Stability Analysis of 1-D Burgers Equation

July 9, 2009
Consider the one-dimensional Burgers equation in an interval of [L, L] R,
u
t
+ u
u
x
=

2
u
x
2
, (t, x) [0, )(L, L) ,
u(0, x) = u
0
(x), x [L, L] ,
u(t, L) = u

(t), u(t, L) = u
+
(t), t [0, ) . (1)
1 Basic Flows
Let us determine the steady basic ow u(t, x) = V (x) of Eq. (1),
R
dR
dy
=
d
2
R
dy
2
, y (1, 1) ,
R(1) = R

, R(1) = R
+
. (2)
where
y :=
x
L
, R :=
V L

, R

:=
V

, R
+
:=
V
+
L

, (3)
Eq. (2)
1
can be integrated to give
dR
dy
=
1
2
R
2
+ c (4)
which can be intergrated further in the following three cases:
1. c =
1
2

2
with > 0. Eq. (2) results in
R = tan
_
arctan
_
R

_
+
1
2
(y + 1)
_
, arctan
_
R
+

_
arctan
_
R

_
= 0. (5)
In this case,
dR
dy
> 0.
2. c = 0. Eq. (2) results in
R =
2R

2 R

(y + 1)
, R
+

1 R

= 0. (6)
1
3. c =
1
2

2
with > 0. Eq. (2) gives
(i) R

= R
+
,
R = R

, = R

;
(ii) R

= R
+
,
R =
1
R

+R

exp[(y + 1)]
1 +
R

+R

exp[(y + 1)]
, ln

R
+
+R
+
+ R

2 = 0. (7)
In this case, we have either |R| > or |R| = or |R| < .
1.1 About Hopf-Cole transformation
The Hopf-Cole transformation has been used to solve the Burgers equation since it supposedly
has the advantage of transforming the nonlinear equation into the linear heat equation. In this
work, we do not employ this transformation due to the reason as discussed below.
Applying the Hopf-Cole transformation
u =
2
w
w
x
(8)
to Eq. (1), we obtain the initial-boundary value problem for w(t, x)
w
t
=

2
w
x
2
, (t, x) [0, )(L, L) ,
w(0, x) = w(0, L) exp
_

1
2
_
x
L
u
0
() d
_
, x [L, L] ,
w
x

x=L
=
u

(t)
2
w|
x=L
,
w
x

x=L
=
u
+
(t)
2
w|
x=L
, t [0, ) . (9)
Here, we may set w(0, L) = 1 or absorb it into w(t, x), considering the mathematical structure
of (9).
To reproduce the steady state solutions of (5) through (7) from (9), we consider two possibil-
ities as follows.
Firstly, let us seek the steady state solutions of (9), which gives
d
2
w
dx
2
= 0, w(x) =
w(L) w(L)
2L
x +
w(L) + w(L)
2
(10)
Substituting the above solution into (8), we have
u

=

w(L)
w(L) w(L)
L
, u
+
=

w(L)
w(L) w(L)
L
(11)
and thus,
_
1 +
L

u
+
__
1
L

_
= 1 (12)
which corresponds to the solution of (6).
2
Secondly, let us study the possibility in which an unsteady state solution w(t, x) of (9) may
result in a corresponding steady state solution of u(x). To this end, we have from (8)

2
w(t, x)
w(t, x)
x
= u(x), w(t, x) = w(t, L) exp
_

1
2
_
x
L
u() d
_
(13)
Substituting this solution into (9) yields
1
w(t, L)
d w(t, L)
dt
=
_
_
1
2
u(x)
_
2

