On variational kinetic formulations for scalar conservation laws and - - PowerPoint PPT Presentation

on variational kinetic formulations for scalar
SMART_READER_LITE
LIVE PREVIEW

On variational kinetic formulations for scalar conservation laws and - - PowerPoint PPT Presentation

On variational kinetic formulations for scalar conservation laws and the Euler equations of gas dynamics. Misha Perepelitsa University of Houston, Houston, USA HYP2012, Padova, Italia Content: 1. Scalar conservation laws: ( x, t ) R n +1


slide-1
SLIDE 1

On variational kinetic formulations for scalar conservation laws and the Euler equations of gas dynamics.

Misha Perepelitsa University of Houston, Houston, USA HYP2012, Padova, Italia

slide-2
SLIDE 2

Content:

  • 1. Scalar conservation laws:

(S.C.L.) ∂tu + div f(u) = 0, (x, t) ∈ Rn+1

+

, f ∈ C1(R)n.

◮ Kinetic formulation (Lions-Perthame-Tadmor). ◮ Variational kinetic formulation (Panov, Brenier).

  • 2. Kinetic formulations for the Euler equations:

(E.eqs.) ρt + div (ρu) = 0, (ρu)t + div (ρu ⊗ u) + ∇p = 0, (ρE)t + div (ρEu + pu) = 0, ρ – density, u = (u1, ..., un) – velocity, E = |u|2

2

+ e, -total energy, e – internal energy, p = (γ − 1)ρe = RρT.

slide-3
SLIDE 3

(S.C.L.) ∂tu + div f(u) = 0, u(t = 0) = u0. Entropy-entropy flux pair (η, q) : q′(u) = f ′(u)η′(u). u(x, t) is an entropy solution if for any convex entropy-entropy flux pair (η, q), ∂tη(u) + div q(u) ≤ 0, D′(Rn+1

+

). (Kruzhkov) For any u0 ∈ L∞(Rn), there a unique entropy solution of (S.C.L.) and u ∈ C([0, +∞); L1

loc(Rn)).

For any two entropy solutions u, v with the data u0, v0 ∈ L∞ ∩ L1(Rn),

  • 1. for all t > 0,

Z |u(x, t) − v(x, t)| dx ≤ Z |u0(x) − v0(x)| dx;

  • 2. if u0 ≤ v0 a.e. Rn,

u(x, t) ≤ v(x, t), a.e. Rn+1

+

.

slide-4
SLIDE 4

(S.C.L.) ∂tu + div f(u) = 0, u(t = 0) = u0. Entropy-entropy flux pair (η, q) : q′(u) = f ′(u)η′(u). u(x, t) is an entropy solution if for any convex entropy-entropy flux pair (η, q), ∂tη(u) + div q(u) ≤ 0, D′(Rn+1

+

). (Kruzhkov) For any u0 ∈ L∞(Rn), there a unique entropy solution of (S.C.L.) and u ∈ C([0, +∞); L1

loc(Rn)).

For any two entropy solutions u, v with the data u0, v0 ∈ L∞ ∩ L1(Rn),

  • 1. for all t > 0,

Z |u(x, t) − v(x, t)| dx ≤ Z |u0(x) − v0(x)| dx;

  • 2. if u0 ≤ v0 a.e. Rn,

u(x, t) ≤ v(x, t), a.e. Rn+1

+

. We will assume that u(x, t) is L–periodic in x and for some M > 0, 0 < essinf u ≤ esssup u < M.

slide-5
SLIDE 5

Smooth solutions. For the initial data u0, choose a level set function Y0(x, v) : Y0(x, u0(x)) = λ. Consider  ∂tY + f ′(v) · ∇xY = 0, Y (t = 0) = Y0(x, v). For all times t ∈ (0, t∗) while there is u(x, t) such that {(x, v) : Y (x, t, v) = λ} = {(x, u(x, t))}, u(x, t) is a classical solution of (S.C.L.).

slide-6
SLIDE 6

Smooth solutions. For the initial data u0, choose a level set function Y0(x, v) : Y0(x, u0(x)) = λ. Consider  ∂tY + f ′(v) · ∇xY = 0, Y (t = 0) = Y0(x, v). For all times t ∈ (0, t∗) while there is u(x, t) such that {(x, v) : Y (x, t, v) = λ} = {(x, u(x, t))}, u(x, t) is a classical solution of (S.C.L.).

