Numerical Approximations of the Dynamical System Generated by Burgers’ Equation with Neumann–Dirichlet Boundary Conditions

¹ Supported in part by the National Science Foundation grant NSF-DMS 0718302. Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409, USA.
edward.allen@ttu.edu
² Supported by the Air Force Office of Scientific Research grants FA9550-07-1-0273 and FA9550-10-1-0201 and by the DOE contract DE-EE0004261 under subcontract # 4345-VT-DOE-4261 from Penn State University., Interdisciplinary Center for Applied Mathematics, Virginia Tech, Blacksburg, VA 24061, USA.
jaburns@vt.edu
³ Supported in part by Air Force Office of Scientific Research grant FA9550-12-1-0114. Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409, USA.
david.gilliam@ttu.edu

Received: 2 January 2012

Abstract

Using Burgers’ equation with mixed Neumann–Dirichlet boundary conditions, we highlight a problem that can arise in the numerical approximation of nonlinear dynamical systems on computers with a finite precision floating point number system. We describe the dynamical system generated by Burgers’ equation with mixed boundary conditions, summarize some of its properties and analyze the equilibrium states for finite dimensional dynamical systems that are generated by numerical approximations of this system. It is important to note that there are two fundamental differences between Burgers’ equation with mixed Neumann–Dirichlet boundary conditions and Burgers’ equation with both Dirichlet boundary conditions. First, Burgers’ equation with homogenous mixed boundary conditions on a finite interval cannot be linearized by the Cole–Hopf transformation. Thus, on finite intervals Burgers’ equation with a homogenous Neumann boundary condition is truly nonlinear. Second, the nonlinear term in Burgers’ equation with a homogenous Neumann boundary condition is not conservative. This structure plays a key role in understanding the complex dynamics generated by Burgers’ equation with a Neumann boundary condition and how this structure impacts numerical approximations. The key point is that, regardless of the particular numerical scheme, finite precision arithmetic will always lead to numerically generated equilibrium states that do not correspond to equilibrium states of the Burgers’ equation. In this paper we establish the existence and stability properties of these numerical stationary solutions and employ a bifurcation analysis to provide a detailed mathematical explanation of why numerical schemes fail to capture the correct asymptotic dynamics. We extend the results in [E. Allen, J.A. Burns, D.S. Gilliam, J. Hill and V.I. Shubov, Math. Comput. Modelling 35 (2002) 1165–1195] and prove that the effect of finite precision arithmetic persists in generating a nonzero numerical false solution to the stationary Burgers’ problem. Thus, we show that the results obtained in [E. Allen, J.A. Burns, D.S. Gilliam, J. Hill and V.I. Shubov, Math. Comput. Modelling 35 (2002) 1165–1195] are not dependent on a specific time marching scheme, but are generic to all convergent numerical approximations of Burgers’ equation.