja ent mesh points
respe tively, and that the sum of the wave strengths of these subwaves is the wave strength
in v, see Figure0 3b. If w is a state value taken by u in the interior of one of these subwaves,
we denote by y (w) the x- oordinate of the mesh point at whi h that parti ular subwave takes
this value.
.v=w
.u=w
Case 2:

L DD
L D
LL DD
uL LL DD
LD

L CC E E   
L CE E  
LLCCEE EE  
uL LLCECE EE    uR
LCE E 





 uR

"

"

y0 (w)
(b) u(x; t)

b(w)
(a) v(x; t)

Lemma 4:

estimate

Figure 3
For Case 2, we an hoose = (x); = 0; !(x; t) = 0, and obtain the


k k1 C sup (w)


w


y 0 (w ) + r ;

where the supremum is taken over all w for whi h y0 (w) is de ned. In addition, we also have
the bound
n

u
un  Cr=tn
(8)
Proof:

k+1

= u(x; tn ) for x 2 [xi; xi+1 [.


The proof of Lemma 4 is the same as the one of Problem 3 in [5.

where uni





 
 - - - -t

um uR


uL
b0




 - - - -t
 - - - -tnn~
 uR
um 


uL

y0

z0

(a) v(x; t)

(b) u(x; t)
Figure 4
Both v and u onsist of the intera tion of two sho k waves. The two sho k speeds
need not be of opposite sign. Although this is the situation we have hosen to illustrate in
Figure 4.

Case 3:

Lemma 5:

For Case 3 we an hoose ; and !, su h that


k k1 + k k1  C y0 b0 + z0 0 + r
k !(; t) kL1 [ X;X  Cr:

Proof:

Let yn; zn denote the x- oordinates of two sho ks in u at time tn. Then
n
X
sgn(sy t m x) + sgn(sy t + (1 m)x) x
yn = y0 +
2
m=1
=

z0 +

n
X

sgn(sz t

m x) + sgn(sz t + (1 m )x)

(9)

x;
2
where sy and sz are the orresponding sho k speeds and sy > sz . Now suppose that the two
sho ks begin their intera tion in the ell Ykn = [xk ; xk+1  [tn ; tn+1 , then yn + x = zn . By
taking the di eren e in (9) and applying Lemma 2, we obtain
z 0 y0 = (sy sz )tn + O(x log n ):
(10)
We laim that there exists an upper bound for tn . Be ause f 00(u)  0 > 0, we have
zn

jsy sz j =

From (10) we nd that

m=1


1

0
0
f (um + (uL um )) f (um + (uR um )) d

 12 0 juR
tn =

Therefore, we obtain

uL j :

z 0 y0
+ O(x log tn
sy sz

x log t):

tn C2 x log tn  C3 z 0 y0 + C4 r;

where C2; C3; C4 are onstants and C3; C4 > 0. This shows that tn is bounded.
Let (x; t) be the point at whi h the two sho ks in v intera t, as shown in Figure 4a, where
x = b0 + sy t = 0 + sz t
t

We have

0 b0
:
sy sz

0 0
0 0
= bs (zs y ) + O( x log tn + x log t)
y
z
0
0

0


= O y b + z 0 + r :
(11)
From (9), we get yn = y0 + sy tn + O(r). Therefore, we obtain
n



y
x = y0 b0 + jsy j jtn tj + Cr




 C y0 b0 + z0 0 + r
(12)
and similarly
n





z
x  C y0 b0 + z 0 0 + r :
(13)
Now let (xk~ ; tn~ ) be the point at whi h the two sho ks in u merge into one sho k. Then we have
yn~ = z n~ = xk~ . If the two sho ks in u merge into one sho k in a nite number of time steps
independently of t, then we obviously obtain




t tn~ = O y0 b0 + z 0 0 + r
(14)

0

0


0
0
x~ x


b + z + r
k   C y
holds.
Next we prove that it is true that the sho ks merge in a nite number of time steps. First
we dis uss the ase that the two sho ks do not interse t in the re tangle Ykn , as is shown in
Figure 5a. Due to sy > sz we have 0 < (sy sz )t  x. For this ase, let us onsider
the possibilities that j 2sz xt ; sy xt [ if sy > 0; sz  0, or that j 21 + sz xt ; 1[[0; sy xt [ if
sy > 0; sz < 0, or that j 21 + sz xt ; 1 + sy xt [ if sy  0; sz < 0 for some j > n . Then the
two sho ks will merge into one sho k from tj . In the following we prove that these possibilities
a tually o ur in a nite number of time steps. Let us suppose that sy > 0; sz  0 and set
a = sz xt ; b = sy xt , then 0  a < b  1. From (3) we obtain



