Homogenization of linear and nonlinear transport equations

We study the homogenization of the linear and nonlinear transport equations with oscillatory velocity fields. Two types of homogenized equations are derived. For general n-dimensional linear and nonlinear problems, we derive homogenized equations by introducing additional independent variables to represent the small scales. For the two-dimensional linear transport equations, we derive effective equations for the averaged quantities. Such equations take the form of either a degenerate non-local diffusion equation with memory or a higher order hyperbolic equation. To study the nonlinear transport equations we introduce the concept of two-scale Young measure and extend DiPerna's method to prove that it reduces to a family of Dirac measures.     

Homogenization of a three-phase flow model in porous media

We give homogenization results for an immiscible and incompressible three-phase flow model in a heterogeneous petroleum reservoir with periodic structure, including capillary effects. We consider a model which leads to a coupled system of partial differential equations which includes an elliptic equation and two nonlinear degenerate parabolic equations of convection–diffusion types. Using two-scale convergence, we get an homogenized model which governs the global behavior of the flow. The determination of effective properties require the numerical resolution of local problems in a standard cell.     

Drift Estimation of Multiscale Diffusions Based on Filtered Data

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coefficient of the homogenized equation requires pre-processing of the data, often in the form of subsampling; this is because the two-scale equation and the homogenized single-scale equation are incompatible at small scales, generating mutually singular measures on the path space. We avoid subsampling and work instead with filtered data, found by application of an appropriate kernel function, and compute maximum likelihood estimators based on the filtered process. We show that the estimators we propose are asymptotically unbiased and demonstrate numerically the advantages of our method with respect to subsampling. Finally, we show how our filtered data methodology can be combined with Bayesian techniques and provide a full uncertainty quantification of the inference procedure.

     

Multiscale problems and homogenization for second-order Hamilton–Jacobi equations

We prove a general convergence result for singular perturbations with an arbitrary number of scales of fully nonlinear degenerate parabolic PDEs. As a special case we cover the iterated homogenization for such equations with oscillating initial data. Explicit examples, among others, are the two-scale homogenization of quasilinear equations driven by a general hypoelliptic operator and the n-scale homogenization of uniformly parabolic fully nonlinear PDEs.     

Quasi-Neutral Limit of the Euler–Poisson and Euler–Monge–Ampère Systems

ABSTRACT

This paper studies the pressureless Euler–Poisson system and its fully nonlinear counterpart, the Euler–Monge–Ampère system, where the fully nonlinear Monge–Ampère equation substitutes for the linear Poisson equation. While the first is a model of plasma physics, the second is derived as a geometric approximation to the Euler incompressible equations. Using energy estimates, convergence of both systems to the Euler incompressible equations is proved.     

Nonlinear stability of a parabolic velocity profile in a plane periodic channel

An inviscid or viscous incompressible flow with a general parabolic velocity profile in an infinite plane periodic channel with parallel walls that can move is considered with the impermeability conditions (for the Euler equations) or the no-slip conditions (for the Navier-Stokes equations). The nonlinear (for the original equations) and nonlocal (for all Reynolds numbers) stability of the unperturbed flow with respect to arbitrary two-dimensional smooth perturbations of the initial velocity field is established.     

Homogenization results for a coupled system modelling immiscible compressible two-phase flow in porous media by the concept of global pressure

A model for immiscible compressible two-phase flow in heterogeneous porous media is considered. Such models appear in gas migration through engineered and geological barriers for a deep repository for radioactive waste. The main feature of this model is the introduction of a new global pressure and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation) equation with rapidly oscillating porosity function and absolute permeability tensor. The major difficulties related to this model are in the nonlinear degenerate structure of the equations, as well as in the coupling in the system. Under some realistic assumptions on the data, we obtain a nonlinear homogenized problem with effective coefficients which are computed via a cell problem and give a rigorous mathematical derivation of the upscaled model by means of two-scale convergence.     

Hydrodynamic limits of the nonlinear Klein–Gordon equation

We perform the mathematical derivation of the compressible and incompressible Euler equations from the modulated nonlinear Klein–Gordon equation. Before the formation of singularities in the limit system, the nonrelativistic-semiclassical limit is shown to be the compressible Euler equations. If we further rescale the time variable, then in the semiclassical limit (the light speed kept fixed), the incompressible Euler equations are recovered. The proof involves the modulated energy introduced by Brenier (2000) [1].     

