Boundary observability for the finite-difference space semi-discretizations of the 2-d wave equation in the square

We extend our previous results on the boundary observability of the finite-difference space semidiscretizations of the 1-d wave equation to 2-d in the square. As in the 1-d case, we prove that the constants on the boundary observability inequality blow-up as the mesh-size tends to zero. However, we prove a uniform observability inequality in a subspace of solutions generated by the low frequencies. The dimension of these subspaces grows as the mesh size tends to zero and eventually, in the limit, covers the whole energy space. Our result is sharp in the sense that the uniformity of the observability inequality is lost when the dimension of the subspaces grows faster. Our method of proof combines discrete multiplier techniques, Fourier series developments and compactness-uniqueness arguments.     

Controllability and influence of the spatial discretization of the beam equation

We study the problem of the control of a finite difference semi-discrete scheme for the 1D beam equation modelling the transverse vibrations of a beam with fixed ends. We show that for most numerical schemes, due to high frequency spurious solutions, the observability may be lost under numerical discretizations when the mesh size tends to zero. We then prove that the uniform observability property is obtained by truncating the high frequencies. We also show how spatial discretization can be performed by using our nonstandard finite difference scheme.     

Uniform boundary stabilization of the finite difference space discretization of the 1−d wave equation

The energy of solutions of the wave equation with a suitable boundary dissipation decays exponentially to zero as time goes to infinity. We consider the finite-difference space semi-discretization scheme and we analyze whether the decay rate is independent of the mesh size. We focus on the one-dimensional case. First we show that the decay rate of the energy of the classical semi-discrete system in which the 1?d Laplacian is replaced by a three-point finite difference scheme is not uniform with respect to the net-spacing size h. Actually, the decay rate tends to zero as h goes to zero. Then we prove that adding a suitable vanishing numerical viscosity term leads to a uniform (with respect to the mesh size) exponential decay of the energy of solutions. This numerical viscosity term damps out the high frequency numerical spurious oscillations while the convergence of the scheme towards the original damped wave equation is kept. Our method of proof relies essentially on discrete multiplier techniques.     

Quasi exponential decay of a finite difference space discretization of the 1-d wave equation by pointwise interior stabilization

We consider the wave equation on an interval of length 1 with an interior damping at ξ. It is well-known that this system is well-posed in the energy space and that its natural energy is dissipative. Moreover, as it was proved in Ammari et al. (Asymptot Anal 28(3–4):215–240, 2001), the exponential decay property of its solution is equivalent to an observability estimate for the corresponding conservative system. In this case, the observability estimate holds if and only if ξ is a rational number with an irreducible fraction x = \fracpq,\xi=\frac{p}{q}, where p is odd, and therefore under this condition, this system is exponentially stable in the energy space. In this work, we are interested in the finite difference space semi-discretization of the above system. As for other problems (Zuazua, SIAM Rev 47(2):197–243, 2005; Tcheugoué Tébou and Zuazua, Adv Comput Math 26:337–365, 2007), we can expect that the exponential decay of this scheme does not hold in general due to high frequency spurious modes. We first show that this is indeed the case. Secondly we show that a filtering of high frequency modes allows to restore a quasi exponential decay of the discrete energy. This last result is based on a uniform interior observability estimate for filtered solutions of the corresponding conservative semi-discrete system.     

Uniform exponential long time decay for the space semi-discretization of a locally damped wave equation via an artificial numerical viscosity

Summary. We consider the finite-difference space semi-discretization of a locally damped wave equation, the damping being supported in a suitable subset of the domain under consideration, so that the energy of solutions of the damped wave equation decays exponentially to zero as time goes to infinity. The decay rate of the semi-discrete systems turns out to depend on the mesh size h of the discretization and tends to zero as h goes to zero. We prove that adding a suitable vanishing numerical viscosity term leads to a uniform (with respect to the mesh size) exponential decay of the energy of solutions. This numerical viscosity term damps out the high frequency numerical spurious oscillations while the convergence of the scheme towards the original damped wave equation is kept. We discuss this problem in 1D and 2D in the interval and the square respectively. Our method of proof relies on discrete multiplier techniques. Mathematics Subject Classification (1991):65M06     

