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Riemann problem
Riemann problem
from Wikipedia

A Riemann problem, named after Bernhard Riemann, is a specific initial value problem composed of a conservation equation together with piecewise constant initial data which has a single discontinuity in the domain of interest. The Riemann problem is very useful for the understanding of equations like Euler conservation equations because all properties, such as shocks and rarefaction waves, appear as characteristics in the solution. It also gives an exact solution to some complex nonlinear equations, such as the Euler equations.

In numerical analysis, Riemann problems appear in a natural way in finite volume methods for the solution of conservation law equations due to the discreteness of the grid. For that it is widely used in computational fluid dynamics and in computational magnetohydrodynamics simulations. In these fields, Riemann problems are calculated using Riemann solvers.

The Riemann problem in linearized gas dynamics

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As a simple example, we investigate the properties of the one-dimensional Riemann problem in gas dynamics (Toro, Eleuterio F. (1999). Riemann Solvers and Numerical Methods for Fluid Dynamics, Pg 44, Example 2.5)

The initial conditions are given by

where x = 0 separates two different states, together with the linearised gas dynamic equations (see gas dynamics for derivation).

where we can assume without loss of generality . We can now rewrite the above equations in a conservative form:

:

where

and the index denotes the partial derivative with respect to the corresponding variable (i.e. x or t).

The eigenvalues of the system are the characteristics of the system . They give the propagation speed of the medium, including that of any discontinuity, which is the speed of sound here. The corresponding eigenvectors are

By decomposing the left state in terms of the eigenvectors, we get for some

Now we can solve for and :

Analogously

for

Using this, in the domain in between the two characteristics , we get the final constant solution:

and the (piecewise constant) solution in the entire domain :

Although this is a simple example, it still shows the basic properties. Most notably, the characteristics decompose the solution into three domains. The propagation speed of these two equations is equivalent to the propagation speed of sound.

The fastest characteristic defines the Courant–Friedrichs–Lewy (CFL) condition, which sets the restriction for the maximum time step for which an explicit numerical method is stable. Generally as more conservation equations are used, more characteristics are involved.

References

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See also

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from Grokipedia
The Riemann problem is a fundamental initial-value problem in the theory of hyperbolic partial differential equations, specifically for systems of nonlinear conservation laws in one spatial dimension, where the initial data consists of two constant states separated by a discontinuity at x=0x=0. Named after the mathematician , who introduced it in 1860 while analyzing the propagation of plane air waves of finite amplitude in gas dynamics, the problem seeks self-similar solutions that describe the evolution of waves emanating from the initial discontinuity. These solutions typically involve a combination of shocks, rarefaction waves, and contact discontinuities propagating at constant speeds, providing insight into the local behavior of solutions near discontinuities. The importance of the Riemann problem lies in its role as a building block for understanding and solving more general initial-value problems for hyperbolic conservation laws, such as those governing fluid flow, dynamics, and . For a scalar ut+f(u)x=0u_t + f(u)_x = 0, the solution is uniquely determined by the convexity of the flux function ff and conditions, resulting in either a single shock or a fan centered at the origin. In the case of systems, such as the pp-system for isentropic gas dynamics, the solution structure generalizes to nn elementary waves for an n×nn \times n strictly hyperbolic system, connecting the left and right states through intermediate constant states along Riemann invariants or Hugoniot loci. formalized the existence and uniqueness of such solutions under genuine nonlinearity and other admissibility conditions in 1957, while Tai-Ping Liu extended the theory to general systems in 1975, incorporating detailed criteria to resolve non-uniqueness issues. Beyond theoretical analysis, the Riemann problem is central to numerical methods for approximating solutions to hyperbolic equations, including Godunov's scheme from 1959, which exactly solves local Riemann problems at cell interfaces to update finite-volume approximations. Its study has influenced front-tracking algorithms and the Glimm scheme, enabling the handling of wave interactions and long-time behavior in applications like simulations. Modern extensions address non-strictly hyperbolic systems and resonant cases, as explored in works on balance laws and multiphase flows, underscoring its ongoing relevance in .

Definition and Mathematical Formulation

General Concept

The Riemann problem is a fundamental in the study of hyperbolic partial differential equations (PDEs), specifically arising in the context of conservation laws that model the balance between the accumulation of a and the net flux across boundaries, in the absence of sources or sinks. Hyperbolic PDEs characterize phenomena where information or disturbances propagate at finite speeds along characteristic directions, distinguishing them from elliptic or parabolic equations by their well-posedness for initial value problems and the formation of discontinuities in solutions. In precise terms, the Riemann problem consists of a hyperbolic equipped with piecewise constant initial data featuring a single discontinuity at x=0x = 0, separating left and right constant states; this setup captures the evolution from an initial jump without external forcing. It serves as a building block for analyzing nonlinear wave propagation, including the development of shocks and waves, which are essential for understanding discontinuous solutions in systems like and . The problem arises in both scalar conservation laws and systems of equations, providing insight into local solution behavior near discontinuities. Named after the mathematician , the problem originates from his 1860 analysis of plane waves in gas dynamics, where he examined the propagation of finite-amplitude waves in , laying the groundwork for modern theory despite initial skepticism toward discontinuous solutions. Riemann's work, detailed in his paper "Über die Fortpflanzung ebener Luftwellen von endlicher Schwingungsweite," marked the first rigorous mathematical treatment of such initial value problems in hyperbolic systems.

