Search

We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients, and one with merely essentially bounded measurable coefficients under a Cordes-type condition. These problems arise as governing equations for the invariant measure in the homogenization of nondivergence-form equations with large drifts. In particular, the Cordes setting guarantees the existence and uniqueness of a square-integrable invariant measure. We then suggest and rigorously analyze an approximation scheme for the effective diffusion matrix in both settings, based on the finite element scheme for stationary FPK problems developed in the first part. Finally, we demonstrate the performance of the methods through numerical experiments., Comment: 28 pages

We construct a finite element method for the numerical solution of a fractional porous medium equation on a bounded open Lipschitz polytopal domain $\Omega \subset \mathbb{R}^{d}$, where $d = 2$ or $3$. The pressure in the model is defined as the solution of a fractional Poisson equation, involving the fractional Neumann Laplacian in terms of its spectral definition. We perform a rigorous passage to the limit as the spatial and temporal discretization parameters tend to zero and show that a subsequence of the sequence of finite element approximations defined by the proposed numerical method converges to a bounded and nonnegative weak solution of the initial-boundary-value problem under consideration. This result can be therefore viewed as a constructive proof of the existence of a nonnegative, energy-dissipative, weak solution to the initial-boundary-value problem for the fractional porous medium equation under consideration, based on the Neumann Laplacian. The convergence proof relies on results concerning the finite element approximation of the spectral fractional Laplacian and compactness techniques for nonlinear partial differential equations, together with properties of the equation, which are shown to be inherited by the numerical method. We also prove that the total energy associated with the problem under consideration exhibits exponential decay in time.

On the reference tetrahedron $K$, we construct, for each $k \in \mathbb{N}_0$, a right inverse for the trace operator $u \mapsto (u, \partial_{n} u, \ldots, \partial_{n}^k u)|_{\partial K}$. The operator is stable as a mapping from the trace space of $W^{s, p}(K)$ to $W^{s, p}(K)$ for all $p \in (1, \infty)$ and $s \in (k+1/p, \infty)$. Moreover, if the data is the trace of a polynomial of degree $N \in \mathbb{N}_0$, then the resulting lifting is a polynomial of degree $N$. One consequence of the analysis is a novel characterization for the range of the trace operator., Comment: 51 pages, 1 figure

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting polymer chains in a Newtonian solvent is modelled by a stochastic process exhibiting power-law waiting time, in order to capture subdiffusive processes associated with non-Fickian diffusion. We outline the derivation of the model from a subordinated Langevin equation. The elastic properties of the polymer molecules immersed in the solvent are modelled by a finitely extensible nonlinear elastic (FENE) dumbbell model, and the drag term in the Fokker--Planck equation is assumed to be corotational. We prove the global-in-time existence of large-data weak solutions to this time-fractional model of order $\alpha \in (\tfrac12,1)$, and derive an energy inequality satisfied by weak solutions.

We consider the Hookean dumbbell model, a system of nonlinear PDEs arising in the kinetic theory of homogeneous dilute polymeric fluids. It consists of the unsteady incompressible Navier-Stokes equations in a bounded Lipschitz domain, coupled to a Fokker-Planck-type parabolic equation with a centre-of-mass diffusion term, for the probability density function, modelling the evolution of the configuration of noninteracting polymer molecules in the solvent. The micro-macro interaction is reflected by the presence of a drag term in the Fokker-Planck equation and the divergence of a polymeric extra-stress tensor in the Navier-Stokes balance of momentum equation. We introduce the concept of generalised dissipative solution - a relaxation of the usual notion of weak solution, allowing for the presence of a, possibly nonzero, defect measure in the momentum equation. This defect measure accounts for the lack of compactness in the polymeric extra-stress tensor. We prove global existence of generalised dissipative solutions satisfying additionally an energy inequality for the macroscopic deformation tensor. Using this inequality, we establish a conditional regularity result: any generalised dissipative solution with a sufficiently regular velocity field is a weak solution to the Hookean dumbbell model. Additionally, in two space dimensions we provide a rigorous derivation of the macroscopic closure of the Hookean model and discuss its relationship with the Oldroyd-B model with stress diffusion. Finally, we improve an earlier result by Barrett and S\"{u}li by establishing the global existence of weak solutions for a larger class of initial data.

