Review Nonlinear Wave Motion

Hari Rau-Murthy
May 25, 2014
This review is on a monumental paper discussing the characterization of discontinuities in for the equa-
tions of ideal Magnetohydrodynamics. Preceding this paper such work was only done in the relativistic
setting
1
. A direct derivation of the relations satised was given for the rst time here without linearizing
the problem. But author was unable to read even this technical report for a month. Textbook treatments
214
give overly heuristic arguments, whereas the technical details were only gured out quite recently
15
.
Though reference is made to
3
, the reader will feel that he needs to read the whole volume to learn the
methods to nd the appropiate characterization. The author found that the background to understand the
paper is remarkably self contained. It is our aim to expand on the details that bear clarication in.
4
1 Lundquist Equations - component and matrix form
Our starting point are the basic equations of Magnetohydrodynamics. These were rst formulated by S.
Lundquist
5
We attempt to expand on the material in . . The system can be explicitly turned into a system of rank
8 as follows. Although our analysis is on the Lundquist equations, the general methodology and ideas can
be adapted to t any symmetric hyperbolic system. We reproduce the fundamental equations of Magneto-
Hydrodynamics.
B
t
+(B u) = 0

u
t
+ u, u +
1
(B (xB)) = 0

t
+, u = 0
S
t
+u, S = 0
Or in component form

u
i
t
+ u
i

xj
u
j
+
p

x
i
+
p
S
S
x
i
+
1
(B (xB)) = 0
B
i
t
+ u
j

xj
B
i
+ B
i

xj
u
j
u
i

xj
B
j

xj
u
i
= 0

t
+ u
j

xj
+
xj
u
j
= 0
S
t
+ u
j

xj
S = 0
1
De Homan, F., and E. Teller. Magnetohydrodynamic Shocks. Physical Review 80.4 (1950)
2
Advanced Magnetohydrodynamics; with Applications to Laboratory and Astrophysical Plasmas, by Hans Goedbloed, Rony
Keppens, and Stefaan Poedts
3
Courant, Richard, and David Hilbert. Volume 2. Methods of Mathematical Physics. New York: Interscience, 1953. N.
pag. Print.
4
Friedrichs, Kranzer Notes on magnetohydrodynamics, VIII, Nonlinear wave motion, AEC Computing and Applied Math-
ematics Center, Institute of Mathematical Sciences, New York University, Report No. NYO-6486 (1958)
5
S. Lundquist, Studies in magneto-hydrodynamic shock waves, Arkiv Fur Fysik, Bank 5, nr. 15 (1952)
1
2 RELATIONS GOVERNING V
N
Whence we put it into the general form of a quasilinear system (where W = (B
1
, B
2
, B
3
, u
1
, u
2
, u
3
, , S)
T
)
as A
0
W
t
+ A
i
W
xi
= 0 (1). Explicitly,(denoting
p

bya
2
)
_
_
_
_
1
1
1

1
1
_
_
_
_
_
_
_
_
B1
B2
B3
u1
u2
u3

S
_
_
_
_
t
+
_
_
_
_
_
_
0 0 0 0 0 0 0 0
u2 u1 B2 B1
u3 u1 B3 B1
u1 a
2
(=
p

)

s

1
B1 u2

1
B1 u3
u1
u1
_
_
_
_
_
_
_
_
_
_
B1
B2
B3
u1
u2
u3

S
_
_
_
_
x1
+
_
_
_
_
_
_
u2 u1 B2 B1
0 0 0 0 0 0 0 0
0 u3 u2 B3 B2

1
B2 u1
u2 a
2
(=
p

)

s

1
B2 u3
u2
u2
_
_
_
_
_
_
_
_
_
_
B1
B2
B3
u1
u2
u3

S
_
_
_
_
x2
+
_
_
_
_
_
_
u3 u1 B3 B1
u3 u2 B3 B2
0 0 0 0 0 0 0 0

1
B3 u1

1
B3 u2
u3 a
2
(=
p

)

