Chapter 8 - Conservation Laws

Graham W. Griffiths
City University, UK.

oo0oo
NOTE TO TYPESETTER
Please do not change ANY equation unless there is an obvious error,
and only then with agreement.
Thank you.

Introduction

The term conservation laws is applied throughout the physical sciences where it is used to
describe collectively, that certain inherent physical properties of a system are conserved
over time. For example, the so-called mass continuity equation for a fluid in motion is
given by,
u
+
= 0,
(1)
t
x
where u = u(x, t) (velocity), = (x, t) (density), t R (time), x Rn (spatial vector)
and, typically, n = 1, 2 or 3. The conserved quantity is mass, m, which for the threedimensional case we have
ZZ
ZZZ

m
u dS,
(2)
dv =
=
t
t
S
v
where v represents a control volume having a corresponding surface S. Equation (1)
is valid for any point within the fluid system and eqn. (2) applies to any control volume which could range from the infinitesimally small up to one that includes the entire
boundary of he fluid system.
Equation (2) represents the conservation of mass law. It states mathematically that at
any instant the rate of change of total mass, contained within a closed volume, is equal to
the net flow of mass across its surface or boundary. This law, along with corresponding
conservation of momentum and conservation of energy laws, apply generally to any system and are fundamental to classical physics. However, there are also other conservation
laws that are more restrictive in their applicability and that generally do not have a
simple interpretation.
We now introduce the idea of a conservation law applied to the continuity equation (1)
such that, by applying certain decay conditions at infinity, the total mass contained
within a system is conserved, i.e. it is constant. These conservation laws are also refered
to as local conservation laws. From the above discussion, this implies that equilibrium
conditions must apply at the system boundary, i.e. the decay conditions at infinity are
generally taken to mean that, for a PDE with dependent variable u(x, t)
)
u constant
nu
as |x| .
(3)
0
n
x

Following Drazin and Johnson [Dra-92], for eqn. (1) we make the assumption that
quantity u constant as |x| and that and (u)x are integrable over
entire spatial domain. Thus, for the case where the fluid velocity u, and density ,
constrained to vary in one direction only (say, x x1 ), it follows that


 R  
R
u
d R

dx =
dx =
dx,
dt
t
x

the
the
are

(4)

= [u]+
= 0;
from which we see that

dx = constant.

(5)

Eqn. (5) represents conservation of total mass in the system even though the density
profile (x) may change over time.
We now generalize this idea to PDEs that can be transformed to the following conservative
form
T
X
+
= 0,
(6)
t
x
where T = T (x, t, u, ux , uxx , . . . , ) (the density) and X = X(x, t, u, ux , uxx , . . . , ) (the
flux ). Subscripts denote partial differentiation and will be used subsequently, where
appropriate. Note: it is not usually permitted for either T or X to be dependent upon
derivatives of time.
Applying the same decay conditions on X as on u above, i.e.
X constant as |x| ,

(7)

yields,
d
dt

Z


T dx =0,

(8)

T dx =constant.

(9)

When applied to evolutionary equations for u(x, t), the constant in eqn. (9) is a
conserved quantity and is usually called a constant of motion or, an invariant, of eqn.
(6) . Evolutionary equations may have more than one conservation law and, hence, more
than one constant of motion or invariant. These constants of motion are particularly
useful when obtaining numerical solutions to evolutionary equations. The numerical
results must represent accurately the solution fine structure as time advances. Thus,
because the constants of motion should be invariant, they can be used to provide an
indication of accuracy at each solution time [Sch-09, chap. 7], [Zak-00]. Examples of how
conservation laws or invariants are used to assess the accuracy of numerical solutions to
PDEs are provided in chapters (3) and (6).
We discuss some additional examples below related to particular evolutionary equations.

