Convergence analysis of some first order and second order time accurate gradient schemes for semilinear second order hyperbolic equations

This work is devoted to the convergence analysis of finite volume schemes for a model of semilinear second order hyperbolic equations. The model includes for instance the so‐called Sine‐Gordon equation which appears for instance in Solid Physics (cf. Fang and Li, Adv Math (China) 42 (2013), 441–457; Liu et al., Numer Methods Partial Differ Equ 31 (2015), 670–690). We are motivated by two works. The first one is Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043) where a recent class of nonconforming finite volume meshes is introduced. The second one is Eymard et al. (Numer Math 82 (1999), 91–116) where a convergence of a finite volume scheme for semilinear elliptic equations is provided. The mesh considered in Eymard et al. (Numer Math 82 (1999), 91–116) is admissible in the sense of Eymard et al. (Elsevier, Amsterdam, 2000, 723–1020) and a convergence of a family of approximate solutions toward an exact solution when the mesh size tends to zero is proved. This article is also a continuation of our previous two works (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321; Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39) which dealt with the convergence analysis of implicit finite volume schemes for the wave equation. We use as discretization in space the generic spatial mesh introduced in Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043), whereas the discretization in time is performed using a uniform mesh. Two finite volume schemes are derived using the discrete gradient of Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043). The unknowns of these two schemes are the values at the center of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. The first scheme is inspired from the previous work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39), whereas the second one (in which the discretization in time is performed using a Newmark method) is inspired from the work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321). Under the assumption that the mesh size of the time discretization is small, we prove the existence and uniqueness of the discrete solutions. If we assume in addition to this that the exact solution is smooth, we derive and prove three error estimates for each scheme. The first error estimate is concerning an estimate for the error between a discrete gradient of the approximate solution and the gradient of the exact solution whereas the second and the third ones are concerning the estimate for the error between the exact solution and the discrete solution in the discrete seminorm of and in the norm of . The convergence rate is proved to be for the first scheme and for the second scheme, where (resp. k) is the mesh size of the spatial (resp. time) discretization. The existence, uniqueness, and convergence results stated above do not require any relation between k and . The analysis presented in this work is also applicable in the gradient schemes framework. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 5–33, 2017     

Convergence analysis of some high–order time accurate schemes for a finite volume method for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

The present work is an extension of our previous work (Bradji, Numer Methods Partial Differ Equations, to appear) which dealt with error analysis of a finite volume scheme of a first convergence order (both in time and space) for second‐order hyperbolic equations on general nonconforming multidimensional spatial meshes introduced recently in (Eymard et al. IMAJ Numer Anal 30(2010), 1009–1043). We aim in this article to get some higher‐order time accurate schemes for a finite volume method for second‐order hyperbolic equations using the same class of spatial generic meshes stated above. We derive a family of finite volume schemes approximating the wave equation, as a model for second‐order hyperbolic equations, in which the discretization in time is performed using a one‐parameter scheme of the Newmark's method. We prove that the error estimate of these finite volume schemes is of order two (or four) in time and it is of optimal order in space. These error estimates are analyzed in several norms which allow us to derive approximations for the exact solution and its first derivatives whose the convergence order is two (or four) in time and it is optimal in space. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, that the convergence order is \begin{align*}k^2+h_\mathcal{D}\end{align*} or \begin{align*}k^4+h_\mathcal{D}\end{align*}, where \begin{align*}h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. These estimates are valid under the regularity assumption \begin{align*}u\in C^4(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are second‐order accurate in time, and \begin{align*}u\in C^6(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are four‐order accurate in time for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Towards hybrid two-phase modelling using linear domain decomposition

The viscous flow of two immiscible fluids in a porous medium on the Darcy scale is governed by a system of nonlinear parabolic equations. If infinite mobility of one phase can be assumed (e.g., in soil layers in contact with the atmosphere) the system can be substituted by the scalar Richards model. Thus, the porous medium domain may be partitioned into disjoint subdomains where either the full two-phase or the simplified Richards model dynamics are valid. Extending the previously considered one-model situations we suggest coupling conditions for this hybrid model approach. Based on an Euler implicit discretization, a linear iterative (L-type) domain decomposition scheme is proposed, and proved to be convergent. The theoretical findings are verified by a comparative numerical study that in particular confirms the efficiency of the hybrid ansatz as compared to full two-phase model computations.     

