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Models of two phase flows in porous media, used in petroleumengineering, lead to a system of two coupled equations with ellipticand parabolic degenerate terms, and two unknowns,the saturation and the pressure.For the purpose of their approximation, a coupled scheme, consisting ina finite volume method together witha phase-by-phase upstream weighting scheme, is used in the industrial setting.This paper presents a mathematical analysis of this coupled scheme, first showingthat it satisfies some a priori estimates:the saturation is shown to remain in a fixed interval, anda discrete L2(0,T;H1(Ω)) estimate is proved for both the pressureand a function of the saturation. Thanks to these properties,a subsequence of the sequence of approximate solutions is shown toconverge to a weak solutionof the continuous equationsas the size of the discretization tends to zero.
Interest in meshfree methods in solving boundary-value problems has grownrapidly in recent years. A meshless method that has attracted considerableinterest in the community of computational mechanics is built around theidea of modified local Shepard's partition of unity. For these kinds ofapplications it is fundamental to analyze the order of the approximation inthe context of Sobolev spaces. In this paper, we study two differenttechniques for building modified local Shepard's formulas, and we provide atheoretical analysis for error estimates of the approximation in Sobolevnorms. We derive Jackson-type inequalities for h-p cloud functionsusing the first construction. These estimates are important in the analysisof Galerkin approximations based on local Shepard's formulas or h-pcloud functions.
We consider a posteriori error estimators that can be applied to anisotropic tetrahedral finite element meshes, i.e. meshes where the aspect ratio of the elements can be arbitrarily large.Two kinds of Zienkiewicz–Zhu (ZZ) type error estimators are derivedwhich originate from different backgrounds. In the course of the analysis, the first estimator turns out to be a special case of the second one, and both estimators can be expressed using some recovered gradient.The advantage of keeping two different analyses of the estimators is that they allow different and partially novel investigations and results. Both rigorous analytical approaches yield the equivalence of each ZZ error estimator to a known residual error estimator. Thus reliability and efficiency of the ZZ error estimation is obtained.The anisotropic discretizations require analytical tools beyond the standard isotropic methods. Particular attention is paid to the requirements on the anisotropic mesh.The analysis is complemented and confirmed by extensive numerical examples. They show that good results can be obtained for a large class of problems, demonstrated exemplary for the Poisson problem and a singularly perturbed reaction diffusion problem.
We present a domain decomposition theory on an interface problemfor the linear transport equation between a diffusive and a non-diffusive region.To leading order, i.e. up to an error of the order of the mean free path in thediffusive region, the solution in the non-diffusive region is independent of thedensity in the diffusive region. However, the diffusive and the non-diffusive regionsare coupled at the interface at the next order of approximation. In particular, ouralgorithm avoids iterating the diffusion and transport solutions as is done in mostother methods — see for example Bal–Maday (2002). Our analysis is based instead on an accurate description of the boundarylayer at the interface matching the phase-space density of particles leaving thenon-diffusive region to the bulk density that solves the diffusion equation.
We show that it is possible to construct a class of entropicschemes for the multicomponent Euler system describing a gas or fluidhomogeneous mixture at thermodynamic equilibrium by applying a relaxation technique. Afirst order Chapman–Enskog expansion shows that the relaxed systemformally converges when the relaxation frequencies go to the infinitytoward a multicomponent Navier–Stokes system with the classical Fick andNewton laws, with a thermal diffusion which can be assimilated to a Soret effect in the case of a fluid mixture,and with also a pressure diffusion or a density diffusion respectively for a gas or fluid mixture. We also discuss on the link between the convexity of the entropies of each species and the existence of the Chapman–Enskog expansion.
This paper presents a model based on spectral hyperviscosity for the simulation of 3D turbulent incompressible flows. One particularity of this model is that the hyperviscosity is active only at the short velocity scales, a feature which is reminiscent of Large Eddy Simulation models. We propose a Fourier–Galerkin approximation of the perturbedNavier–Stokes equations and we show that, as the cutoff wavenumbergoes to infinity, the solution of the modelconverges (up to subsequences) to a weak solution which is dissipativein the sense defined by Duchon and Robert (2000).
By
Ivo Babuška, Institute for Computational Engineering and Sciences, ACE 6.412, University of Texas at Austin, Austin, TX 78712, USA,
Uday Banerjee, Department of Mathematics, 215 Carnegie, Syracuse University, Syracuse, NY 13244,
John E. Osborn, Department of Mathematics, University of Maryland, College Park, MD 20742
In the past few years meshless methods for numerically solving partial differential equations have come into the focus of interest, especially in the engineering community. This class of methods was essentially stimulated by difficulties related to mesh generation. Mesh generation is delicate in many situations, for instance, when the domain has complicated geometry; when the mesh changes with time, as in crack propagation, and remeshing is required at each time step; when a Lagrangian formulation is employed, especially with nonlinear PDEs. In addition, the need for flexibility in the selection of approximating functions (e.g., the flexibility to use non-polynomial approximating functions), has played a significant role in the development of meshless methods. There are many recent papers, and two books, on meshless methods; most of them are of an engineering character, without any mathematical analysis.