Korteweg-de Vries (KdV) equation

The well known KdV equation, which describes shallow water waves, is defined as,
u
u u3
6u
+
= 0,
t
x x3

u = u(x, t), t R, x R
2

(10)

2.1

The first conservation law, u

Equation (10) is readily presented in the conservative form of eqn. (6), where the densityflux pair becomes,
T = u and X = 3u2 + uxx .
(11)
Using the same argument as above, it therefore follows that if T and X are integrable
then we have,
Z
 Z  
Z


d

u
dx, =
3u2 + uxx dx
udx =
dt
t
x

(12)
+

= [3u2 + uxx ] = 0.
Where we have applied the decay conditions that u is equal to a constant at and
that derivatives of u 0 as |x| . It therefore follows that the relationship
Z
u dx = constant,
(13)

applies for all solutions of eqn. (10). However, this result does not apply for periodic
solutions, when the limits of the integral in eqn. (13) must be taken over one period of
the wave.
The above constant of the motion described by eqn. (13), in which u evolves according to
eqn. (10), can be interpretted as corresponding to conservation of mass or, conservation
of horizontal momentum.
2.2

The second conservation law, u2

The KdV equation also admits additional conservation laws. For example, multiplying
eqn. (10) by u yields,


u2 /2

1 2
3
+
uuxx ux 2u = 0,
(14)
t
x
2
from which, after applying the decay conditions, we obtain
Z
u2 dx = constant

(15)

and
T2 = u2 .

(16)

The above constant of the motion described by eqn. (15), in which u evolves according to
eqn. (10), can be interpretted as corresponding to conservation of horizontal momentum
or, conservation of energy.
2.3

The third conservation law, u3 + 12 u2x

A third conservation law also applies to the KdV equation. This is obtained from



u

u u3
2
3u + ux
6u
+
= 0.
(17)
x
t
x x3

which yields




1 2

9 4
1 2

3
2
2
u + ux +
u + 3u uxx 6uux + ux uxxx uxx = 0.
t
2
x
2
2
Thus, similarly to the previous result we obtain the third constant of motion

Z 
1 2
3
u + ux dx = constant
2

and

1
T3 = u3 + u2x .
2

(18)

(19)

(20)

See also eqns. (47), (48) and (49).

The above constant of the motion described by eqn. (19), in which u evolves according
to eqn. (10), relates to the Hamiltonian.
The three conservation laws described above are used in chapter (3) to define invariants
which are used to provide an estimate of the accuracy of the numerical scheme used to
solve the KdV equation.
See appendix (A) at the end of this chapter for details relating to symbolic algebra source
code to perform above calculations.
2.4

Another conservation law

An interesting question posed by Drazin and Johnson [Dra-92, Q5.2], is to show that
T = xu + 3tu2 is a conserved density for the KdV eqn. (10). A clue to the solution is
obtained by differentiating T with respect to t when we obtain
xut + 6tuut + 3u2 .
This result suggests that we try to obtain the solution from (x + 6tu)KdV, i.e.


u u3
u
6u
+
(x + 6tu)
= 0;
t
x x3

(21)

(22)

which on expanding yields,

u
u
3u
u
3u
2 u
+ 6tu
36tu
+ 6tu 3 6xu
+ x 3 = 0.
x
t
t
x
x
x
x
Putting this result into conservative form we obtain
!
 2
2
2

u
u

u
u
xu + 3tu2
12tu3 6tu 2 + 3t
+ 3xu2 x 2 +
,
t
x
x
x
x
x
from which we obtain

(23)

(24)

xu + 3tu2 dx = constant

(25)

and
T = xu + 3tu2 .

(26)

The above constant of the motion described by eqn. (25), which evolves according to
eqn. (10), represents an undefined KdV conservation law.
See appendix (A) at the end of this chapter for details relating to symbolic algebra source
code to perform above calculations.
4

2.5

An infinity of conservation laws

Now consider the Miura transformation [Miu-68a, Miu-68b],

u = v 2 + vx ,

v = v(x, t),

which transforms the KdV equation to




vt 6v 2 vx + vxxx = 0,
2v +
x

(27)

(28)

where the second bracketed term must be equal to zero, i.e.

vt 6v 2 vx + vxxx = 0.