Connections between discontinuous Galerkin and nonconforming finite element methods for the Stokes equations

We study a discontinuous Galerkin finite element method (DGFEM) for the Stokes equations with a weak stabilization of the viscous term. We prove that, as the stabilization parameter γ tends to infinity, the solution converges at speed γ^?1 to the solution of some stable and well‐known nonconforming finite element methods (NCFEM) for the Stokes equations. In addition, we show that an a posteriori error estimator for the DGFEM‐solution based on the reconstruction of a locally conservative H(div, Ω)‐tensor tends at the same speed to a classical a posteriori error estimator for the NCFEM‐solution. These results can be used to affirm the robustness of the DGFEM‐method and also underline the close relationship between the two approaches. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

On the conservativity of cell-centered Galerkin methods

In this work we investigate the conservativity of the cell-centered Galerkin method of Di Pietro (2012) [5] and provide an analytical expression for the conservative flux. The relation with the SUSHI method of Eymard et al. (2010) [10] and with discontinuous Galerkin methods is also explored. The theoretical results are assessed on a numerical example using standard as well as general polygonal grids.     

Study of the mixed finite volume method for Stokes and Navier‐Stokes equations

We present finite volume schemes for Stokes and Navier‐Stokes equations. These schemes are based on the mixed finite volume introduced in (Droniou and Eymard, Numer Math 105 (2006), 35‐71), and can be applied to any type of grid (without “orthogonality” assumptions as for classical finite volume methods) and in any space dimension. We present numerical results on some irregular grids, and we prove, for both Stokes and Navier‐Stokes equations, the convergence of the scheme toward a solution of the continuous problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Error estimates for a mixed finite element discretization of some degenerate parabolic equations

We consider a numerical scheme for a class of degenerate parabolic equations, including both slow and fast diffusion cases. A particular example in this sense is the Richards equation modeling the flow in porous media. The numerical scheme is based on the mixed finite element method (MFEM) in space, and is of one step implicit in time. The lowest order Raviart–Thomas elements are used. Here we extend the results in Radu et al. (SIAM J Numer Anal 42:1452–1478, 2004), Schneid et al. (Numer Math 98:353–370, 2004) to a more general framework, by allowing for both types of degeneracies. We derive error estimates in terms of the discretization parameters and show the convergence of the scheme. The features of the MFEM, especially of the lowest order Raviart–Thomas elements, are now fully exploited in the proof of the convergence. The paper is concluded by numerical examples.     

An existence result for nonisothermal immiscible incompressible 2‐phase flow in heterogeneous porous media

In the present article, we study the temperature effects on two‐phase immiscible incompressible flow through a porous medium. The mathematical model is given by a coupled system of 2‐phase flow equations and an energy balance equation. The model consists of the usual equations derived from the mass conservation of both fluids along with the Darcy‐Muskat and the capillary pressure laws. The problem is written in terms of the phase formulation; ie, the saturation of one phase, the pressure of the second phase, and the temperature are primary unknowns. 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 show the existence of weak solutions with the help of an appropriate regularization and a time discretization. We use suitable test functions to obtain a priori estimates. We prove a new compactness result to pass to the limit in nonlinear terms.     

