<p>We introduce and analyze a numerical approximation of the porous medium equation with fractional potential pressure introduced by Caffarelli and Vázquez: <Equation ID="Equ35"> <EquationSource Format="TEX">\( \partial _t u = \nabla \cdot (u^{m-1}\nabla (-\Delta )^{-\sigma }u) \qquad \text {for} \qquad m\ge 2 \quad \text {and} \quad \sigma \in (0,1). \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <msub> <mi>∂</mi> <mi>t</mi> </msub> <mi>u</mi> <mo>=</mo> <mi mathvariant="normal">∇</mi> <mo>·</mo> <mrow> <mo stretchy="false">(</mo> <msup> <mi>u</mi> <mrow> <mi>m</mi> <mo>-</mo> <mn>1</mn> </mrow> </msup> <mi mathvariant="normal">∇</mi> <msup> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi mathvariant="normal">Δ</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mo>-</mo> <mi>σ</mi> </mrow> </msup> <mi>u</mi> <mo stretchy="false">)</mo> </mrow> <mspace width="2em" /> <mtext>for</mtext> <mspace width="2em" /> <mi>m</mi> <mo>≥</mo> <mn>2</mn> <mspace width="1em" /> <mtext>and</mtext> <mspace width="1em" /> <mi>σ</mi> <mo>∈</mo> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mo>.</mo> </mrow> </math></EquationSource> </Equation>Our scheme is for one space dimension and positive solutions <i>u</i>. It consists of solving numerically the equation satisfied by <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(v(x,t)=\int _{-\infty }^xu(y,t)dy\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>v</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <msubsup> <mo>∫</mo> <mrow> <mo>-</mo> <mi>∞</mi> </mrow> <mi>x</mi> </msubsup> <mi>u</mi> <mrow> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mi>d</mi> <mi>y</mi> </mrow> </math></EquationSource> </InlineEquation>, the quasilinear nondivergence form equation <Equation ID="Equ36"> <EquationSource Format="TEX">\( \partial _t v= -|\partial _x v|^{m-1} (- \Delta )^{s} v \qquad \text {where} \qquad s=1-\sigma , \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <msub> <mi>∂</mi> <mi>t</mi> </msub> <mi>v</mi> <mo>=</mo> <mo>-</mo> <msup> <mrow> <mo stretchy="false">|</mo> <msub> <mi>∂</mi> <mi>x</mi> </msub> <mi>v</mi> <mo stretchy="false">|</mo> </mrow> <mrow> <mi>m</mi> <mo>-</mo> <mn>1</mn> </mrow> </msup> <msup> <mrow> <mo stretchy="false">(</mo> <mo>-</mo> <mi mathvariant="normal">Δ</mi> <mo stretchy="false">)</mo> </mrow> <mi>s</mi> </msup> <mi>v</mi> <mspace width="2em" /> <mtext>where</mtext> <mspace width="2em" /> <mi>s</mi> <mo>=</mo> <mn>1</mn> <mo>-</mo> <mi>σ</mi> <mo>,</mo> </mrow> </math></EquationSource> </Equation>and then computing <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(u=v_x\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>u</mi> <mo>=</mo> <msub> <mi>v</mi> <mi>x</mi> </msub> </mrow> </math></EquationSource> </InlineEquation> by numerical differentiation. Using upwinding ideas in a novel way, we construct a new and simple, monotone and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(L^\infty \)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>L</mi> <mi>∞</mi> </msup> </math></EquationSource> </InlineEquation>-stable, approximation for the <i>v</i>-equation. The full scheme then becomes a conservative up-wind finite volume approximation for the <i>u</i>-equation. We show local uniform convergence to the unique discontinuous viscosity solution for the <i>v</i>-problem, and using ideas from probability theory, we prove that the approximation of <i>u</i> converges up to normalization in <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(C(0,T; P(\mathbb {R}))\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>C</mi> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>T</mi> <mo>;</mo> <mi>P</mi> <mo stretchy="false">(</mo> <mi mathvariant="double-struck">R</mi> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> where <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(P(\mathbb {R})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>P</mi> <mo stretchy="false">(</mo> <mi mathvariant="double-struck">R</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> is the space of probability measures under the Rubinstein-Kantorovich (bounded Lipschitz) metric. The analysis includes also fundamental solutions where the initial data for <i>u</i> is a Dirac mass. Numerical tests are included to support the results. Our scheme seems to be the first numerical scheme for this type of problems.</p>

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A Convergent Finite Difference-Quadrature Scheme for the Porous Medium Equation with Nonlocal Pressure

  • Félix del Teso,
  • Espen R. Jakobsen

摘要

We introduce and analyze a numerical approximation of the porous medium equation with fractional potential pressure introduced by Caffarelli and Vázquez: \( \partial _t u = \nabla \cdot (u^{m-1}\nabla (-\Delta )^{-\sigma }u) \qquad \text {for} \qquad m\ge 2 \quad \text {and} \quad \sigma \in (0,1). \) t u = · ( u m - 1 ( - Δ ) - σ u ) for m 2 and σ ( 0 , 1 ) . Our scheme is for one space dimension and positive solutions u. It consists of solving numerically the equation satisfied by \(v(x,t)=\int _{-\infty }^xu(y,t)dy\) v ( x , t ) = - x u ( y , t ) d y , the quasilinear nondivergence form equation \( \partial _t v= -|\partial _x v|^{m-1} (- \Delta )^{s} v \qquad \text {where} \qquad s=1-\sigma , \) t v = - | x v | m - 1 ( - Δ ) s v where s = 1 - σ , and then computing \(u=v_x\) u = v x by numerical differentiation. Using upwinding ideas in a novel way, we construct a new and simple, monotone and \(L^\infty \) L -stable, approximation for the v-equation. The full scheme then becomes a conservative up-wind finite volume approximation for the u-equation. We show local uniform convergence to the unique discontinuous viscosity solution for the v-problem, and using ideas from probability theory, we prove that the approximation of u converges up to normalization in \(C(0,T; P(\mathbb {R}))\) C ( 0 , T ; P ( R ) ) where \(P(\mathbb {R})\) P ( R ) is the space of probability measures under the Rubinstein-Kantorovich (bounded Lipschitz) metric. The analysis includes also fundamental solutions where the initial data for u is a Dirac mass. Numerical tests are included to support the results. Our scheme seems to be the first numerical scheme for this type of problems.