(29)

Hence, if v is a solution to eqn. (29), the modified KdV equation, then u given by eqn.
(27) is a solution to the KdV equation, but not vice versa owing to the leading operator
term in eqn. (28).
Further analysis using the Miura transformation demonstrates that the KdV equation
admits an infinity of conservation laws. First we let
1
v = 1 + w,
(30)
2
where w = w(x, t) and  is an arbitrary real parameter, which modifies the Miura transformation to,
1
u = 2 + w + wx + 2 w2 .
(31)
4
This equation can be simplified by letting u = u + 41 2 to
u = w + wx + 2 w2 ,

(32)

the so-called Gardner transformation [Gar-67, Gar-74]. Applying the Gardner transformation to eqn. (10) yields,




u
u u3
6u
+ 3 =wt + wxt + 22 wwt 6 w + wx + 2 w2 wx + wxx + 22 wwx
t
x x
+ wxxx + wxxxx + 22 (wwx )xx = 0,
(33)







+ 22 w wt 6 w + 2 w2 wx + wxxx = 0.
(34)
= 1+
x
Hence, if w is a solution of


wt 6 w + 2 w2 wx + wxxx = 0,

(35)

then u given by eqn. (32) is a solution to the KdV equation, but not vice versa owing to
the leading operator term in eqn. (34). Clearly, for  = 0, eqn. (35) reduces to the KdV
eqn. (10).
We now write eqn. (35) in a conservative form that applies to all values of 


w

+
wxx 3w2 22 w3 = 0,
(36)
t
x
from which we see that, as a consequence of the decay conditions, u 0 as |x| ,
Z



w dx = wxx 3w2 22 w3 = 0,
(37)
t
Z

w dx =constant.
(38)

We can now take advantage of this result to generate additional conservation laws for the
KdV equation. Since w u as  0, w can be represented by the following asymptotic
expansion in ,

X
w(x, t; )
n wn (x, t), as  0.
(39)
n=0

It therefore follows that the expansion of eqn. (39) can also be also applied to the constant
in eqn. (38), from which we obtain,
Z
wn dx = constant, n = 0, 1, 2,
(40)

Clearly, the constants in eqns (38) and (40) are not the same.
Substituting the expansion of eqn. (39) into the Gardner transformation, eqn. (32),
yields
!2

X
X
X
n wn u 
n (wn )x 2
n wn .
(41)
n=0

n=0

n=0

By equating coefficients of powers of , envoking the decay conditions and solving recursively, we are able to obtain the following conservation laws for the KdV equation:
w0 = u,
w1 = w0,x = ux ,

(42)
(43)

w2 = w1,x w02 = (ux )x u2 ,

(44)
2

w3 = w2,x 2w0 w1 = uxxx + 4uux = uxx + 2u

w4 = w3,x 2w0 w2

w12

(45)

= 2u3 + u2x (6uux uxxx )x ,

(46)

= uxxxx 6uuxx

5u2x

x
3

+ 2u

..
.
etc.
Integrals of differentiated quantities with respect to x evaluate to a constant. It follows,
therefore, as the solutions for w1 and w3 are seen to be exact differentials with respect to
x, the corresponding integrals provide no useful information. Also, as the bracketed terms
in the solutions for w2 and w4 are exact differentials and, therefore constant, they can be
combined with the associated constants of motion. Finally, we see that the corresponding
useful constant of motion equations therefore become
Z
Z
T0 dx =
u dx = constant,
(47)

Z
Z
T2 dx =
u2 dx = constant,
(48)

Z
Z
T4 dx =
2u3 + u2x dx = constant.
(49)

Equations (47), (48) and (49) are equivalent to eqns (13), (15) and (19) respectively, that
were derived by different means. Thus, T0 = u, T2 = u2 and T4 = 2u3 + u2x represent
conserved quantities or, invariants, of the KdV equation (10).
See appendix (A) at the end of this chapter for details relating to symbolic algebra source
code to perform above calculations.
6

2.6

KdV equation - 2D

The 2D KdV equation is defined as

u
u u3
v
6u
+ 3 +3
= 0,
t
x x
y

u
v
=
;
y
x

(50)

where u = u(x, y, t) , v = v(x, y, t), t R and x, y R. It describes shallow water waves

where the wavelengths are much greater than the corresponding amplitudes moving in
the x-direction and which contain small variations in the y-direction.
Equation (50) is also known as the Kadomtsev-Petviashvili (KP) equation [Kad-70], when
it is usually presented in the equivalent form,


u
u u3
2u
6u
+ 3
+ 3 2 = 0,
(51)
t
x x x
y
which in conservative form becomes,

(ux ) +
(6uux + uxxx ) +
(3uy ) = 0.
t
x
y

(52)