Stabilisation frontière de problèmes de Ventcel

We study Ventcel's problems for the wave equation and the isotropic linear elastodynamic system. The boundary observability and the exact controlabillity were established in [3]. We prove the energy decay for the elastodynamic system with stationary Ventcel's conditions. We also give a boundary feedback leading to arbitrarily large energy decay rates for the elastodynamic system with evolutive Ventcel's conditions. A spectral study proves, finally, that the “natural” feedback is not sufficient for the exponential decay in the case of the wave equation with Ventcel's conditions.     

Uniformly exponentially stable approximations for a class of damped systems

We consider time semi-discrete approximations of a class of exponentially stable infinite-dimensional systems modeling, for instance, damped vibrations. It has recently been proved that for time semi-discrete systems, due to high frequency spurious components, the exponential decay property may be lost as the time step tends to zero. We prove that adding a suitable numerical viscosity term in the numerical scheme, one obtains approximations that are uniformly exponentially stable. This result is then combined with previous ones on space semi-discretizations to derive similar results on fully-discrete approximation schemes. Our method is mainly based on a decoupling argument of low and high frequencies, the low frequency observability property for time semi-discrete approximations of conservative linear systems and the dissipativity of the numerical viscosity on the high frequency components. Our methods also allow to deal directly with stabilization properties of fully discrete approximation schemes without numerical viscosity, under a suitable CFL type condition on the time and space discretization parameters.     

Periodic solutions for the Schrödinger equation with nonlocal smoothing nonlinearities in higher dimension

We consider the nonlinear Schrödinger equation in higher dimension with Dirichlet boundary conditions and with a nonlocal smoothing nonlinearity. We prove the existence of small amplitude periodic solutions. In the fully resonant case we find solutions which at leading order are wave packets, in the sense that they continue linear solutions with an arbitrarily large number of resonant modes. The main difficulty in the proof consists in a “small divisor problem” which we solve by using a renormalisation group approach.     

Numerical approximation of the boundary control for the wave equation with mixed finite elements in a square

Sorin Micu ^{This paper studies the numerical approximation of the boundarycontrol for the wave equation in a square domain. It is knownthat the discrete and semi-discrete models obtained by discretizingthe wave equation with the usual finite-difference or finite-elementmethods do not provide convergent sequences of approximationsto the boundary control of the continuous wave equation as themesh size goes to zero. Here, we introduce and analyse a newsemi-discrete model based on the space discretization of thewave equation using a mixed finite-element method with two differentbasis functions for the position and velocity. The main theoreticalresult is a uniform observability inequality which allows usto construct a sequence of approximations converging to theminimal L2-norm control of the continuous wave equation. Wealso introduce a fully discrete system, obtained from our semi-discretescheme, for which we conjecture that it provides a convergentsequence of discrete approximations as both h and t, the timediscretization parameter, go to zero. We illustrate this factwith several numerical experiments.}     

The long‐wave limit for the water wave problem I. The case of zero surface tension

The Korteweg‐de Vries equation, Boussinesq equation, and many other equations can be formally derived as approximate equations for the two‐dimensional water wave problem in the limit of long waves. Here we consider the classical problem concerning the validity of these equations for the water wave problem in an infinitely long canal without surface tension. We prove that the solutions of the water wave problem in the long‐wave limit split up into two wave packets, one moving to the right and one to the left, where each of these wave packets evolves independently as a solution of a Korteweg‐de Vries equation. Our result allows us to describe the nonlinear interaction of solitary waves. © 2000 John Wiley & Sons, Inc.     

