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Riemann problem
View on WikipediaA 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
[edit]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
[edit]- Toro, Eleuterio F. (1999). Riemann Solvers and Numerical Methods for Fluid Dynamics. Berlin: Springer Verlag. ISBN 3-540-65966-8.
- LeVeque, Randall J. (2004). Finite-Volume Methods for Hyperbolic Problems. Cambridge: Cambridge University Press. ISBN 0-521-81087-6.
See also
[edit]Riemann problem
View on GrokipediaDefinition and Mathematical Formulation
General Concept
The Riemann problem is a fundamental initial value problem 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 conserved quantity and the net flux across boundaries, in the absence of sources or sinks.[7] 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.[7] In precise terms, the Riemann problem consists of a hyperbolic conservation law equipped with piecewise constant initial data featuring a single discontinuity at , separating left and right constant states; this setup captures the evolution from an initial jump without external forcing.[1] It serves as a canonical building block for analyzing nonlinear wave propagation, including the development of shocks and rarefaction waves, which are essential for understanding discontinuous solutions in systems like fluid dynamics and traffic flow.[1] The problem arises in both scalar conservation laws and systems of equations, providing insight into local solution behavior near discontinuities.[1] Named after the mathematician Bernhard Riemann, the problem originates from his 1860 analysis of plane waves in gas dynamics, where he examined the propagation of finite-amplitude waves in nonlinear media, laying the groundwork for modern theory despite initial skepticism toward discontinuous solutions.[8] 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.[8]Formulation for Scalar Conservation Laws
The Riemann problem for scalar conservation laws arises in the context of the one-dimensional hyperbolic partial differential equation where represents the conserved scalar quantity and is a sufficiently smooth flux function.[9] This equation models phenomena such as traffic flow or sedimentation, where might denote density or concentration. The initial condition for the Riemann problem is piecewise constant with a single discontinuity at : where are constant states on either side.[9] The solution is self-similar, depending only on the ratio , and consists of waves propagating from the origin. The local propagation speed of information, or characteristic speed, is given by , the derivative of the flux function.[9] For a linear flux with constant , this reduces to constant-speed advection, where the discontinuity simply translates without changing shape. In the nonlinear case, however, varies with , leading to wave steepening and the formation of discontinuities even from smooth initial data. Weak solutions to the equation satisfy the equation in an integral sense but may include discontinuities, such as shocks, which require additional criteria for uniqueness and physical relevance.[9] The Oleinik entropy condition addresses this by ensuring shock admissibility: for a shock connecting left state to right state with speed (from the Rankine-Hugoniot jump condition), it must hold that for all strictly between and .[9] This condition, derived from vanishing viscosity limits, selects solutions where characteristics impinge on the shock from both sides. For fluxes that are strictly convex (), the Lax entropy condition provides an equivalent local criterion for shock admissibility: .[9] 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 fluid dynamics. Consider a system of nonlinear conservation laws in one spatial dimension, expressed as where is the vector of conserved variables and is the flux function. The initial data consist of piecewise constant states separated by a discontinuity at , with . 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.[10] For the system to be well-posed and exhibit finite-speed wave propagation, it must be hyperbolic, meaning the Jacobian matrix has real eigenvalues , , and a complete set of linearly independent right eigenvectors . 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 consists of up to elementary waves—either shocks or rarefaction waves—propagating along the characteristic directions, separating intermediate constant states between and . 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.[10] A canonical example is the one-dimensional Euler equations for an ideal gas, modeling compressible inviscid flow with conserved variables , where is density, is momentum ( being velocity), and is total energy. The flux is , with pressure for adiabatic index . This three-equation system is strictly hyperbolic for and , featuring three characteristic fields: two acoustic waves (eigenvalues , where is sound speed) and one contact discontinuity (). Riemann's original analysis addressed this system, highlighting its relevance to shock wave propagation in gases.[11]Exact Solutions
Solution Structure for Scalar Cases
