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Nonlinear orbital stability of stationary discrete shock profiles for scalar conservation laws

Lucas Coeuret

TL;DR

The paper proves nonlinear orbital stability for spectrally stable stationary Lax discrete shock profiles in scalar conservation laws, showing that small perturbations in polynomially-weighted $\ell^1$ and $\ell^\infty$ spaces converge to a member of a one-parameter family of discrete shocks. The approach hinges on a precise fully discrete Green’s-function description of the linearization around the shock, with decay estimates that feed into a nonlinear induction argument via a quadratic remainder controlled by a mass-difference function. By combining spectral stability (via the Evans function) with diffusivity-induced decay, the authors obtain explicit rates in weighted norms and identify a mass parameter $\delta$ ensuring convergence to a discrete shock profile $\overline{u}^\delta$. The results extend Serre’s stability program to the fully discrete setting for scalar laws and outline steps toward analogous results for systems of conservation laws, while applying to a large family of dissipative numerical schemes that include artificial viscosity. Practically, this provides a robust framework for validating discrete-shock approximate solutions and their long-time behavior under small, mass-carrying perturbations in numerical simulations.

Abstract

For scalar conservation laws, we prove that spectrally stable stationary Lax discrete shock profiles are nonlinearly stable in some polynomially-weighted $\ell^1$ and $\ell^\infty$ spaces. In comparison with several previous nonlinear stability results on discrete shock profiles, we avoid the introduction of any weakness assumption on the amplitude of the shock and apply our analysis to a large family of schemes that introduce some artificial possibly high-order viscosity. The proof relies on a precise description of the Green's function of the linearization of the numerical scheme about spectrally stable discrete shock profiles obtained in [Coeu25]. The present article also pinpoints the ideas for a possible extension of this nonlinear orbital stability result for discrete shock profiles in the case of systems of conservation laws.

Nonlinear orbital stability of stationary discrete shock profiles for scalar conservation laws

TL;DR

The paper proves nonlinear orbital stability for spectrally stable stationary Lax discrete shock profiles in scalar conservation laws, showing that small perturbations in polynomially-weighted and spaces converge to a member of a one-parameter family of discrete shocks. The approach hinges on a precise fully discrete Green’s-function description of the linearization around the shock, with decay estimates that feed into a nonlinear induction argument via a quadratic remainder controlled by a mass-difference function. By combining spectral stability (via the Evans function) with diffusivity-induced decay, the authors obtain explicit rates in weighted norms and identify a mass parameter ensuring convergence to a discrete shock profile . The results extend Serre’s stability program to the fully discrete setting for scalar laws and outline steps toward analogous results for systems of conservation laws, while applying to a large family of dissipative numerical schemes that include artificial viscosity. Practically, this provides a robust framework for validating discrete-shock approximate solutions and their long-time behavior under small, mass-carrying perturbations in numerical simulations.

Abstract

For scalar conservation laws, we prove that spectrally stable stationary Lax discrete shock profiles are nonlinearly stable in some polynomially-weighted and spaces. In comparison with several previous nonlinear stability results on discrete shock profiles, we avoid the introduction of any weakness assumption on the amplitude of the shock and apply our analysis to a large family of schemes that introduce some artificial possibly high-order viscosity. The proof relies on a precise description of the Green's function of the linearization of the numerical scheme about spectrally stable discrete shock profiles obtained in [Coeu25]. The present article also pinpoints the ideas for a possible extension of this nonlinear orbital stability result for discrete shock profiles in the case of systems of conservation laws.
Paper Structure (18 sections, 10 theorems, 247 equations, 5 figures, 1 table)

This paper contains 18 sections, 10 theorems, 247 equations, 5 figures, 1 table.

Key Result

Lemma 1.1

For $n\in \mathbb{N}$ and $j_0\in \mathbb{Z}$, the Green's function $\mathscr{G}(n,j_0,\cdot)$ is finitely supported. More precisely, for $j\in\mathbb{Z}$, we have that:

Figures (5)

  • Figure 1: An example of stationary discrete shock profiles (SDSPs). The chosen scalar conservation law is Burger's equation $f(u):=\frac{u^2}{2}$. The numerical scheme is the modified Lax-Friedrichs scheme defined below as \ref{['def:MLF']} with $\boldsymbol{\nu}=0.5$ and $D=\frac{0.4}{\boldsymbol{\nu}}$ and the shock considered is the one associated with the states $u^-=1$ and $u^+=-1$. The red solution is a SDSP as well as all the blue ones. There exists a continuum of discrete shock profiles as stated in Hypothesis \ref{['H:SDSP']}. We also observe that Hypotheses \ref{['H:CVExpo']} and \ref{['H:identification']} seem to be verified.
  • Figure 2: An example of nonlinear orbital stability of a discrete shock profile. On the left figure, we represent in blue a discrete shock profile $\overline{u}$ and in red a perturbation of the discrete shock profile $u^0:=\overline{u}+\textbf{h}$. The figures in the middle and on the right represent the evolution in time of the solution $u^n$ of the numerical scheme \ref{['def:SchemeNum']} with the initial condition $u^0$. We see that, in the long run, the sequence $(u^n)_{n\in\mathbb{N}}$ converges towards some other discrete shock profile $\overline{u}^\delta$ associated with the same shock. More precisely, the solution $u^n$ seems to converge towards the member of the family $(\overline{u}^\delta)_{\delta\in I}$ defined by the equality \ref{['IDMasseFinal']} since the sum of the differences between the elements of the red and blue sequences is conserved in time.
  • Figure 3: In red, we have the curves $\mathcal{F}^\pm(\mathbb{S}^1)$. In gray, we represent the set $\mathcal{O}$ which corresponds to the unbounded component of $\mathbb{C}\backslash(\mathcal{F}^+(\mathbb{S}^1)\cup\mathcal{F}^-(\mathbb{S}^1))$. The elements of the set $\mathcal{O}$ are either eigenvalues of the operator ${\mathscr{L}}$ (represented in blue) or belong to the resolvent set $\rho({\mathscr{L}})$. We know that $1$ is an eigenvalue of ${\mathscr{L}}$. The first part of the spectral stability assumption described in Hypothesis \ref{['H:spec']} implies that the eigenvalues of ${\mathscr{L}}$ in $\mathcal{O}$ are located within the open unit disk.
  • Figure 4: Representation of the values \ref{['Num:Sup']} for the choice of parameters \ref{['NumChoix1']} with $\textbf{p}=1$. The slopes that we obtain numerically are close to the expected slope, pointing to the fact that \ref{['Th:in']} seems sharp in this case.
  • Figure 5: Representation of the values \ref{['Num:Sup']} for the choice of parameters \ref{['NumChoix2']} with $\textbf{p}=0.5$. For the figure on the right-side, the slope obtained is larger than one expected. However, if we performed the same calculations for $J_{max}$ and $n_{max}$ larger, the slope obtained would be closer to the expected one.

Theorems & Definitions (10)

  • Lemma 1.1
  • Lemma 1.2
  • Proposition 1
  • Theorem 1
  • Lemma 3.1
  • Lemma 3.2
  • Lemma 4.1
  • Lemma 4.2
  • Lemma
  • Lemma