A Multiphase Godunov Method for Compressible Multifluid and Multiphase Flows

We propose a new model and a solution method for two-phase compressible flows. The model involves six equations obtained from conservation principles applied to each phase, completed by a seventh equation for the evolution of the volume fraction. This equation is necessary to close the overall system. The model is valid for fluid mixtures, as well as for pure fluids. The system of partial differential equations is hyperbolic. Hyperbolicity is obtained because each phase is considered to be compressible. Two difficulties arise for the solution: one of the equations is written in non-conservative form; non-conservative terms exist in the momentum and energy equations. We propose robust and accurate discretisation of these terms. The method solves the same system at each mesh point with the same algorithm. It allows the simulation of interface problems between pure fluids as well as multiphase mixtures. Several test cases where fluids have compressible behavior are shown as well as some other test problems where one of the phases is incompressible. The method provides reliable results, is able to compute strong shock waves, and deals with complex equations of state.     

Simple and efficient relaxation methods for interfaces separating compressible fluids,cavitating flows and shocks in multiphase mixtures

Numerical approximation of the five-equation two-phase flow of Kapila et al. [A.K. Kapila, R. Menikoff, J.B. Bdzil, S.F. Son, D.S. Stewart, Two-phase modeling of deflagration-to-detonation transition in granular materials: reduced equations, Physics of Fluids 13(10) (2001) 3002–3024] is examined. This model has shown excellent capabilities for the numerical resolution of interfaces separating compressible fluids as well as wave propagation in compressible mixtures [A. Murrone, H. Guillard, A five equation reduced model for compressible two phase flow problems, Journal of Computational Physics 202(2) (2005) 664–698; R. Abgrall, V. Perrier, Asymptotic expansion of a multiscale numerical scheme for compressible multiphase flows, SIAM Journal of Multiscale and Modeling and Simulation (5) (2006) 84–115; F. Petitpas, E. Franquet, R. Saurel, O. Le Metayer, A relaxation-projection method for compressible flows. Part II. The artificial heat exchange for multiphase shocks, Journal of Computational Physics 225(2) (2007) 2214–2248]. However, its numerical approximation poses some serious difficulties. Among them, the non-monotonic behavior of the sound speed causes inaccuracies in wave’s transmission across interfaces. Moreover, volume fraction variation across acoustic waves results in difficulties for the Riemann problem resolution, and in particular for the derivation of approximate solvers. Volume fraction positivity in the presence of shocks or strong expansion waves is another issue resulting in lack of robustness. To circumvent these difficulties, the pressure equilibrium assumption is relaxed and a pressure non-equilibrium model is developed. It results in a single velocity, non-conservative hyperbolic model with two energy equations involving relaxation terms. It fulfills the equation of state and energy conservation on both sides of interfaces and guarantees correct transmission of shocks across them. This formulation considerably simplifies numerical resolution. Following a strategy developed previously for another flow model [R. Saurel, R. Abgrall, A multiphase Godunov method for multifluid and multiphase flows, Journal of Computational Physics 150 (1999) 425–467], the hyperbolic part is first solved without relaxation terms with a simple, fast and robust algorithm, valid for unstructured meshes. Second, stiff relaxation terms are solved with a Newton method that also guarantees positivity and robustness. The algorithm and model are compared to exact solutions of the Euler equations as well as solutions of the five-equation model under extreme flow conditions, for interface computation and cavitating flows involving dynamics appearance of interfaces. In order to deal with correct dynamic of shock waves propagating through multiphase mixtures, the artificial heat exchange method of Petitpas et al. [F. Petitpas, E. Franquet, R. Saurel, O. Le Metayer, A relaxation-projection method for compressible flows. Part II. The artificial heat exchange for multiphase shocks, Journal of Computational Physics 225(2) (2007) 2214–2248] is adapted to the present formulation.     

Onsager Relations and Eulerian Hydrodynamic Limit for Systems with Several Conservation Laws

We present the derivation of the hydrodynamic limit under Eulerian scaling for a general class of one-dimensional interacting particle systems with two or more conservation laws. Following Yau's relative entropy method it turns out that in case of more than one conservation laws, in order that the system exhibit hydrodynamic behaviour, some particular identities reminiscent of Onsager's reciprocity relations must hold. We check validity of these identities whenever a stationary measure with product structure exists. It also follows that, as a general rule, the equilibrium thermodynamic entropy (as function of the densities of the conserved variables) is a globally convex Lax entropy of the hyperbolic systems of conservation laws arising as hydrodynamic limit. As concrete examples we also present a number of models modeling deposition (or domain growth) phenomena. The Onsager relations arising in the context of hydrodynamic limits under hyperbolic scaling seem to be novel. The fact that equilibrium thermodynamic entropy is Lax entropy for the arising Euler equations was noticed earlier in the context of Hamiltonian systems with weak noise, see ref. 7.     