s
u3
u3
_
_
_
_
_
_
_
_
_
_
B1
B2
B3
u1
u2
u3

S
_
_
_
_
x3
(2)
A discontinuity manifold is a manifold in space-time, along which discontinuities u, , S and/or certain
derivatives of these quantities occur. u, , S and its derivatives are required to be well behaved locally on both
sides of the manifold but not on it. Characteristic manifolds are discontinuity manifolds across which u, , S
are continuous and only discontinuities in any normal derivative may occur. Suppose x, t given by a relation
(x, t) = 0 separate the two continuous regions. By the implicit function theorem if (x, t) is dierentiable
around some (x
0
, t
0
) where the relation is satised, D
x,t
(x, t) is of rank 1 at (x
0
, t
0
), then
1
(0) is a
3-dimensional manifold. If the nullity of the restriction of the Jacobian to t = constant is the same as the
nullity of the jacobian, then the level surfaces S(t) =
1
Rest=constant
(0) are two dimensional surfaces embedded
in R
3
sweeping out S. Generally speaking wavefronts are the level surfaces of characteristic surfaces.
6
. We
will nd relations the normal velocity of the front must satisfy, if the discontinuities it propogates are not
to be of magnitude 0. In what follows we will denote the normal velocity by v
n
7
2 Relations governing v
n
We introduce a local coordinate transformation (t, x
1
, x
2
, x
3
) ((x, t),
1
(x, t),
2
(x, t),
3
(x, t)) where
i

_
[0, ) R
3

are any functions so that

(,1,2,3)
(t,x1,x2,x3)
is of rank 4 around the point of interest on the manifold.
Applying chain rule to (1) yields
A
0
_
W

t
+
W

i
t
_
+ A
j
_
W

x
j
+
W

i
x
j
_
=
_
A
0

t
+ A
i

x
i
_
W

+
_
A
0
j
t
+ A
i

j
x
i
_
W

j
(3)
Note that by denition
8
W
i
W
i
= lim
0
+ W
xi
lim
0
W
xi
. We show W
i
= 0 for i = 1, 2, 3.
2.1 W
xi
i
= 0
Intuitively, derivatives with respect to
i
holding constant are derivatives are derivatives in a direction
tangent to the manifold. To see this look at the following gure of of the region around the discontinuity.
Consider points C,B to be obtained by letting the change in
i
tend to closer to 0 respectively. Regardless of
how this happens, we know that A and B are on the surface because this coordinate is being held constant.
As tends to 0, the direction of B A becomes tangent to the manifold and a partial with respect to
i
6
Alternatively these are level surfaces of discontinuity manifolds propagating small disturbances. This is the point of view
taken in Whitham Linear and Nonlinear Waves and in Coburn Tensor Analysis.
7
In the report this is c
char
.
8
On a confusing note, in the report by Friedrichs and Kranzer, professor Hamieri assured me that by W the report by
Friedrichs and Kranzer meant jump in W

rather than jump in W. The slightly peculiar convention of using rather than
brackets is that later in the report brackets denote jumps in W itself at the shock manifold - i.e. where the characteristic
discontinuity manifold collapses and a manifold allowing jumps u, , S forms. We will indicate when we use this convention
later in this paper.
2
2.1 W
xii
= 0 2 RELATIONS GOVERNING V
N
holding the surface constant is a derivative in a direction tangent to the surface. Thus
W
i
is a derivative
in a direction that has no component with the normal derivative. It is intuitively obvious that since only
discontinuities in the normal derivative are allowed to occur, there is no discontinuity in
W
i
.
More precisely by continuity of W, lim
0
+ W (,
1
+ h,
2
,
3
) = lim
0
W (,
1
+ h,
2
,
3
) for all
h. It is also true that lim
0
+ W (,
1
,
2
,
3
) = lim
0
W (,
1
,
2
,
3
). Denoting W
hi
(,
1
,
2
,
3
) =
W(,...i+h,)W(,1,2,3)
h
, we have lim
0
+ W
hi
(,
1
,
2
,
3
) = lim
0
W
hi
(,
1
,
2
,
3
) and taking limits
on both sides that lim
h0
lim
0
+ W
hi
(,
1
,
2
,
3
) = lim
h0
lim
0
W
hi
(,
1
,
2
,
3
) (4). But this is
not exactly what is needed.
The question arises What additional hypotheses need to be added on W to interchange the limits and
obtain W = 0?. Clearly we are free to put as many conditions of good behavior in the separate regions
> 0, < 0. Assume lim
0+
W
hi
(,
1
,
2
,
3
) exists and is uniform in h. i.e. Fix some neighbor-
hood N
0
. At each
1
,
2
,
3
we have > 0 s.t.h N
0
l
h
(0 < < |W
hi
(,
1
,
2
,
3
) l
h
| < ).
Also assume lim
h0
W
hi
(,
1
,
2
,
3
) converges pointwise to W

