NONLINEAR PHYSICAL SCIENCE NONLINEAR PHYSICAL SCIENCE NonlinearPhysicalSciencefocusesonrecentadvancesoffundamentaltheoriesand principles,analyticalandsymbolicapproaches,aswellascomputationaltechniques innonlinearphysicalscienceandnonlinearmathematicswithengineeringapplica- tions. TopicsofinterestinNonlinearPhysicalScienceincludebutarenotlimitedto: -Newfindingsanddiscoveriesinnonlinearphysicsandmathematics -Nonlinearity,complexityandmathematicalstructuresinnonlinearphysics -Nonlinearphenomenaandobservationsinnatureandengineering -Computationalmethodsandtheoriesincomplexsystems -Liegroupanalysis,newtheoriesandprinciplesinmathematicalmodeling -Stability,bifurcation,chaosandfractalsinphysicalscienceandengineering -Nonlinearchemicalandbiologicalphysics -Discontinuity,synchronizationandnaturalcomplexityinthephysicalsciences SERIES EDITORS AlbertC.J.Luo NailH.Ibragimov Department of Mechanical and Industrial DepartmentofMathematicsandScience Engineering BlekingeInstituteofTechnology SouthernIllinoisUniversityEdwardsville S-37179Karlskrona,Sweden Edwardsville,IL62026-1805,USA Email:[email protected] Email:[email protected] INTERNATIONAL ADVISORY BOARD PingAo,UniversityofWashington,USA;Email:[email protected] JanAwrejcewicz,TheTechnicalUniversityofLodz,Poland;Email:[email protected] EugeneBenilov,UniversityofLimerick,Ireland;Email:[email protected] EshelBen-Jacob,TelAvivUniversity,Israel;Email:[email protected] MauriceCourbage,Universite´Paris7,France;Email:[email protected] MarianGidea,NortheasternIllinoisUniversity,USA;Email:[email protected] JamesA.Glazier,IndianaUniversity,USA;Email:[email protected] ShijunLiao,ShanghaiJiaotongUniversity,China;Email:[email protected] JoseAntonioTenreiroMachado,ISEP-InstituteofEngineeringofPorto,Portugal;Email:[email protected] NikolaiA.Magnitskii,RussianAcademyofSciences,Russia;Email:[email protected] JosepJ.Masdemont,UniversitatPolitecnicadeCatalunya(UPC),Spain;Email:[email protected] DmitryE.Pelinovsky,McMasterUniversity,Canada;Email:[email protected] SergeyPrants,V.I.Il’ichevPacificOceanologicalInstituteoftheRussianAcademyofSciences,Russia; Email:[email protected] VictorI.Shrira,KeeleUniversity,UK;Email:[email protected] JianQiaoSun,UniversityofCalifornia,USA;Email:[email protected] Abdul-MajidWazwaz,SaintXavierUniversity,USA;Email:[email protected] PeiYu,TheUniversityofWesternOntario,Canada;Email:[email protected] S.N. Gurbatov O.V. Rudenko A.I. Saichev Waves and Structures in Nonlinear Nondispersive Media General Theory and Applications to Nonlinear Acoustics With 181 figures Authors S.N.Gurbatov O.V.Rudenko RadiophysicsDepartment PhysicsDepartment NizhnyNovgorodStateUniversity MoscowStateUniversity 603950NizhnyNovgorod,Russia 119991Moscow,Russia Email:[email protected] Email:[email protected] A.I.Saichev RadiophysicsDepartment NizhnyNovgorodStateUniversity 603950NizhnyNovgorod,Russia Email:[email protected] ISSN1867-8440 e-ISSN1867-8459 NonlinearPhysicalScience ISBN978-7-04-031695-7 HigherEducationPress,Beijing ISBN978-3-642-23616-7 e-ISBN978-3-642-23617-4 SpringerHeidelbergDordrechtLondonNewYork LibraryofCongressControlNumber:2011935427 (cid:2)c HigherEducationPress,BeijingandSpringer-VerlagBerlinHeidelberg2011 Thisworkissubjecttocopyright. Allrightsarereserved,whetherthewholeorpartofthematerialis concerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting, reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublication orpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyright LawofSeptember9, 1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer. Violations areliabletoprosecutionundertheGermanCopyrightLaw. Theuseofgeneral descriptive names, registered names, trademarks, etc. inthispublication doesnot imply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotective lawsandregulationsandthereforefreeforgeneraluse. Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface Thebookisaimedatnaturalscienceundergraduates,aswellasatgraduateandpost- graduatestudentsstudyingthetheoryofnonlinearwavesofvariousphysicalnature. It may also beuseful as a handbookfor engineersandresearcherswhoencounter thenecessityoftakingnonlinearwaveeffectsintoaccountintheirwork. Evolutionofsufficientlyintensewavesisdeterminedbynonlinearprocesses,in which the progress is substantially influencedby dispersion (a dependenceof the phase velocity on its frequency). Media without dispersion, where the phase ve- locitydoesnotdependonthefrequency,arethesimplestoneswithrespecttotheir physicalpropertiesandarethemostcommoninnature.Butnonlinearinteractionsof theFourierspectralcomponentsinsuchmediaareparticularlycomplexanddiverse. Here,practicallyall“virtual”energy-exchangeprocessesbetweenwavesofdifferent frequenciesbecomeresonantonesandoccurwithahighefficiency.Anavalanche- likeincreaseofthenumberofspectralcomponentsofthefieldtakesplace,which, within the space-time representation, corresponds to formation of structures with stronglypronouncednonlinearproperties.Examplesofsuchstructuresarediscon- tinuitiesofafunctiondescribingthewavefieldordiscontinuitiesofits derivative, steepshockfrontsofvarioustypesandmultidimensionalcellularstructures. Nonlinearstructurescanbestableonlyinstrongfields,undertheconditionsof competitionwitheffectsofabsorption,dispersion,etc,whichcontributetothedecay of such structures. These objects have properties of quasiparticles. For instance, shockfrontsundergoinelasticcollisions.Thus,innondispersivemedia,nonlinearity providesbotha possibilityofinteractionsbetweenstablestructuresandtheirvery existence. Solitons are other well-known objects in nonlinear physics, which are, generallyspeaking,stableonlyinidealizedconservativesystems.Atthesametime, quasistabilityofshock-frontstructuresorsawtoothwavesoccursinrealdissipative systems. Structures of different physical nature are described by similar mathematical models. These models are used not only in the wave theory, but also to describe variousnon-waveobjects,viz.:forest-firefronts,densityofaflowofnon-interacting particles,etc.Becauseoftheuniversalityofsuchnonlinearmodels,itisnecessaryto vi Preface analyzethemonthebasisofgeneralprinciplesofmathematicalphysics,irrespective ofthenatureofthedescribedphenomena. Ontheotherhand,nondispersivewavesandstructuresarewidelyusedinscience andtechnology.Areviewoftheseapplications,fromtheauthors’viewpoint,iswhat “brightensup”thetheoryandmaybeofinteresttomanyreaders. Thetheoryofnonlinearwavesandstructuresisaveryextensiveandconstantde- velopingfieldofphysics(especiallyradiophysicsandmathematicalphysics).Ithas manyspecificapplications.Amongthemthereareboththewell-knownproblemsof acoustics,electrodynamicsandplasmaphysics(see,e.g.,[1–5]),andtheless-known problems,such as surface-growthdescription[6,7], dynamicsof turbulence[8,9] anddevelopmentofagravitationalinstabilityofthelarge-scaledistributionofmat- terintheUniverse[10–14].Awiderangeofphenomenaarisingherehaveledtothe developmentofavarietyofmathematicalmethods,whichareeffectiveinaddress- ingvariouskindsofnonlinearfieldsandwaves(see,e.g.,[15–17]).Itis clearthat within a single monograph,it is not possible to give an exhaustivelycomprehen- siveoverviewofthewholeproblem.Forthisreason,theauthorslimitedthemselves to a discussion of the “hydrodynamic” type of nonlinear waves in nondispersive medium. First of all, the properties of solutions to