28.7.1. General hyperbolic problem#
28.7.1.1. Integral equations#
For a volume \(V\) at rest
Integral equations for a control volume \(\ V \ \) at rest
Integral equation for a control volume at rest \(V\)
being \(\mathbf{u}\) the vector of the conservative variables, \(\mathbf{u} \in \mathbb{R}^n\), and \(\vec{u}\) the velocity field in the \(d\)-dimensional domain, and \(\mathbf{F} := - \mathbf{f} + \vec{u} \mathbf{u}\).
Integral equations for an arbitary domain \(\ v_t \ \)
Integral equation for an arbitrary domain \(v_t\), with Reynolds’ transport theorem
28.7.1.1.1. Jump conditions#
From integral equations on \(\ v_t \ \) to jump relations
Collapsing \( v_t\) on a surface only the boundary terms on the two sides of the surface persist and the balance equations becomes
being \(\hat{n}_{-} = - \hat{n}_{+}\). From the arbitrariness of the surface \(S\), jump relations follow
being \([ \ \cdot \ ] = (\cdot)_{+} - (\cdot)_{-}\) the jump across the surface.
28.7.1.2. Differential equations#
In regions where the fields are smooth, differential equations follow from integral equations using theorems of differential calculus.
28.7.1.3. Conservative form#
Conservative form of the differential equations reads
From integral equations on \(\ V \ \) to conservative form of differential equations
For a volume \(V\) at rest
or using components
and using [divergence theorem] under the assumption of sufficient regularity of the flux
and from the aribitrariness of the domain \(V\),
or using abstract vector notation
with the convection matrices
From conservative form to convective form of differential equations
Starting from the component expression {eq}`` of the convective differential equations
having defined \(A_{i \ell}^{(k)} = \partial_{u_{\ell}} F_{ki}\), or using vector notation
28.7.1.4. Method of characteristics#
28.7.1.4.1. Spectral decomposition#
Summary of method of characteristics in multi-dimensional domains.
Let
the conservative form of a hyperbolic problem reads
Expanding the divergence of the flux, the convective (quasi-linear? It makes little to no sense to me…) form follows
for every component \(i = 1:n\), or
This problem can be made a little more general with by defining \(\mathbf{x} = (t, \mathbf{r}) = ( x_0, \vec{r} )\), as
The former expression of the hyperbolic problem immediately follows if \(\mathbf{A}_0 = \mathbf{I}_n\), \(A^0_{ik} = \delta_{ik}\), and
as, for \(i = 1:n\),
Taylor expansion of a solution. Starting from the solution on a manifold determined by the equation \(S: f(\mathbf{x}) = 0\), \(\mathbf{x}_0 \in S\), if the solution is differentiable, the solution in a point \(\mathbf{x} = \mathbf{x}_0 + \Delta \mathbf{x}\) reads
Now, with a change of coordinates from \(\mathbf{x}\) to \(\boldsymbol\xi = (n, \mathbf{t})\), i.e. to local normal and tangential directions,
Inserting in the hyperbolic equation
and separating the normal \(\ell = 0\) from the tangential \(\ell=1:d\) coordinates,
On a smooth surface where the solution is known, all the tangential derivatives of the solution are known as well. In order to evaluate the normal derivative \(\partial_n \mathbf{u}\) from the PDE, the (formal) inversion of the matrix
must be feasible, and thus \(\mathbf{A}_{\hat{\mathbf{n}}}\) must be invertible, to formally get
This expression of the normal derivative of the solution - whenever it exists - can be used to find the approximation of the solution in normal direction w.r.t. the surface \(S\), i.e. with \(\Delta \mathbf{x} = \Delta \ell \hat{\mathbf{n}}\) as
If the matrix \(\mathbf{A}_{\hat{\mathbf{n}}}\) is diagonalizable, it’s invertible if it has no zero eigenvalue. Let \(\hat{\mathbf{n}}_i\) be a unit vector so that the matrix \(\mathbf{A}_{\hat{\mathbf{n}}}\) has an eigenvalue equal to zero \(s_0 = 0\), with right and left eigenvectors \(\mathbf{r}_0\), \(\mathbf{l}_0\). Recalling the expression of the PDE in normal and tangential components
left-multiplying by \(\mathbf{l}\) gives
i.e. the compatibility condition on the surface with unit normal \(\hat{\mathbf{n}}\) that makes \(s_0 = 0\),
Surfaces with unit normal vectors \(\hat{\mathbf{n}}\) making eigenvalues of the matrix \(\mathbf{A}_{\mathbf{n}}\) equal to zero are defined as characteristic surfaces. On each characteristic surface, the corresponding compatibility condition holds.