Hyperbolic conservation laws with relaxation

The effect of relaxation is important in many physical situations. It is present in the kinetic theory of gases, elasticity with memory, gas flow with thermo-non-equilibrium, water waves, etc. The governing equations often take the form of hyperbolic conservation laws with lower-order terms. In this article, we present and analyze a simple model of hyperbolic conservation laws with relaxation effects. Dynamic subcharacteristics governing the propagation of disturbances over strong wave forms are identified. Stability criteria for diffusion waves, expansion waves and traveling waves are found and justified nonlinearly. Time-asymptotic expansion and the energy method are used in the analysis. For dissipative waves, the expansion is similar in spirit to the Chapman-Enskog expansion in the kinetic theory. For shock waves, however, a different approach is needed.The paper was written at Mittag-Leffler Institute; the author wants to thank the Institute for the visiting position in 1986. This work was supported in part by an NSF grant     

The validity of nonlinear geometric optics for weak solutions of conservation laws

The method of weakly nonlinear geometric optics is one of the main formal perturbation techniques used in analyzing nonlinear wave motion for hyperbolic systems. The tacit assumption in using such perturbation methods is that the corresponding solutions of the hyperbolic system remain smooth; since shock waves typically form in such solutions, these assumptions are rarely satisfied in practice. Nevertheless, in a variety of applied contexts, these methods give qualitatively reliable answers for discontinuous weak solutions. Here we give a rigorous proof for the validity of nonlinear geometric optics for general weak solutions of systems of hyperbolic conservation laws in a single space variable. The methods of proof do not mimic the formal construction of weakly nonlinear asymptotics but instead rely on structural symmetries of the approximating equations, stability estimates for intermediate asymptotic times, and the rapid decay in variation of weak solutions for large asymptotic times.Partially supported by NSF Grant No. DMS-8301135Partially supported by NSF Grant No. MCS-81-02360 and ARO Grant No. 483964-25530     

Nonlinear instability of elementary stratified flows at large Richardson number

Elementary stably stratified flows with linear instability at all large Richardson numbers have been introduced recently by the authors [J. Fluid Mech. 376, 319-350 (1998)]. These elementary stratified flows have spatially constant but time varying gradients for velocity and density. Here the nonlinear stability of such flows in two space dimensions is studied through a combination of numerical simulations and theory. The elementary flows that are linearly unstable at large Richardson numbers are purely vortical flows; here it is established that from random initial data, linearized instability spontaneously generates local shears on buoyancy time scales near a specific angle of inclination that nonlinearly saturates into localized regions of strong mixing with density overturning resembling Kelvin-Helmholtz instability. It is also established here that the phase of these unstable waves does not satisfy the dispersion relation of linear gravity waves. The vortical flows are one family of stably stratified flows with uniform shear layers at the other extreme and elementary stably stratified flows with a mixture of vorticity and strain exhibiting behavior between these two extremes. The concept of effective shear is introduced for these general elementary flows; for each large Richardson number there is a critical effective shear with strong nonlinear instability, density overturning, and mixing for elementary flows with effective shear below this critical value. The analysis is facilitated by rewriting the equations for nonlinear perturbations in vorticity-stream form in a mean Lagrangian reference frame. (c) 2000 American Institute of Physics.     

Wave Fronts for Hamilton-Jacobi Equations:¶The General Theory for Riemann Solutions in

The Hamilton-Jacobi equation describes the dynamics of a hypersurface in . This equation is a nonlinear conservation law and thus has discontinuous solutions. The dependent variable is a surface gradient and the discontinuity is a surface cusp. Here we investigate the intersection of cusp hypersurfaces. These intersections define (n-1)-dimensional Riemann problems for the Hamilton-Jacobi equation. We propose the class of Hamilton-Jacobi equations as a natural higher-dimensional generalization of scalar equations which allow a satisfactory theory of higher-dimensional Riemann problems. The fist main result of this paper is a general framwork for the study of higher-dimensional Riemann problems for Hamilton-Jacobi equations. The purpose of the framwork ist to unterstand the structure of Hamilton-Jacobi wave interactions in an explicit and constructive manner. Specialized to two-dimensional Riemann problems (i.e., the intersection of cusp curves on surfaces embedded in ), this framework provides explicit solutions to a number of cases of interest. We are specifically interested in models of deposition and etching, important processes for the manufacture of semiconductor chips. We also define elementary waves as Riemann solutions which possess a common group velocity. Our second main result, for elementary waves, is a complete characterization in terms of algebraic constraints on the data. When satisfied, these constraints allow a consistently defined closed form expression for the solution. We also give a computable characterization for the admissibility of an elementary wave which is inductive in the codimension of the wave, and which generalizes the classical Oleinik condition for scalar conservation laws in one dimension. Received: 9 September 1996 / Accepted: 22 April 1997     