such standard nonlinear wave equationsinnondispersivemediaasthesimplewaveequation,theBurgersequation and the Kardar-Parisi-Zhangequation have been studied in detail. Apart fromthe importanceoftheseequationsforthetheoryandapplications,ananalysisofthese solutions allows us to trace stages of development of typical nonlinear processes and,aboveall, nonlineardistortionofprofiles,the gradientcatastropheandemer- genceofshockwaves.Inorderforthetheoryofnonlinearwavesinnondispersive media not to look too abstract, the presentation is based on illustrative geometric interpretationsofboththeequationsthemselvesandtheirsolutions,aswellasona comprehensivediscussionofthephysicalmeaningofthesesolutionsandthemeth- odsusedtoobtainthem. Themonographconsistsoftwoparts.Thefirstpartisdevotedtoadetailedde- scriptionoftheconceptsandanalysismethodsofnonlinearwavesandstructuresin nondispersivemedia.Thesecondpartfocusesonanin-depthdescriptionofthenon- lineartheoryasappliedonlytoonetypeofwaves—highintensityacousticwaves. Thisobject,ontheonehand,isthemoststraightforwardand,ontheotherhand,has importantpracticalapplications. Theauthorshaveattemptedtocommunicateallmateriallsatthefollowing“two levels” of complexity. The first level is intended to introduce beginning investi- gators (above all undergraduate, graduate and PhD students) to the concepts and methods of the theory of nonlinear waves and structures in nondispersive media. Inordertoachieveadeeperunderstandingofthefoundations,itisusefultosolve the problems given in the end of the chapters in Part I. The second, higher, level is meant for researchers, who already have experience in this field of study and are interested in the state of the art or in specific results. Naturally, it is impossi- ble to reflect the entire diversity of approachesused to study nonlinearfields and waves in a single monograph. This is why the material is presented at a simple, “physical”levelofrigor,wherepossible.Those,whoareinterestedinamorerigor- References vii ousmathematicalfoundationoftheproblemsdiscussedhere,areadvisedtoturnto monographs[15,17],wheremathematicalfoundationsofmanytopicstouchedupon in this bookare thoroughlydiscussed.An in-depthreviewofthemethodsusedto solvenonlinearproblems,alongwithprofoundresultsofthenonlinearfieldtheory, canbefoundinbook[16].Inmonograph[18],andalsointextbook[19],thetheory ofgeneralizedfunctionsnecessaryforconstructionofgeneralizedsolutionsofnon- linear equations is comprehensivelyelucidated. We recommendthose who intend deepertodelveintothenonlinearfieldtheory,withoutburyingthemselvesinmath- ematicalsubtleties,thefollowingthoroughmonographsandtextbooks:[1,2,4,5], whicharewrittenbyphysicistsforphysicists.Basicconceptsofthenonlinearwave theory, along with illustrative physical examples, can be found in the remarkable textbook[14].To those who aregoingprofessionallyto engagethemselvesin the fieldofnonlinearacoustics,werecommendmonograph[3]andthebooksofprob- lems[20,21],whereasetofproblemsaidinginmasteringvariousaspectsofnon- linear acoustics is given. If one is interested in statistical properties of nonlinear randomwavesasappliedtononlinearacoustics,astrophysicsandturbulence,heor shecanpickupnecessaryinformationfrommonograph[10].Wealsoadvisetoturn tomonograph[8],whichcoversthefoundationsofthetheoryofstrongturbulence anditsinherentphenomena,suchasintermittencyandmultifractality. Wearegratefultotherenownedscientists,fruitfulinteractionswithwhomover the years have formed our vision of the problems and methods of the nonlinear science. First of all, they are: academicians A.V. Gaponov-Grekhov, Ya.B. Zel- dovich, R.V. Khokhlov, V.I. Arnold and Ya.G. Sinai; corresponding