Polynomial decay and control of a 1−d hyperbolic-parabolic coupled system

In this paper we consider a linearized model for fluid-structure interaction in one space dimension. The domain where the system evolves consists in two parts in which the wave and heat equations evolve, respectively, with transmission conditions at the interface. First of all we develop a careful spectral asymptotic analysis on high frequencies for the underlying semigroup. It is shown that the semigroup governed by the system can be split into a parabolic and a hyperbolic projection. The dissipative mechanism of the system in the domain where the heat equation holds produces a slow decay of the hyperbolic component of solutions. According to this analysis we obtain sharp polynomial decay rates for the whole energy of smooth solutions. Next, we discuss the problem of null-controllability of the system when the control acts on the boundary of the domain where the heat equation holds. The key observability inequality of the dual system with observation on the heat component is derived though a new Ingham-type inequality, which in turn, thanks to our spectral analysis, is a consequence of a known observability inequality of the same system but with observation on the wave component.     

High frequency wave packets for the Schrödinger equation and its numerical approximations

We build Gaussian wave packets for the linear Schrödinger equation and its finite difference space semi-discretization and illustrate the lack of uniform dispersive properties of the numerical solutions as established in Ignat and Zuazua (2009) [6]. It is by now well known that bigrid algorithms provide filtering mechanisms allowing to recover the uniformity of the dispersive properties as the mesh size goes to zero. We analyze and illustrate numerically how these high frequency wave packets split and propagate under these bigrid filtering mechanisms, depending on how the fine grid/coarse grid filtering is implemented.     

Simultaneous observability and stabilization of some uncoupled wave equations

We consider uncoupled wave equations with different speed of propagation in a bounded domain. Using a combination of the Bardos–Lebeau–Rauch observability result for a single wave equation and a new unique continuation result for uncoupled wave equations, we prove an observability estimate for that system. Applying Lions? Hilbert uniqueness method (HUM), one may derive simultaneous exact controllability results for the uncoupled system; the controls being locally distributed, with their supports satisfying the geometric control condition of Bardos, Lebeau and Rauch. Afterwards, we discuss the related simultaneous stabilization problem; this latter problem is solved by a combination of the new observability inequality, and a result of Haraux establishing an equivalence between observability and stabilization for second order evolution equations with bounded damping operators. Our observability and stabilization results generalize to higher space dimensions some earlier results of Haraux established in the one-dimensional setting.     

Exponentially Localized Solutions to the Klein–Gordon Equation

Exponentially localized solutions of the Klein–Gordon equation for two and three space variables are presented. The solutions depend on four free parameters. For some relations between the parameters, the solutions describe wave packets filled with oscillations whose amplitudes decrease in the Gaussian way with distance from a point running with group velocity along a ray. The solutions are constructed by using exact complex solutions of the eikonal equation and may be regarded as ray solutions with amplitudes involving one term. It is also shown that the multidimensional nonlinear Klein–Gordon equation can be reduced to an ordinary differential equation with respect to the complex eikonal. Bibliography: 12 titles.     

Perfectly matched layers in 1-d : energy decay for continuous and semi-discrete waves

In this paper we investigate the efficiency of the method of perfectly matched layers (PML) for the 1-d wave equation. The PML method furnishes a way to compute solutions of the wave equation for exterior problems in a finite computational domain by adding a damping term on the matched layer. In view of the properties of solutions in the whole free space, one expects the energy of solutions obtained by the PML method to tend to zero as t → ∞, and the rate of decay can be understood as a measure of the efficiency of the method. We prove, indeed, that the exponential decay holds and characterize the exponential decay rate in terms of the parameters and damping potentials entering in the implementation of the PML method. We also consider a space semi-discrete numerical approximation scheme and we prove that, due to the high frequency spurious numerical solutions, the decay rate fails to be uniform as the mesh size parameter h tends to zero. We show however that adding a numerical viscosity term allows us to recover the property of exponential decay of the energy uniformly on h. Although our analysis is restricted to finite differences in 1-d, most of the methods and results apply to finite elements on regular meshes and to multi-dimensional problems. This work started while the first author was visiting the Department of Mathematics of the Universidad Autónoma de Madrid, in the frame of the European program “New materials, adaptive systems and their nonlinearities: modeling, control and numerical simulation” HPRN-CT-2002-00284. The work was finished while both authors visited the Isaac Newton Institute of Cambridge within the Program “Highly Oscillatory Problems”.     