Scaling Limits of Waves in Convex Scalar Conservation Laws Under Random Initial Perturbations

We study waves in convex scalar conservation laws under noisy initial perturbations. It is known that the building blocks of these waves are shock and rarefaction waves, both are invariant under hyperbolic scaling. Noisy perturbations can generate complicated wave patterns, such as diffusion process of shock locations. However we show that under the hyperbolic scaling, the solutions converge in the sense of distribution to the unperturbed waves. In particular, randomly perturbed shock waves move at the unperturbed velocity in the scaling limit. Analysis makes use of the Hopf formula of the related Hamilton-Jacobi equation and regularity estimates of noisy processes. AMS subject classifications: 35L60, 35B40, 60H15     

Central Limit Theorems and Invariance Principles¶for Time-One Maps of Hyperbolic Flows

We give a general method for deducing statistical limit laws in situations where rapid decay of correlations has been established. As an application of this method, we obtain new results for time-one maps of hyperbolic flows. In particular, using recent results of Dolgopyat, we prove that many classical limit theorems of probability theory, such as the central limit theorem, the law of the iterated logarithm, and approximation by Brownian motion (almost sure invariance principle), are typically valid for such time-one maps. The central limit theorem for hyperbolic flows goes back to Ratner 1973 and is always valid, irrespective of mixing hypotheses. We give examples which demonstrate that the situation for time-one maps is more delicate than that for hyperbolic flows, illustrating the need for rapid mixing hypotheses. Received: 4 January 2002 / Accepted: 16 February 2002?Published online: 24 July 2002     

Elementary quadratic chaotic flows with no equilibria

Three methods are used to produce a catalog of seventeen elementary three-dimensional chaotic flows with quadratic nonlinearities that have the unusual feature of lacking any equilibrium points. It is likely that most if not all the elementary examples of such systems have now been identified.     

Can renormalization group flow end in a Big Mess?

The field theoretical renormalization group equations have many common features with the equations of dynamical systems. In particular, the manner how Callan–Symanzik equation ensures the independence of a theory from its subtraction point is reminiscent of self-similarity in autonomous flows towards attractors. Motivated by such analogies we propose that besides isolated fixed points, the couplings in a renormalizable field theory may also flow towards more general, even fractal attractors. This could lead to Big Mess scenarios in applications to multiphase systems, from spin-glasses and neural networks to fundamental string (M?) theory. We consider various general aspects of such chaotic flows. We argue that they pose no obvious contradictions with the known properties of effective actions, the existence of dissipative Lyapunov functions, and even the strong version of the c-theorem. We also explain the difficulties encountered when constructing effective actions with chaotic renormalization group flows and observe that they have many common virtues with realistic field theory effective actions. We conclude that if chaotic renormalization group flows are to be excluded, conceptually novel no-go theorems must be developed.     

An all-speed relaxation scheme for interface flows with surface tension

We consider interface flows where compressibility and capillary forces (surface tension) are significant. These flows are described by a non-conservative, unconditionally hyperbolic multiphase model. The numerical approximation is based on finite-volume method for unstructured grids. At the discrete level, the surface tension is approximated by a volume force (CSF formulation). The interface physical properties are recovered by designing an appropriate linearized Riemann solver (Relaxation scheme) that prevents spurious oscillations near material interfaces. For low-speed flows, a preconditioning linearization is proposed and the low Mach asymptotic is formally recovered. Numerical computations, for a bubble equilibrium, converge to the required Laplace law and the dynamic of a drop, falling under gravity, is in agreement with experimental observations.     

Nonlinear rheological models for structured interfaces

The GENERIC formalism is a formulation of nonequilibrium thermodynamics ideally suited to develop nonlinear constitutive equations for the stress-deformation behavior of complex interfaces. Here we develop a GENERIC model for multiphase systems with interfaces displaying nonlinear viscoelastic stress-deformation behavior. The link of this behavior to the microstructure of the interface is described by including a scalar and a tensorial structural variable in the set of independent surface variables. We derive an expression for the surface stress tensor in terms of these structural variables, and a set of general nonlinear time evolution equations for these variables, coupling them to the deformation field. We use these general equations to develop a number of specific models, valid for application near equilibrium, or valid for application far beyond equilibrium.     