members of the Russian Academy of Sciences M.I. Rabinovich and D.I. Trubetskov; Profes- sors A.N.Malakhov,L.A.Ostrovsky,S.A.Rybak,S.I.Soluyan,A.P. Sukhorukov, A.S. Chirkin and S.F. Shandarin.We are delighted to rememberthe years of col- laborationwithinternationalcolleagues,amongwhomare:D.Crighton,U.Frisch, B.Enflo,D.Blackstock,M.Hamilton,L.Cram,E.Aurell,A.Noullez,W.A.Woy- czynskiandmanyothers. Wewouldlikealsotothankourtranslators,O.SimdyankinaandS.Simdyankin, notonlyforthespeedyproductionofanEnglishtranslationofthisbook,butalso forthelucidclarityoftheirliteraryrepresentationoftheoriginaltext. NizhnyNovgorod,Moscow, SergeyN.Gurbatov July2011 OlegV.Rudenko AlexanderI.Saichev References 1. M.J.Lighthill,WavesinFluids,2ndedn.(CambridgeUniversityPress,2002) 2. M.I.Rabinovich,D.I.Trubetskov,OscillationsandWavesinLinearandNonlinearSystems. (Springer,Berlin,1989) 3. O.V.Rudenko,S.I.Soluyan,TheoreticalFoundationsofNonlinearAcoustics(Plenum,New York,1977) viii Preface 4. M.B. Vinogradova, O.V. Rudenko, A.P. Sukhorukov, Theory of Waves (Nauka, Moscow, 1979). InRussian 5. G.B.Whitham,LinearandNonlinearWaves(Wiley,NewYork,1974) 6. A.L. Baraba´si, H.E. Stanley, Fractal Concepts in Surface Growth (Cambridge University Press,1995) 7. M.Kardar,G.Parisi,Y.C.Zhang,Dynamicalscalingofgrowinginterfaces,Phys.Rev.Lett. 56,889–892(1986) 8. U.Frisch,Turbulence:TheLegacyofA.N.Kolmogorov(CambridgeUniversityPress,1995) 9. A.S.Monin,A.M.Yaglom,StatisticalFluidMechanics,vol.2(MITPress,Cambridge,Mass, 1975) 10. S.N.Gurbatov, A.N.Malakhov, A.I.Saichev, Nonlinear Random Waves and Turbulence in NondispersiveMedia:Waves,RaysandParticles.(ManchesterUniversityPress,1991) 11. P.J.E.Peebles,Large-ScaleStructureoftheUniverse(PrincetonUniversityPress,1980) 12. S.F.Shandarin,Y.B.Zeldovich,Thelarge-scalestructureoftheuniverse:turbulence,intermit- tency,structuresinaself-gravitatingmedium,Rev.Mod.Phys.61,185–220(1989) 13. S.Weinberg,GravitationandCosmology(Wiley,NewYork,1972) 14. Y.B.Zeldovich,ElementsofMathematicalPhysics(Nauka,Moscow,1973). InRussian 15. V.I.Arnold,OrdinaryDifferentialEquations(MITPress,Cambridge,Mass,1978) 16. R.Richtmyer,PrinciplesofAdvancedMathematicalPhysics,vol.1(Springer,Berlin,1978) 17. B.L. Rozhdestvenskii, N.N. Yanenko, Systems of Quasilinear Equations (Nauka, Moscow, 1978). InRussian 18. A.I. Saichev, W.A. Woyczyn´ski, Distributions in the Physical and Engineering Sciences (Birkha¨user,Boston,1997) 19. S.A.Lapinova,A.I.Saichev,V.A.Filimonov,GeneralizedFunctionsandAsymptoticMethods (NizhnyNovgorodUniversityPress,2006). InRussian 20. S.N.Gurbatov, O.V.Rudenko (eds.), Acoustics inProblems(Fizmatlit,Moscow, 2009). In Russian 21. O.V. Rudenko, S.N. Gurbatov, C.M. Hedberg, Nonlinear Acoustics through Problems and Examples(Trafford,2010) Contents PartI FoundationsoftheTheoryofWavesinNondispersiveMedia...... 1 1 NonlinearEquationsoftheFirstOrder........................... 3 1.1 Simplewaveequation....................................... 3 1.1.1 Thecanonicalformoftheequation ..................... 3 1.1.2 Particleflow ........................................ 4 1.1.3 DiscussionoftheRiemannsolution..................... 5 1.1.4 Compressionsandexpansionsoftheparticleflow ......... 6 1.1.5 Continuityequation .................................. 8 1.1.6 Constructionofthedensityfield........................ 9 1.1.7 Momentum-conservationlaw .......................... 10 1.1.8 Fouriertransformsofdensityandvelocity ............... 11 1.2 Line-growthequation ....................................... 13 1.2.1 Forest-firepropagation................................ 13 1.2.2 Anisotropicsurfacegrowth............................ 