Abstract
We present a numerical method for approximating the solutions of degenerate parabolic equations with a formal gradient flow structure. The numerical method we propose preserves at the discrete level the formal gradient flow structure, allowing the use of some nonlinear test functions in the analysis. The existence of a solution to and the convergence of the scheme are proved under very general assumptions on the continuous problem (nonlinearities, anisotropy, heterogeneity) and on the mesh. Moreover, we provide numerical evidences of the efficiency and of the robustness of our approach.
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Acknowledgments
The authors are grateful to the anonymous referees for their valuable comments on the paper. They also warmly thank Flore Nabet and Thomas Rey for their precious feedback.
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Communicated by Eitan Tadmor.
This work was supported by the French National Research Agency ANR (Project GeoPor, Grant ANR-13-JS01-0007-01).
Appendix: Some Lemmas Related to the VAG Discretization
Appendix: Some Lemmas Related to the VAG Discretization
This appendix gathers lemmas on some properties of the VAG discretization that are independent of the continuous problem (and thus of the scheme). In what follows, \(\mathcal {D}= (\mathcal {M},\mathcal {T})\) denote a discretization of \(\Omega \) as prescribed in Sect. 2.1.1, and \(\pi _\mathcal {T}, \pi _\mathcal {M}, \pi _\mathcal {D}\) and \(\varvec{\nabla }_\mathcal {T}\) are the corresponding reconstruction operators.
Lemma 6.1
For \(\kappa \in \mathcal {M}\), let \(\mathbf{A}_\kappa = \left( a^\kappa _{\mathrm{s},\mathrm{s}'} \right) _{\mathrm{s},\mathrm{s}' \in \mathcal {V}_\kappa } \) be the matrix defined by (34), then there exists C depending only on \({\varvec{\Lambda }}\), \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) (but not on \(\kappa \)) such that \(\mathrm{Cond} _2(\mathbf{A}_\kappa ) \le C\).
Proof
Following [26, Lemma 3.2], there exist \(C_1,C_2 >0\) depending only on \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that, for all \({\varvec{u}}\in W_\mathcal {D}\) and all \(\kappa \in \mathcal {M}\), one has
where \(h_\kappa \) denotes the diameter of the cell \(\kappa \in \mathcal {M}\). As a consequence, one has
Since the application \({\varvec{\delta }}_\kappa : W_\mathcal {D}\rightarrow \mathbb {R}^{\ell _\kappa } \) is onto, we deduce that
and thus that \( \mathrm{Cond} _2(\mathbf{A}_\kappa ) \le \frac{\lambda ^\star C_2}{\lambda _\star C_1}. \) \(\square \)
Lemma 6.2
There exists \(C\ge 1\) depending only on \({\varvec{\Lambda }}\), \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that, for all \(\kappa \in \mathcal {M}\) and all \({\varvec{v}}= {(v_\mathrm{s})} _{\mathrm{s}\in \mathcal {V}_\kappa } \in \mathbb {R}^{\ell _\kappa } \), one has
Proof
Denoting by \(\Vert \cdot \Vert _{q} \) the usual matrix q-norm, one has
Since the dimension of the space \(\mathbb {R}^{\ell _\kappa } \) is bounded by \(\ell _\mathcal {D}\), there exists \(C_1\) depending only on \(\ell _\mathcal {D}\) such that \(\Vert \mathbf{A}_\kappa \Vert _1 \le C_1 \Vert \mathbf{A}_\kappa \Vert _2\), so that
On the other hand, since \(\mathbf{A}_\kappa \) is symmetric definite and positive, one has
Using Lemma 6.1, we obtain that there exists \(C_2>0\) depending only on \({\varvec{\Lambda }}\), \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that
Putting (120) and (121) together, we conclude the proof of Lemma 6.2 by choosing \(C = \frac{C_1}{C_2} \). \(\square \)
Lemma 6.3
Let \(\kappa \in \mathcal {M}\) and \(\mathbf{A}_\kappa = (a^\kappa _{\mathrm{s},\mathrm{s}'})_{\mathrm{s},\mathrm{s}'\in \mathcal {V}_\kappa } \in \mathbb {R}^{\ell _\kappa \times \ell _\kappa } \) be the matrix defined by (34). Let \({\varvec{\mu }}_\kappa = \left( \mu _{\kappa ,\mathrm{s}} \right) _{\mathrm{s}\in \mathcal {V}_\kappa } \in \mathbb {R}^{\ell _\kappa } \) and \({\varvec{v}}\in W_\mathcal {D}\), then
Proof
Using \(ab \le \frac{a^2}{2} + \frac{b^2}{2}\), we obtain that
One concludes the proof of Lemma 6.3 by noticing that, since \(\mathbf{A}_\kappa \) is symmetric, the two terms in the right-hand side of the above inequality are equal. \(\square \)
Lemma 6.4
There exists C depending only on \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that
Proof
Let \(\kappa \in \mathcal {M}\), then there exist \(T_1, \ldots , T_{r} \) simplexes, with \(r=\ell _\kappa \) if \(d = 2\) and \(r = 2 \#\mathcal {E}_\kappa \) if \(d=3\), such that
The Euler-Descartes theorem ensures that \(r \le 4 (\ell _\mathcal {D}- 1)\) if \(d=3\).
