Hyperbolic PDEs & Conservation Laws

the entropy condition

After a shock forms, a conservation law has too many weak solutions, not too few: several different discontinuous functions all satisfy the equation in the integral sense and all obey the Rankine-Hugoniot jump rule. Only one of them is what nature actually does. The entropy condition is the extra rule that throws out the impostors and keeps the physical solution — it encodes the arrow of time that the bare conservation law forgot.

There are several equivalent ways to state it. The Lax entropy condition for a scalar law says a shock from u_L to u_R is admissible only if characteristics RUN INTO it from both sides: f'(u_L) > s > f'(u_R), where s is the shock speed. Geometrically, information must be absorbed by the shock, never created by it; a jump that characteristics flow OUT of (a 'rarefaction shock') is forbidden — that region should spread into a smooth rarefaction instead. Oleinik's condition for a general convex/nonconvex flux is the sharper chord condition on f between u_L and u_R. The deepest version uses entropy/entropy-flux pairs: along the physical solution a convex 'entropy' can only be dissipated, never created, exactly mirroring the second law of thermodynamics.

Why it matters: without it, the theory has no uniqueness, and a single Riemann problem would have infinitely many 'solutions'. The entropy condition restores uniqueness and matches experiment — entropy-violating shocks are never seen in real gases or real traffic. It is also the discrete analogue that good numerical schemes must respect, or they will happily converge to a wrong, entropy-violating answer.

Burgers' equation with u_L = 0 on the left, u_R = 1 on the right. Rankine-Hugoniot allows a jump moving at s = 1/2, but here f'(u_L) = 0 < s < 1 = f'(u_R), so characteristics flow OUT of the jump — it violates Lax's condition. The correct, entropy-satisfying solution is a smooth rarefaction fan filling the gap, not a shock.

Admissible shocks absorb characteristics; an 'expansion shock' that emits them is ruled out.

The name 'entropy' is borrowed from thermodynamics by analogy: a mathematical entropy is just a convex function whose flux is dissipated, mimicking physical entropy's tendency to increase. It need not be physical entropy at all, and for scalar laws ANY convex function serves.

Also called
Lax entropy conditionOleinik entropy conditionadmissibility condition拉克斯熵條件奧列尼克熵條件可容許條件