(,
1
,
2
,
3
) as h 0. We rst show
lim
0+
W
hi
(,
1
,
2
,
3
) exists.
By uniform convergence of W
hi
(,
1
,
2
,
3
) in h as 0,

1
,
2
(0, )|W
hi
(
1
,
1
,
2
,
3
)W
hi
(
2
,
1
,
2
,
3
) | |W
hi
(
2
,
1
,
2
,
3
)l
h
|+|l
h
W
hi
(
1
,
1
,
2
,
3
) | < /4+/4
(5)
for all h. By pointwise convergence of W
hi
(,
1
,
2
,
3
) to W
hi
(,
1
,
2
,
3
),
2
(
1
,
2
)h (0,
2
), |W
hi
(
1
,
1
,
2
,
3
)
W

(
1
,
1
,
2
,
3
) | < /4 and |W
hi
(
2
,
1
,
2
,
3
)W

(
1
,
1
,
2
,
3
) | < /4. Thus when
1
,
2
(0,
1
, ), h
(0,
2
(
1
,
2
, )),
|W

(
1
,
1
,
2
,
3
) W

(
2
,
1
,
2
,
3
) | |W

(
1
,
1
,
2
,
3
) W
hi
(
1
,
1
,
2
,
3
) |
+|W
hi
(
1
,
1
,
2
,
3
)W
hi
(
2
,
1
,
2
,
3
) |+|W
hi
(
2
,
1
,
2
,
3
)W

(
2
,
1
,
2
,
3
) | < /4+/2+/4 =
and we conclude that lim
0+
W
hi
(,
1
,
2
,
3
) W
hi
(0
+
,
1
,
2
,
3
) (6) exists and is just what we are
after for computing the jumps. But what is it equal to?
By (6)
3
s.t. (0,
3
)|W
i
(,
1
,
2
,
3
) W
i
(0
+
,
1
,
2
,
3
) | < /4. By the uniform convergence, as
in (5) we know for some (0, )|W
hi
(,
1
,
2
,
3
) W
hi
(0
+
,
1
,
2
,
3
) | < /4 for all h. But this is
independent of so
1
will work. By pointwise convergence at ,
we have
4
h N(0) (0 < |h| <
4
|W
i
(,
1
,
2
,
3
) W
hi
(,
1
,
2
,
3
) |) (7)
, and thus
|W
hi
_
0
+
,
1
,
2
,
3
_
W
i
_
0
+
,
1
,
2
,
3
_
| < |W
i
_
0
+
,
1
,
2
,
3
_
W
hi
(,
1
,
2
,
3
) |+
|W
i
(,
1
,
2
,
3
) W
hi
(,
1
,
2
,
3
) | +|W
hi
(,
1
,
2
,
3
) W
hi
_
0
+
,
1
,
2
,
3
_
| < /4 + /2 + /4 = .
(8)
therefore lim
h0
lim
0
+
W
hi
(,
1
,
2
,
3
) lim
h0
W
hi
_
0
+
,
1
,
2
,
3
_
= W
i
_
0
+
,
1
,
2
,
3
_
lim
0
+
lim
h0
W
hi
(,
1
,
2
,
3
) .
(9)
But by (4), the LHS of (9) is lim
h0
lim
0
W
hi
(,
1
,
2
,
3
). By an entirely simlar argument as above
this is lim
0
W
i
(,
1
,
2
,
3
). Thus W = lim
0
+ W
xi
lim
0
W
xi
= 0.
The preceding calculation is deceptively straightforward. But we note that the author had a few false
starts that wasted a large amount of time. Use of uniform convergence of W
i
(,
1
,
2
,
3
). The would have
3
3 DERIVING THE RELATIONS THE NORMAL SPEED OF WAVEFRONT AND W

