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Handbook of mathematics for engineers and scienteists part 118 doc

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We have [ρ]D = [ρv], Here, the density and the velocity ahead of the shock are denoted ρ+and v+ , while those behind the shock are ρ–and v–.. Loci of points that can be connected by a sh

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For hyperbolic systems (15.14.4.32), equation (15.14.4.35) has two different real roots:

λ1,2= 12(p1+ q2) 12

(p1– q2)2+4p2q1. (15.14.4.36)

For each eigenvalue λ m of (15.14.4.36), from (15.14.4.34) we find the associated eigen-function

b(m)

1 = ϕ m (λ m – q2), b(m)

2 = ϕ m q1, (15.14.4.37)

where ϕ m = ϕ m (u, w) is an arbitrary function (it will be defined later); m =1, 2

From (15.14.4.33), in view of (15.14.4.34), we obtain two equations for the two roots (15.14.4.36):

b(m)

1



∂u

∂t + λ m ∂u

∂x



+ b(2m)



∂w

∂t + λ m ∂w

∂x



=0, m=1,2 (15.14.4.38)

The function ϕ min (15.14.4.37) can be determined from the conditions

b(m)

1 = ∂ R m

∂u , b(m)

2 = ∂ R m

∂w (15.14.4.39)

On differentiating the first relation (15.14.4.39) with respect to w and the second with respect

to u, we equate the mixed derivatives (R m)uw and (Rm)wu In view of (15.14.4.37), we

obtain the following linear first-order partial differential equation for ϕ m:

∂w [ϕ m (λ m – q2)] =

∂u (ϕ m q1) (15.14.4.40) This equation can be solved by the method of characteristics; see Subsection 13.1.1 Assum-ing that a solution of equation (15.14.4.40) has been obtained (any nontrivial solution can be taken) and taking into account formulas (15.14.4.37), we find the functionsR m=R m (u, w) from system (15.14.4.39) Replacing b(1m) and b(2m)in (15.14.4.38) by the right-hand sides

of (15.14.4.39), we get two equations:

∂ R1

∂t + 2λ1(R1,R2)∂ R1

∂x =0,

∂ R2

∂t + 2λ2(R1,R2)∂ R2

∂x =0,

(15.14.4.41)

where 2λ m(R1,R2) = λ m (u, w), m =1,2 The functions R1andR2 appearing in system

(15.14.4.41) are called Riemann invariants.

System (15.14.4.41) admits two exact solutions:

R1= C1, x – 2 λ2(C1,R2)t =Φ1(R2),

R2= C2, x – 2 λ1(R1, C2)t =Φ2(R1),

where C mare arbitrary constants andΦm(R3–m ) are arbitrary functions (m =1, 2)

If the function 2λ1 in (15.14.4.41) is independent of R2, then the solution of system

(15.14.4.41) is reduced to successive integration of two quasilinear first-order partial dif-ferential equations

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Remark 1 Sometimes it is more convenient to use the formulas

b(1m) = ϕ m p2, b(2m) = ϕ m (λ m – p1 ) (15.14.4.37a) rather than (15.14.4.37) In this case, equation (15.14.4.40) is replaced by

∂w (ϕ m p2) =

∂u [ϕ m (λ m – p1)] (15.14.4.40a)

Remark 2 The Riemann functions are not uniquely defined Transformations of the dependent variables

R1= Ψ 1(z1 ), R2= Ψ 2(z2 ), where Ψ 1(z1) and Ψ 2(z2) are arbitrary functions, preserve the general form of system (15.14.4.41); what changes are the functions 2λ m only This is due to the functional arbitrariness in determining the functions ϕ m

from equations (15.14.4.40) or (15.14.4.40a) This arbitrariness can be used for the selection of most simple Riemann functions.