Why many theories of shock waves are necessary: Kinetic functions,equivalent equations,and fourth-order models

We consider several systems of nonlinear hyperbolic conservation laws describing the dynamics of nonlinear waves in presence of phase transition phenomena. These models admit under-compressive shock waves which are not uniquely determined by a standard entropy criterion but must be characterized by a kinetic relation. Building on earlier work by LeFloch and collaborators, we investigate the numerical approximation of these models by high-order finite difference schemes, and uncover several new features of the kinetic function associated with physically motivated second and third-order regularization terms, especially viscosity and capillarity terms.On one hand, the role of the equivalent equation associated with a finite difference scheme is discussed. We conjecture here and demonstrate numerically that the (numerical) kinetic function associated with a scheme approaches the (analytic) kinetic function associated with the given model – especially since its equivalent equation approaches the regularized model at a higher order. On the other hand, we demonstrate numerically that a kinetic function can be associated with the thin liquid film model and the generalized Camassa–Holm model. Finally, we investigate to what extent a kinetic function can be associated with the equations of van der Waals fluids, whose flux-function admits two inflection points.     

On the mathematical conditions for the existence of periodic fluctuations in non-uniform media

In many areas of mathematical physics where one is interested in the propagation of waves through non-uniform media, it is often assumed that periodic excitations result in periodic responses. This assumption is examined by rigorously investigating the existence of periodic solutions of linear hyperbolic differential equations whose coefficients vary with position and whose solution must satisfy periodic boundary or source data. It is shown that the nature of the coefficients of the undifferentiated terms of the differential system is crucial in determining whether or not the solution is periodic. In physical applications, these coefficients usually depend on the gradients of media properties as well as on the media properties themselves. In particular, it is shown that for a general hyperbolic system of two equations in one space dimension, the solution is not periodic. Moreover, this can remain true even if the media gradients are assumed small. However, if the media gradients vanish, or if they vanish except for a bounded region of space, the solution is shown to be periodic for a large enough time. Furthermore, if these gradients vanish asymptotically at large distances, then the disturbances will be asymptotically periodic for increasing time. Special attention is given to the propagation of infinitesimal pressure disturbances through non-uniform steady flows of a lossless fluid.     

Rarefied Flow Computations Using Nonlinear Model Boltzmann Equations

High resolution finite difference schemes for solving the nonlinear model Boltzmann equations are presented for the computations of rarefied gas flows. The discrete ordinate method is first applied to remove the velocity space dependency of the distribution function which renders the model Boltzmann equation in phase space to a set of hyperbolic conservation laws with source terms in physical space. Then a high order essentially nonoscillatory method due to Harten et al. (J. Comput. Phys. 71, 231, 1987) is adapted and extended to solve them. Explicit methods using operator splitting and implicit methods using the lower-upper factorization are described to treat multidimensional problems. The methods are tested for both steady and unsteady rarefied gas flows to illustrate its potential use. The computed results using model Boltzmann equations are found to compare well both with those using the direct simulation Monte Carlo results in the transitional regime flows and those with the continuum Navier-Stokes calculations in near continuum regime flows.     

On Dirac Physical Measures for Transitive Flows

We discuss some examples of smooth transitive flows with physical measures supported at fixed points. We give some conditions under which stopping a flow at a point will create a Dirac physical measure at that indifferent fixed point. Using the Anosov-Katok method, we construct transitive flows on surfaces with the only ergodic invariant probabilities being Dirac measures at hyperbolic fixed points. When there is only one such point, the corresponding Dirac measure is necessarily the only physical measure with full basin of attraction. Using an example due to Hu and Young, we also construct a transitive flow on a three-dimensional compact manifold without boundary, with the only physical measure the average of two Dirac measures at two hyperbolic fixed points.     

A Symmetry Connection Between Hyperbolic and Parabolic Equations

Abstract

We give ansatzes obtained from Lie symmetries of some hyperbolic equations which reduce these equations to the heat or Schrödinger equations. This enables us to construct new solutions of the hyperbolic equations using the Lie and conditional symmetries of the parabolic equations. Moreover, we note that any equation related to such a hyperbolic equation (for example the Dirac equation) also has solutions constructed from the heat and Schrödinger equations.     

High-frequency Waves in Gravitational Theories with Fourth-order Derivative Equations

For Einstein's gravitational equations with fourth-order corrections being proportional to the square of an elementary length l, we discuss the behaviour of high-frequency waves. It is shown that (1) only waves with lengths λ ? can generate a macroscopic avarage background (for λ < l, only the terms αl² are decisive such that one has the same situation as in a pure fourth-order theory without Einstein term which cannot be interpreted as gravitational theory), (2) for λ ? l the background metric is purely determined via the second-order derivative Einstein tensor (formally one obtains the same equations for the background as in the non-modified Einsteinian theory), and (3) only waves corresponding to the massless and the massive spin-two gravitons contribute to background curvature; in the geometrical-optics approximation, these both particle sorts are moving independent of each other and satisfy a conservation law for the total number of m = 0 and massive spin-two gravitons, respectively. The results obtained in this paper corroborate partly the conclusions drawn in the weak-field approximation [11, 15, 18].