16 1.2.3 Solutionofthesurface-growthequation ................. 18 1.3 One-dimensionallawsofgravitation........................... 20 1.3.1 Lagrangiandescriptionofone-dimensionalgravitation..... 20 1.3.2 Euleriandescriptionofone-dimensionalgravitation ....... 22 1.3.3 Collapseofaone-dimensionalUniverse ................. 24 1.4 ProblemstoChapter1....................................... 25 References..................................................... 36 2 GeneralizedSolutionsofNonlinearEquations..................... 39 2.1 Standardequations ......................................... 39 2.1.1 Particle-flowequations................................ 40 2.1.2 Linegrowthinthesmallangleapproximation ............ 40 2.1.3 Nonlinearacousticsequation .......................... 41 2.2 Multistreamsolutions ....................................... 42 2.2.1 Intervalofsingle-streammotion........................ 42 x Contents 2.2.2 Appearanceofmultistreamness ........................ 42 2.2.3 Gradientcatastrophe ................................. 44 2.3 Sumofstreams ............................................ 46 2.3.1 Totalparticleflow.................................... 46 2.3.2 SummationofstreamsbyinverseFouriertransform ....... 47 2.3.3 Algebraicsumofthevelocityfield...................... 47 2.3.4 Densityofa“warm”particleflow ...................... 48 2.4 Weaksolutionsofnonlinearequationsofthefirstorder........... 50 2.4.1 Forestfire .......................................... 50 2.4.2 TheLax-Oleinikabsoluteminimumprinciple ............ 52 2.4.3 Geometricconstructionofweaksolutions................ 53 2.4.4 Convexhull......................................... 54 2.4.5 Maxwell’srule...................................... 56 2.5 TheE-Rykov-Sinaiglobalprinciple ........................... 59 2.5.1 Flowofinelasticallycoalescingparticles................. 59 2.5.2 Inelasticcollisionsofparticles ......................... 60 2.5.3 Formulationoftheglobalprinciple ..................... 61 2.5.4 Mechanicalmeaningoftheglobalprinciple .............. 62 2.5.5 Conditionofphysicalrealizability ...................... 63 2.5.6 Geometryoftheglobalprinciple ....................... 66 2.5.7 Solutionsofthecontinuityequation..................... 69 2.6 Line-growthgeometry ...................................... 70 2.6.1 Parametricequationsofaline.......................... 71 2.6.2 Contourinpolarcoordinates........................... 72 2.6.3 Contourenvelopes ................................... 74 2.7 ProblemstoChapter2....................................... 77 References..................................................... 82 3 NonlinearEquationsoftheSecondOrder......................... 83 3.1 Regularizationofnonlinearequations.......................... 83 3.1.1 TheKardar-Parisi-Zhangequation...................... 84 3.1.2 TheBurgersequation................................. 85 3.2 PropertiesoftheBurgersequation ............................ 86 3.2.1 Galileaninvariance................................... 86 3.2.2 Reynoldsnumber .................................... 87 3.2.3 Hubbleexpansion.................................... 89 3.2.4 Stationarywave ..................................... 92 3.2.5 Khokhlov’ssolution.................................. 93 3.2.6 Rudenko’ssolution................................... 95 3.3 GeneralsolutionoftheBurgersequation .......................100 3.3.1 TheHopf-Colesubstitution............................101 3.3.2 GeneralsolutionoftheBurgersequation.................102 3.3.3 AveragedLagrangiancoordinate .......................103 3.3.4 SolutionoftheBurgersequationwithvanishing viscosity............................................104