The exact solution to the scalar Riemann problem for the conservation law , with piecewise constant initial data for and for , is obtained via the method of characteristics.[12] This approach reveals that the solution is self-similar, taking the form where is the similarity variable, reflecting the scale invariance of the problem away from the origin.[13] Assuming the flux function is convex (i.e., ), the structure of the solution depends on the ordering of the left and right states and . If , characteristics from the left and right converge, forming a discontinuous shock wave that separates the constant states and . The propagation speed of this shock satisfies the Rankine-Hugoniot jump condition, derived from the integral form of the conservation law across the discontinuity.[12] For the shock to be admissible (physically relevant), it must satisfy the entropy condition , which ensures that characteristics impinge on the shock from both sides, preventing non-physical solutions.[13] In the opposite case where , characteristics diverge, producing a continuous rarefaction wave in the form of a centered fan spanning the speed interval from to . Within this fan (), the solution is given implicitly by , so , which smoothly increases from to since is increasing for convex .[12] Outside the fan, the solution remains constant at the initial states. The full solution is thus piecewise defined: for (where ), followed by the shock or rarefaction wave, and for (where for rarefactions or for shocks).[13] This structure satisfies the entropy condition for uniqueness in the scalar case.[12] A representative example is the inviscid Burgers' equation, , where and . For , the solution is a shock with speed , so [14] For , a rarefaction fan forms, with explicit solution [14] These cases illustrate the fundamental wave patterns in scalar hyperbolic problems.Wave Interactions and Rarefaction Waves
In the solution to the Riemann problem for a strictly hyperbolic system of conservation laws, rarefaction waves arise as centered simple waves belonging to a specific characteristic field, where the characteristics fan out from the origin in the self-similar variable . For the -th characteristic family, the state vector varies continuously along the integral curves of the corresponding Riemann eigenvector , connecting the left state to an intermediate state while satisfying the self-similarity condition . These waves occur when the characteristic speed increases monotonically across the wave, ensuring that characteristics spread apart without steepening into shocks. The nature of waves in each characteristic field depends on whether the field is genuinely nonlinear or linearly degenerate. A characteristic field is genuinely nonlinear if the eigenvalue gradient dotted with the corresponding eigenvector is nonzero, i.e., for all , which implies that varies transversally to the integral curves and leads to the formation of either shocks or rarefactions in the Riemann solution. In contrast, a field is linearly degenerate if , making constant along the integral curves; this results in contact discontinuities rather than shocks or rarefactions, as seen in the third (transverse velocity) field of the Euler equations for ideal gases, where density jumps propagate without altering the speed. The overall structure of the Riemann solution orders the waves by increasing characteristic speeds , with constant intermediate states separating them. Specifically, for a system with fields, the solution consists of waves (shocks, rarefactions, or contacts) connecting to intermediate states , and finally to , where each intermediate state satisfies the -Riemann invariants for all fields except the -th, ensuring consistency across waves. In the elementary Riemann problem, wave interactions do not occur within the resolved structure due to the self-similar nature of the solution, which prevents overtaking of characteristics from different families; resolved states remain constant between waves. Mathematically, the rarefaction curve for the -th field connecting the left state to an intermediate state is denoted , representing the parametric integral curve along where the other Riemann invariants () remain fixed at their values from , and parametrizes the extent of the wave such that the head and tail speeds bound . This curve ensures the continuous variation required for a rarefaction, contrasting with shock curves that jump discontinuously.Exact Solver for Ideal Gas Euler Equations
The one-dimensional Euler equations governing the dynamics of an ideal, polytropic gas are a system of three conservation laws for mass, momentum, and total energy density: where is the density, is the velocity, is the total energy with pressure , and is the constant ratio of specific heats satisfying the ideal gas equation of state (with internal energy ).[15] The sound speed is defined as . The eigenvalues of the system are , , and , confirming hyperbolicity, with the first and third fields genuinely nonlinear (acoustic waves) and the second linearly degenerate (contact discontinuity).[15] The Riemann problem for this system initializes two constant left and right states, and , separated by a discontinuity at . The exact solution consists of a self-similar five-wave configuration centered at : a left-facing acoustic wave (shock or rarefaction), a centered intermediate region separated by a contact discontinuity (across which pressure and velocity are continuous but density may jump), and a right-facing acoustic wave (shock or rarefaction). This structure generalizes the three-wave pattern from scalar cases, with the contact arising due to the linearly degenerate middle field.[15][16] To construct the solution, the intermediate pressure and velocity (constant across the contact) are determined first by connecting the left and right states via the nonlinear acoustic wave curves in the - plane, derived from Rankine-Hugoniot shock conditions and Riemann invariants for isentropic rarefactions. Define the velocity change function across an acoustic wave from a known state (where or ) to pressure , with sound speed :- For a rarefaction wave ():
- For a shock wave ():
- For rarefaction from state : ,
- For shock from state : (\rho^(p^) = \rho_K \frac{ (\gamma + 1) p^/p_K + (\gamma - 1) }{ (\gamma - 1) p^/p_K + (\gamma + 1) },
