Nonlinear Balance Laws Research Articles

An Enhanced Lagrangian‐Eulerian Method for a Class of Balance Laws: Numerical Analysis via a Weak Asymptotic Method With Applications

ABSTRACTIn this work, we designed and implemented an enhanced Lagrangian‐Eulerian numerical method for solving a wide range of nonlinear balance laws, including systems of hyperbolic equations with source terms. We developed both fully discrete and semi‐discrete formulations, and extended the concept of No‐Flow curves to this general class of nonlinear balance laws. We conducted a numerical convergence study using weak asymptotic analysis, which involved investigating the existence, uniqueness, and regularity of entropy‐weak solutions computed with our scheme. The proposed method is Riemann‐solver‐free. To evaluate the shock‐capturing capabilities of the enhanced Lagrangian‐Eulerian numerical scheme, we carried out numerical experiments that demonstrate its ability to accurately resolve the key features of balance law models and hyperbolic problems. A representative set of numerical examples is provided to illustrate the accuracy and robustness of the proposed method.

Hyperbolic Balance Laws: Interplay between Scales and Randomness

Hyperbolic balance laws are fundamental in the mathematical modeling of transport-dominated processes in natural, socio-economic and engineering sciences. The aim of the workshop was to discuss open questions in the area of nonlinear hyperbolic conservation and balance laws. We have focused on a delicate interplay between scale hierarchies and random/stochastic effects and discuss them from analytical, numerical and modeling point of view. This leads to questions of admissibility criteria connecting to ill-posedness of weak entropy solutions, hyperbolic problems with non-local terms, mean field theory, multiscale and structure preserving numerical methods, random solutions and uncertainty quantification methods, as well as data-based methods.

Orbital instability of periodic waves for scalar viscous balance laws

The purpose of this paper is to prove that, for a large class of nonlinear evolution equations known as scalar viscous balance laws, the spectral (linear) instability condition of periodic traveling wave solutions implies their orbital (nonlinear) instability in appropriate periodic Sobolev spaces. The analysis is based on the well-posedness theory, the smoothness of the data-solution map, and an abstract result of instability of equilibria under nonlinear iterations. The resulting instability criterion is applied to two families of periodic waves. The first family consists of small amplitude waves with finite fundamental period which emerge from a local Hopf bifurcation around a critical value of the velocity. The second family comprises arbitrarily large period waves which arise from a homoclinic (global) bifurcation and tend to a limiting traveling pulse when their fundamental period tends to infinity. In the case of both families, the criterion is applied to conclude their orbital instability under the flow of the nonlinear viscous balance law in periodic Sobolev spaces with same period as the fundamental period of the wave.

Singular limits of the quasi-linear Kolmogorov-type equation with a source term

Existence, uniqueness and stability of kinetic and entropy solutions to the boundary value problem associated with the Kolmogorov-type, genuinely nonlinear, degenerate hyperbolic–parabolic (ultra-parabolic) equation with a smooth source term is established. In addition, we consider the case when the source term contains a small positive parameter and collapses to the Dirac delta-function, as this parameter tends to zero. In this case, the limiting passage from the original equation with the smooth source to the impulsive ultra-parabolic equation is investigated and the formal limit is rigorously justified. Our proofs rely on the use of kinetic equations and the compensated compactness method for genuinely nonlinear balance laws.

Asymptotic Structure of Cosmological Burgers Flows in One and Two Space Dimensions: A Numerical Study

We study the cosmological Burgers model, as we call it, which is a nonlinear hyperbolic balance law (in one and two spatial variables) posed on an expanding or contracting background. We design a finite volume scheme that is fourth-order in time and second-order in space, and allows us to compute weak solutions containing shock waves. Our main contribution is the study of the asymptotic structure of the solutions as the time variable approaches infinity (in the expanding case) or zero (in the contracting case). We discover that a saddle competition is taking place which involves, on one hand, the geometrical effects of expanding or contracting nature and, on the other hand, the nonlinear interactions between shock waves.

A fast, robust, and simple Lagrangian–Eulerian solver for balance laws and applications

In this work, we present an improvement of the Lagrangian–Eulerian space–time tracking forward scheme to deal with balance laws and related applications. This extended algorithm is shown in the most simple setting and it is a result of our previous works. We describe and explain a new strategy of discretization of conservation laws, starting from the scalar case in one space dimension, extending it to systems and to the multi-dimensional setting. The computations are fast, accurate and stable with good resolution. This algorithm is very easy to implement in a computer to address the delicate well-balancing between the first-order hyperbolic flux and the source term. We do not use approximate or exact Riemann solvers, nonlinear reconstructions, or upwind source term discretizations. The scheme is written into the classical theory of monotone schemes, which produces a scheme that converges to entropy solutions linked to the purely hyperbolic counterpart. This method can produce well-balanced approximations of solutions for nonlinear balance laws. Numerical experiments also demonstrate the robustness of the forward tracking to solve related problems involving systems and two-dimensional models.

