Discrete adjoint approximations with shocks

This paper is concerned with the formulation and discretisation of adjoint equations when there are shocks in the underlying solution to the original nonlinear hyperbolic p.d.e. For the model problem of a scalar unsteady one-dimensional p.d.e. with a convex flux function, it is shown that the analytic formulation of the adjoint equations requires the imposition of an interior boundary condition along any shock. A 'discrete adjoint' discretisation is defined by requiring the adjoint equations to give the same value for the linearised functional as a linearisation of the original nonlinear discretisation. It is demonstrated that convergence requires increasing numerical smoothing of any shocks. Without this, any consistent discretisation of the adjoint equations without the inclusion of the shock boundary condition may yield incorrect values for the adjoint solution

The Mean-Field Limit for a Regularized Vlasov-Maxwell Dynamics

The present work establishes the mean-field limit of a N-particle system towards a regularized variant of the relativistic Vlasov-Maxwell system, following the work of Braun-Hepp [Comm. in Math. Phys. 56 (1977), 101-113] and Dobrushin [Func. Anal. Appl. 13 (1979), 115-123] for the Vlasov-Poisson system. The main ingredients in the analysis of this system are (a) a kinetic formulation of the Maxwell equations in terms of a distribution of electromagnetic potential in the momentum variable, (b) a regularization procedure for which an analogue of the total energy - i.e. the kinetic energy of the particles plus the energy of the electromagnetic field - is conserved and (c) an analogue of Dobrushin's stability estimate for the Monge-Kantorovich-Rubinstein distance between two solutions of the regularized Vlasov-Poisson dynamics adapted to retarded potentials.Comment: 34 page

Synchronized flow and wide moving jams from balanced vehicular traffic

Recently we proposed an extension to the traffic model of Aw, Rascle and Greenberg. The extended traffic model can be written as a hyperbolic system of balance laws and numerically reproduces the reverse $\lambda$ shape of the fundamental diagram of traffic flow. In the current work we analyze the steady state solutions of the new model and their stability properties. In addition to the equilibrium flow curve the trivial steady state solutions form two additional branches in the flow-density diagram. We show that the characteristic structure excludes parts of these branches resulting in the reverse $\lambda$ shape of the flow-density relation. The upper branch is metastable against the formation of synchronized flow for intermediate densities and unstable for high densities, whereas the lower branch is unstable for intermediate densities and metastable for high densities. Moreover, the model can reproduce the typical speed of the downstream front of wide moving jams. It further reproduces a constant outflow from wide moving jams, which is far below the maximum free flow. Applying the model to simulate traffic flow at a bottleneck we observe a general pattern with wide moving jams traveling through the bottleneck.Comment: 10 pages, 12 figure

Existence and Uniqueness of a Global Smooth Solution for the Vlasov-Poisson-Fokker-Planck System in Three Dimensions

AbstractStudying precisely the regularity of the force field created by the solution of the linear Vlasov-Fokker-Planck equation, we prove existence and uniqueness of a smooth solution to the Vlasov-Poisson-Fokker-Planck system in three dimensions. The attractive and repulsive cases are treated. The method involves an analysis of the effect of the Fokker-Planck kernel, without any force field, on non-linear expressions coming from the Vlasov term

Uniqueness of the compactly supported weak solutions of the relativistic Vlasov-Darwin system

We use optimal transportation techniques to show uniqueness of the compactly supported weak solutions of the relativistic Vlasov-Darwin system. Our proof extends the method used by Loeper in J. Math. Pures Appl. 86, 68-79 (2006) to obtain uniqueness results for the Vlasov-Poisson system.Comment: AMS-LaTeX, 21 page

Penalty Methods for the Hyperbolic System Modelling the Wall-Plasma Interaction in a Tokamak

The penalization method is used to take account of obstacles in a tokamak, such as the limiter. We study a non linear hyperbolic system modelling the plasma transport in the area close to the wall. A penalization which cuts the transport term of the momentum is studied. We show numerically that this penalization creates a Dirac measure at the plasma-limiter interface which prevents us from defining the transport term in the usual sense. Hence, a new penalty method is proposed for this hyperbolic system and numerical tests reveal an optimal convergence rate without any spurious boundary layer.Comment: 8 pages; International Symposium FVCA6, Prague : Czech Republic (2011

A fast and stable well-balanced scheme with hydrostatic reconstruction for shallow water flows