# fm 2 [
n + 1; n + N : m 2a; b[g

(b a)  log N ;
t tn

and thus

# fm 2 [n + 1; n + N : m 2a; b[g  N (b a) log N:


Obviously, there exists a natural number N 2 N su h that N (b a) log N  1. Therefore,
we get
# m 2 [n + 1; n + N : m 2a; b[  1:
9

LL

uL

A0

B0
u
e m

uLe

uR
e

u
~

A eBe

u~ e
J 
uL J uR
 umJJ


(xk+1; tn+1 )

um

uR

LL

(xk ; tn )

LL
LL

JJ
x


x
k

(a)

k+1

(b)

Figure 5
Namely, there exists an index j 2 [n + 1; n + N su h that j 2a; b[. So the two sho ks
will merge into one sho k in a nite number of time steps. Analogously, the same on lusion
an be obtained for the two other possibilities.
In the se ond ase the two sho ks interse t in the re tangle Ykn , as shown in Figure 5b.
We set u~ = uL + uR um. The situation in Figure 5(b) is assuming that the sample point falls
between the two sho ks, i.e., A  xk + n+1x  B . If the two sho ks do not interse t in the
next time step, this ase an be in luded in the rst ase above. Otherwise, the two sho ks
again interse t in the re tangle Yk(n+1) = [xk ; xk+1  [tn+1; tn+2, as shown in Figure 5b. In
this ase, the speed of the sho k starting from (xk ; tn+1 ) is s0y = (f (uL) f (uu~ ))=(uL u~). That
of the other sho k starting from (x0k+1; tn+1) is s0z 0= (f (uR ) f (uu~))=(uR u~). If xk + n+2 x
falls into the interval [xk ; xk+1 + sz t[ or [xk + sy t; xk+1[, then tn~ = tn+2 and xk~ = xk+1 or
xk . In this ase (14) remains true.
Otherwise, the two sho ks still interse t in Yk(n+2) . In the following we prove that the two
sho ks will stop interse ting in a ell after a nite number of time steps. We set
A = minfxk+1 + sz t; xk+1 + s0z tg;
B = maxfxk + sy t; xk + s0y tg:
As long as xk + j x an fall into the set [xk ; A[ S B; xk+1 for some j  n +1, the two sho ks
will merge into one sho k at time tj+1. Therefore,
to prove that (14) holds, we only need to
prove that xk + j x falls into the set [xk ; A[ S B; xk+1 for some j  n +1 in a nite number
of time steps. First we prove that A > xk . We have
sz

0
Z

f 0 (um + (uR um ))d

1

f 0 (um + (uR um )) f 0(uR ) d + f 0 (uR )
0
Z 1
=
f 00 ( )(1 )(um uR )d + f 0 (uR )
0
1
 2 0 (um uR ) + f 0(uR ):
the Courant number C = max jf 0(u)j xt  1 gives f 0(u)t

Our restri tion on


thereby obtain the estimates

1
sz t  0 (um
2

uR ) + f 0(uR )

10

t > x:

 x. We

Similarly, s0z t > x. So A > xk . Analogously, we an show B < xk+1. As in the rst ase
using (3), we an obtain the existen e of an index j 2 [n+1; n +N su h that xk +j x 2 [xk ; A[.
So (14) also holds in this ase.
Summing up (11), (12) and (14), it an be on luded that, for Case 3, we an hoose ;
and ! su h that




k k1 + k k1  C y0 b0 + z0 0 + r
k !(; t) kL1 [ X;X  C x:
The proof is omplete.
2
The solution v ontains a single sho k. Due to initial averaging, the approximate
solution u onsists of0 the0 intera tion of two sho ks whose produ t is the sho k in v, as shown
in Figure 6. Here z = y + x.
Case 4:

uL

0






 uR







uL  uR
ee0
0
y z

!x
(b) u(x; t)
Figure 6

(a) v(x; t)

For Case 4 we an hoose ; and !, su h that

Lemma 6:

k k1 + k k1  C y0 b0 + z0 b0 + r
k !(; t) kL1 [ X;X  C x:

From the proof of Lemma 5 we know that the two sho ks in u will merge into one
sho k in a nite number of time steps independently of t. So thereby the on lusion follows
immediately.
2
Proof:

LL
L

ll. v = w
\\
L

uL L
 uTmT uR
L  T0
"

b(w)

(a) v(x; t)

L CC E . u = w
LL CCEE E 
L C E E   - - - -tn
uL LLCECE EE    uTT uR
LCE E  mT 0
"

y0 (w)

(b) u(x; t)
Figure 7
11

The exa t solution v onsists of a sho k wave and a rarefa tion wave and their
intera tion, as shown in Figure 7. For the rarefa tion wave we make the same assumptions and
use the notations as in Case 2.
Case 5:

Lemma 7:

For Case 5 we an hoose ; and !, su h that




k k1 + k k1  C sup (w)
w
k !(; t) kL1 [ X;X  C x:



y0 (w) + z 0 0 + r1=2

In order to prove Lemma 7, we will need the following lemma of Ho and Smoller [5.
m
Assume that fgm g1
m=1 is a sequen e of real numbers satisfying jg j  1 and


1
=
2
m
+1
m
g
g  r. If K is a positive integer satisfying K = O(t ), then
Lemma 8:

n
1 X
m
2n m=1 [sgn(g

bX
Kt
1
m
gjK K t + O(r1=2 ):
m ) + sgn(g + (1 m )) =
tn
tn

j =1

Here bx denotes the largest integer less than or equal to x 2 R.

The proof of Lemma 8 is essentially the same as the one of Lemma 5.4 in [5.
2
Let snu+1 be the speed of the sho k in u at t 2tn; tn+1[, and suppose
that the sho k wave and the rarefa tion waves in u begin to intera t in the re tangle Ykn =
[xk ; xk+1  [tn ; tn+1. Further suppose that the waves in v begin to interse t in the point (x; t).
Similarly to the proof of the rst half of Lemma 5, we easily obtain that




t tn = O y0 (um ) b(um ) + z 0 0 + r
(15)
0
0


0
x xk = O y (um ) b(um ) + z + r :
Be ause f 00(u)  0 > 0, we know that there exists a onstant > 0 su h that t  . Hen e,
from (15) we an on lude that, when t is su iently small, there exists a onstant ~ > 0
su h that tn  ~ .
(xk+1; tn+2 )
Proof:

Proof of Lemma 7:

ZZll

ZlZ uR
 
ll
n +1 
n +1 Z
ZlZ
u
u
L
R


 

lZ
#
S


S#S uR
#

#u S

#


# m SS


#

(x ; t )
k

1 n

Figure 8
12

When n > n , the sho k wave and the rarefa tion waves may interse t in some ells. In
this ase, some new rarefa tion waves with the same dire tion as the sho k wave may appear
to the right of the sho k, as shown in Figure 8. In the following we rst prove that, when t
is small enough, at most one su h rarefa tion wave appears to the right of the sho k. In this
ase the new rarefa tion wave is ontained
in the ell adja ent to the ell in whi h the sho k
lies. For this purpose we prove that snu+1 > f 0(uR ) for n  n when t is su iently small.
Now we suppose the sho k wave and the rarefa tion waves begin to interse t between tn
and tn+1 and a new rarefa tion wave with the same dire tion as the sho k wave appearsn+1to the
right of the sho k between tn+1 and tn+2. For n  n let the left state of the sho k be uL and
the right state unR+10 between tn+1 and tn+2. Without loss of generality we assume unL > u0,
where u0 satis es f (u0n) = 0. Otherwise there is no intera tion between the sho k and the
rarefa tion wave with uL as its left state. Then we obtain
snu +1

f 0 (u R )

unL )) f 0 (uR )d

[f 0(unL + (uR

f 00 ( )(1 )(unL uR )d


0
 20 (unL uR )

> 0 (u0 uR )
2

giving snu+1 > f 0(uR ).


In the following we will prove that

snu+1 snu = O(r):

(16)