= length of dashed intervals multi-valued solution

slide-7
SLIDE 7

Averaging of multi-valued solutions. Let Y0(x, v) =  0 v < u0(x) 1 v ≥ u0(x) , u∗(h, x) = Z +∞ (1 − Y0(x − f ′(v)h, v)) dv. Let ω(x) be a test function and compute Z (u∗(h, x) − u0(x))ω(x) dx = Z Z +∞ ˆ (1 − Y0(x − f ′(v)h, v)) − (1 − Y0(x, v)) ˜ ω dxdv = Z +∞ Z (1 − Y0(x, v))(ω(x + f ′(v)h) − ω(x)) dxdv = h Z f(u0(x))ωx dx + O(h2). u∗ is approximately a weak solution of (S.C.L.) on t ∈ [0, h].

slide-8
SLIDE 8

Time discrete BGK-type approximation (Brenier, Giga-Miyakawa): Define the kinetic function as (for u > 0): Y (v, u) =  0 v < u 1 v ≥ u. Y (v, u(x)) – kenetic density of u(x). Let h > 0 – time step, n ∈ N,

◮ Given un−1(x), set Y n−1(x, v) = Y (v, un−1(x)), solve

8 < : ∂tY + f ′(v) · ∇xY = 0, Y (x, 0, v) = Y n−1(x, v), and define un(x, v) = Z M (1 − Y (x, h, v)) dv, Y n(x, v) = Y (v, un(x)).

slide-9
SLIDE 9

Time discrete BGK-type approximation (Brenier, Giga-Miyakawa): Define the kinetic function as (for u > 0): Y (v, u) =  0 v < u 1 v ≥ u. Y (v, u(x)) – kenetic density of u(x). Let h > 0 – time step, n ∈ N,

◮ Given un−1(x), set Y n−1(x, v) = Y (v, un−1(x)), solve

8 < : ∂tY + f ′(v) · ∇xY = 0, Y (x, 0, v) = Y n−1(x, v), and define un(x, v) = Z M (1 − Y (x, h, v)) dv, Y n(x, v) = Y (v, un(x)).

◮ Setting un = Sh(un−1) :

◮ Sh(u) − Sh(v)L1 ≤ u − vL1; ◮ Sh1(u) − Sh2(u)L1 ≤ C|h1 − h2|TV (u).

slide-10
SLIDE 10

Time discrete BGK-type approximation (Brenier, Giga-Miyakawa): Define the kinetic function as (for u > 0): Y (v, u) =  0 v < u 1 v ≥ u. Y (v, u(x)) – kenetic density of u(x). Let h > 0 – time step, n ∈ N,

◮ Given un−1(x), set Y n−1(x, v) = Y (v, un−1(x)), solve

8 < : ∂tY + f ′(v) · ∇xY = 0, Y (x, 0, v) = Y n−1(x, v), and define un(x, v) = Z M (1 − Y (x, h, v)) dv, Y n(x, v) = Y (v, un(x)).

◮ Set uh(x, hn) = un(x) and linearly interpolate for t ∈ (h(n − 1), hn).

Then uh → u in C([0, T); L1(Rn)), ∀T > 0, and u is a solution of (S.C.L.).

slide-11
SLIDE 11

Time discrete BGK-type approximation (Brenier, Giga-Miyakawa): Define the kinetic function as (for u > 0): Y (v, u) =  0 v < u 1 v ≥ u. Y (v, u(x)) – kenetic density of u(x). Let h > 0 – time step, n ∈ N,

◮ Given un−1(x), set Y n−1(x, v) = Y (v, un−1(x)), solve

8 < : ∂tY + f ′(v) · ∇xY = 0, Y (x, 0, v) = Y n−1(x, v), and define un(x, v) = Z M (1 − Y (x, h, v)) dv, Y n(x, v) = Y (v, un(x)).

◮ Set uh(x, hn) = un(x) and linearly interpolate for t ∈ (h(n − 1), hn).