A continuous dependence result for a nonstandard system of phase field equations

The present note deals with a nonstandard system of differential equations describing a two‐species phase segregation. This system naturally arises in the asymptotic analysis carried out recently by the same authors, as the diffusion coefficient in the equation governing the evolution of the order parameter tends to zero. In particular, an existence result has been proved for the limit system in a very general framework. On the contrary, uniqueness was shown by assuming a constant mobility coefficient. Here, we generalize this result and prove a continuous dependence property in the case that the mobility coefficient suitably depends on the chemical potential. Copyright © 2013 John Wiley & Sons, Ltd.     

Functionally perturbed stochastic differential equations

This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2m)‐th moment sense, on finite intervals or on intervals whose length tends to infinity as small parameter tends to zero. Some numerical estimations of these intervals with respect to the parameter are also given. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Coupling of compressible and incompressible flow regions using the multiple pressure variables approach

In many cases, multiphase flows are simulated on the basis of the incompressible Navier–Stokes equations. This assumption is valid as long as the density changes in the gas phase can be neglected. Yet, for certain technical applications such as fuel injection, this is no longer the case, and at least the gaseous phase has to be treated as a compressible fluid. In this paper, we consider the coupling of a compressible flow region to an incompressible one based on a splitting of the pressure into a thermodynamic and a hydrodynamic part. The compressible Euler equations are then connected to the Mach number zero limit equations in the other region. These limit equations can be solved analytically in one space dimension that allows to couple them to the solution of a half‐Riemann problem on the compressible side with the help of velocity and pressure jump conditions across the interface. At the interface location, the flux terms for the compressible flow solver are provided by the coupling algorithms. The coupling is demonstrated in a one‐dimensional framework by use of a discontinuous Galerkin scheme for compressible two‐phase flow with a sharp interface tracking via a ghost‐fluid type method. The coupling schemes are applied to two generic test cases. The computational results are compared with those obtained with the fully compressible two‐phase flow solver, where the Mach number zero limit is approached by a weakly compressible fluid. For all cases, we obtain a very good agreement between the coupling approaches and the fully compressible solver. Copyright © 2014 John Wiley & Sons, Ltd.     

A theoretical analysis of a new finite volume scheme for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

We consider the wave equation, on a multidimensional spatial domain. The discretization of the spatial domain is performed using a general class of nonconforming meshes which has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMAJ Numer Anal 30 (2010), 1009–1043). The discretization in time is performed using a uniform mesh. We derive a new implicit finite volume scheme approximating the wave equation and we prove error estimates of the finite volume approximate solution in several norms which allow us to derive error estimates for the approximations of the exact solution and its first derivatives. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, the convergence order is \begin{align*} h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. This estimate is valid under the regularity assumption \begin{align*}u\in C^3(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*} for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Free/Congested Two-Phase Model from Weak Solutions to Multi-Dimensional Compressible Navier-Stokes Equations

We approximate a two–phase model by the compressible Navier-Stokes equations with a singular pressure term. Up to a subsequence, these solutions are shown to converge to a global weak solution of the compressible system with the congestion constraint studied for instance by Lions and Masmoudi. The paper is an extension of the previous result obtained in one-dimensional setting by Bresch et al. to the multi-dimensional case with heterogeneous barrier for the density.     

Global existence and asymptotic behavior for the compressible Navier–Stokes equations with a non‐autonomous external force and a heat source

In this paper, we prove the global existence and asymptotic behavior, as time tends to infinity, of solutions in Hⁱ (i=1, 2) to the initial boundary value problem of the compressible Navier–Stokes equations of one‐dimensional motion of a viscous heat‐conducting gas in a bounded region with a non‐autonomous external force and a heat source. Some new ideas and more delicate estimates are used to prove these results. Copyright © 2008 John Wiley & Sons, Ltd.     

