Entropic Burgers’ equation via a minimizing movement scheme based on the Wasserstein metric

As noted by the second author in the context of unstable two-phase porous medium flow, entropy solutions of Burgers’ equation can be recovered from a minimizing movement scheme involving the Wasserstein metric in the limit of vanishing time step size (Otto, Commun Pure Appl Math, 1999). In this paper, we give a simpler proof by verifying that the anti-derivative is a viscosity solution of the associated Hamilton Jacobi equation.     

Entropy-stable and entropy-dissipative approximations of a fourth-order quantum diffusion equation

Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation formula (BDF) semi-discretization in time is investigated. The scheme preserves the nonnegativity of the solution, is entropy stable and dissipates a modified entropy functional. The existence of a weak semi-discrete solution and, in a particular case, its temporal second-order convergence to the continuous solution is proved. The proofs employ an algebraic relation which implies the G-stability of the two-step BDF. Second, an implicit Euler and $q$ -step BDF discrete variational derivative method are considered. This scheme, which exploits the variational structure of the equation, dissipates the discrete Fisher information (or energy). Numerical experiments show that the discrete (relative) entropies and Fisher information decay even exponentially fast to zero.     

On the regularity of weak solutions to Burgers’ equation with finite entropy production

Bounded weak solutions of Burgers’ equation \(\partial _tu+\partial _x(u^2/2)=0\) that are not entropy solutions need in general not be BV. Nevertheless it is known that solutions with finite entropy productions have a BV-like structure: a rectifiable jump set of dimension one can be identified, outside which u has vanishing mean oscillation at all points. But it is not known whether all points outside this jump set are Lebesgue points, as they would be for BV solutions. In the present article we show that the set of non-Lebesgue points of u has Hausdorff dimension at most one. In contrast with the aforementioned structure result, we need only one particular entropy production to be a finite Radon measure, namely \(\mu =\partial _t (u^2/2)+\partial _x(u^3/3)\). We prove Hölder regularity at points where \(\mu \) has finite \((1+\alpha )\)-dimensional upper density for some \(\alpha >0\). The proof is inspired by a result of De Lellis, Westdickenberg and the second author : if \(\mu _+\) has vanishing 1-dimensional upper density, then u is an entropy solution. We obtain a quantitative version of this statement: if \(\mu _+\) is small then u is close in \(L^1\) to an entropy solution.     

A Crank–Nicolson difference scheme for the time variable fractional mobile–immobile advection–dispersion equation

A Crank–Nicolson finite difference scheme to solve a time variable order fractional mobile–immobile advection–dispersion equation is introduced and analyzed. Some a priori estimates of discrete \(L^2\)-norm with order of convergence \(O(\tau +h^2)\) are established on uniform grids where \(\tau \) and h are the steps sizes in time and space. Stability and convergence of the numerical solutions are presented in detail. Numerical examples are provided to verify the theoretical analysis.     

A New Proof for the Equivalence of Weak and Viscosity Solutions for the p-Laplace Equation

In this paper, we give a new proof for the fact that the distributional weak solutions and the viscosity solutions of the p-Laplace equation ?div(|Du| ^p?2 Du) = 0 coincide. Our proof is more direct and transparent than the original proof of Juutinen et al. [8 Juutinen , P. , Lindqvist , P. , Manfredi , J.J. ( 2001 ). On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation . SIAM J. Math. Anal. 33 : 699 – 717 .[Crossref], [Web of Science ®] , [Google Scholar]], which relied on the full uniqueness machinery of the theory of viscosity solutions. We establish a similar result also for the solutions of the non-homogeneous version of the p-Laplace equation.     

Spectrum transformation and conservation laws of lattice potential KdV equation

Many multi-dimensional consistent discrete systems have soliton solutions with nonzero backgrounds, which brings difficulty in the investigation of integrable characteristics. In this paper, we derive infinitely many conserved quantities for the lattice potential Korteweg-de Vries equation whose solutions have nonzero backgrounds. The derivation is based on the fact that the scattering data a(z) is independent of discrete space and time and the analytic property of Jost solutions of the discrete Schrödinger spectral problem. The obtained conserved densities are asymptotic to zero when |n| (or |m|) tends to infinity. To obtain these results, we reconstruct a discrete Riccati equation by using a conformal map which transforms the upper complex plane to the inside of unit circle. Series solution to the Riccati equation is constructed based on the analytic and asymptotic properties of Jost solutions.     

Curves of steepest descent are entropy solutions for a class of degenerate convection–diffusion equations

We consider a nonlinear degenerate convection–diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kru?kov are obtained as the—a posteriori unique—limit points of the JKO variational approximation scheme for an associated gradient flow in the $L^2$ -Wasserstein space. The equation lacks the necessary convexity properties which would allow to deduce well-posedness of the initial value problem by the abstract theory of metric gradient flows. Instead, we prove the entropy inequality directly by variational methods and conclude uniqueness by doubling of the variables.     