However, determining a conservation law for eqn. (50) (or eqn. (51)) is more complex
than for the 1D case of eqn. (10). Here, following Johnson [Joh-97], the decay conditions
are based on the assumption that the quantiies u and v constant as |x| and,
also, as |y| . It is also assumed that u and v are integrable over the entire spatial
domain.
On integrating the second of eqns (50) with respect to x we obtain

Z
Z

u dx = f (t).
u dx = 0
=
y

(53)

However, this equation applies for all y, so we further assume that the integral is evaluated
far from any disturbances. Under this restricted situation the decay conditions mean that
f (t) must be a constant. Hence, we have
Z
u dx = constant.
(54)

Adopting a similar argument yields

Z
v dy = constant.

(55)

We now integrate the first of eqns (50) to obtain


Z
 
Z


2u

2
u dx + 3u + 2
+
v dx = 0.
t
x y

(56)

From this result, eqns (50), (54) and on applying the decay conditions, we deduce that
Z
v dx = constant.
(57)

Thus,we can interpret from eqns (55) and (57) that momentum is conserved in both the
x-direction and the y-direction.
7

2.7

KdV equation with variable coefficients (vcKdV)

The vcKdV equation

u
u
u3
+ f (t)
+ g(t) 3 = 0,
(58)
t
x
x
was first proposed by Grimshaw [Gri-79], where u = u(x, t) , t R and x R. This
equation was later reported by Joshi [Jos-87] that to be integrable it must satisfy the
Painleve integrable condition,
Z t
f (t) dt,
(59)
g(t) = af (t)S(t), S(t) = b +
where a 6= 0 and b are arbitrary real constants.
Using the following transformation due to Zhang [Zha-07],
x
6a
+
U (X , T ),
S(t) S(t)
x
a
X =
, T =
.
S(t)
S(t)

u(x, t) =

(60)
(61)

eqn. (58) can be transformed to the standard KdV equation

U
U
U 3
6U
+
= 0,
T
X
X 3

U = U (X , T ),

(62)

where we make use of the following relationships:

xf (t)UX
af (t)UT

,
2
S(t)
S(t)2
UX
ux =
,
S(t)
UX X X
,
uxxx =
S(t)3
d S(t)
= f (t),
dt

ut =

(63)
(64)
(65)
(66)

which follow directly from eqns (59), (60) and (61).

It therefore follows that eqn. (62) has an infinity of conservation laws, as demonstrated
for eqn. (10) in section (2.5). Thus, it further follows that applying the transformation
eqn. (60) will yield an infinity of conservation laws for the vcKdV eqn. (58). Therefore,
from eqns (13), (15) and (19) we see that the first three conservation laws for the vcKdV
equation become

Z
Z 
x
6a
T0 dx =
+
u dx = constant,
(67)
S(t) S(t)

2
Z
Z 
x
6a
T1 dx =
+
u dx = constant,
(68)
S(t) S(t)

3

2 #
Z
Z "
6a
1
1
x
T3 dx =
+
u +
ux
dx = constant.
(69)
S(t) S(t)
2 S(t)

See appendix (A) at the end of this chapter for details relating to symbolic algebra source
code to perform above calculations.
8

3
3.1

Conservation laws for other evolutionary equations

Nonlinear Schr
odinger equation

The NLS equation is defined as

i

u 2 u
+ 2 + u |u|2 = 0,
t
x

i=

1,  = 1,

(70)

where u = u(x, t) , t R and x R; and the corresponding equation for the complex
conjugate of u, i.e. u , is given by
u 2 u
+
i
+ u |u|2 = 0.
2
t
x
Now, following Johnson [Joh-97], from u eqn. (70) - u eqn. (71) we obtain


u
2u
2 u
u
i u
+u
+ u 2 u 2 = 0,
t
t
x
x

(71)

(72)

which simplifies to
i

(uu ) +
(u ux uux ) = 0.
t
x

(73)

Integrating with respect to x over the whole domain and applying decay conditions
whereby conditions at are equal, yields
Z
2
i
|u| dx = 0,
(74)
t
from which it follows directly that the first constant of motion is given by
Z
|u|2 dx = constant,

(75)

and
T1 = |u|2 .

