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Admissibility criterion for the stationary contact

we recover the system (5.1). Systems of the type (5.4) were studied by Liu [61,62], Isaacson and Temple [44,45]. For each fixedA, the system (5.4) is assumed to be strictly hyperbolic, and each characteristic field is either genuinely nonlinear, or linearly degenerate. A nonlinear resonance occurs when two characteristic speeds coincide with each other. Therefore, the usual approach is to consider solutions in a neighborhood of this resonance state.

Let us rewrite the system (5.4) as Vt+B(V)Vx = 0, V=

A u

, B(V) =

0 0 fA−h fu

, (5.6)

and consider the Riemann problem for it, i.e.

V(x,0) =

VL, x≤0

VR, x >0. (5.7)

The matrixB(V) hasp+ 1 eigenvaluesλ0 = 0,λ1, . . . , λp andp+ 1 corresponding right eigenvectorsR0,R1, . . . ,Rp. Here we do not assume that they are linearly independent. We will search for the eigenvector R0 in the form R0 = br0

0

. A straightforward calculation gives the values of Ri = r0

i

, i = 1, . . . , p. Here λi and ri are respectively the eigenvalues and eigenvectors of the matrix fu for i= 1, . . . , p. Also, let us introduce the left eigenvectors (row vectors)li. Since all eigenvalues of fu are distinct, the right eigenvectors ri are linearly independent.

Then, we can always normalize the row vectors li in such a way that lirjij,

where δij is the Kronecker delta symbol.

Observe that the 0-characteristic field, corresponding to the eigenvalueλ0 = 0, is linearly degenerate,∇Vλ0·R0 = 0. Therefore, the 0-wave will be thestationary 0-contact. Let us write down the evolutionarity criterion for this wave. By the analysis of Section 4.2.2, the 0-contact will be evolutionary iff

sign (λi(V0)) = sign (λi(V1)), i= 1, . . . , p. (5.8) For the resonant systems of the type (5.4), Isaacson and Temple [44] observed that the solution across this stationary 0-contact is not unique. To deal with it, they proposed an admissibility criterion in order to pick out the relevant wave.

In what follows, we will discuss this criterion and show that it is equivalent to the evolutionarity condition (5.8).

Following Isaacson and Temple [44], consider the solution to the Riemann problem (5.6), (5.7) in a neighborhood of a stateV = Au

at which λ1 <· · ·< λk0 <· · ·< λp.

5.2. Admissibility criterion for the stationary contact 103 Note that as long asλk 6=λ0 = 0 for anyk, the matrixB(V) has rankpand thus p linearly independent eigenvectors, i.e. R1, . . . ,Rp. Therefore, we can express r0 as a linear combination of the vectors rk,k = 1, . . . , p,

r0 =

p

X

i=1

airi. (5.9)

By definition ofR0 we have B(V)R0 = 0, i.e.

(fA−h)b0+fur0 = 0. (5.10) We substitute (5.9) into (5.10), and multiply (5.10) by each left eigenvector (row vector)li of the matrix fu. Then

li(fA−h)b0iai = 0, i= 1, . . . , p

and thereforeai =−li(fA−h)b0i, i= 1, . . . , p. Using this in (5.9), we get

R0 =

b0

p

X

i=1

li(fA−h)b0 λi

ri

. (5.11)

The 0-characteristic field is linearly degenerate, i.e.∇Vλ0·R0 = 0, sinceλ0(V) = 0. Then, there exists a one-parameter family of states 7→V(), connected with the stateV(0) by a 0-wave, see e.g. Smoller [81]. HereV() is the integral curve of the equation

dV()

d =R0(V()) (5.12)

with the prescribed initial data V(0). The solution to (5.12) exists at least locally, i.e., for close to 0, and it determines the 0-wave curve, passing through the stateV(0). Note that the tangent vector to the 0-wave curve is given by R0.

Under the assumptions that

λk(A,u) = 0 (5.13a)

Vλk(A,u)·Rk(A,u)6= 0 (5.13b) the equation λk(A,u) = 0 determines locally a smooth p-dimensional surface

T ={(A,u)∈Rp+1 | λk(A,u) = 0} (5.14) that passes through V = Au

. The smoothness follows from the implicit func-tion theorem, since the partial derivatives of λk(A,u) do not vanish simultane-ously at V, see (5.13b). Note that the condition (5.13b) is equivalent to

uλk(A,u)·rk(A,u)6= 0, (5.15)

PSfrag replacements

R0 R0

R0 =Rk

T T T+

A A

V

u

Fig. 5.2. Integral curve of R0 crosses T at V, and remains on one side ofA=A.

since Rk = r0

k

. This is nothing else but the definition of genuine nonlinearity of the k-characteristic field. Also, the assumption (5.13b) guarantees that the integral curves of Rk cut the surface T transversally. Following Isaacson and Temple [44], we will call it thetransition surface.