Example 4 Consider the system of equation of longitudinal oscillations of an elastic bar (15.14.4.10),

which is a special case of system (15.14.4.32) with

p1= 0, q1= –1, p2= –σ  (u), q2= 0 (15.14.4.42)

To determine the eigenvalues and the corresponding eigenfunctions, we use formulas (15.14.4.36), (15.14.4.37), (15.14.4.42) and equation (15.14.4.40) As a result, we obtain

λ1,2=

σ  (u) ; b(1m)=

σ  (u), b(2m)=  1, ϕ m= 1 (m =1, 2).

The Riemann functions are found from equations (15.14.4.39):

R1 = –w +

σ  (u) du, R2 = w +

σ  (u) du.

Note that the Riemann functions coincide, up to notation, with the integrals (15.14.4.21) obtained earlier from other considerations.

Example 5 Consider the system of equations (15.14.4.26) describing one-dimensional flow of an ideal

adiabatic gas First, reduce the system to the canonical form

∂ρ

∂t + v ∂ρ

∂x + ρ ∂v

∂x = 0,

∂v

∂t +p

 (ρ)

ρ

∂ρ

∂x + v ∂v

∂x = 0.

This is a special case of system (15.14.4.32) with

u = ρ, w = v, p1= v, q1 = ρ, p2= p  (ρ)/ρ, q2= v. (15.14.4.43)

To determine the eigenvalues and the corresponding eigenfunctions, we use formulas (15.14.4.36), (15.14.4.37), (15.14.4.43) and equation (15.14.4.40) As a result, we obtain

λ1, 2= v

p  (ρ) ; b(1m)=

p  (ρ)

ρ , b(2m)= 1, ϕ m= 1

ρ (m =1, 2).

The Riemann functions are found from equations (15.14.4.39):

R1 = v +

 √

p  (ρ)

ρ dρ, R2 = –v +

 √

p  (ρ)

ρ dρ.

3 Let us show that the Riemann invariants are constant along the rarefaction waves for

hyperbolic systems The substitution of the self-similar solution formsR m=R m (ξ), where

ξ = x/t, into system (15.14.4.41) results in the following system of two ordinary differential

equations:



ξ – λ m(R1,R2) dR m

=0 (m =1, 2) (15.14.4.44)

The equality ξ = λ1(R1,R2) takes place along the first rarefaction wave Hence, the

first factor in the second equation of (15.14.4.44) is nonzero Therefore, the second factor

in the second equation of (15.14.4.44) is zero It follows thatR2 = const along the first

rarefaction wave Along the second rarefaction wave,R1is constant.

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15.14.4-7 Hyperbolic n×nsystems of conservation laws Exact solutions.

Here we consider systems of conservation laws of the form

∂F(u)

∂t + ∂G(u)

∂x =0, (15.14.4.45)

where u = u(x, t) is a vector function of two scalar variables, and F = F(u) and G = G(u)

are vector functions,

u = (u1, , u n)T, u i = u i (x, t);

F = (F1, , F n)T, F i = F i(u);

G = (G1, , G n)T, G i = G i(u).

Here and henceforth, (u1, , u n)Tstands for a column vector with components u1, , u n Note three important types of exact solutions to system (15.14.4.45):

1 For any F and G, system (15.14.4.45) admits the following simplest solutions:

where C is an arbitrary constant vector.

2 System (15.14.4.45) admits self-similar solutions of the form

The procedure for finding them is analogous to that used in Paragraph 15.14.4-2 (see also Paragraph 15.14.4-10)

3 System (15.14.4.45) also admits more general exact solutions of the form

u1= u1(u n), ., u n–1= u n–1(u n), (15.14.4.48) where all the components are functionally related and can be expressed in terms of one of them After substituting (15.14.4.48) into the original system (15.14.4.45), we require that

all the resulting equations coincide As a result, we obtain a system of (n –1) ordinary differential equations for determining the dependences (15.14.4.48) and one first-order

partial differential equation for u n = u n (x, t) The mentioned procedure is described in

detail in Paragraph 15.14.4-3 for the case of a two-equation system

Let us show that some systems of conservation laws can be represented as systems of

ordinary differential equations along curves x = x(t) called characteristic curves.