(76)

Recall that uu = |u|2 . Equation (75) is the first conservation law for both versions of
the NLS equation, i.e. eqns (70) and (71), and can be interpreted as being associated
with conservation of mass.
The second conservation law for the NLS equation is obtained by forming ux eqn. (70)
+ ux eqn. (71), i.e.

and u

i (u x ut ux ut ) + ux uxx + ux uxx +  (ux u + ux u ) |u|2 = 0,

(77)

eqn. (70) + u
eqn. (71), i.e.
x
x





i (u uxt uuxt ) + u uxxx + uuxxx +  u u |u|2 x + u u |u|2 x = 0;

(78)

and then subtracting the latter from the former to give

i

(uux u ux ) +
(ux ux ) (u uxxx + uuxxx )
t
x



+  |u|2 (uu )x  (uu )x |u|2 + 2uu |u|2 x = 0.
9

(79)

This equation can be expressed as

i


(uux u ux ) +
2ux ux (u uxx + uuxx )  |u|4 = 0.
t
x

(80)

As for the first conservation law, we integrate with respect to x over the whole domain
and apply the same decay conditions. This yields
Z

i
(uux u ux ) dx = 0,
(81)
t
from which it follows directly that the second constant of motion is given by
Z
(uux u ux ) dx = constant,

(82)

and
T2 = uux u ux .

(83)

Equation (82) is the second conservation law for the NLS equation and can be interpreted
as being associated with conservation of momentum.
The third conservation law for the NLS equation is generated from:
u

[eqn. (70)] +

[eqn. (71)] uxt ux + ux uxt . which yields

x
x
x x





1


2
ux ux  (uu ) +
ux uxx ux uxx  u2 u ux + u2 uux = 0,
i
t
2
x
which can be expressed as,




1

4
2
i
|ux |  |u| +
ux uxx ux uxx  (uux + u ux ) |u|2 = 0.
t
2
x

(84)

(85)

As for the previous conservation laws, we integrate with respect to x over the whole
domain and apply the same decay conditions. This yields
Z

(uux u ux ) dx = 0,
(86)
i
t
from which it follows directly that the third constant of motion is given by

Z 
1
2
4
|ux |  |u| dx = constant,
2

(87)

and

1
T3 = |ux |2  |u|4 .
2
Equation (87) is the third conservation law for the NLS equation.

(88)

See appendix (A) at the end of this chapter for details relating to symbolic algebra source
code to perform above calculations.
The fourth conservation law for the NLS equation is generated from:
3 u
3
eqn.
(70)
+
u

[eqn. (71)], that yields the following constant of motion

x3
x3

Z 
3
2

uuxxx +  |u| uux dx = constant;

(89)
2

10

and

3.2

3
T4 = uuxxx +  |u|2 uux .
2

(90)

Boussinesq equation

The following 1D Boussinesq equation describes weakly dispersive water waves propogating in both directions

4
2 2
2
2
2 + 3 2 4 = 0,
(91)
t2
x
x
x
where = (x, t) , t R and x R. For our purposes, it is more convenient to express
this single equation as a pair of coupled equations , i.e.
t = ux ,

ut + x 3( 2 )x + xxx = 0,

(92)

where we have reverted to subscript notation. The second of eqns (92) is obtained by
integrating eqn. (91) with respect to x and applying the usual decay conditions as
|x| .
Integrating eqns (92) with respect to x over the whole domain and applying decay conditions whereby conditions at are equal, yields
Z
Z

dx = [u] = 0,
ut dx = [3 2 xx ]
(93)
= 0

from which it follows directly that the first and second constants of motion are given by
Z
Z
dx = constant and
ut dx = constant;
(94)

and correspond to conservation of mass and conservation of momentum respectively.

Thus, we have
T1 = , and T2 = ut .
(95)
Further detailed discussion relating to conservation laws can be found in [Abl-91], [Dra-92,
chap. 5], [Deb-05, chap. 9] and [Joh-97, chap. 3].