We consider the Saint-Venant system for shallow water flows, with nonflat bottom. It is a hyperbolic system of conservation laws that approximately describes various geophysical flows, such as rivers, coastal areas, and oceans when completed with a Coriolis term, or granular flows when completed with friction. Numerical approximate solutions to this system may be generated using conservative finite volume methods, which are known to properly handle shocks and contact discontinuities. However, in general these schemes are known to be quite inaccurate for near steady states, as the structure of their numerical truncation errors is generally not compatible with exact physical steady state conditions. This difficulty can be overcome by using the so-called well-balanced schemes. We describe a general strategy, based on a local hydrostatic reconstruction, that allows us to derive a well-balanced scheme from any given numerical flux for the homogeneous problem. Whenever the initial solver satisfies some classical stability properties, it yields a simple and fast well-balanced scheme that preserves the nonnegativity of the water height and satisfies a semidiscrete entropy inequality

A two-phase shallow debris flow model with energy balance

This paper proposes a thin layer depth-averaged two-phase model provided by a dissipative energy balance to describe avalanches of solid-fluid mixtures. This model is derived from a 3D two-phase model based on the equations proposed by Jackson [The Dynamics of Fluidized Particles. Cambridges Monographs on Mechanics (2000)] which takes into account the force of buoyancy and the forces of interaction between the solid and fluid phases. Jackson’s model is based on mass and momentum conservation within the two phases, i.e. two vector and two scalar equations. This system has five unknowns: the solid volume fraction, the solid and fluid pressures and the solid and fluid velocities, i.e. three scalars and two vectors. As a result, an additional equation is necessary to close the system. Surprisingly, this issue is inadequately accounted for in the models that have been developed on the basis of Jackson’s work. In particular, Pitman and Le [Philos. Trans. R. Soc. A 363 (2005) 799–819] replaced this closure simply by imposing an extra boundary condition. If the pressure is assumed to be hydrostatic, this condition can be considered as a closure condition. However, the corresponding model cannot account for a dissipative energy balance. We propose here a closure equation to complete Jackson’s model, imposing incompressibility of the solid phase. We prove that the resulting whole 3D model is compatible with a dissipative energy balance. From this model, we deduce a 2D depth-averaged model and we also prove that the energy balance associated with this model is dissipative. Finally, we propose a numerical scheme to approximate the depth-averaged model. We present several numerical tests for the 1D case that are compared to the results of the model proposed by Pitman and Le

On the stability of travelling waves with vorticity obtained by minimisation

We modify the approach of Burton and Toland [Comm. Pure Appl. Math. (2011)] to show the existence of periodic surface water waves with vorticity in order that it becomes suited to a stability analysis. This is achieved by enlarging the function space to a class of stream functions that do not correspond necessarily to travelling profiles. In particular, for smooth profiles and smooth stream functions, the normal component of the velocity field at the free boundary is not required a priori to vanish in some Galilean coordinate system. Travelling periodic waves are obtained by a direct minimisation of a functional that corresponds to the total energy and that is therefore preserved by the time-dependent evolutionary problem (this minimisation appears in Burton and Toland after a first maximisation). In addition, we not only use the circulation along the upper boundary as a constraint, but also the total horizontal impulse (the velocity becoming a Lagrange multiplier). This allows us to preclude parallel flows by choosing appropriately the values of these two constraints and the sign of the vorticity. By stability, we mean conditional energetic stability of the set of minimizers as a whole, the perturbations being spatially periodic of given period.Comment: NoDEA Nonlinear Differential Equations and Applications, to appea

Phase appearance or disappearance in two-phase flows

This paper is devoted to the treatment of specific numerical problems which appear when phase appearance or disappearance occurs in models of two-phase flows. Such models have crucial importance in many industrial areas such as nuclear power plant safety studies. In this paper, two outstanding problems are identified: first, the loss of hyperbolicity of the system when a phase appears or disappears and second, the lack of positivity of standard shock capturing schemes such as the Roe scheme. After an asymptotic study of the model, this paper proposes accurate and robust numerical methods adapted to the simulation of phase appearance or disappearance. Polynomial solvers are developed to avoid the use of eigenvectors which are needed in usual shock capturing schemes, and a method based on an adaptive numerical diffusion is designed to treat the positivity problems. An alternate method, based on the use of the hyperbolic tangent function instead of a polynomial, is also considered. Numerical results are presented which demonstrate the efficiency of the proposed solutions