Formulation for Scalar Conservation Laws

The Riemann problem for scalar conservation laws arises in the context of the one-dimensional tu+xf(u)=0,\partial_t u + \partial_x f(u) = 0, where u=u(x,t)u = u(x,t) represents the conserved scalar quantity and f:RRf: \mathbb{R} \to \mathbb{R} is a sufficiently smooth function. This equation models phenomena such as or , where uu might denote or concentration. The initial condition for the Riemann problem is piecewise constant with a single discontinuity at x=0x = 0: u(x,0)={uLx<0,uRx>0,u(x,0) = \begin{cases} u_L & x < 0, \\ u_R & x > 0, \end{cases} where uLuRu_L \neq u_R are constant states on either side. The solution is self-similar, depending only on the ratio x/tx/t, and consists of waves propagating from the origin. The local propagation speed of information, or characteristic speed, is given by f(u)f'(u), the derivative of the function. For a linear f(u)=cuf(u) = c u with constant cc, this reduces to constant-speed , where the discontinuity simply translates without changing shape. In the nonlinear case, however, f(u)f'(u) varies with uu, leading to wave steepening and the formation of discontinuities even from smooth initial data. Weak solutions to satisfy in an sense but may include discontinuities, such as shocks, which require additional criteria for and physical relevance. The Oleinik entropy condition addresses this by ensuring shock admissibility: for a shock connecting left state uLu_L to right state uRu_R with speed s=f(uR)f(uL)uRuLs = \frac{f(u_R) - f(u_L)}{u_R - u_L} (from the Rankine-Hugoniot jump condition), it must hold that f(v)f(uL)vuLsf(v)f(uR)vuR\frac{f(v) - f(u_L)}{v - u_L} \geq s \geq \frac{f(v) - f(u_R)}{v - u_R} for all vv strictly between uLu_L and uRu_R. This condition, derived from vanishing viscosity limits, selects solutions where characteristics impinge on the shock from both sides. For fluxes that are strictly convex (f(u)>0f''(u) > 0), the Lax entropy condition provides an equivalent local criterion for shock admissibility: f(uL)>s>f(uR)f'(u_L) > s > f'(u_R). This ensures the characteristic speeds on the left exceed the shock speed, while those on the right are slower, preventing non-physical expansions. Both conditions guarantee a unique entropy solution to the Riemann problem, aligning with physical principles such as the second law of thermodynamics.

Formulation for Systems of Equations

The Riemann problem for systems of hyperbolic conservation laws extends the scalar formulation to vector-valued conserved variables, addressing the propagation of discontinuities in multi-component physical systems such as . Consider a system of pp nonlinear conservation laws in one spatial dimension, expressed as tU+xF(U)=0,\partial_t \mathbf{U} + \partial_x \mathbf{F}(\mathbf{U}) = \mathbf{0}, where URp\mathbf{U} \in \mathbb{R}^p is the vector of conserved variables and F:RpRp\mathbf{F}: \mathbb{R}^p \to \mathbb{R}^p is the flux function. The initial data consist of piecewise constant states separated by a discontinuity at x=0x = 0, U(x,0)={ULx<0,URx>0,\mathbf{U}(x,0) = \begin{cases} \mathbf{U}_L & x < 0, \\ \mathbf{U}_R & x > 0, \end{cases} with ULUR\mathbf{U}_L \neq \mathbf{U}_R. This setup, originally studied by Riemann in the context of gas dynamics, models the evolution of waves emanating from the interface between two constant states. For the system to be well-posed and exhibit finite-speed wave propagation, it must be hyperbolic, meaning the matrix A(U)=FUA(\mathbf{U}) = \frac{\partial \mathbf{F}}{\partial \mathbf{U}} has pp real eigenvalues λk(U)\lambda_k(\mathbf{U}), k=1,,pk = 1, \dots, p, and a complete set of linearly independent right eigenvectors rk(U)\mathbf{r}_k(\mathbf{U}). These eigenvalues represent the characteristic speeds along which information propagates, and the eigenvectors define the directions of the corresponding characteristic fields. Hyperbolicity ensures that the solution remains bounded and that waves do not propagate at infinite speed, a property essential for physical relevance in applications like compressible flows. The local solution structure near the origin (x,t)=(0,0)(x,t) = (0,0) consists of up to pp elementary waves—either shocks or waves—propagating along the characteristic directions, separating p+1p+1 intermediate constant states between UL\mathbf{U}_L and UR\mathbf{U}_R. Each wave corresponds to one characteristic field, with shocks satisfying the Rankine-Hugoniot jump conditions across discontinuities and rarefactions resolving smooth transitions where characteristics fan out. This multi-wave pattern generalizes the single-wave structure of scalar conservation laws, allowing for complex interactions in multi-dimensional state space. A canonical example is the one-dimensional Euler equations for an , modeling compressible with conserved variables U=(ρ,m,E)T\mathbf{U} = (\rho, m, E)^T, where ρ\rho is , m=ρum = \rho u is (uu being ), and EE is total . The is F(U)=(m,m2/ρ+p,u(E+p))T\mathbf{F}(\mathbf{U}) = (m, m^2/\rho + p, u(E + p))^T, with p=(γ1)(Em2/(2ρ))p = (\gamma - 1)(E - m^2/(2\rho)) for adiabatic index γ>1\gamma > 1. This three-equation system is strictly hyperbolic for ρ>0\rho > 0 and p>0p > 0, featuring three characteristic fields: two (eigenvalues λ1,3=u±c\lambda_{1,3} = u \pm c, where c=γp/ρc = \sqrt{\gamma p / \rho}
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