Differentiating both sides of system (15.14.4.45) yields

∂u

∂t + A∂u

where A = 2 F–1(u) 2 G(u), 2 F(u) is the matrix with entries ∂Fi ∂uj, 2G(u) is the matrix with entries

∂Gi

∂uj, and 2F–1is the inverse of the matrix 2F.

Let us multiply each scalar equation in (15.14.4.49) by b i = b i(u) and take the sum On

rearranging terms under the summation sign, we obtain

n



i=1

b i ∂u ∂t i +

n



i,j=1

b j a ji ∂u ∂x i =0, (15.14.4.50)

where a ij = a ij(u) are the entries of the matrix A.

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If b = (b1, , b n) is a left eigenvector of the matrix A(u) that corresponds to an

eigenvalue λ = λ(u), so that

n



j=1

b j a ji = λb i

then equation (15.14.4.50) can be rewritten in the form

n



i=1

b i



∂u i

∂t + λ ∂u i

∂x



Thus, system (15.14.4.49) is transformed to a linear combination of total derivatives of the

unknowns u i with respect to t along the direction (λ,1) on the plane (x, t), i.e., the total time derivatives are taken along the trajectories having the velocity λ:

n



i=1

b i du dt i =0, dx

dt = λ, (15.14.4.52) where

b i = b i(u), λ = λ(u), x = x(t), du dt i = ∂u ∂t i + dx dt ∂u ∂x i.

Equations (15.14.4.52) are called differential relations on characteristics The second equation in (15.14.4.52) explains why an eigenvalue λ is called a characteristic velocity.

System (15.14.4.49) is called hyperbolic if the matrix A has n real eigenvalues and n

linearly independent left eigenvectors If all eigenvalues are distinct for any u, then system

(15.14.4.49) is said to be strictly hyperbolic.

Remark 1. If the hyperbolic system (15.14.4.49) is linear and the coefficients of the matrix A are constant,

then the eigenvalues λ k are constant and the characteristic lines in the (x, t) plane become straight lines:

x = λ k t+ const.

Since all eigenvalues λ kare different, the general solution of system (15.14.4.49) can be represented as the sum of particular solutions as follows:

u = φ1(x – λ1t)r1+· · · + φ n (x – λ n t)rn,

where the φ k (ξ k ) are arbitrary functions, ξ k = x – λ k t, and rkis the right eigenvector of A corresponding to the

eigenvalue λ k , k =1, , n The particular solutions uk = φ k (x – λ k t)rkare called traveling-wave solutions.

Each of these solutions represents a wave that travels in the rk -direction with velocity λ k.

Remark 2 The characteristic form (15.14.4.51) of the hyperbolic system (15.14.4.49) forms the basis for the numerical characteristics method which allows the solution of system (15.14.4.49) in its domain of

continuity Suppose that we already have a solution u(x, t) for all values of x and a fixed time t To construct

a solution at a point (x, t + Δt), we find the points (x – λ k Δt, t) from which the characteristics arrive at the point (x, t + Δt) Since the u(x – λ k Δt, t) are known, relations (15.14.4.52) can be regarded as a system of

n linear equations in the n unknowns u(x, t + Δt) Thus, a solution for the time t + Δt can be found.

15.14.4-8 Shock waves Rankine–Hugoniot jump conditions

Let us consider a discontinuity along a trajectory xf(t) and obtain the mass balance condition along a discontinuity (shock wave) The region x > xf(t) is conventionally assumed to lie ahead of the shock, and the region x < xf(t) is assumed to lie behind the shock The shock speed D is determined by the relation

D= dxf

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To refer to the value of a quantity, A, behind the shock, the minus superscript will

be used, A, since this value corresponds to negative x in the initial value formulation Likewise, the value of A ahead of the shock will be denoted A+

For an arbitrary quasilinear system in the form of conservation laws (15.14.4.45), the balance equations for a shock can be represented as