As the state V on the integral curve of R0, i.e. on the solution to (5.12), approaches T one has λk → λ0 = 0. To avoid a singularity in (5.11), we can locally choose b0 :=−λk there. Normalizing R0, we get

R0 =c

−λk

p

X

i=1

λk

λi li(fA−h) ri

, 1

c22k+

p

X

i=1

λk λi

li(fA−h) 2

. (5.16)

Since all λi are bounded away from zero for i= 1, . . . , p, i6=k, R0 → 1

lk(fA−h)

0

lk(fA−h) rk

=Rk, λk →λ0 = 0. (5.17) Here, following Isaacson and Temple [44, 45], we assume that

lk(fA−h)

V 6= 0. (5.18) It is easy to show that the 0-wave curves, given by (5.12), lie on one side of the hyperplane A=A. Indeed, the transition surface T, given by (5.14), separates two half-spaces T± locally near V. We distinguish them by the orientation of the normal∇Vλk, i.e.∇Vλkpoints fromTtoT+. Thenλk(V)<0 forV∈ T, and λk(V)>0 for V∈ T+. Assume that

Vλk(A,u)·Rk(A,u)>0 (5.19) in (5.13b). By continuity it will be also positive in some neighborhood of V =

A

u

. As the stateVon the 0-wave curve moves towardsVk →0 and therefore

5.2. Admissibility criterion for the stationary contact 105 PSfrag replacements

V0

1 V˜˜1

T T T+

A A

A0 A1

V

u

Fig. 5.3. For a given stateV0 in the neighborhood ofV there exist two states V˜1 and V˜˜1 which can be connected to it by the 0-wave curve.

R0 →Rk, see (5.12), (5.17). By the sign assumption (5.19), the 0-wave curve of R0 will cross T from T to T+, see Fig. 5.2.

For each state V 6∈ T, a tangent vector to the integral curve of R0 is given by (5.16). Observe that its first component is positive in T, i.e. −λk(V) > 0 for V ∈ T, and negative in T+, i.e. −λk(V) < 0 for V ∈ T+. For V → V

we have R0 →Rk, and Rk lies in the hyperplane A=A. Therefore, locally the integral curve ofR0 lies below of A=A, and touches it at V. Note that if we would choose b0 = +λk in (5.11), then the integral curve of R0 would lie above of A=A, and also touch it atV.

Assume that we are given a stateV0 = Au0

0

in a neighborhood of the resonant stateV = Au

, and consider the 0-wave curve (5.12), passing throughV0. Also, consider a hyperplaneA=A1 such thatA1 < A. We are interested in finding a state V1 = Au1

1

, lying on the 0-wave curve described above. Observe that there exist precisely two such states V˜1 and V˜˜1 which lie on the different sides of the transition surfaceT, see Fig.5.3. In order to choose a relevant state between the states V˜1 and V˜˜1, Isaacson and Temple [44] introduce the following criterion.

Definition 5.1 (Isaacson and Temple [44]). A 0-wave curve (5.12), connect-ing the statesV0 andV1, is called admissible if it does not cross the transition surfaceT between V0 and V1.

Then, for the solution to the Riemann problem (5.6), (5.7) in a neighborhood of the resonant stateV, this criterion ensures that a total variation in A is not larger than|AL−AR|.

It is easy to show that the admissibility criterion of Isaacson and Temple [44]

is equivalent to the evolutionary criterion (5.8). Indeed, if the 0-wave curve does not intersectT, then it entirely lies either to the left of T, or to the right of it,

i.e. in T or T+. In these half-spacesλk(V)<0 for allV ∈ T, andλk(V)>0 for all V ∈ T+. Therefore, the 0-wave curve will be admissible in the sense of Definition 5.1 if

λk(V0) =λk(V1).

Since all other λi, i6= k are bounded away from zero, they cannot change their sign as well. But this is exactly the condition (5.8), so the corresponding 0-wave curve is evolutionary.

On the other hand, remember that the evolutionarity criterion, given by Def-inition 4.3, is valid for an arbitrary discontinuity, not necessarily stationary con-tact. Moreover, the states on the both sides of it do not have to be close to each other. Therefore, the criterion of Isaacson and Temple [44] is a particular case of the evolutionarity criterion, given by Definition 4.3.

It is illuminating to see the resonance effect for the Euler equations in a duct of variable cross section. Consider the Riemann problem (5.6), (5.7) for in this case, i.e. when u,f,h in (5.6) are given by (5.5). The resonance described above occurs when the k-characteristic speed is close to zero, and k-characteristic field is genuinely nonlinear, cf. (5.15). For the Euler equations in a duct, there are only two genuinely nonlinear fields, namely the ones which correspond to λ1 = v−c and λ3 = v +c, see Section 2.6. Then the condition that λ1,3 → 0 means that the gas flow becomes sonic near the stationary 0-contact,

M := v

c → ±1,

where M is the local signed Mach number. Remember that the Euler equations in a duct of variable cross section can be formally obtained from the BN model of two-phase flows, see Section 2.3.4. Analogous to the sonic case for the BN model, see Section 4.5.2, we can see that such sonic flow will be unstable, i.e. a small perturbation at the inlet will cause big jumps at the outlet.