Then uh → u in C([0, T); L1(Rn)), ∀T > 0, and u is a solution of (S.C.L.).

◮ (Vasseur) Convergence without BV bounds.

slide-12
SLIDE 12

(Perthame-Tadmor) Continuous time BGK-type approximation. ∂tY + f ′(v) · ∇xY = ε−1(Y (v, u(x, t)) − Y ), u(x, t) = R M

0 (1 − Y (x, t, v)) dv.

◮ uε → u – solution of (S.C.L.).

slide-13
SLIDE 13

(Perthame-Tadmor) Continuous time BGK-type approximation. ∂tY + f ′(v) · ∇xY = ε−1(Y (v, u(x, t)) − Y ), u(x, t) = R M

0 (1 − Y (x, t, v)) dv.

◮ uε → u – solution of (S.C.L.).

Kinetic formulation of Lions-Perthame-Tadmor. u(x, t) is an entropy solution of (S.C.L.) iff there is a nonnegative measure m ∈ M+(Rn+2

+

), and Y (x, t, v) = Y (v, u(x, t)) solves: (K.eq.) ∂tY + f ′(v) · ∇xY = − ∂vm, Y (x, 0, v) = Y (v, u0(x)). Applications: (Lions-Perthame-Tadmor) W s,1

t,x , s ∈ (0, 1/3), -regularity of L∞ solutions.

(De Lellis-Otto-Westdickenberg) Structure of L∞ solutions.

slide-14
SLIDE 14

Measure-valued solutions. Let for every (x, t), Y (x, t, v) be non-decreasing in v and Y (x, t, 0) = 0, Y (x, t, M) = 1 and ∂tY + f ′(v) · ∇xY = − ∂vm, m ∈ M+(Rn+2

+

).

◮ Y (x, t, v) defines a probability measure νx,t on R :

νx,t((v1, v2]) = Y (x, t, v2) − Y (x, t, v1), and for any convex entropy-entropy flux pair (η, q) : ∂tη, νx,t + ∂xq, νx,t ≤ 0, D′(Rn+1).

slide-15
SLIDE 15

Measure-valued solutions. Let for every (x, t), Y (x, t, v) be non-decreasing in v and Y (x, t, 0) = 0, Y (x, t, M) = 1 and ∂tY + f ′(v) · ∇xY = − ∂vm, m ∈ M+(Rn+2

+

).

◮ Y (x, t, v) defines a probability measure νx,t on R :

νx,t((v1, v2]) = Y (x, t, v2) − Y (x, t, v1), and for any convex entropy-entropy flux pair (η, q) : ∂tη, νx,t + ∂xq, νx,t ≤ 0, D′(Rn+1).

◮ (Tartar) Compensated compactness method. ◮ (Schochet) Entropy mv-solutions (with given ν0,x) are not unique. ◮ (DiPerna) MV-solutions with

ν0,x = δu0(x), coincide with weak entropy solutions.

slide-16
SLIDE 16

Measure-valued solutions. Let for every (x, t), Y (x, t, v) be non-decreasing in v and Y (x, t, 0) = 0, Y (x, t, M) = 1 and ∂tY + f ′(v) · ∇xY = − ∂vm, m ∈ M+(Rn+2

+

).

◮ Y (x, t, v) defines a probability measure νx,t on R :

νx,t((v1, v2]) = Y (x, t, v2) − Y (x, t, v1), and for any convex entropy-entropy flux pair (η, q) : ∂tη, νx,t + ∂xq, νx,t ≤ 0, D′(Rn+1).

◮ (Tartar) Compensated compactness method. ◮ (Schochet) Entropy mv-solutions (with given ν0,x) are not unique.

◮ Take Y (x, 0, v) = v/M, independent of x. ◮ Take m1(x, t, v) ≡ 0 and m2(x, t, v) = m(v) ≥ 0,

m′(0) = m′(M) = 0.

◮ Obtain two solutions v/M and v/M − tm′(v).

◮ (DiPerna) MV-solutions with

ν0,x = δu0(x), coincide with weak entropy solutions.

slide-17
SLIDE 17

Variational property of the kinetic solutions Y = Y (v, u(x, t)).

d dt Z L Z M Y 2 dxdv = − d dt Z L u(x, t) dx = 0. Consider ∂tY + f ′(v) · ∂xY = − ∂vm.

