Well-posedness and stability for a mixed order system arising in thin film equations with surfactant

The objective of the present work is to provide a well-posedness result for a capillary driven thin film equation with insoluble surfactant. The resulting parabolic system of evolution equations is not only strongly coupled and degenerated, but also of mixed orders. To the best of our knowledge the only well-posedness result for a capillary driven thin film with surfactant is provided in [4] by the same author, where a severe smallness condition on the surfactant concentration is assumed to prove the result. Thus, in spite of an intensive analytical study of thin film equations with surfactant during the last decade, a proper well-posedness result is still missing in the literature. It is the aim of the present paper to fill this gap. Furthermore, we apply a recently established result on asymptotic stability in interpolation spaces [15] to prove that the flat equilibrium of our system is asymptotically stable.     

Non-negative global weak solutions for a degenerated parabolic system approximating the two-phase Stokes problem

We establish the existence of non-negative global weak solutions for a strongly coupled degenerated parabolic system which was obtained as an approximation of the two-phase Stokes problem driven solely by capillary forces. Moreover, the system under consideration may be viewed as a two-phase generalization of the classical Thin Film equation.     

Existence of solutions to various rock types odel model of two-phase flow in porous media

We study the flow of two immiscible and incompressible fluids through a porous media c,onsisting of different rock types: capillary pressure and relative permeablities curves are different in each type of porous media. This process can be formulated as a coupled system of partial differential equations which includes an elliptic pressurevelocity equation and a nonlinear degenerated parabolic saturation equation. Moreover the transmission conditions are nonlinear and the saturation is discontinuous at interfaces separating different media. A change of unknown leads to a new formulation of this problem. We derive a weak form for this new problem, which is a combination of a mixed formulation for the elliptic pressure-velocity equation and a standard variational formulation for the new parabolic equation. Under some realistic assumptions, we prove the existence of weak solutions to the implicit system given by time discretization.     

Simulation of spreading surfactant on a thin liquid film

The spreading of insoluble surfactant on a thin liquid film is modeled by a pair of nonlinear partial differential equations for the height of the free surface and the surfactant concentration. A numerical method is developed in which the leading edge of the surfactant is tracked. In the absence of higher order regularization the system becomes hyperbolic/degenerate-parabolic, introducing jumps in the height of the free surface and the surfactant concentration gradient. We compare numerical simulations to those of a hybrid Godunov method in which the height equation is treated as a scalar conservation law and a parabolic solver is used for the surfactant equation. We show how the tracking method applies to the full equations with realistic gravity and capillarity terms included, even though the disturbance in the height of the free surface extends beyond the support of the surfactant concentration.     

Analysis of a Parabolic Cross-Diffusion Semiconductor Model with Electron-Hole Scattering

The global-in-time existence of non-negative solutions to a parabolic strongly coupled system with mixed Dirichlet–Neumann boundary conditions is shown. The system describes the time evolution of the electron and hole densities in a semiconductor when electron-hole scattering is taken into account. The parabolic equations are coupled to the Poisson equation for the electrostatic potential. Written in the quasi-Fermi potential variables, the diffusion matrix of the parabolic system contains strong cross-diffusion terms and is only positive semi-definite such that the problem is formally of degenerate type. The existence proof is based on the study of a fully discretized version of the system, using a backward Euler scheme and a Galerkin method, on estimates for the free energy, and careful weak compactness arguments.     

The Crocco transformation for the three-dimensional Prandtl boundary layer equations

The three-dimensional fluid flow of a steady or unsteady moving incompressible continuous medium is considered. Several Crocco-type transformations are applied which reduce the system of three equations of the Prandtl boundary layer to a system of two strongly coupled parabolic equations.     

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.     

Coexistence and Asymptotic Periodicity in a Competition Model of Plankton Allelopathy

In this paper, the two species Lotka-Volterra competition model of plankton allelopathy from aquatic ecology is discussed. The authors study the existence of solutions to a strongly coupled elliptic system with homogeneous Dirichlet boundary conditions and consider the existence, stability and global attractivity of time-periodic solutions for a coupled parabolic equations in a bounded domain. Their results show that this model possesses at least one coexistence state if cross-diffusions and self-diffusions are weak. The existence of the positive T-periodic solutions and the global stability as well as the global attractivity for the parabolic system are also given.     

Numerical methods for fourth order nonlinear degenerate diffusion problems

Numerical schemes are presented for a class of fourth order diffusion problems. These problems arise in lubrication theory for thin films of viscous fluids on surfaces. The equations being in general fourth order degenerate parabolic, additional singular terms of second order may occur to model effects of gravity, molecular interactions or thermocapillarity. Furthermore, we incorporate nonlinear surface tension terms. Finally, in the case of a thin film flow driven by a surface active agent (surfactant), the coupling of the thin film equation with an evolution equation for the surfactant density has to be considered. Discretizing the arising nonlinearities in a subtle way enables us to establish discrete counterparts of the essential integral estimates found in the continuous setting. As a consequence, the resulting algorithms are efficient, and results on convergence and nonnegativity or even strict positivity of discrete solutions follow in a natural way. The paper presents a finite element and a finite volume scheme and compares both approaches. Furthermore, an overview over qualitative properties of solutions is given, and various applications show the potential of the proposed approach.     