A finite element thermo-viscoelastic creep approach for heterogeneous structures with dissipative correctors

A finite element approach is presented for three-dimensional thermo-viscoelastic macro analysis of polymer-matrix composite structures containing micro-level heterogeneities, a two-scale approach. Due to its ability to account for microstructural details, the asymptotic expansion homogenization approach is employed to first, obtain the homogenized properties for use in the macroscale problem, and second, to study the local micro-level stress distributions influenced by macro effects. The theoretical formulations are described and developed for a thermoviscoelastic solid whose time-dependent stress–strain relationship can be homogenized. Arising from homogenization of the constitutive equation in the time domain is a hereditary dissipative corrector term. The dissipative corrector is time-dependent and accounts for heterogeneous behavior across the junction of dissimilar materials at the microstructural level. The additional term is necessary for the governing constitutive equations to satisfy equilibrium at both length scales. The objectives of this paper are three-fold: (1) develop the micro and macro constitutive equations for a thermoviscoelastic Kelvin–Voight material; (2) develop a computational approach for the constitutive equations; and (3) demonstrate and verify illustrative applications using results from the theoretical developments in the literature wherever available for a viscoelastic homogeneous/heterogeneous material.     

Limite asymptotique pour le modèle de BGK

We present, for the BGK equation, asymptotic limits leading to various equations of incompressible and compressible fluid mechanics: the Navier-Stokes equations, the linearized Navier-Stokes equations, the Euler equation, the linearized Euler equation, and the compressible Euler equation. We state a convergence theorem for the nonlinear Navier-Stokes, as well as a result for the linear Navier-Stokes case, and for the compressible Euler equation.     

Multiscale analysis and numerical simulation for stability of the incompressible flow of a Maxwell fluid

How to predict the stability of a small-scale flow subject to perturbations is a significant multiscale problem. It is difficult to directly study the stability by the theoretical analysis for the incompressible flow of a Maxwell fluid because of its analytical complexity. Here, we develop the multiscale analysis method based on the mathematical homogenization theory in the stress–stream function formulation. This method is used to derive the homogenized equation which governs the transport of the large-scale perturbations. The linear stabilities of the large-scale perturbations are analyzed theoretically based on the linearized homogenized equation, while the effect of the nonlinear terms on the linear stability results is discussed numerically based on the nonlinear homogenized equation. The agreements between the multiscale predictions and the direct numerical simulations demonstrate the multiscale analysis method is effective and credible to predict stabilities of flows.     

Homogenization of the Maxwell Equations: Case II. Nonlinear Conductivity

The Maxwell equations with uniformly monotone nonlinear electric conductivity in a heterogeneous medium, which may be non-periodic, are homogenized by two-scale convergence. We introduce a new set of function spaces appropriate for the nonlinear Maxwell system. New compactness results, of two-scale type, are proved for these function spaces. We prove existence of a unique solution for the heterogeneous system as well as for the homogenized system. We also prove that the solutions of the heterogeneous system converge weakly to the solution of the homogenized system. Furthermore, we prove corrector results, important for numerical implementations.     

Asymptotic limit of the Gross-Pitaevskii equation with general initial data

This paper mainly concerns the mathematical justification of the asymptotic limit of the Gross-Pitaevskii equation with general initial data in the natural energy space over the whole space. We give a rigorous proof of the convergence of the velocity fields defined through the solutions of the Gross-Pitaevskii equation to the strong solution of the incompressible Euler equations. Furthermore, we also obtain the rates of the convergence.     

Weakly Nonlinear Oscillatory Waves with Multi-phases in Ideal Incompressible Fluid

In this paper, we apply the technique of weakly nonlinear geometric optics to study weakly nonlinear oscillatory waves with multi-phases in d-dimensional ideal incompressible fluid for d ≥ 2. Precisely, we give a rigorous asymptotic expansion for the solution of the oscillatory initial value problem to the ideal incompressible Euler equations. Generally, this problem is not well posed. However, the coherence assumption and small divisor property imposed on the phases functions lead to a compatibility condition for the solvability of profile equations from which we can determine every profile.     

Homogenizing the acoustic properties of a porous matrix containing an incompressible inviscid fluid