When n  n , then (16) is true due to Lemma 3. For n  n , we note rst that
n+2
s


snu+1

=
=


Z 1

 0 n+1


f uL

0
Z 1



f 00  unL+1

unR+1

+ (

unL+1

))

unR+1

+ (
()
0
1 1 un+1 un + un+1 un  :
R
L
R
L
2
unL

unR

unL


unL d

f 0 (un + (un

))


unL+1 d

From (8) in Lemma 4 we have





n+1
u
unL  2Cr=tn  2Cr=tn ; unR+1 unR  Cr=tn  2Cr=tn :
L


With a onstant  = 2C 1 =tn that is independent of n this gives snu+1 snu   r and
onsequently (16). n+1 0
The fa t that su > f (uR ) together with (16) proves that snu+1 > f 0(uR ) for n  n when
t is su iently small. Spe i ally, we an easily infer that

sn+k+1 f 0(uR )  0 (u0 uR ) k  r:
2
With this result we an on lude that the distan e between the approximate sho k and the
state uR does not ex eed x, even if there has been a rarefa tion wave on the right hand side
13

of the sho k. This means that no new rarefa tion wave an be produ ed to the right of the
sho k in the next steps.
Again from (3) we dedu e that
# m 2 [J + 1; J + N : 1 + f 0(uR ) xt < m  1 + [f 0(uR ) + 40 (u0 uR ) xt
 40 (u0 uR ) xt  N log N:
Consequently, there exists an N 2 N su h that for all J 2 N



t
0

t
0
0
# m 2 [J + 1; J + N : 1 + f (uR ) x < m  1 + [f (uR ) + 4 (u0 uR ) x  1: (17)
Now we hoose x so small that

N  r < 0 (u0 uR )
4
and obtain

sn +k > f 0(uR ) + 0 (u0 uR ) for 1  k  N:
4
From (17) there exists a natural number m1 2 [n + 1; n + N , su h that
i
h
x + f 0(uR )t < m1 x < x + f 0(uR ) + 40 (u0 uR ) t < x + sn+k t:

At this time step the rarefa tion wave to the right of the sho k will disappear, i.e. umR 1 = uR ,
be ause the neighboring random evaluations take pla e to the left of the sho k wave and to the
right of the rarefa tion wave.
Suppose that the sho k wave and the rarefa tion waves begin again to interse t between
say times tm and tm+1 and a new rarefa tion wave with the same dire tion as the sho k wave
appears to the right of the sho k between times tm+1 and tm+2 . Then we may take m for n
in the above argument
and obtain the same result.
Now let zn be the x- oordinate of the sho k at t = tn, then
n h
i
X
sgn(smu t mx) + sgn(smut + (1 m)x) 2x :
zn = z0 +
(18)
m=1
Taking K = O(t

t
1=2 ) and using Lemma 8 for gm = sm
u x , we have
"

zn

n 
X
1
0
= z + nx 2n
sgn(smu xt
m=1
2

=
=

z 0 + nx 6
4
z0 +

t
bX
Kn t
j =1

t
Kn t
1 bX

tn j =1

sjK
u 

t
m ) + sgn(sm
u x + 1

14

m )

t  K t75 + O(r1=2)
x

1=2
sjK
u K t + O (r ):

#

(19)

Now we extend the sequen es zn and snu by pie ewise linear interpolation to obtain fun tions
z (t) and su (t) de ned for all t > 0. From (16) and (18), we have




su (t) su (t0 )  t t0  jlog tj




z (t) z (t0 )  t t0 :
(20)
Thus we an rewrite the sum in (19) as
t
bX
Kn t
j =1

sjK
u K t

=
=

t
bX
Kn t "Z jK t
j =1
Z tn

Z tn

(j 1)K t

su (t)dt +

Z jK t

(j 1)K t

[sjK
u

su (t)dt

su(t)dt + O(K 2 t2 ) jlog tj M

su(t)dt + O(r1=2 ):
=
0
Hen e, from (19), we have that
Z t
z (t) = z (0) + su (t)dt + O(r1=2 )
(21)
0
holds for t = tn. Using (20), we dedu e that (21) holds for all t > 0.
Let (t) and sv (t) be the x- oordinate and speed of the sho k in v at time t respe tively,
then
Z t
(t) = (0) + sv (t)dt:
0
Subtra ting from (21), we have
Z t
(22)
z (t) (t) = z (0) (0) + [su (t) sv (t)dt + O(r1=2 ):
0
We show below that




0
jsu(t) sv (t)j  sup b(w) y (w) + r + jz(t) (t)j :
(23)
w
To prove this, we let v~ be the solution of (1) with initial data

x < 0
v~(x; 0) = uv(x; 0)
x  0
m
and u~ the approximate solution with initial data

x < z0 :
u~(x; 0) = uu(x; 0)
x  z0
m
Then v~ = v(x; t) for x < (t) and u~nk = unk for xk < zn. Now x a time tn and let v =
v( (tn ) ; tn ) = v~( (tn ); tn ); u = u(z (tn ) ; tn ). Then the Rankine-Hugoniot ondition gives
Z 1