Symbolic algebra computer source code

Many of the above conservation law calculations are quite tedious to perform by hand. So,
as an extra resource that readers may find useful, we include with the downloads code
written for symbolic algebra programs Maple and Maxima (open source) that derive
conservation laws for:
KdV equation (main laws)
KdV equation (undefined laws )
KdV equation (an infinity of laws)
Variable coefficients KdV equation (main laws)
Nonlinear Schrodinger equation (main laws)

11

References
[Abl-91] Ablowitz, M. J. and P. A. Clarkson (1991). Solitons, Nonlinear Evolution
Equations and Inverse Scattering (London Mathematical Society Lecture Note Series, 149), Cambridge University Press.
[Dra-92] Drazin, P. G. and R. S. Johnson (1992). Solitons: an introduction, Cambridge University Press, Cambridge.
[Deb-05] Debnath, L. (2005). Nonlinear Partial differential equations for Scientists and
Engineers, Birkhauser, Boston.
[Gar-67] Gardener, C. S., J. Greene, M. Kruskal, and R. M. Miura, (1967).
Method for solving the Korteweg-de Vries equation. Phys. Rev. Lett. 19, 1095-1097.
[Gar-74] Gardener, C. S., J. Greene, M. Kruskal, and R. M. Miura, (1974).
Korteweg-de Vries equation and generalizations. VI. Methods for exact solution.
Comm Pure Appl. Math., 27, 97-133.
[Gri-79] Grimshaw R. (1979). Slowly Varying Solitary Waves. I. Korteweg-de Vries
Equation, Proc. Royal Soc., 368A, 359-375.
[Joh-97] Johnson, R. S. (1997). A Modern Introduction to the Theory of Water Waves,
Cambridge University Press, Cambridge.
[Jos-87] Joshi N. (1987). Painleve property of general variable coefficient versions of
the Korteweg-de Vries and nonlinear Schrodinger equations, Phys. Lett. A, 125,
456-460.
[Kad-70] Kadomtsev, B. P. and V. I. Petviashvili (1970). On the stability of solitary
waves in weakly dispersing media, Sov Phys. Dokl., 15, 539-41
[Miu-68a] Miura, R. A. (1968). Korteweg-de Vries Equation and Generalizations I. A
remarkable explicit transformation. J. Math. Phys., 9, 1202-4.
[Miu-68b] Miura, R. A., C. S. Gardner and M. D. Kruskal (1968). Korteweg-de
Vries Equation and generalizations II. Existence of conservation laws and constants
of motion. J. Math. Phys., 9, 1204-9.
[Sch-09] Schiesser, W. E. and G. W. Griffiths (2009), A Compendium of Partial
Differential Equation Models: Method of Lines Analysis with Matlab, Cambridge
University Press.
[Zak-00] Zaki, S. I. (2000). Solitary waves of the Korteweg-de Vries-Burgers equation,
Computer Physics Communications , 126, 207-218.
[Zha-07] Zhang, Da-Jun (2007). Conservation laws and Lax Pair of Variable Coefficient
KdV Equation, Chin. Phys. Lett., 24, No. 11, 3021-3023.

12

Index
Boussinesq equation, 11
conservation law, 1
Boussinesq equation, 11
conserved quantity, 2
constant of motion, 2
decay conditions, 2, 5, 7, 9, 11
at infinity, 1
density, the, 2
energy, 1
flux,the, 2
infinity of, 5, 8
invariant, 2
KdV equation with variable coefficients,
8
Korteweg-de Vries equation, 2
equations of motion, 6
first conservation law, u, 3
invariant, 6
second conservation law, u2 , 3
third conservation law, u3 + 21 u2x , 3
undefined KdV conservation law, 4
Korteweg-de Vries equation - 2D, 7
local conservation laws, 1
mass, 1, 9, 11
momentum, 1, 10, 11
Nonlinear Schrodinger equation, 9
Gardner transformation, 5
invariant, 2, 4, 6
Kadomtsev-Petviashvili equation, 7
KdV equation with variable coefficients, 8
Korteweg-de Vries equation, 2
Korteweg-de Vries equation - 2D, 7
KP, see Kadomtsev-Petviashvili equation
Maple, 11
Maxima, 11
Miura transformation, 5
modified KdV equation, 5
NLS, see Nonlinear Schrodinger (NLS) equation
Nonlinear Schrodinger equation, 9
Painleve integrable condition, 8
vcKdV, see KdV equation with variable coefficients
13