◮ Let ˜

Y (x, v) be non-decreasing in v test function, then (V.K.eq.) Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0.

◮ (V.K.eq.) is equivalent to (K.eq.) if Y = Y (x, u(x, t)), but more

restrictive when Y comes from mv-solution.

◮ For mv-solutions (V.K.eq.) imposes a non-linear constraint

d dt Z L Z M Y 2 dxdv = 0.

slide-18
SLIDE 18

Variational property of the kinetic solutions Y = Y (v, u(x, t)).

d dt Z L Z M Y 2 dxdv = − d dt Z L u(x, t) dx = 0. Consider ∂tY + f ′(v) · ∂xY = − ∂vm.

◮ Let ˜

Y (x, v) be non-decreasing in v test function, then (V.K.eq.) Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0.

◮ (V.K.eq.) is equivalent to (K.eq.) if Y = Y (x, u(x, t)), but more

restrictive when Y comes from mv-solution.

◮ For mv-solutions (V.K.eq.) imposes a non-linear constraint

d dt Z L Z M Y 2 dxdv = 0.

◮ Stability: Y1(·, t, ·) − Y2(·, t, ·)L2

x,v ≤ Y1(·, 0, ·) − Y2(·, 0, ·)L2 x,v.

◮ (Panov) Existence/uniqueness of mv-solutions verifying (V.K.eq.).

slide-19
SLIDE 19

(Panov, Brenier) Y is a solution of (V.K.eq.) iff the level curves of Y (x, t, ·), uλ(x, t) = sup{v : Y (x, t, v) ≤ λ}, ∀λ ∈ [0, 1], are weak entropy solutions of (S.C.L.)

slide-20
SLIDE 20

(Panov, Brenier) Y is a solution of (V.K.eq.) iff the level curves of Y (x, t, ·), uλ(x, t) = sup{v : Y (x, t, v) ≤ λ}, ∀λ ∈ [0, 1], are weak entropy solutions of (S.C.L.) Consider Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0.

◮ Take

˜ Y = Y + c0φ′(Y )η′(v)ω(x, t), c0 > 0, φ′ ≥ 0, η′′ ≥ 0. Test function ω ≥ 0, smooth, L–periodic in x.

slide-21
SLIDE 21

(Panov, Brenier) Y is a solution of (V.K.eq.) iff the level curves of Y (x, t, ·), uλ(x, t) = sup{v : Y (x, t, v) ≤ λ}, ∀λ ∈ [0, 1], are weak entropy solutions of (S.C.L.) Consider Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0.

◮ Take

˜ Y = Y + c0φ′(Y )η′(v)ω(x, t), c0 > 0, φ′ ≥ 0, η′′ ≥ 0. Test function ω ≥ 0, smooth, L–periodic in x.

◮ Compute

∂v ˜ Y = ∂vY (1 + c0φ′′η′ω) + φ′η′′ω ≥ 0.

slide-22
SLIDE 22

(Panov, Brenier) Y is a solution of (V.K.eq.) iff the level curves of Y (x, t, ·), uλ(x, t) = sup{v : Y (x, t, v) ≤ λ}, ∀λ ∈ [0, 1], are weak entropy solutions of (S.C.L.) Consider Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0.

◮ Take

˜ Y = Y + c0φ′(Y )η′(v)ω(x, t), c0 > 0, φ′ ≥ 0, η′′ ≥ 0. Test function ω ≥ 0, smooth, L–periodic in x.

◮ Compute

∂v ˜ Y = ∂vY (1 + c0φ′′η′ω) + φ′η′′ω ≥ 0. ≤ Z L Z M ωη′(v)∂tφ(Y ) + ωq′(v)∂xφ(Y ) dvdx = Z L ωt „Z M η(v)φ′(Y )Yv dv « dx + Z L ωx „Z M q(v)φ′(Y )Yv dv « dx ...λ = Y (·, ·, v)... = Z L ωt Z 1 η(uλ)φ′(λ) dλ + Z L ωx Z 1 q(uλ)φ′(λ) dλ, ∀ φ′(λ) ≥ 0.

slide-23
SLIDE 23

(Brenier) Define H = {Y ∈ L2((0, L) × (0, M)), L − periodic}, K = {Y ∈ H, nondecreasing in v.}

◮ K– closed convex cone.