Analysis of a new finite difference/local discontinuous Galerkin method for the fractional Cattaneo equation

In this paper, we first present a new finite difference scheme to approximate the time fractional derivatives, which is defined in the sense of Caputo, and give a semidiscrete scheme in time with the truncation error O((Δt)^3?α ), where Δt is the time step size. Then a fully discrete scheme based on the semidiscrete scheme for the fractional Cattaneo equation in which the space direction is approximated by a local discontinuous Galerkin method is presented and analyzed. We prove that the method is unconditionally stable and convergent with order O(h ^k+1 + (Δt)^3?α ), where k is the degree of piecewise polynomial. Numerical examples are also given to confirm the theoretical analysis.     

Improved difference scheme of the solution decomposition method for a singularly perturbed reaction-diffusion equation

A Dirichlet problem is considered for a singularly perturbed ordinary differential reaction-diffusion equation. For this problem, a new approach is developed in order to construct difference schemes that converge uniformly with respect to the perturbation parameter ?, ? ∈ (0, 1]. The approach is based on the decomposition of a discrete solution into regular and singular components, which are solutions of discrete subproblems on uniform grids. Using the asymptotic construction technique, a difference scheme of the solution decomposition method is constructed that converges ?-uniformly in the maximum norm at the rate O (N ^?2 ln² N), where N + 1 is the number of nodes in the grid used; for fixed values of the parameter ?, the scheme converges at the rate O(N ^?2). Using the Richardson technique, an improved scheme of the solution decomposition method is constructed, which converges ?-uniformly in the maximum norm at the rate O(N ^?4 ln⁴ N).     

Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via an Ergodic Numerical Scheme

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schrödinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal direction is based on a modification of the implicit Euler scheme. We not only prove the unique ergodicity of the numerical solutions of both spatial semi-discretization and full discretization, but also present error estimations on invariant measures, which gives order 2 in spatial direction and order \({\frac 12}\) in temporal direction under certain hypotheses.     

Stability and convergence of a fully discrete local discontinuous Galerkin method for multi-term time fractional diffusion equations

In this paper, a fully discrete local discontinuous Galerkin method for a class of multi-term time fractional diffusion equations is proposed and analyzed. Using local discontinuous Galerkin method in spatial direction and classical L1 approximation in temporal direction, a fully discrete scheme is established. By choosing the numerical flux carefully, we prove that the method is unconditionally stable and convergent with order O(h ^k+1 + (Δt)^2?α ), where k, h, and Δt are the degree of piecewise polynomial, the space, and time step sizes, respectively. Numerical examples are carried out to illustrate the effectiveness of the numerical scheme.     

A maximum rank problem for degenerate elliptic fully nonlinear equations

The solutions to the Dirichlet problem for two degenerate elliptic fully nonlinear equations in n + 1 dimensions, namely the real Monge–Ampère equation and the Donaldson equation, are shown to have maximum rank in the space variables when n ≤ 2. A constant rank property is also established for the Donaldson equation when n = 3.     

Self-similar extinction for a diffusive Hamilton–Jacobi equation with critical absorption

The behavior near the extinction time is identified for non-negative solutions to the diffusive Hamilton–Jacobi equation with critical gradient absorption

$$\begin{aligned} \partial _tu-\Delta _p u+|\nabla u|^{p-1}=0 \quad \hbox {in}~ (0,\infty )\times \mathbb {R}^N, \end{aligned}$$

and fast diffusion \(2N/(N+1)<p<2\). Given a non-negative and radially symmetric initial condition with a non-increasing profile which decays sufficiently fast as \(|x|\rightarrow \infty \), it is shown that the corresponding solution u to the above equation approaches a uniquely determined separate variable solution of the form

$$\begin{aligned} U(t,x)=(T_e-t)^{1/(2-p)}f_*(|x|), \quad (t,x)\in (0,T_e)\times \mathbb {R}^N, \end{aligned}$$

as \(t\rightarrow T_e\), where \(T_e\) denotes the finite extinction time of u. A cornerstone of the convergence proof is an underlying variational structure of the equation. Also, the selected profile \(f_*\) is the unique non-negative solution to a second order ordinary differential equation which decays exponentially at infinity. A complete classification of solutions to this equation is provided, thereby describing all separate variable solutions of the original equation. One important difficulty in the uniqueness proof is that no monotonicity argument seems to be available and it is overcome by the construction of an appropriate Pohozaev functional.