28.7.1.4.2. Change of variables#
Let \(\mathbf{u}\) the set of conservative variables1 and let \(\mathbf{v}\) another set of variables. Let the transfomration of variables \(\mathbf{v}(\mathbf{u})\) be invertible and let \(\mathbf{u}(\mathbf{v})\) be the inverse transformation. Let \(\mathbf{U}_{\mathbf{v}}\) the gradient of the transformation \(\mathbf{u}(\mathbf{v})\) w.r.t. variables \(\mathbf{v}\) and \(\mathbf{V}_{\mathbf{u}}\) the gradient of the inverse transformation \(\mathbf{v}(\mathbf{u})\), so that the differentials of the variables read
These gradients are mutually inverse, \(\mathbf{U}_{\mathbf{v}} = \mathbf{V}^{-1}_{\mathbf{u}}\). The convective form of the equations using \(\mathbf{u}\) or \(\mathbf{v}\) as primary variables are respectively
with
The equations using \(\mathbf{v}\) immediately follows after introducing the relation between the differentials and pre-multiplication of the equations by \(\mathbf{V}_{\mathbf{u}}\),
Change of variables and spectral decomposition of the matrix \(\ \mathbf{A}_{\hat{n}} \ \).
Starting from a set of variables \(\mathbf{u}\) and the convective form of the equations
using another set of variables \(\mathbf{v}\), the equations become
being \(d \mathbf{u} = \mathbf{U}_{\mathbf{v}} d \mathbf{v}\). If the transformation is non-singular, and \(\mathbf{U}_{\mathbf{v}}^{-1} = \mathbf{V}_{\mathbf{u}}(\mathbf{v})\), then the differential equations can be recast as
With a coordinate transformation, the normal and tangential matrices become
If the change of variables is non-singular, the Jacobian matrices \(\mathbf{V}_\mathbf{u}\), \(\mathbf{U}_\mathbf{v}\) are non singular and reciprocally inverse. Thus, the determinant of the matrix \(\mathbf{A}_{\mathbf{n}}\) is independent from the set of chosen variables, as
Thus, the eigenvalues are independent from the set of variables as well
The relation between right eigenvectors immediately follows
with \(\mathbf{R}^{\mathbf{u}} = \mathbf{U}_{\mathbf{v}} \mathbf{R}^\mathbf{v}\), or for any individual eigenvector \(\mathbf{r}^\mathbf{u}_i = \mathbf{U}_{\mathbf{v}} \mathbf{r}^{\mathbf{v}}_i\).
The relation between left eigenvectors analogously follows
with \(\mathbf{L}^{\mathbf{u}} = \mathbf{L}^\mathbf{v} \mathbf{U}_{\mathbf{v}}\), or for any individual eigenvector \(\left( \mathbf{l}^\mathbf{u}_i \right)^T = \left( \mathbf{l}^\mathbf{v}_i \right)^T \mathbf{U}_\mathbf{v}\), or \(\mathbf{l}^\mathbf{u}_i = \mathbf{U}_\mathbf{v}^T \mathbf{l}^\mathbf{v}_i\).
Eigenvalues, right and left eigenvectors
Characteristic lines/surfaces, and compatibility conditions