A new finite volume approach for transport models and related applications with balancing source terms

We develop a new finite volume scheme for numerically solving transport models associated with hyperbolic problems and balance laws. The numerical scheme is obtained via a Lagrangian–Eulerian approach that retains the fundamental principle of conservation of the governing equations as it is linked to the classical finite volume framework. As features of the novel algorithm we highlight: the new scheme is locally conservative in balancing the flux and source term gradients and preserves a component-wise structure at a discrete level for systems of equations. The novel approach is applied to several nontrivial examples to evidence that we are calculating the correct qualitatively good solutions with accurate resolution of small perturbations around the stationary solution. We discuss applications of the new method to classical and nonclassical nonlinear hyperbolic conservation and balance laws such as the classical inviscid Burgers equation, two-phase and three-phase flow problems in porous media as well as numerical experiments for nonlinear shallow water equations with friction terms. In addition, we consider the case of the source term which is discontinuous as a function of space x. We also extend the Lagrangian–Eulerian framework to the two-dimensional scalar conservation law, along with pertinent numerical experiments to show the performance of the new method.

Solving numerically nonlinear systems of balance laws by multivariate sigmoidal functions approximation

A numerical method for solving systems of nonlinear one-dimensional balance laws, based on multivariate sigmoidal functions approximation, is developed. Constructive approximation theorems are first established in both, uniform and $$L^p$$ norms. A priori as well as a posteriori error estimates are derived for the numerical solutions, when various kinds of sigmoidal functions, such as unit step, logistic and Gompertz functions, are chosen. The residual of the numerical method is also estimated. Numerical examples are given to test the performance of the algorithm, a comparison with the Godunov method is made concerning accuracy and computational cost. Finally, the numerical stability of the method is analyzed.

Nonlocal systems of balance laws in several space dimensions with applications to laser technology

For a class of systems of nonlinear and nonlocal balance laws in several space dimensions, we prove the local in time existence of solutions and their continuous dependence on the initial datum. The choice of this class is motivated by a new model devoted to the description of a metal plate being cut by a laser beam. Using realistic parameters, solutions to this model obtained through numerical integrations meet qualitative properties of real cuts. Moreover, the class of equations considered comprises a model describing the dynamics of solid particles along a conveyor belt.

Numerical method for optimal control problems governed by nonlinear hyperbolic systems of PDEs

We develop a numerical method for the solution to linear adjoint equations arising, for example, in optimization problems governed by hyperbolic systems of nonlinear conservation and balance laws in one space dimension. Formally, the solution requires one to numerically solve the hyperbolic system forward in time and a corresponding linear adjoint system backward in time. Numerical results for the control problem constrained by either the Euler equations of gas dynamics or isothermal gas dynamics equations are presented. Both smooth and discontinuous prescribed terminal states are considered.

EXISTENCE AND UNIQUENESS OF LAX-TYPE SOLUTIONS TO THE RIEMANN PROBLEM OF SCALAR BALANCE LAW WITH SINGULAR SOURCE TERM

We give a new approach of constructing the generalized entropy solutions to the Riemann problem of scalar nonlinear balance laws with singular source terms. The source term is singular in the sense that it is a product of delta function and a discontinuous function, which is undefined in distribution. By re-formulating the source term, we study the corresponding perturbed Riemann problem. The existence and stability of perturbed Riemann solutions is established under some entropy condition so that the generalized entropy solutions of Riemann problem can be interpreted as the limit of corresponding perturbed Riemann solutions. The self-similarity of generalized entropy solutions is also obtained, which means that Lax's method in [13] can be extended to scalar nonlinear balance laws with singular source terms.

Existence and large time stability of traveling wave solutions to nonlinear balance laws in traffic flows

Existence and large time stability of traveling wave solutions to nonlinear balance laws in traffic flows

Application of a bounded upwinding scheme to complex fluid dynamics problems

This paper is concerned with an overview of upwinding schemes, and further nonlinear applications of a recently introduced high resolution upwind differencing scheme, namely the ADBQUICKEST [V.G. Ferreira, F.A. Kurokawa, R.A.B. Queiroz, M.K. Kaibara, C.M. Oishi, J.A. Cuminato, A.F. Castelo, M.F. Tomé, S. McKee, assessment of a high-order finite difference upwind scheme for the simulation of convection–diffusion problems, International Journal for Numerical Methods in Fluids 60 (2009) 1–26]. The ADBQUICKEST scheme is a new TVD version of the QUICKEST [B.P. Leonard, A stable and accurate convective modeling procedure based on quadratic upstream interpolation, Computer Methods in Applied Mechanics and Engineering 19 (1979) 59–98] for solving nonlinear balance laws. The scheme is based on the concept of NV and TVD formalisms and satisfies a convective boundedness criterion. The accuracy of the scheme is compared with other popularly used convective upwinding schemes (see, for example, Roe (1985) [19], Van Leer (1974) [18] and Arora & Roe (1997) [17]) for solving nonlinear conservation laws (for example, Buckley–Leverett, shallow water and Euler equations). The ADBQUICKEST scheme is then used to solve six types of fluid flow problems of increasing complexity: namely, 2D aerosol filtration by fibrous filters; axisymmetric flow in a tubular membrane; 2D two-phase flow in a fluidized bed; 2D compressible Orszag–Tang MHD vortex; axisymmetric jet onto a flat surface at low Reynolds number and full 3D incompressible flows involving moving free surfaces. The numerical simulations indicate that this convective upwinding scheme is a good generic alternative for solving complex fluid dynamics problems.