     

Computer difference scheme for a singularly perturbed elliptic convection–diffusion equation in the presence of perturbations

A grid approximation of a boundary value problem for a singularly perturbed elliptic convection–diffusion equation with a perturbation parameter ε, ε ∈ (0,1], multiplying the highest order derivatives is considered on a rectangle. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform grid is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. With an increase in the number of grid nodes, this scheme does not converge -uniformly in the maximum norm, but only conditional convergence takes place. When the solution of the difference scheme converges, which occurs if N ₁ ^-1 N ₂ ^-1 ? ε, where N ₁ and N ₂ are the numbers of grid intervals in x and y, respectively, the scheme is not -uniformly well-conditioned or ε-uniformly stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions imposed on the “parameters” of the difference scheme and of the computer (namely, on ε, N ₁,N ₂, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions as N ₁,N ₂ → ∞, ε ∈ (0,1]. The difference schemes constructed in the presence of the indicated perturbations that converges as N ₁,N ₂ → ∞ for fixed ε, ε ∈ (0,1, is called a computer difference scheme. Schemes converging ε-uniformly and conditionally converging computer schemes are referred to as reliable schemes. Conditions on the data perturbations in the standard difference scheme and on computer perturbations are also obtained under which the convergence rate of the solution to the computer difference scheme has the same order as the solution of the standard difference scheme in the absence of perturbations. Due to this property of its solutions, the computer difference scheme can be effectively used in practical computations.     

Expanded mixed FEM with lowest order RT elements for nonlinear and nonlocal parabolic problems

In this paper, an expanded mixed finite element method with lowest order Raviart Thomas elements is developed and analyzed for a class of nonlinear and nonlocal parabolic problems. After obtaining some regularity results for the exact solution, a priori error estimates for the semidiscrete problem are established. Based on a linearized backward Euler method, a complete discrete scheme is proposed and a variant of Brouwer’s fixed point theorem is used to derive an existence of a fully discrete solution. Further, a priori error estimates for the fully discrete scheme are established. Finally, numerical experiments are conducted to confirm our theoretical findings.     

On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments

In this paper, we present a numerical scheme for a first-order hyperbolic equation of nonlinear type perturbed by a multiplicative noise. The problem is set in a bounded domain D of ${\mathbb{R}^{d}}$ and with homogeneous Dirichlet boundary condition. Using a time-splitting method, we are able to show the existence of an approximate solution. The result of convergence of such a sequence is based on the work of Bauzet–Vallet–Wittbold (J Funct Anal, 2013), where the authors used the concept of measure-valued solution and Kruzhkov’s entropy formulation to show the existence and uniqueness of the stochastic weak entropy solution. Then, we propose numerical experiments by applying this scheme to the stochastic Burgers’ equation in the one-dimensional case.     

Deterministic particle approximation for nonlocal transport equations with nonlinear mobility

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal version of the follow-the-leader scheme. We rigorously prove that a suitable discrete piece-wise density reconstructed from the particle scheme converges strongly in $L_{loc}^1$ towards the unique entropy solution to the target PDE as the number of particles tends to infinity. The proof is based on uniform BV estimates on the approximating sequence and on the verification of an approximated version of the entropy condition for large number of particles. As part of the proof, we also prove uniqueness of entropy solutions. We further provide a specific example of non-uniqueness of weak solutions and discuss the interplay of the entropy condition with the steady states. Finally, we produce numerical simulations supporting the need of a concept of entropy solution in order to get a well-posed semigroup in the continuum limit, and showing the behaviour of solutions for large times.     

Construction of Approximate Entropy Measure-Valued Solutions for Hyperbolic Systems of Conservation Laws

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in De Lellis and Székelyhidi Jr (Ann Math 170(3):1417–1436, 2009) and Chiodaroli et al. (2013) have demonstrated that entropy solutions may not be unique. In this paper, we present numerical evidence that state-of-the-art numerical schemes need not converge to an entropy solution of systems of conservation laws as the mesh is refined. Combining these two facts, we argue that entropy solutions may not be suitable as a solution framework for systems of conservation laws, particularly in several space dimensions. We advocate entropy measure-valued solutions, first proposed by DiPerna, as the appropriate solution paradigm for systems of conservation laws. To this end, we present a detailed numerical procedure which constructs stable approximations to entropy measure-valued solutions, and provide sufficient conditions that guarantee that these approximations converge to an entropy measure-valued solution as the mesh is refined, thus providing a viable numerical framework for systems of conservation laws in several space dimensions. A large number of numerical experiments that illustrate the proposed paradigm are presented and are utilized to examine several interesting properties of the computed entropy measure-valued solutions.     

Non-uniform dependence on initial data for the periodic modified Camassa–Holm equation

In this paper, we study the periodic Cauchy problem for the modified Camassa–Holm equation $$m_t+um_x+2u_xm=0,\quad m=(1-\partial_x^2)^2u$$ , and show that the solution map is not uniformly continuous in Sobolev spaces ${H^s(\mathbb T)}$ for s > 7/2. Our proof is based on the method of approximate solutions and well-posedness estimates for the actual solutions.