A finite volume scheme for convection–diffusion equations with nonlinear diffusion derived from the Scharfetter–Gummel scheme

We propose a finite volume scheme for convection–diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous media equation. In these two cases, it is shown that the transient solution converges to a steady-state solution as t tends to infinity. The introduced scheme is an extension of the Scharfetter–Gummel scheme for nonlinear diffusion. It remains valid in the degenerate case and preserves steady-states. We prove the convergence of the scheme in the nondegenerate case. Finally, we present some numerical simulations applied to the two physical models introduced and we underline the efficiency of the scheme to preserve long-time behavior of the solutions.     

Statistical properties of subgroups of free groups

The usual way to investigate the statistical properties of finitely generated subgroups of free groups, and of finite presentations of groups, is based on the so‐called word‐based distribution: subgroups are generated (finite presentations are determined) by randomly chosen k ‐tuples of reduced words, whose maximal length is allowed to tend to infinity. In this paper we adopt a different, though equally natural point of view: we investigate the statistical properties of the same objects, but with respect to the so‐called graph‐based distribution, recently introduced by Bassino, Nicaud and Weil. Here, subgroups (and finite presentations) are determined by randomly chosen Stallings graphs whose number of vertices tends to infinity. Our results show that these two distributions behave quite differently from each other, shedding a new light on which properties of finitely generated subgroups can be considered frequent or rare. For example, we show that malnormal subgroups of a free group are negligible in the graph‐based distribution, while they are exponentially generic in the word‐based distribution. Quite surprisingly, a random finite presentation generically presents the trivial group in this new distribution, while in the classical one it is known to generically present an infinite hyperbolic group. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 2013     

Convergence analysis of a vertex‐centered finite volume scheme for a copper heap leaching model

In this paper a two‐dimensional solute transport model is considered to simulate the leaching of copper ore tailing using sulfuric acid as the leaching agent. The mathematical model consists in a system of differential equations: two diffusion–convection‐reaction equations with Neumann boundary conditions, and one ordinary differential equation. The numerical scheme consists in a combination of finite volume and finite element methods. A Godunov scheme is used for the convection term and an P1‐FEM for the diffusion term. The convergence analysis is based on standard compactness results in L². Some numerical examples illustrate the effectiveness of the scheme. Copyright © 2009 John Wiley & Sons, Ltd.     

Numerical treatment of degenerate diffusion equations via Feller's boundary classification,and applications

A numerical method is devised to solve a class of linear boundary‐value problems for one‐dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite‐difference scheme, grid, and treatment of the boundary data. Second‐order accuracy, unconditional stability, and unconditional convergence of solutions of the finite‐difference scheme to a constant as the time‐step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Shock waves for compressible navier-stokes equations are stable

It is shown that shock waves for the compressible Navier-Stokes equations are nonlinearly stable. A perturbation of a shock wave tends to the shock wave, properly translated in phase, as time tends to infinity. Through the consideration of conservation of mass, momentum and energy we obtain an a priori estimate of the amount of translation of the shock wave and the strength of the linear and nonlinear diffusion waves that arise due to the perturbation. Our techniques include the energy method for parabolic-hyperbolic systems, the decomposition of waves, and the energy-characteristic method for viscous conservation laws introduced earlier by the author.     

Generalized thermo-visco-elastic problem of a spherical shell with three-phase-lag effect

This problem deals with the thermo-visco-elastic interaction due to step input of temperature on the stress free boundaries of a homogeneous visco-elastic isotropic spherical shell in the context of generalized theories of thermo-elasticity. Using the Laplace transformation the fundamental equations have been expressed in the form of vector–matrix differential equation which is then solved by eigen value approach. The inverse of the transformed solution is carried out by applying a method of Bellman et al. [R. Bellman, R.E. Kolaba, J.A. Lockette, Numerical Inversion of the Laplace Transform, American Elsevier Publishing Company, New York, 1966]. The stresses are computed numerically and presented graphically in a number of figures for copper material. A comparison of the results for different theories (TEWED (GN-III), three-phase-lag method) is presented. When the body is elastic and the outer radius of the shell tends to infinity, the corresponding results agree with the result of existing literature.