In this paper we address meshless methods and the closely related generalized finite element methods for solving linear elliptic equations, using variational principles. We give a unified mathematical theory with proofs, briefly address implementational aspects, present illustrative numerical examples, and provide a list of references to the current literature.
The aim of the paper is to provide a survey of a part of this new field, with emphasis on mathematics. We present proofs of essential theorems because we feel these proofs are essential for the understanding of the mathematical aspects of meshless methods, which has approximation theory as a major ingredient. As always, any new field is stimulated by and related to older ideas. This will be visible in our paper.
By
Ernst Hairer, Section de Mathematiques, Université de Geneve, Switzerland,
Christian Lubich, Mathematisches Institut, Universität Tübingen, Germany,
Gerhard Wanner, Section de Mathématiques, Université de Geneve, Switzerland
By
Björn Engquist, PACM, Department of Mathematics, Princeton University, Princeton, NJ 08544,
Olof Runborg, Department of Numerical Analysis and Computer Science, Royal Institute of Technology (KTH), 10044 Stockholm, Sweden
By
Eitan Tadmor, Department of Mathematics, Center for Scientific Computation and Mathematical Modeling (CSCAMM) and Institute for Physical Science & Technology (IPST), University of Maryland, College Park, MD 20742, USA
We study the entropy stability of difference approximations to nonlinear hyperbolic conservation laws, and related time-dependent problems governed by additional dissipative and dispersive forcing terms. We employ a comparison principle as the main tool for entropy stability analysis, comparing the entropy production of a given scheme against properly chosen entropyconservative schemes.
To this end, we introduce general families of entropy-conservative schemes, interesting in their own right. The present treatment of such schemes extends our earlier recipe for construction of entropy-conservative schemes, introduced in Tadmor (1987b). The new families of entropy-conservative schemes offer two main advantages, namely, (i) their numerical fluxes admit an explicit, closed-form expression, and (ii) by a proper choice of their path of integration in phase space, we can distinguish between different families of waves within the same computational cell; in particular, entropy stability can be enforced on rarefactions while keeping the sharp resolution of shock discontinuities.
A comparison with the numerical viscosities associated with entropy-conservative schemes provides a useful framework for the construction and analysis of entropy-stable schemes. We employ this framework for a detailed study of entropy stability for a host of first- and second-order accurate schemes. The comparison approach yields a precise characterization of the entropy stability of semi-discrete schemes for both scalar problems and systems of equations. We extend these results to fully discrete schemes. Here, spatial entropy dissipation is balanced by the entropy production due to time discretization with a sufficiently small time-step, satisfying a suitable CFL condition.
We consider the time-harmonic eddy current problem in its electric formulationwhere the conductor is a polyhedral domain. By proving the convergencein energy, we justify in what sense this problem is the limit of a family of Maxwell transmission problems: Rather than a low frequency limit, this limit has to be understood in the sense of Bossavit [11].We describe the singularities of the solutions.They are related to edge and corner singularities of certain problems for the scalarLaplace operator, namely the interior Neumann problem, the exterior Dirichlet problem, and possibly, an interface problem. These singularities are the limit of the singularities of the related family of Maxwell problems.
In this work we introduce an accurate solver for theShallow Water Equations with source terms. This scheme does not need any kind of entropy correction to avoid instabilities near critical points. The scheme also solves the non-homogeneous case, in such a way that all equilibria are computed at least with second order accuracy. We perform several tests for relevant flows showing the performance of our scheme.
We introduce a modification of the Monge–Kantorovitch problem of exponent 2 which accommodates non balanced initial and final densities. The augmented Lagrangian numerical method introduced in [6] is adapted to this “unbalanced” problem. We illustrate the usability of this method on an idealized error estimation problem in meteorology.
When two miscible fluids, such as glycerol (glycerin) and water,are brought in contact, they immediately diffuse in each other. However if the diffusion is sufficiently slow, large concentration gradients existduring some time. They can lead to the appearance of an “effective interfacial tension”. To study these phenomena we use the mathematical modelconsisting of the diffusion equation with convective terms and ofthe Navier-Stokes equations with the Korteweg stress.We prove the global existence and uniqueness of the solution for the associated initial-boundary value problem in a two-dimensional bounded domain.We study the longtime behavior of the solution and show that it convergesto the uniform composition distribution with zero velocity field.We also present numerical simulations of miscible drops and show howtransient interfacial phenomena can change their shape.
A current procedure that takes into account the Dirichlet boundary conditionwith non-smooth data is to change it into aRobin type condition by introducing a penalization term; a major effect of thisprocedure is an easy implementation of the boundary condition. In this work, we deal with an optimal control problem wherethe control variable is the Dirichlet data.We describe the Robin penalization,and we bound the gap between the penalized and the non-penalized boundary controlsfor the small penalization parameter. Some numerical results are reported on to highlightthe reliability of such an approach.