If \(T_i\) and \(T_j\) share a common edge, one gets that
Let \(i_0, i_1 \in \{1,\ldots , r_\kappa \} \) be arbitrary but different, we deduce from the previous inequality the following non-optimal estimate:
Let \(i_\mathrm{max} \) be such that \(\mathrm{meas}(T_{i_\mathrm{max} }) = \max _{1 \le i \le r} \mathrm{meas}(T_i)\), then
\(\square \)
We state now a slight generalization of [26, Lemma 3.4], where the same result is proven in the particular case \(q=2\). The straightforward adaptation of the proof given in [26] to the case \(q \ne 2\) is left to the reader.
Lemma 6.5
There exists C depending only on \(\ell _\mathcal {D}\) and \(\theta _\mathcal {T}\) defined in (24) and (21), respectively, such that, for all \({\varvec{v}}\in W_{\mathcal {D}}\) and all \(q \in [1,\infty ]\), one has
Lemma 6.6
Let \(\mathcal {D}\) be a discretization of \(\Omega \) as introduced in Sect. 2.1.1 such that \(\zeta _\mathcal {D}>0\), then there exist \(C_1 >0\) depending only on q, \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) and \(C_2\) depending moreover on \(\zeta _\mathcal {D}\) such that
Proof
Let \({\widehat{T}}\) be a reference tetrahedron, and let \({\widehat{v}}: {\widehat{T}} \rightarrow \mathbb {R}\) be an affine function with nodal values \(v_i\), \(i \in \{1,\ldots , 4\} \), then for all \(q>0\), there exists C depending on q such that
Therefore, using classical properties of the affine change of variable between simplexes, one gets the existence of C depending only on q, \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that, for all \({\varvec{v}}\in W_{\mathcal {D}} \),
On the other hand, one has
A classical geometrical property and (29) yield
and similarly
Notice now that the following geometrical identity holds:
Lemma 6.4 yields the existence of \(C>0\) depending on \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that
and the result of Lemma 6.6 follows. \(\square \)
Lemma 6.7
Let \(\mathcal {D}\) be a discretization of \(\Omega \) as introduced in Sect. 2.1.1 such that \(\zeta _\mathcal {D}>0\), then, for all \(q \in [1,\infty ]\), one has
Proof
Let \({\varvec{v}}= \left( v_\kappa , v_\mathrm{s}\right) _{\kappa \in \mathcal {M}, \mathrm{s}\in \mathcal {V}} \in W_{\mathcal {D}},\) then it follows from (124) that
Lemma 6.8
Let \({\varvec{v}}= {(v_\kappa , v_\mathrm{s})} _{\kappa ,\mathrm{s}} \in W_\mathcal {D}\) be such that \(v_\beta \ge 0\) for all \(\beta \in \mathcal {M}\cup \mathcal {V}\), and define \({\overline{{\varvec{v}}}}= {({\overline{v}}_\kappa , {\overline{v}}_\mathrm{s})} _{\kappa ,\mathrm{s}} \in W_\mathcal {D}\) by
Then there exists C depending only on \(\theta _\mathcal {T}\), \(\ell _\mathcal {D}\) and \(\zeta _\mathcal {D}\) such that
Proof
Let \({\varvec{v}}\in W_\mathcal {D}\) be a vector with positives coordinates, and let \({\overline{{\varvec{v}}}}\) be constructed as above. It follows from the construction of \({\overline{{\varvec{v}}}}\) that
whence, applying (123) with \(q=1\), one gets
The result now directly follows from Lemma 6.6. \(\square \)
Lemma 6.9
Let \({\varvec{u}}= (u_\kappa , u_\mathrm{s})_{\kappa \in \mathcal {M}, \mathrm{s}\in \mathcal {V}} \in W_\mathcal {D}\), then for all \(\kappa \in \mathcal {M}\), we define \({\overline{{\varvec{\delta }}}}{\varvec{u}}= \left( {\overline{\delta }}_\kappa {\varvec{u}}, {\overline{\delta }}_\mathrm{s}{\varvec{u}}\right) _{\kappa \in \mathcal {M}, \mathrm{s}\in \mathcal {V}} \in W_\mathcal {D}\) by
then, for all \(q \in [1,\infty ]\), there exists C depending only on q, \(\theta _\mathcal {T}\), and \(\ell _\mathcal {D}\) such that
Proof
Let \(\kappa \in \mathcal {M}\) and \(\mathrm{s}\in \mathcal {V}_\kappa \), then there exists a simplicial subelement \(T \in \mathcal {T}\) of \(\kappa \in \mathcal {M}\) such that \({\varvec{x}}_\kappa \) and \({\varvec{x}}_\mathrm{s}\) are vertices of T. Then it follows from classical finite element arguments (see, e.g. [40, 46]) that
where c depends only on the dimension d and on q, while C depends additionally on \(\theta _\mathcal {T}\). Thanks to Lemma 6.4, we get the existence of C depending on d, q, \(\theta _\mathcal {T}\) and \(\ell _\mathcal {D}\) such that,
Summing over \(\kappa \in \mathcal {M}\) provides that (125) holds. \(\square \)
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Cancès, C., Guichard, C. Numerical Analysis of a Robust Free Energy Diminishing Finite Volume Scheme for Parabolic Equations with Gradient Structure. Found Comput Math 17, 1525–1584 (2017). https://doi.org/10.1007/s10208-016-9328-6
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DOI: https://doi.org/10.1007/s10208-016-9328-6