MUST
SATISFY
been proof is easy using the fundamental theorem of theorem of calculus to take care of the uniformity. But
the interchange of the derivative and limit with the proof given in Rudin
9
can only be done on a compact
set and does not allow us to go all the way up to 0
+
as we did above. Considering W
h
xed the problem.
As a sanity check we wonder whether the same method could be used to give a fallacious proof that
the normal derivatives are also continuous. But here there is no indexing variable - xing takes away the
question of uniform convergence in . There is reason to believe we imposed the right hypotheses in W.
3 Deriving the relations the normal speed of wavefront and W

must satisfy
Taking the dierence of the RHS of (3) with > 0 and RHS with < 0 and sending to 0 yields
_
A
0

t
+ A
i

xi
_

_
W

_
+
_
A
0
j
t
+ A
i
j
xi
_

_
W
j
_
= 0. By the above
W
j
= 0. For a point (x, t)
to remain on the manifold(or if you like the moving wavefront), then
d
dt
=
x
,
dx
dt
+
t
= 0.
dx
dt
is
the velocity v of the point on the moving wavefront. Thus the normal speed v
n
=
x
|x|
, v =
t
|x|
.
Setting
_
W
j
_
= 0 and dividing by |
x
| yields
_
v
n
A
0
+
x
j
|x|
A
j
_

_
W

_
= 0. But
x
j
|x|
are just
the components n
j
of the unit outward normal vector. So (v
n
A
0
+ n
j
A
j
)
_
W

_
= 0. (10) Merging
with the notation of the report by Friedrichs and Kranzer, we hereonafter put W for (W

)
8
. By direct
multiplication
10
,
v
n
B
i
+ u
j
n
j
B
i
+ B
i
n
j
u
j
n
j
B
j
u
i
B
j
n
j
u
i
= 0
v
n
u
i
+ pu
j
n
j
u
i
+ n
i
a
2
+
p
S
n
i
S +
1
(n
i
B
j
B
j
B
j
n
j
u
i
) = 0
v
n
+ n
j
u
j
+ pu
j
n
j
= 0
v
n
S + u
j
n
j
S = 0.
(11)
Substitute the repeated indices with the corresponding inner products. Obtain the vector valued equations
by getting rid of the free index i.
v
n
B +u, nB + Bu, n n, Bu B, nu = 0
v
n
u + u, nu + na
2
+
p
S
nS
1
(nB, B B, nu) = 0
v
n
+n, u + u, n = 0
v
n
S +u, nS = 0.
(12)
The normal component of the relative velocity of the wave front with respect to the uid is v u, n =
v
n
u
n
= c. The normal velocity can be positive or negative. The convention in Friedrichs and Kranzer
is to keep c positive so that if the normal velocity is positive it is c and c otherwise. Write u
n
= u, n and
keeping with notation in
4
u
n
= u, n. The last equation becomes cS = 0. With a critical assumption
that uid passes through the wavefront section(vide infa), S = 0 and obtain the form of the equations in
4
,
cB + Bu
n
B
n
u = 0
cu + a
2
n +
1
nB, B
1
B
n
B = 0
c + u
n
= 0
cS = 0
.
(13)
9
Rudin, Walter. Sequences and Series of Functions. Principles of Mathematical Analysis. New York: McGraw-Hill, 1964.
152-58. Print.
10
computation can be performed by seeing that (10) is simply A
0

W
0
+A
j

W
j
where symbolically

Wt = vnW and

Wx
j
=
n
j
W. Here the subscript does not mean partial derivative but is purely for illustrating correspondence(hence the tilda). Then

W
0
and

W
j
are just dummy variables of matrix multiplication and it is known that the result is equation (0) with a component
of W
0
, W
j
replaced with the corresponding component of