Observability of the 1-D Wave Equation with Mixed Boundary Conditions in a Non-cylindrical Domain

We study a wave equation with mixed boundary conditions in a bounded interval with a moving endpoint. We derive precise estimates for the energy of the solution and show observability results at each endpoint. The observability constants are explicitly given and the obtained time of observability is sharp.     

Global weak solutions to the Novikov equation by viscous approximation

We study global weak solutions to the Novikov equation by vanishing viscosity method. We prove that global weak solutions can be obtained as weak limits of viscous approximations for a class of initial data. The proof relies on a space–time higher integrability estimate and the method of renormalization. In addition, we analyze the interaction of peakon and antipeakon and prove that wave breaking leads to energy concentration. By different continuations beyond the wave breaking, we obtain conservative solutions and dissipative solutions respectively.     

A spectral approach for the exact observability of infinite-dimensional systems with skew-adjoint generator

Let A be a possibly unbounded skew-adjoint operator on the Hilbert space X with compact resolvent. Let C be a bounded operator from D(A) to another Hilbert space Y. We consider the system governed by the state equation with the output y(t)=Cz(t). We characterize the exact observability of this system only in terms of C and of the spectral elements of the operator A. The starting point in the proof of this result is a Hautus-type test, recently obtained in Burq and Zworski (J. Amer. Soc. 17 (2004) 443-471) and Miller (J. Funct. Anal. 218 (2) (2005) 425-444). We then apply this result to various systems governed by partial differential equations with observation on the boundary of the domain. The Schrödinger equation, the Bernoulli-Euler plate equation and the wave equation in a square are considered. For the plate and Schrödinger equations, the main novelty brought in by our results is that we prove the exact boundary observability for an arbitrarily small observed part of the boundary. This is done by combining our spectral observability test to a theorem of Beurling on nonharmonic Fourier series and to a new number theoretic result on shifted squares.     

Linear second order in time energy stable schemes for hydrodynamic models of binary mixtures based on a spatially pseudospectral approximation

We develop two linear, second order energy stable schemes for solving the governing system of partial differential equations of a hydrodynamic phase field model of binary fluid mixtures. We first apply the Fourier pseudo-spectral approximation to the partial differential equations in space to obtain a semi-discrete, time-dependent, ordinary differential and algebraic equation (DAE) system, which preserves the energy dissipation law at the semi-discrete level. Then, we discretize the DAE system by the Crank-Nicolson (CN) and the second-order backward differentiation/extrapolation (BDF/EP) method in time, respectively, to obtain two fully discrete systems. We show that the CN method preserves the energy dissipation law while the BDF/EP method does not preserve it exactly but respects the energy dissipation property of the hydrodynamic model. The two new fully discrete schemes are linear, unconditional stable, second order accurate in time and high order in space, and uniquely solvable as linear systems. Numerical examples are presented to show the convergence property as well as the efficiency and accuracy of the new schemes in simulating mixing dynamics of binary polymeric solutions.     

Boundary controllability of a linear semi-discrete 1-D wave equation derived from a mixed finite element method

In this article one discusses the controllability of a semi-discrete system obtained by discretizing in space the linear 1-D wave equation with a boundary control at one extremity. It is known that the semi-discrete models obtained with finite difference or the classical finite element method are not uniformly controllable as the discretization parameter h goes to zero (see [8]). Here we introduce a new semi-discrete model based on a mixed finite element method with two different basis functions for the position and velocity. We show that the controls obtained with these semi-discrete systems can be chosen uniformly bounded in L²(0,T) and in such a way that they converge to the HUM control of the continuous wave equation, i.e. the minimal L²-norm control. We illustrate the mathematical results with several numerical experiments. Supported by Grant BFM 2002-03345 of MCYT (Spain) and the TMR projects of the EU ``Homogenization and Multiple Scales" and ``New materials, adaptive systems and their nonlinearities: modelling, control and numerical simulations". Partially Supported by Grant BFM 2002-03345 of MCYT (Spain), Grant 17 of Egide-Brancusi Program and Grant 80/2005 of CNCSIS (Romania).