∂K(Y ) = {Z ∈ H, R L R M

0 ( ˜

Y − Y ) · Z dvdx ≤ 0}. Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0, (Diff.incl.) ∂tY ∈ − (f ′(v) · ∇xY + ∂K(Y )). f ′(v) · ∇xY + ∂K(Y ) monotone (and maximal if |f ′(v)| = 0).

slide-24
SLIDE 24

(Brenier) Define H = {Y ∈ L2((0, L) × (0, M)), L − periodic}, K = {Y ∈ H, nondecreasing in v.}

◮ K– closed convex cone.

∂K(Y ) = {Z ∈ H, R L R M

0 ( ˜

Y − Y ) · Z dvdx ≤ 0}. Z L Z M ( ˜ Y − Y )(∂tY + f ′(v) · ∂xY ) dxdv ≥ 0, (Diff.incl.) ∂tY ∈ − (f ′(v) · ∇xY + ∂K(Y )). f ′(v) · ∇xY + ∂K(Y ) monotone (and maximal if |f ′(v)| = 0).

  • 1. (Existence/Uniqueness) For any initial data Y0 ∈ K, there a unique

solution Y ∈ C([0, +∞); H).

  • 2. (Regularity) If ∂xY0 ∈ H then

∂xY, ∂tY ∈ L∞((0, +∞); H). If, in addition, ∂vY0 ∈ H, then ∂vY ∈ L∞((0, +∞); H).

  • 3. (Stability) Lp stability: for any p ∈ [1, +∞], and two solutions Yi

Y1(t) − Y2(t)Lp ≤ Y1(0) − Y2(0)Lp, ∀t > 0.

slide-25
SLIDE 25

(Brenier) Solutions Y h of a time-discrete BGK-type approximation converge to a solution of (Diff.incl.). Projection-type approximation of (Diff.incl.):

  • 1. h > 0 – time step. Given Y n−1(x, v) ∈ K, define

Y n = ProjK(Y n−1(x − hf ′(v), v)). 2. ∇x,vY n ≤ ∇x,vY 0, Y n − Y n−1 h ≤ C∂xY 0.

  • 3. Define Y h : Y h(x, nh, v) = Y n(x, v), and linear for t ∈ [(n − 1)h, nh].

Y h(t) − Y h(s) ≤ C|t − s|, Y h → Y, in C([0, T]; H), ∀T > 0, Y – solution of (Diff.incl.).

slide-26
SLIDE 26

Strong solutions Y of (Diff.incl.) are minimal solutions: ∂tY = min

Z∈∂K(Y ) f ′(v)∂xY + Z, ∀t > 0.

Dual formulation: define the tangent cone TK(Y ) = H – closure of {h( ˜ Y − Y ), h ≥ 0, ˜ Y ∈ K}.

◮ ∂tY ∈ TK(Y ). ◮ TK(Y ) is a polar cone to ∂K(Y ).

Then, ∂tY + f ′(v) · ∇xY = min

V ∈TK(Y ) V + f ′(v) · ∇xY .

∂tY minimizes an “interaction functional” minV ∈TK(Y ) V + f ′(v) · ∇xY .

slide-27
SLIDE 27
  • Example. Let x ∈ R, f ′′ ≥ 0 and u− < u+.

u0(x) = 8 < : u+ x ∈ [0, L/3) u− x ∈ [L/3, 2L/3) u+ x ∈ [2L/3, L] . Set Y0 = Y (x, u0(x)), and Yε(x, v) = Y0(x, v) ∗ ωε(x). Let ∂tYε be the solution of the minimization problem min

V ∈TK(Yε) V + f ′(v) · ∇xYε,

then ∂tYε = 8 < : −f ′(v) · ∇xYε x close to 2L/3 −σ∂xYε x close to L/3

  • therwise

, σ = f(u+) − f(u−) u+ − u− .

slide-28
SLIDE 28

Part II

Admissible set K = { maxwellians }. Motivation – gradient flows in the spaces of prob. measures. ∂tf + div v(ξf) = 0, ξ ∈ ∂Φ(f), Φ(f) – displacement convex functional.