W
0
,

W
j
whence we obtain (11).
4
4 UNIQUENESS OF WEAK SOLUTION TO CONSERVATION LAW
11
If W = 0 then the determinant of this system that is linear in W must be zero. As
4
mentions, the c
making this happen and thus allowing for the possibility of jumps are called the characteristic velocities. We
show in a later release
12
that this is consistent with another intuitive denition of the characteristic velocity
where linear combinations are taken of the scalar equations in (1) in order to combine the derivatives into
a single directional derivative. A long story short the condition is on the same determinant to be 0. The
above determinant is c
2
(c
2
B
2
n
/)(c
4
[a
2
+ b
2
]c
2
+ a
2
B
2
n
/) = 0 .
4
discusses a qualitative classication of the characteristic speeds and their modes of propagation. The
double root c=0 corresponds to no uid passing through the wavefront and corresponds to what is called a
contact disturbance. The other six roots are paired in groups of 3, and the negative velocities of this group.
Each group contains a slow velocity, fast velocity and 0 velocity coinciding with the double root of 0 . Various
relations are derived - e.g. the alfven speed is between the slow velocity and the fast velocity.
There is one glaring problem of the 0 velocity we that came out of the system we derived from the its
assumption of nonexistence.
4
contends that the relation we needed S = 0 can be derived by noticing that
discontinuities in
S

any of the normal derivatives can only be created from disturbances at the initial time.
This is true because there is a homogeneous Hamilton Jacobi ODE relating the jump in terms of the jumps
at initial time
12
. At the initial time, the entropy is 0 and therefore the jumps are 0 at initial time whence
at any time the jumps are 0. Thus we can safely drop this assumption.
Existence and uniqueness of this ODE is easily proved by picard iteration, from which we get uniqueness
of the jump magnitudes. In between the jumps riemann invariants propogate the values of W and exis-
tence/uniqueness is easily veried
12
. However this only works for the 1-D and 2-D case. Here the space
variable has 3 dimensions.
Friedrichs paper then moves on to nding the speed of the shock discontinuity manifolds. A shock
manifold comes from the collapsing of a wavefront upon collision with another and thus it is formed at
the time of the collision. The speed of the shock determines where in spacetime the manifold is located
13
.
u, , B rather than just their normal derivatives become discontinuous. The shock speed relations bear great
resembalance to the relations in the characteristic manifolds but there is an important dierence, no relation
exists
14
like the Hamilton Jacobi ODE for the jumps in the normal derivative in terms of their jumps at
the initial time. One may wonder whether it is possible to prove uniqueness in this case. As above there are
no easy proofs in dimensions greater than 2. For a complete proof the reader is referred to
15
.
For a less technical proof, all that is needed is an increase of entropy across the shock and a convex ux
of the conservation laws. We assume the space variable is of one dimension .The equations of ideal MHD
are put into conservation form in section 6 of
4
using nothing more than a triple product expansion and
on inspection the uxes are convex. Shocks in general are irreversible thermodynamic processes where the
wavefront collapses and therefore entropy always increases. We conclude with a proof of uniqueness in this
restricted setting.
4 Uniqueness of weak solution to conservation law
Suppose that there are two solutions W(x, t)andV (x, t). If at the initial time (t) =
_
|W(x, t) V (x, t)|dx
is 0 and

(t) 0, it will follow that t > 0 W(x, t) = V (x, t) a.e.

In order to nd

(t) we have to break up the portions where is not dierentiable. This is at the points
x
i
(t) where W(x, t) V (x, t) changes sign.
Dierentiation under the integral sign gives
11
another sanity check: the third relation equation can be written as
D
Dt
+
(x)
, u = 0 where
D
Dt
is the material derivative
of . Our intuition tells us that since the this is the derivative of as it moves with the uid, the correspondence above should
substitute
D
Dt
with c rather than vn. The divergence term becomesu
j
n
j
and this agrees with what is written here.
12
In later release May 25, 2014 5:00 pm EST
13
Buhler, Oliver. Partial Dierential Equations. 251 Mercer St. New York NY, 10010 March 12, 2014. Problem posed in
problem set 4 without credit. This is veried in the case of trac ow in Burgers Equation
14
Coburn, Nathaniel - Vector and Tensor Analysis pp. 281
15
B. Quinn. Solutions with shocks, an example of an L
1
-contractive semigroup, Comm. Pure Appl. Math., 24 (1971)
5
4.1 W and V are smooth at x
i
4 UNIQUENESS OF WEAK SOLUTION TO CONSERVATION LAW