The initial-boundary value problem of hyperbolic integro-differential systems of nonlinear balance laws

This research explores the initial-boundary value problem for the 2×2 hyperbolic systems of balance laws whose sources are the time-dependent and contain the integral of unknowns. Perturbed Riemann and boundary Riemann problems are provided to account for the time-dependence of sources. Their approximation solutions are constructed by modified Lax’s method. In addition, we introduce a new version of Glimm scheme (GGS) and study its stability which is proved by the wave interaction estimates in a dissipativity assumption. With the consistency of GGS, the existence of a global weak solution satisfying the entropy inequality is then achieved. Finally the Lipschitz continuous solution to the problem is established by the weak convergence of the residual.

N-WAVES IN HYPERBOLIC BALANCE LAWS

It is shown that, as time tends to infinity, solutions to the Cauchy problem for a class of genuinely nonlinear scalar balance laws attain N-wave profiles, when the initial data have compact support, or saw-toothed profiles, when the initial data are periodic. The amplitude and length of these waves results from the synergy between flux and source.

SBV-like regularity for Hamilton–Jacobi equations with a convex Hamiltonian

In this paper we consider a viscosity solution u of the Hamilton–Jacobi equation∂tu+H(Dxu)=0in Ω⊂[0,T]×Rn, where H is smooth and convex. We prove that when d(t,⋅):=Hp(Dxu(t,⋅)), Hp:=∇H is BV for all t∈[0,T] and suitable hypotheses on the Lagrangian L hold, the Radon measure divd(t,⋅) can have Cantor part only for a countable number of tʼs in [0,T]. This result extends a result of Robyr for genuinely nonlinear scalar balance laws and a result of Bianchini, De Lellis and Robyr for uniformly convex Hamiltonians.

On Nonlinear Stochastic Balance Laws

We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal equicontinuity in $L^1$ of the approximations, uniformly in the viscosity coefficient. Using these estimates, we supply a multidimensional existence theory of stochastic entropy solutions. In addition, we establish an error estimate for the stochastic viscosity method, as well as an explicit estimate for the continuous dependence of stochastic entropy solutions on the flux and random source functions. Various further generalizations of the results are discussed.

Decay of Positive Waves of Hyperbolic Balance Laws

Historically, decay rates have been used to provide quantitative and qualitative information on the solutions to hyperbolic conservation laws. Quantitative results include the establishment of convergence rates for approximating procedures and numerical schemes. Qualitative results include the establishment of results on uniqueness and regularity as well as the ability to visualize the waves and their evolution in time. This work presents two decay estimates on the positive waves for systems of hyperbolic and genuinely nonlinear balance laws satisfying a dissipative mechanism. The result is obtained by employing the continuity of Glimm-type functionals and the method of generalized characteristics [7, 17, 24].

The role of constitutive nonlinearities and sound modulation in the generation of the acoustic radiation force

This study investigates the acoustic radiation force (ARF) in soft tissues when the generating ultrasound field is modulated with a low-frequency envelope (102-104 Hz range). On approximating the soft tissue as that of a nonlinear elastic material with heat conduction and viscosity, the system of nonlinear balance equations, governing both the ultrasound-scale oscillatory motion and the ARF-induced mean motion, is formulated explicitly. To deal with the effects of ultrasound modulation, a dual-time-scale approach featuring the “fast” (ultrasound-scale) and “slow” (modulation-scale) temporal coordinates is deployed. In this setting the governing equations for the mean motion, featuring the ARF as the body force term, are extracted by taking the “fast” time average of the nonlinear balance laws. The ARF is shown to consist of two distinct terms, namely (i) the potential term, which is proportional to the gradient of the ultrasound intensity and (ii) the axial term, which contains both an attenuation-driven ...

Global entropy solutions to a class of quasi-linear wave equations with large time-oscillating sources

This research explores the Cauchy problem for a class of quasi-linear wave equations with time dependent sources. It can be transformed into the Cauchy problem of hyperbolic integro-differential systems of nonlinear balance laws. We introduce the generalized Glimm scheme in new version and study its stability which is proved by Glimm-type interaction estimates in a dissipativity assumption. The generalized solutions to the perturbed Riemann problems, the building blocks of generalized Glimm scheme, are constructed by Riemann problem method modeled on the source free equations. The global existence for the Lipschitz continuous solutions and weak solutions to the systems is established by the consistency of scheme and the weak convergence of source. Finally, the weak solutions are also the entropy solutions which satisfy the entropy inequality.