[F i (u)]D = [G i(u)], i=1, , n, (15.14.4.54)

where [A] = A+–Astands for the jump of a quantity A at the shock Formulas (15.14.4.54) are called the Rankine–Hugoniot jump conditions; they are derived from integral

conse-quences of the equations in question in much the same ways as for a single equation (see Paragraph 13.1.3-4)

Example 6 The Rankine–Hugoniot conditions for an isentropic gas flow (15.14.4.26) follow from

(15.14.4.54) We have

[ρ]D = [ρv],

Here, the density and the velocity ahead of the shock are denoted ρ+and v+ , while those behind the shock are

ρand v

Eliminating the shock speed D from (15.14.4.55), we obtain the relation

v+– v–=

!

+– ρ– ) 

p (ρ+) – p(ρ– ) 

Each of the signs before the square root in (15.14.4.56) corresponds to a branch of the locus of points that can

be connected with a given point (v, ρ) by a shock (see Fig 15.9a) For an ideal polytropic gas, one should set

p = Aρ γin formulas (15.14.4.55) and (15.14.4.56).

Let us determine the set of states (v+, ρ+) reachable by a shock from a given point (v, ρ–) Express the

point (v+, ρ+) ahead of the shock via the solution of the transcendental system (15.14.4.55) to obtain

v+= v+(v, ρ, D), ρ+= ρ+(v, ρ, D).

The graphs of the solution determined by (15.14.4.56) are shown in Figs 15.9a and 15.9b The solid lines

correspond to the minus sign before the radical and represent stable (evolutionary) shocks, while the dashed lines correspond to the plus sign and represent unstable (nonevolutionary) shocks; see below.

r

-r +

v

-v +

r

-r +

Figure 15.9 Loci of points that can be connected by a shock wave: (a) with a given state (v, ρ) and (b) with a given state (v+, ρ+) The solid lines correspond, respectively, to the minus and plus signs in formula (15.14.4.56)

(for p = Aρ γ ) before the radical for cases (a) and (b).

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15.14.4-9 Shock waves Evolutionary conditions Lax condition.

In general, discontinuities of solutions are surfaces where conditions are imposed that relate the quantities on both sides of the surfaces For hyperbolic systems in the conservation-law form (15.14.4.45), these relations have the form (15.14.4.54) and involve the discontinuity

velocity D.

The evolutionary conditions are necessary conditions for unique solvability of the

prob-lem of the discontinuity interaction with small perturbations depending on the x-coordinate

normal to the discontinuity surface For hyperbolic systems, a one-dimensional small

per-turbation can be represented as a superposition of n waves, each being a traveling wave propagating at a characteristic velocity λ

i This allows us to classify all these waves into in-coming and outgoing ones, depending on the sign of the difference λ

i – D Incoming waves

are fully determined by the initial conditions, while outgoing ones must be determined from the linearized boundary conditions at the shock

We consider below the stability of a shock with respect to a small perturbation This kind of stability is determined by incoming waves For this reason, we focus below on incoming waves

Let m+and m–be the numbers of incoming waves from the right and left of the shock, respectively It can be shown that if the relation

m++ m––1= n (15.14.4.57) holds, the problem of the discontinuity interaction with small perturbations is uniquely

solvable Relation (15.14.4.57) is called the Lax condition If (15.14.4.57) holds, the corresponding discontinuity is called evolutionary; otherwise, it is called nonevolutionary.

For evolutionary discontinuities, small incoming perturbations generate small outgoing perturbations and small changes in the discontinuity velocity

If

m++ m––1> n,

then either such discontinuities do not exist or the perturbed quantities cannot be uniquely determined (the given conditions are underdetermined)

If

m++ m––1< n,

then the problem of the discontinuity interaction with small perturbations has no solution

in the linear approximation Previous studies of various physical problems have shown that the interaction of nonevolutionary discontinuities with small perturbations results in their disintegration into two or more evolutionary discontinuities

The evolutionary condition (15.14.4.57) can be rewritten in the form of inequalities

relating the shock speed D and the velocities λ

i of small disturbances Let us enumerate

the characteristic velocities on both sides of the discontinuity so that

λ1(u)λ2(u)· · ·λ n(u).