(t) =

i

i
[(f(W(x, t)) f(V (x, t))) + (W(x, t) V (x, t)) x]
x
l
i+1
x
r
i
where
i
=
W(x,t)V (x,t)
|W(x,t)V (x,t)|
and x
i
(t) <
x(t) < x
i+1
(t).
4.1 W and V are smooth at x
i
This is a limiting case of section 4.3 or 4.2.
4.2 x
i
shock in one of u or v
Again, this is a limiting case of section 4.3. There is an instructive proof to be released
12
independent of
the case that W(x,t) is discontinuous at both x and t.
4.3 Preliminaries
Term from lower limit of ith term of the sum:
i
(f(W
r
i
) f(V
r
i
) (W
r
i
V
r
i
) x)
Term from upper limit of (i1)th term of the sum:
(i1)
_
f(W
l
i
) f(V
l
i
) (W
l
i
V
l
i
) x
_
=
i
_
f(W
l
i
) f(V
l
i
) (W
l
i
V
l
i
) x
_
since x
i
is where W V changes sign.
If given t I can show for each i that these two terms are less than zero, then I will have shown that the
whole sum is less than zero.
4.4 x
i
shock in both W and V
4.4.1 a few inequalities
The lax entropy condition in essence says that the a characteristic wavefronts initial time can not be at the
shock manifold because this would make entropy increase across a shock. Explicitly f

(W(x
r
i
(t), t) x
i

f

_
W(x
l
i
(t), t
_
and f

(V (x
r
i
(t), t) x
i
f

_
V (x
l
i
(t), t
_
whence(by convexity) W
r
V
l
, V
r
W
l
.
4.4.2 Case W
r
V
r

i
= 1, V
r
W
r
V
l
. Thus
f(W
r
)f(V
r
) =
f(W
r
) f(V
r
)
W
r
V
r
(W
r
V
r
) (convexity)
_
1
W
r
V
r
V
l
V
r
_
f(V
r
) +
W
r
V
r
V
l
V
r
f(V
l
) f(V
r
)
W
r
v
r
(W
r
V
r
) =
=
f(V
l
) f(V
r
)
V
l
V
r
(W
r
V
r
) = (W
r
V
r
) x
i
(f(W
r
) f(V
r
) (W
r
V
r
) x) 0
For the term from upper limit of (i 1)th term of the big sum, V
r
W
l
V
l
whence f(W
l
) f(V
l
) =
f(W
l
)f(V
l
)
W
l
V
l
(W
l
V
l
). Being more careful with sign,
f(W
l
)f(V
l
)
(W
l
V
l
)

V
l
W
l
V
l
V
r
f(V
r
)+

1
V
l
W
l
V
l
V
r

f(V
l
)f(V
l
)
(W
l
V
l
)
=
f(V
r
)f(V
l
)
V
l
V
r
. Thus

i
_
f(W
l
i
) f(V
l
i
) (W
l
i
V
l
i
)
f(V
r
) f(V
l
)
V
r
V
l
_
=
i
_
f(W
l
i
) f(V
l
i
) (W
l
i
V
l
i
) x
_
0
4.4.3 Case V
r
W
r

i
= 1. Interchange W and V in every step (e.g. W
r
V
r
W
l
holds). Obtain f(V
r
) f(W
r
)
(V
r
W
r
) x 0 and f(V
l
i
) f(U
l
i
) (V
l
i
W
l
i
) x 0. Thus
i
(f(W
r
) f(V
r
) (W
r
V
r
) x) 0 and

i
_
f(W
l
i
) f(V
l
i
) (W
l
i
V
l
i
) x
_
0.
Therefore Q.E.D.
6