We undertake a rigorous derivation of the Biot's law for a porous elastic solid containing an inviscid fluid. We consider small displacements of a linear elastic solid being itself a connected periodic skeleton containing a pore structure of the characteristic size ε. It is completely saturated by an incompressible inviscid fluid. The model is described by the equations of the linear elasticity coupled with the linearized incompressible Euler system. We study the homogenization limit when the pore size εtends to zero. The main difficulty is obtaining an a priori estimate for the gradient of the fluid velocity in the pore structure. Under the assumption that the solid part is connected and using results on the first order elliptic systems, we obtain the required estimate. It allows us to apply appropriate results from the 2‐scale convergence. Then it is proved that the microscopic displacements and the fluid pressure converge in 2‐scales towards a linear hyperbolic system for an effective displacement and an effective pressure field. Using correctors, we also give a strong convergence result. The obtained system is then compared with the Biot's law. It is found that there is a constitutive relation linking the effective pressure with the divergences of the effective fluid and solid displacements. Then we prove that the homogenized model coincides with the Biot's equations but with the added mass ρ_a being a matrix, which is calculated through an auxiliary problem in the periodic cell for the tortuosity. Furthermore, we get formulas for the matricial coefficients in the Biot's effective stress–strain relations. Finally, we consider the degenerate case when the fluid part is not connected and obtain Biot's model with the relative fluid displacement equal to zero. Copyright © 2003 John Wiley & Sons, Ltd.     

Pointwise structure of a radiation hydrodynamic model in one-dimension

In this paper, we study the nonlinear stability and the pointwise structure around a constant equilibrium for a radiation hydrodynamic model in 1-dimension, in which the behavior of the fluid is described by a full Euler equation with certain radiation effect. It is well-known that the classical solutions of the Euler equation in 1-D may blow up in finite time for general initial data. The global existence of the solution in this paper means that the radiation effect stabilizes the system and prevents the formation of singularity when the initial data is small. To study the precise effect of the radiation in this model, we also treat the pointwise estimates of the solution for the original nonlinear problem by combining the Green's function for the linearized radiation hydrodynamic equations with the Duhamel's principle. The result in this paper shows that the pointwise structure of this model is similar to that of full Navier-Stokes equations in 1-D.     

Homogenization of compressible two-phase two-component flow in porous media

The paper is devoted to the homogenization of immiscible compressible two-phase two-component flow in heterogeneous porous media. We consider liquid and gas phases, two-component (water and hydrogen) flow in a porous reservoir with periodic microstructure, modeling the hydrogen migration through engineered and geological barriers for a deep repository for radioactive waste. Phase exchange, capillary effects included by the Darcy–Muskat law and Fickian diffusion are taken into account. The hydrogen in the gas phase is supposed compressible and could be dissolved into the water obeying the Henry law. The flow is then described by the conservation of the mass for each component. The microscopic model is written in terms of the phase formulation, i.e. the liquid saturation phase and the gas pressure phase are primary unknowns. This formulation leads to a coupled system consisting of a nonlinear parabolic equation for the gas pressure and a nonlinear degenerate parabolic diffusion–convection equation for the liquid saturation, subject to appropriate boundary and initial conditions. The major difficulties related to this model are in the nonlinear degenerate structure of the equations, as well as in the coupling in the system. Under some realistic assumptions on the data, we obtain a nonlinear homogenized problem with effective coefficients which are computed via a cell problem. We rigorously justify this homogenization process for the problem by using the two-scale convergence.     

Periodic homogenization of strongly nonlinear reaction–diffusion equations with large reaction terms

We study in this article the periodic homogenization problem related to a strongly nonlinear reaction–diffusion equation. Owing to the large reaction term, the homogenized equation has a rather quite different form which puts together both the reaction and convection effects. We show in a special case that the homogenized equation is exactly of a convection-diffusion type. This study relies on a suitable version of the well-known two-scale convergence method.     

Homogenization of a Nonlinear Convection-Diffusion Equation with Rapidly Oscillating Coefficients and Strong Convection

A Cauchy problem for a nonlinear convection-diffusion equationwith periodic rapidly oscillating coefficients is studied. Underthe assumption that the convection term is large, it is provedthat the limit (homogenized) equation is a nonlinear diffusionequation which shows dispersion effects. The convergence ofthe homogenization procedure is justified by using a new versionof a two-scale convergence technique adapted to rapidly movingcoordinates.     

Multiple-scale Homogenization for Weakly Nonlinear Conservation Laws with Rapid Spatial Fluctuations

We consider hyperbolic conservation laws with rapid periodic spatial fluctuations and study initial value problems that correspond to small perturbations about a steady state. Weakly nonlinear solutions are computed asymptotically using multiple spatial and temporal scales to capture the homogenized solution as well as its long-term behavior. We show that the linear problem may be destabilized through interactions between two solution modes and the periodic structure. We also show that a discontinuity, either in the initial data or due to shock formation, introduces rapid spatial and temporal fluctuations to leading order in its zone of influence. The evolution equations we derive for the homogenized leading-order solution are more general than their counterparts for conservation laws having no rapid spatial variations. In particular, these equations may be diffusive for certain general flux vectors. Selected examples are solved numerically to substantiate the asymptotic results.