◮ (Otto) The heat eq. and porous medium eq.

Φ = − Z f ln f dv, Φ = 1 m − 1 Z ρm dv.

◮ (Kinderleher-Jordan-Otto) Fokker-Planck equation.

Φ = − Z f ln „f ¯ f « dv, ¯ f ∈ K.

◮ (Carlen-Gangbo) Time-discrete scheme for a model Boltzmann

equation: ∂tf + v · ∇xf − Tdiv v(f∇v ln f Mf ) = 0.

slide-29
SLIDE 29

The Euler equations in R3 for monatomic gas (γ = 5/3).

◮ (ρ, u, T)(x, t) – density, velocity and temperature of the gas. ◮ Kinetic density: f =

ρ (2π)3/2 e− |v−u|2

2T

.

◮ The Euler equations:

(E.eqs.) Z 2 4 1 v |v|2 3 5 (∂tf + v · ∇xf) dv = 0. Maxwellian densities: K = 8 < :µ = e− |v−u|2

2T

(2πT)3/2 : u ∈ R3, T ∈ R+ 9 = ; in the metric space P2

r =

˘

  • abs. continuous prob. measures on R3 with finite second moments

¯ .

slide-30
SLIDE 30

(Refs.: Ambrosio-Gigli-Savar´ e, Villani.) Metric W2(µ, ν) given by W 2

2 (µ, ν)

= Z |tν

µ(v) − v|2µ dv

= min

t(v):ν=t#µ

Z |t(v) − v|2µ dv, tν

µ(v) – optimal map, carrying µ to ν.

Tangent vector: let µ(t) be a smooth curve in P2

r . The tangent vector to

µ(t) is defined as v(t, v) = lim

h→0

tµ(t+h)

µ(t)

(v) − v h , in L2

µ(t).

◮ v(t, v) is the transport velocity:

∂tµ + div v(vµ) = 0.

slide-31
SLIDE 31

For µ1, µ2 in K, tµ2

µ1(v) =

r T2 T1 v + u2 − r T2 T1 u1. For µ(t) ⊂ K, tangent vectors v = α + βv, α ∈ R3, β ∈ R. Tangent plane to K at µ : TK(µ) = {α + βv : α ∈ R3, β ∈ R}.

slide-32
SLIDE 32

For µ1, µ2 in K, tµ2

µ1(v) =

r T2 T1 v + u2 − r T2 T1 u1. For µ(t) ⊂ K, tangent vectors v = α + βv, α ∈ R3, β ∈ R. Tangent plane to K at µ : TK(µ) = {α + βv : α ∈ R3, β ∈ R}. Convexity (McCann): Given µ1, µ2 ∈ K, and α ∈ [0, 1], let tα(v) = αv + (1 − α)tµ2

µ1(v),

◮ tα#µ1 is a constant speed geodesic between µ1 and µ2. ◮ tα#µ1 coincides the optimal map tµα

µ1 , where µα is the maxwellian

with (uα, Tα) given by  uα = (1 − α)u2 + αu1, √Tα = (1 − α)√T2 + α√T1. For Φ(µ) =  µ ∈ K, +∞ µ ∈ K,

◮ Φ is displacement (geodesically) convex: for any µ1, µ2 ∈ K,

Φ(tα#µ1) ≤ αΦ(µ1) + (1 − α)Φ(µ2).

slide-33
SLIDE 33

Subdifferential: Let Φ : P2

r → R ∪ {+∞} be displacement convex. An element ξ ∈ L2 µ

belongs to ∂Φ for any ν ∈ P2

r ,

Φ(ν) ≥ Φ(µ) + Z ξ(v) · (tν

µ(v) − v) dµ.