1
2
d u(x)
dx
_
(14)
which implies that
1
w(t, L)
d w(t, L)
dt
=
1
2
_
d u(x)
dx

1
2
( u(x))
2
_
= D = constant (15)
Comparing the above equation with (4), we have
D =
c
2L
2
. (16)
It then follows that
1. to obtain (5) from (9), we need D < 0. That is, w(t, L) and w(t, x) monotonically
decreases to zero with time;
2. to obtain (7) from (9), we need D > 0. That is, w(t, L) and w(t, x) monotonically
increases and eventually blow up as time proceeds.
Consequently, to reproduce the steady state solutions of (5) and (7) from the heat equation (9),
we need to allow the decreasing to zero and the increasing to innity of w(t, x), which may imply
complications in numerical solutions of (9) so as to obtain all the solutions of Burgers equation
(1).
2 Perturbed Flows
For a given basic ow eld V = V (x) or R = R(y) determined in the preceeding section, we
can perturb the ow so as to examine whether the basic ow is stable or not. To this end, we
introduce the disturbance v
0
(x), say, at t = 0, and the evolution of the disturbance v(t, x) is
governed by, from Eqs. (1) (u = V + v) and (2),
r

+R
r
y
+ R

r +r
r
y
=

2
r
y
2
, (, y) [0, )(1, 1) ,
r(0, y) = r
0
(y), y [1, 1] ,
r(, 1) = 0, r(, 1) = 0, [0, ) , (17)
where
:=
t
L
2
, r :=
vL

, R

:=
dR
dy
, r
0
:=
v
0
L

. (18)
3
2.1 Energy method
One scheme to study the behavior of the perturbed ow is to employ the energy emthod. That
is, we convert Eq. (17) into the integral problem of
d
d
_
1
1
1
2
r
2
dy =
_
1
1
_
_
r
y
_
2
+
1
2
R

r
2
_
dy, [0, ),
_
1
1
1
2
r
2
dy

t =0
=
_
1
1
1
2
(r
0
)
2
dy (19)
Using Theorem 3.2.3 of [5], we have
_
1
1
_
r
y
_
2
dy
_
m
4
_
2
[J(m)]

2
m
_
1
1
r
2
dy, J(m) :=
_
1
0
s
m1
(1 s)
m1
ds
(1 s)
m1
+s
m1
, m [1, 2], (20)
and then, (19) becomes
d
d
_
1
1
1
2
r
2
dy
1
2
_
1
1
_
_
1
8
sup
m[1,2]
_
m
(J(m))
1
m
_
2
+ R

_
_
r
2
dy, [0, ),
_
1
1
1
2
r
2
dy

t =0
=
_
1
1
1
2
(r
0
)
2
dy. (21)
It follows that the basic ow R is unconditionally stable if it satises
1
8
sup
m[1,2]
_
m
(J(m))
1
m
_
2
+ R

0,
1
8
sup
m[1,2]
_
m
(J(m))
1
m
_
2
+ min
|y|1
R

0. (22)
Clearly, a basic ow with U(L) U(L) or R

0 is unconditionally stable. That is, the

solutions of (5) and (6) are unconditionally stable.
2.2 Linear stability analysis and the related
We now examine the case that a given basic ow R does not meet the condition of (22), specically
those basic ows with U(L) > U(L) or
R

< 0,
1
8
sup
m[1,2]
_
m
(J(m))
1
m
_
2
+ min
|y|1
R

< 0. (23)
And we will assume that the disturbance r is suciently small that the nonlinear term in (17)
can be neglected, i.e.,
r

+R
r
y
+ R

r =

2
r
y
2
, (, y) [0, )(1, 1) ,
r(0, y) = r
0
(y), y [1, 1] ,
r(, 1) = 0, r(, 1) = 0, [0, ) . (24)
With the help of seperation of variables, we may nd from (24) that
r(t, y) = exp(t) (y) (25)
4
and
d
2

dy
2
R
d
dy
R

+ = 0, |y| < 1,
(1) = (1) = 0. (26)
Here is an eigenvalue. A further simplication may be made by introducing
= exp
_
1
2
_
y
1
R( y)d y
_
(y) (27)
and (26) is transformed into its normal form
d
2

dy
2
+
_

1
4
R
2

1
2
R

+
_
= 0, |y| < 1,
(1) = (1) = 0. (28)
One can verify that (28) is a regular Sturm-Liouville eigenvalue problem ([1], [3], [4]), and
thus, it has an innite number of real eigenvalues:

1
<
2
< <
n
<
with
n
as n ; the lowest eigenvalue
1
is given by the minimum value of the Rayleigh
quotient for all continuous functions satisfying (1) = (1) = 0,

1
= min
_
1
1
_
_
d
dy
_
2
+
_
1
4
R
2
+
1
2
R

2
_
dy
_
1
1

2
dy
= min
_
1
1
_
d
dy

1
2
R
_
2
dy
_
1
1

2
dy
0. (29)
That is, all the eigenvalues are non-negative. Moveover, all the eigenvalues are positive, and this
can be shown by setting = 0 in (26) and consequently obtaining the trivial solution of = 0.
This means that all the steady basic ows not satisfying (22) are linearly stable.
Equation (28) can be recast as
d
2

dy
2
+
_
+
1
4

2

1
2
R
2
_
= 0, |y| < 1,
(1) = (1) = 0. (30)
Under the restriction of (23), we introduce
Y (y) :=
1

R(y) : [1, 1]
_

,
R
+

_
(1, 1) , (31)
where Y = Y (y) is one-to-one and smooth and we can transform (30) into
_
1 Y
2
_
d
2

dY
2
2Y
d
dY
+
_
2

2
1 Y
2
_
= 0, Y
_

,
R
+

_
(1, 1) ,

_
=
_

R
+

_
= 0. (32)
5
Here
2
:= 1 4
2
. In the above derivation, we have used (2) and (23). Equation (32) is an
associated Legendre equation. Now, the question is whether the property of associated Legendre
equations will help us to determine
n
and
n
.
We may solve (32)
1
with
= C
1
P(Y ) + C
2
Q(Y ) , P(Y ) =

m=0
b
2m
Y
2m
, Q(Y ) = Y

m=0
b
2m+1
Y
2m
, (33)
where C
1
and C
2
are constants to be xed and
b
0
= 1, b
2
=
1
2
_

2
2
_
, (34)
b
2m
=
(
2
2) + 2 (2m2)
2
(2m1) (2m)
b
2(m1)
+
2 (2m4) (2m3)
(2m1) (2m)
b
2(m2)
, m 2; (35)
b
1
= 1, b
3
=
1
2 3
_
2 +
_

2
2
_
_
, (36)
b
2m+1
=
(
2
2) + 2 (2m1)
2
(2m) (2m + 1)
b
2m1
+
2 (2m3) (2m2)
(2m) (2m + 1)
b
2m3
, m 2. (37)
To have non-trivial solutions of (32), we need
P
_
R

_
Q
_
R
+

_
P
_
R
+

_
Q
_
R

_
= 0 (38)
which provides the characteristic equation to determine
2
n
and
n
=
2
(1
2
n
)/4 for a given
basic ow R.
2.2.1 Large eigenvalues/asymptotic behavior
For a given basic ow of R, there exists N N such that

n
+
1
4

2
>
N
+
1
4

2
>>
1
2
|R|
2
, n > N (39)
and for the eigenfunctions
n
associated with
n
, n N, (30) approximately and adequately
reduces to
d
2

n
dy
2
+
_

n
+
1
4

2
_
= 0, |y| < 1,

n
(1) =
n
(1) = 0. (40)
Therefore,

n

_
n
2
_
2

1
4

2
,
n
sin
_
n
2
(y + 1)
_
, n N. (41)
We can now estimate the value of N from
N >>

max (|R

| , |R
+
|) . (42)
The results of (41) indicate that the basic ow eld R has negligible eect on the large
eigenvalues
n
under n >> / and n N.
6
2.2.2 Small eigenvalues
Since the eigenfunctions (
n
)
nN
is a complete and orthogonal set, they may be used to analyze
the nonlinear problem of (17) and make the structure of the nonlinear equations simpler. For this
purpose, we need to nd the eigenvalues
n
and the eigenfunctions of lower n. It immediately
follows from (30) and the property of a regular Sturm-Liouville problem that
1
+
1
4

1
2
R
2
cannot occur, if we choose
1
(y) > 0, y (1, 1). That is,
1
+
1
4

1
2
min (|R

|
2
, |R
+
|
2
)
cannot occur, or

1
+
1
4

2
>
1
2
min
_
|R

|
2
, |R
+
|
2
_
(43)
imposes a lower bound on the value of
1
for a given basic ow. Some upper bounds on
1
can
be obtained from (29), like taking = sin
_

