The two-regime conjecture for finite-difference approximations of viscous Burgers equation

Let uu be governed by the regularised Burgers equation with viscosity parameter ε\varepsilon, and let δ\delta be the spatial mesh size. Write c{1,0,1}c\in\{1,0,-1\} according as the discretisation is right-sided, centred, or left-sided. Two-regime Burgers discretisation conjecture. For ε1\varepsilon\ll1, the finite-difference approximation has the following behaviour: if δε\delta\ll\varepsilon, it converges to the viscosity solution

tu=12x(u2)+c4;\partial_tu=-\frac12\partial_x(u^2)+\frac c4;

neither of the stated instabilities occurs. If εδ\varepsilon\ll\delta, viscosity and noise become irrelevant and the solution behaves like the corresponding inviscid Burgers approximation; before shocks, under the stated sign condition preventing ultraviolet blow-up, it is expected to converge to the same equation with c=0c=0, while after shocks stability is expected only for upwind schemes, and the specified conservative discretisations have incorrect shock speeds. The source gives this as a heuristic statement based on scaling arguments and does not prove it.

Sources & referencesView supporting material

Primary source

Martin Hairer and Jochen Voss, “Approximations to the Stochastic Burgers Equation”, arXiv:1005.4438 (2010).

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