ξ ∈ ∂K(µ), with µ ∈ K, if ξ ∈ L2

µ and

Z ξ · (α + βv)µ dv = 0, α ∈ R3, β ∈ R, i.e., ∂K(µ) is the orthogonal complement of TK(µ).

slide-34
SLIDE 34

Subdifferential: Let Φ : P2

r → R ∪ {+∞} be displacement convex. An element ξ ∈ L2 µ

belongs to ∂Φ for any ν ∈ P2

r ,

Φ(ν) ≥ Φ(µ) + Z ξ(v) · (tν

µ(v) − v) dµ.

ξ ∈ ∂K(µ), with µ ∈ K, if ξ ∈ L2

µ and

Z ξ · (α + βv)µ dv = 0, α ∈ R3, β ∈ R, i.e., ∂K(µ) is the orthogonal complement of TK(µ). Given (ρ, u, T)(x, t) smooth solution on (E.eqs.) and f its kinetic density compute (K.E.eq.) ∂tf + v · ∇xf + div v(ξf) = 0, with ξ = − „ 3 − |v − u|2 T « ∇xT 2 + (v − u)t „ D − 1 3tr(D)I « , where D = (∇xu + ∇t

xu)/2.

With µ = f(x, t, ·)/ρ(x, t) ∈ K, ξ(x, t, ·) ∈ L2

µ(x,t,·)(R3),

ξ(x, t, ·) ∈ ∂K (µ(x, t, ·)) .

slide-35
SLIDE 35

Minimization. Consider a normalized transport curve ηh ∈ P2

r ,

ηh = f(x − vh, t, v) R f(x − hv, t, v) dv , and µh = f(x, t + h, v)/ρ(x, t + h) = µ(t + h) ∈ K. Let ξ2, ξ1 ∈ L2

µ0 be the tangent vectors to ηh and µh at h = 0 :

∂hµh + div v(ξ1µh) = 0, ∂hηh + div v(ξ2ηh) = 0. Then, with ξ from the (K.E.eq.), ξ2 = ξ1 + ξ, ξ1 ⊥ ξ in L2

µ(t),

and ξ1 − ξ2L2

µ(t) =

min

˜ ξ∈TK(µ(t)) ˜

ξ − ξ2L2

µ(t).

slide-36
SLIDE 36

Discrete time projection scheme:

  • 1. (Transport) Given f n−1(x, ·) and h > 0, define

ρn(x) = Z f n−1(x − hv, v) dv, ˜ µn(x, v) = f n−1(x − vh, v) ρn(x) .

  • 2. (Projection) Find a minimizer µn ∈ K :

W2(µn, ˜ µn) = min

η∈K W2(η, ˜

µn).

  • 3. Set

f n(x, v) = ρn(x)µn(x, v).

◮ There is unique minimizer µn in Step 2 and (compare with BGK)

Z f n dv = Z f n−1(x − hv, v) dv, Z vf n dv = Z vf n−1(x − hv, v) dv, Z |v|2f n dv < Z |v|2f n−1(x − hv, v) dv.

slide-37
SLIDE 37

Local error estimate. Let (ρ, u, T) ∈ C2

t,x(R3 × [0, T0]) be a solution of the Euler equations with

inf ρ = inf

R3×[0,T0] ρ(x, t) > 0,

inf T = inf

R3×[0,T0] T(x, t) > 0.

Let f(x, t, v) be the kinetic density of (ρ, u, T), µ = f/ρ, and h > 0. With µ1 – first iteration of the discrete scheme, W2(µ1(x, ·), µ(x, h, ·)) = O(h2), uniformly in x ∈ R3. Additionally, uniformly in x ∈ R3, Z 2 4 1 vi |v|2 3 5 (f 1(x, v) − f(x, h, v)) dv = O(h2), i = 1..3.

slide-38
SLIDE 38

Local error estimate. Let (ρ, u, T) ∈ C2

t,x(R3 × [0, T0]) be a solution of the Euler equations with

inf ρ = inf

R3×[0,T0] ρ(x, t) > 0,

inf T = inf

R3×[0,T0] T(x, t) > 0.

Let f(x, t, v) be the kinetic density of (ρ, u, T), µ = f/ρ, and h > 0. With µ1 – first iteration of the discrete scheme, W2(µ1(x, ·), µ(x, h, ·)) = O(h2), uniformly in x ∈ R3. Additionally, uniformly in x ∈ R3, Z 2 4 1 vi |v|2 3 5 (f 1(x, v) − f(x, h, v)) dv = O(h2), i = 1..3. Open questions.