2
(y + 1)

there.
In the case that a specic basic ow R yields
2
= 0 and =
2
/4, (32) reduces to Legendres
dierential equation, and we simply have ([2], [3])
= C
1
Y + C
2
_
Y
2
ln
_
1 + Y
1 Y
_
1
_
= C
2
_
Y
2
ln
_
1 + Y
1 Y
+ R

_
1

R

Y
_
= C
2
_

R
2
ln
_
R
+R
+ R

_
1 +
R
R

_
= C
2
_

y + 1
2
R 1 +
R
R

_
(44)
along with
ln
_
R
+
+ R
+
+ R

_
2
R
+
R

R
+
R

= 0, (45)
which is essential to have a nontrivial solution. Comparing (45) with (7), we get
R
+
R

= R
+
R

, (R

> R
+
) , i.e., R

> 1, R
+
=
R

1
< 0 (46)
which is the constraint for the specic ow to produce
2
= 0 and =
2
/4. Here, one can
check that
1
=
2
/4. If we intend to use the Burgers equation to model certain physical ows,
we may enforce the condition that R

R
+
> 0.
It is dicult to nd the closed form expressions for
n
, n, under a given R. We may also
employ the complete and orthonormal set of functions
_
sin
_
n
2
(y + 1)
_
: n N
_
(47)
as the basis in the nonlinear spectral stability analysis, which has the advantage of being inde-
pendent of any specic Rs.
2.3 Nonlinear spectral stability analysis
We now return to the nonlinear problem of (17). We can represent r in the form of
r =

n=1
a
n
()
n
(y),
n
(y) := exp
_
1
2
_
y
1
R( y)d y
_

n
(y) (48)
7
since the set of (
n
)
nN
is complete. Next, substituting it into (17) and employing the orthonor-
mality of the set and Eq. (26), we obtain the equations for the evolution of a
m
(), m,
da
m
d
+
m
a
m
+

k, l N
C
mk:l
a
k
a
l
= 0, [0, )
a
m
(0) = a
0
m
(49)
where
C
mk:l
:=
_
1
1

k
d
l
dy
dy
=
1
2
_
1
1
R

2
R
2

2
R

2

m

k

l
dy +
_
1
1

2
R
2

2
R

2

m

k
d
l
dy
dy. (50)
Find the conditions under which C
mk:l
is negligible for a given R. One of the consequences
may be that at what m the direct eect of R on a
m
is negligible (since
m
is eectively not
aacted by the R anyway).
In the case that we use (47), we have
r =

n=1
b
n
() sin
_
n
2
(y + 1)
_
(51)
and (17) becomes, k 1,
db
k
d
+
_
k
2
_
2
b
k
+
k
4
_
1
2
k1

n=1
b
n
b
kn

n=1
b
n
b
n+k
_

k
2

n=1
b
n
_
1
1
R
_
sin
_
(n + k)
2
(y + 1)
_
+sin
_
(n k)
2
(y + 1)
__
dy = 0, [0, )
b
k
(0) = b
0
k
(52)
References
[1] Haberman, R., Elementary Applied Partial Dierential Equations, Prentice Hall, Engle-
wood Clis,New Jersey, 1987.
[2] Jerey A., and Dai, H., Handbook of Mathematical Forumlas and Integrals, Elsevier, New
York, 2008.
[3] King, A. C., Billingham, Otto, S. R., Dierential Equations: linear, nonlinear, ordinary,
partial, Cambridge University Press, New York, 2003.
[4] Morse, P. M., and Feshbach, H., Methods of Theoretical Physics, McGraw-Hill Compnay,
Inc., New York, 1953.
[5] Pachpatte, B. G., Mathematical Inequalities, Elsevier, New York, 2005.
[6] Temme, N. M., Special Functions: An introduction to the classical functions of mathe-
matical physics, John Wiley & Sons, Inc., New York, 1996.
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