 0

n
0

jsu(tn) sv (tn)j = f (u + (uR u)) f (v + (uR v)) d

f 00 ( )[(un

0
ju vj + r:

15

uR ) + (1 )(u v)



d

Here unR uR = O(r) is used. However v~(x; tn) a hieves the value u at some point x~, namely
u = v~(~x; tn ). When tn  minftn ; tg, be ause su (tn ) = sv (tn ) = s, obviously (23) holds. When
tn > minftn ; tg, from (15), obviously jv~(~x; tn ) v~(x; tn )j  jx~ xj. In this ase
jsu(tn) sv (tn)j  (jv~(~x; tn) v~( (tn); tn )j + r)
 0 (jx~ z(tn )j + jz(tn) (tn)j + r) :
Noting that u~(z(tn); tn ) = u = v~(~x; tn ), from Lemma 4, we have


jx~ z(tn)j k k1  C sup (w)


w

Thus we obtain


y0 (w) + r :

jsu(t) sv (t)j  sup b(w) y0(w) + r + jz(t) (t)j :


w

That is, (23) holds for t = tn. So it also holds for all t > 0.
By substituting (23) into (22) and applying Gronwall's inequality, we an get
jz(t) (t)j 



z 0




0 + sup b(w) y0 (w) + O(r1=2 ) :

Summing up the above results, we on lude that we an hoose ; and !, su h that




k k1 + k k1  C sup b(w) y0 (w) + z0 0 + r1=2


w
k !(; t) kL1 [ X;X  C x:

The proof is omplete.

Having dis ussed the above ases, now we prove our theorem.
We subdivide the upper half-plane into nonoverlapping trapezia,
i.e. quadrilateral domains Ri whose bottom and top boundaries are line segments parallel to
the x-axis on the lines t = ai and t = bi respe tively with ai < bi . They are to be hosen in
su h a way that in ea h trapezium Ri the exa t solution v onsists of either of a single wave
entering Ri at the bottom and leaving Ri at the top, or of two waves entering Ri at the bottom
with the produ t of their intera tion leaving Ri at the top. The left and right boundaries of
Ri an be hosen as suitable lines, see Figure 9. By the "bottom" of Ri we mean the interior
of Ri \ ft = aig; similarly for the "top".
Under the onditions assumed in our theorem, the above subdivision is feasible. We an
rst use some trapezia Ri of the above kind to ontain all the domains in whi h there are two
waves and their intera tion and then subdivide other parts. We an hoose a proper subdivision
su h that any bounded re tangle [ X; X S [0; T is overed by a nite number of Ri. Now
suppose that t is su iently small and Ri  [ X; X  [0; T , where I is a nite index
i2I
set. If I1 = fj jj 2 I; aj = 0g, then we apply for ea h su h initial trapezium RSj with j 2 I1
the Lemmas 1-7. We an on lude using (7) that the error bound (4) holds in Ri . Assume
i2I1
0
from
one
of
the
initial
R
,
then
the
existen e
of and
that w is a wave
whi h
enters
R
j
j
for (x; t) 2 Rj Tft = bj g with j 2 I1 gives that the di eren e of the "initial" position of w
in Rj0 , namely as t = tj0 , and the orresponding position of the exa t solution is bounded by
Proof of the theorem:

16

k k1 + k k1= O(r1=2 ). Therefore, applying the Lemmas 1-7 for Rj0 , we obtain that (4)
also holdsSin Rj0 . Pro eeding by indu tion on j towards in reasing time, we on lude that (4)
holds in Ri. So (4) holds in [ X; X  [0; T .
i2I

R5

t=T

R4
R1

6t

R2

R3

-x

Figure 9
When there are no intera tions between sho k waves and rarefa tion waves, we do not need
Lemma 7 and an similarly on lude that (5) holds. So the theorem has been proved.
2
In the proof of Theorem 5.1 in [5, ea h Ri was taken as a re tangle in the subdivision of
above properties. The following example shows that su h a subdivision may be impossible to
a hieve in general. Let v onsist of the waves as shown in Figure 10.

6t
-x
Figure 10
Obviously any re tangle whi h ontains the intera tion part of the sho k wave and rarefa tion wave in the gure must ontain a part of the other sho k. As long as the restri tions
on the left and right boundaries of Ri are relaxed, the on lusion of the Theorem 5.1 an be
obtained with no hange in the proof.
The authors are grateful to the referees for valuable suggestions
improving the paper.
REFERENCES
A knowledgement:

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17

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18

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