A shock is called a k-shock if both kth characteristics are incoming:

if i > k, then D < λ

i;

if i < k, then D > λ

i;

if i = k, then λ+i < D < λi

(15.14.4.58)

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Below is another, equivalent statement of the Lax condition: n +1inequalities out of the2ninequalities

λ+kDλk (k =1, , n) (15.14.4.59) must hold

For two-equation systems, the shock evolutionarity requires that three out of four in-equalities

λ+1 ≤Dλ–1, λ+2 ≤Dλ–2, (15.14.4.60) must hold

Example 7 The Lax condition for the adiabatic gas flow equations (15.14.4.26) are obtained by

sub-stituting the eigenvalue expressions λ1, 2 = v √

p  (ρ) (see Example 5) into inequalities (15.14.4.60) We

have

v+

p  (ρ+) < D < v

p  (ρ– ) (15.14.4.61) The shock evolutionarity requires that three of the four inequalities in (15.14.4.61) hold Substituting the

equation of state for a polytropic ideal gas, p = Ar γ, into (15.14.4.61), we obtain the following evolutionarity criterion:

v+

Aγ (ρ+ )γ–1< D < v

Aγ (ρ– )γ–1 (15.14.4.62)

For the adiabatic gas flow system (15.14.4.26), the solution vector is u = (ρ, v)T Figure 15.9a shows

the locus of points u+ that can be connected by a shock to the point u– ; it is divided into the evolutionary part (solid line) and nonevolutionary part (dashed line) It can be shown that a shock issuing from the point

(v, ρ) and passing through any point (v+, ρ+ ) of the solid part of the locus of first-family shocks obeys the Lax

conditions (15.14.4.62) The shock speed D of the first family decreases from λ1(u), for points u+tending to

point u, to vas ρ+0and v+→ –∞ Along the locus of the second-family shocks, the speed decreases

from λ2(u), for points u+tending to u–, to –∞ as ρ+→ ∞ and v+→ –∞.

Figure 15.9b depicts the locus of points uthat can be connected by a shock to the point u+ The evolutionary

part of the locus is shown by a solid line; the dashed line shows the nonevolutionary part The shock speed D

of the first family increases from λ1(u+), for points utending to u+, to∞ as ρ→ ∞ and v→ ∞ Along

the locus of the second family shocks, the speed increases from λ2(u+), for points utending to u+, to v+as

ρ0and v→ ∞.

15.14.4-10 Solutions for the Riemann problem Solutions describing shock waves

1 Self-similar solutions (15.14.4.47) together with the simplest solutions (15.14.4.46)

enable the solution of the Riemann problem This problem is formulated as follows: find

a function u = u(x, t) that solves system (15.14.4.45) for t >0and satisfies the following initial condition of a special form:

u =u

L if x <0

uR if x >0 at t=0. (15.14.4.63)

Here, uLand uRare two prescribed constant vectors

With the self-similar variable ξ = x/t, the initial condition (15.14.4.63) is transformed

into the boundary conditions

u→ uL as ξ → –∞, u→ uR as ξ → ∞. (15.14.4.64)

2 Without loss of generality, we will be considering the case F(u) = u The substitution

of the self-similar form u(x, t) = u(ξ) into (15.14.4.45) with F(u) = u yields

G – ξI

where 2G = 2G(u) is the matrix with entries G ij = ∂Gi ∂uj and I is the identity matrix.

... characteristic form (15.14.4.51) of the hyperbolic system (15.14.4.49) forms the basis for the numerical characteristics method which allows the solution of system (15.14.4.49) in its domain of< /small>... the value of A ahead of the shock will be denoted A+

For an arbitrary quasilinear system in the form of conservation laws (15.14.4.45), the balance equations for a shock... respectively, to the minus and plus signs in formula (15.14.4.56)

(for p = Aρ γ ) before the radical for cases (a) and (b).

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