Discontinuous finite volume method for compressible miscible displacement problems in porous media

The compressible miscible displacement problem in porous media is modeled by a coupled system of two nonlinear partial differential equations: the pressure equation and the concentration equation are parabolic equation. In this article, we present discontinuous finite volume method for the concentration equation and the pressure equation. The optimal order error estimates for pressure and concentration are obtained in a mesh dependent norm.     

A Characteristic Mixed Finite Element Two-Grid Method for Compressible Miscible Displacement Problem

A nonlinear parabolic system is derived to describe compressible miscible displacement in a porous medium. The concentration equation is treated by a mixed finite element method with characteristics (CMFEM) and the pressure equation is treated by a parabolic mixed finite element method (PMFEM). Two-grid algorithm is considered to linearize nonlinear coupled system of two parabolic partial differential equations. Moreover, the $L^q$ error estimates are conducted for the pressure, Darcy velocity and concentration variables in the two-grid solutions. Both theoretical analysis and numerical experiments are presented to show that the two-grid algorithm is very effective.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

多孔介质中可压缩可混溶驱动问题的有限体积元法

有界区域上多孔介质中可压缩可混溶驱动问题由两个非线性抛物型方程耦合而成：压力方程和饱和度方程均是抛物型方程．运用有限体积元法对两个方程进行数值分析,给出了全离散有限体积元格式,并通过详细的理论分析,得到了近似解与原问题真解的最优H^1模误差估计。     

Probabilistic models of the dynamics of the growth of cells under contact inhibition

We construct a probabilistic representation for the generalized solution of the Cauchy problem for the system of strongly coupled nonlinear parabolic equations describing the growth of cells under contact inhibition.     

Coupled differential algebraic equations in the simulation of flexible multibody systems with hydrodynamic force elements

The mathematical modelling of elastohydrodynamic bearings in combustion engines leads to a coupled system of (partial) differential algebraic equations, which is represented by a flexible multibody system model of the engine including crankshaft and bearing and by the Reynolds equation that describes the non-linear effects in the fluid film. The hydrodynamic forces depend strongly on the position and the elastic deformation of crankshaft and bearing shell. We discuss the influence of the spatial discretization on accuracy and numerical effort. Since a fine spatial discretization substantially slows down the numerical solution, we propose a semi-analytical method based on singular perturbation theory to speed-up time integration. Numerical tests for a simplified benchmark problem illustrate the advantages of this approach. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A system of parabolic equations in nonequilibrium thermodynamics including thermal and electrical effects

The time-dependent equations for a charged gas or fluid consisting of several components, exposed to an electric field, are considered. These equations form a system of strongly coupled, quasilinear parabolic equations which in some situations can be derived from the Boltzmann equation. The model uses the duality between the thermodynamic fluxes and the thermodynamic forces. Physically motivated mixed Dirichlet-Neumann boundary conditions and initial conditions are prescribed.The existence of weak solutions is proven. The key of the proof is (i) a transformation of the problem by using the entropic variables, or electro-chemical potentials, which symmetrizes the equations, and (ii) a priori estimates obtained by using the entropy function. Finally, the entropy inequality is employed to show the convergence of the solutions to the thermal equilibrium state as the time tends to infinity.     

Thin-film approximations of the two-phase Stokes problem

Passing to the limit of small layer thickness in the two-phase Stokes problem we obtain when including only gravity (resp. surface tension) effects a strongly coupled parabolic system of second (resp. fourth) order. In the non-degenerate case we prove that the corresponding evolution problems are locally well-posed. For the gravity driven flow though, we have to assume that the less dense fluid lies on top of the less dense layer. Moreover, we show that the solutions converge exponentially fast towards a flat steady-state, which is uniquely determined by the volume of the two fluids, provided they are initially close to this rest state.     

Positive solutions of some parabolic system with cross-diffusion and nonlocal initial conditions

The paper is concerned with a system consisting of two coupled nonlinear parabolic equations with a cross-diffusion term, where the solutions at positive times define the initial states. The equations arise as steady state equations of an age-structured predator–prey system with spatial dispersion. Based on unilateral global bifurcation methods for Fredholm operators and on maximal regularity for parabolic equations, global bifurcation of positive solutions is derived.     

The role of non-linear diffusion in non-simultaneous blow-up

We study a parabolic system of two non-linear reaction-diffusion equations completely coupled through source terms and with power-like diffusivity. Under adequate hypotheses on the initial data, we prove that non-simultaneous blow-up is sometimes possible; i.e., one of the components blows up while the other remains bounded. The conditions for non-simultaneous blow-up rely strongly on the diffusivity parameters and significant differences appear between the fast-diffusion and the porous medium case. Surprisingly, flat (homogeneous in space) solutions are not always a good guide to determine whether non-simultaneous blow-up is possible.     

A gradient flow approach to a thin film approximation of the Muskat problem

A fully coupled system of two second-order parabolic degenerate equations arising as a thin film approximation to the Muskat problem is interpreted as a gradient flow for the 2-Wasserstein distance in the space of probability measures with finite second moment. A variational scheme is then set up and is the starting point of the construction of weak solutions. The availability of two Liapunov functionals turns out to be a central tool to obtain the needed regularity to identify the Euler–Lagrange equation in the variational scheme.