◮ Convergence of the scheme to a smooth solution. ◮ Variational formulation for weak solution.

slide-39
SLIDE 39

References

  • L. Ambrosio, N. Gigli, G. Savare, Gradient flows in metric spaces and

in the space of probability measures, Lectures in Math., EHT Z¨ urich, Birkha¨ user 2000.

  • Y. Brenier, Averaged multivalued solutions for scalar conservation

laws, SIAM J. Numer. Anal. 21 (1984) p. 1013–1037.

  • Y. Brenier, L2 formulation of multidimensional scalar conservation

laws, Arch. Rat. Mech. Anal. 193 (2009) p. 1–19. E.A. Carlen, W. Gangbo, Solution of a Model Boltzmann Equation via Steepest Descent in the 2-Wasserstein Metric, Arch Rat. Mech. Anal., 172 (2004) p. 21–64.

  • C. De Lellis, F. Otto and M. Westdickenberg, Structure of entropy

solutions for multi-dimensional scalar conservation laws, ARMA 170 (2003), 137–184. R.J. DiPerna, Measure-valued solutions to conservation laws, ARMA 88 (1985) p. 223–270. S.N. Kruzhkov, First order quisilinear equations in several independent variables, Mat. Sbornik 81 (1970), no. 2, p. 228–255.

slide-40
SLIDE 40
  • Y. Giga, E. Miyakawa, A kinetic construction of global solutions of

first order quasilinear equations, Duke Math. J. 50 (1983) p. 505–515. P.-L. Lions, B. Perthame, E. Tadmor, A kinetic formulation of multidimensional scalar conservation laws and related problems, J.

  • Am. Math. Soc. 7 (1994) p. 169–191.
  • Y. Giga, E. Miyakawa, A kinetic construction of global solutions of

first order quasilinear equations, Duke Math. J. 50 (1983) p. 505–515.

  • R. Jordan, D. Kinderleher, F. Otto. The variational formulation of the

Fokker-Planck equation, SIAM Jour. Math Anal., 29 (1998), p. 1–17. P.-L. Lions, B. Perthame, E. Tadmor, A kinetic formulation of multidimensional scalar conservation laws and related problems, J.

  • Am. Math. Soc. 7 (1994) p. 169–191.

R.J. McCann, A convexity principle for interacting gases, Adv. Math. 128 (1997), p. 151–179.

  • F. Otto, The geometry of dissipative evolution equations: the porous

medium equation, Comm. PDEs 26 (2001), p.101–174. E.Yu. Panov, On measure-valued solutions of the Cauchy problem for a first order quasilinear equation, Izvest. Ross. Akad. Nauk, (1996), no.

slide-41
SLIDE 41

2, p. 107–148; English Transl. in Izvestiya: Mathematics 60 (1996), no. 2, p. 335–377. E.Yu. Panov, On kinetic formulation of first-order hyperbolic quasilinear systems, Ukranian Math. Vistnik 1 (2004), no. 4, p. 548–563.

  • M. Perepelitsa, Variational properties of the kinetic solutions of scalar

conservation laws, (2011), arXiv:1105.2695v2 [math.AP].

  • M. Perepelitsa, A note on a kinetic formulation of the Euler equations,

(2012), preprint 2012-008, http://www.math.ntnu.no/conservation/.

  • B. Perthame, E. Tadmor, A kinetic equation with kinetic entropy

functions for scalar conservation law, Comm. Math. Phys. 136, 3 (1991), 501–517.

  • S. Schochet, Examples of measure-valued solutions, Comm. PDEs,

14(5) (1989) p. 545–575.

  • L. Tartar, Compensated compactness and applications to partial

differential equations, Research notes in mathematics, nonlinear analysis, and mechanics: Heriot-Watt Symposium, 4 (1979), p. 136–212.

slide-42
SLIDE 42
  • A. Vasseur, Kinetic semidiscretization of scalar conservation laws and

convergence by using averaging lemmas, SIAM J. Numer. Anal. 36 (1999), no. 2, 465–474.