We construct a right inverse of the trace operator $u \mapsto (u|_{\partial T}, \partial_n u|_{\partial T})$ on the reference triangle $T$ that maps suitable piecewise polynomial data on $\partial T$ into polynomials of the same degree and is bounded in all $W^{s, q}(T)$ norms with $1 < q <\infty$ and $s \geq 2$. The analysis relies on new stability estimates for three classes of single edge operators. We then generalize the construction for $m$th-order normal derivatives, $m \in \mathbb{N}_0$., Comment: 27 pages, 1 figure

We prove the existence of large-data global-in-time weak solutions to a general class of coupled bead-spring chain models with finitely extensible nonlinear elastic (FENE) type spring potentials for nonhomogeneous incompressible dilute polymeric fluids in a bounded domain in $\mathbb{R}^d$, $d=2$ or $3$. The class of models under consideration involves the Navier--Stokes system with variable density, where the viscosity coefficient depends on both the density and the polymer number density, coupled to a Fokker--Planck equation with a density-dependent drag coefficient. The proof is based on combining a truncation of the probability density function with a two-stage Galerkin approximation and weak compactness and compensated compactness techniques to pass to the limits in the sequence of Galerkin approximations and in the truncation level.

In this paper we present a novel, closed three-dimensional (3D) random vortex dynamics system, which is equivalent to the Navier--Stokes equations for incompressible viscous fluid flows. The new random vortex dynamics system consists of a stochastic differential equation which is, in contrast with the two-dimensional random vortex dynamics equations, coupled with a finite-dimensional ordinary functional differential equation. This new random vortex system paves the way for devising new numerical schemes (random vortex methods) for solving three-dimensional incompressible fluid flow equations by Monte Carlo simulations. In order to derive the 3D random vortex dynamics equations, we have developed two powerful tools: the first is the duality of the conditional distributions of a couple of Taylor diffusions, which provides a path space version of integration by parts; the second is a forward type Feynman--Kac formula representing solutions to nonlinear parabolic equations in terms of functional integration. These technical tools and the underlying ideas are likely to be useful in treating other nonlinear problems., Comment: 21 pages, 3 figures, 1 table

In this work, we introduce an iterative linearised finite element method for the solution of Bingham fluid flow problems. The proposed algorithm has the favourable property that a subsequence of the sequence of iterates generated converges weakly to a solution of the problem. This will be illustrated by two numerical experiments.

T. Borrvall and J. Petersson [Topology optimization of fluids in Stokes flow, International Journal for Numerical Methods in Fluids 41 (1) (2003) 77--107] developed the first model for topology optimization of fluids in Stokes flow. They proved the existence of minimizers in the infinite-dimensional setting and showed that a suitably chosen finite element method will converge in a weak(-*) sense to an unspecified solution. In this work, we prove novel regularity results and extend their numerical analysis. In particular, given an isolated local minimizer to the infinite-dimensional problem, we show that there exists a sequence of finite element solutions, satisfying necessary first-order optimality conditions, that strongly converges to it. We also provide the first numerical investigation into convergence rates.

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity gradient is assumed to be a monotone nonlinear function of the deviatoric part of the Cauchy stress tensor. We prove the existence of a unique weak solution to the problem, and under the additional assumption that the nonlinearity involved in the constitutive relation is Lipschitz continuous we also prove uniqueness of the weak solution. We then construct mixed finite element approximations of the system using both conforming and nonconforming finite element spaces. For both of these we prove the convergence of the method to the unique weak solution of the problem, and in the case of the conforming method we provide a bound on the error between the analytical solution and its finite element approximation in terms of the best approximation error from the finite element spaces. We propose first a Lions-Mercier type iterative method and next a classical fixed-point algorithm to solve the finite-dimensional problems resulting from the finite element discretisation of the system of nonlinear partial differential equations under consideration and present numerical experiments that illustrate the practical performance of the proposed numerical method., Comment: [v2] minor modifications; to appear in ESAIM: M2AN

We explore the convergence rate of the Ka\v{c}anov iteration scheme for different models of shear-thinning fluids, including Carreau and power-law type explicit quasi-Newtonian constitutive laws. It is shown that the energy difference contracts along the sequence generated by the iteration. In addition, an a posteriori computable contraction factor is proposed, which improves, on finite-dimensional Galerkin spaces, previously derived bounds on the contraction factor in the context of the power-law model. Significantly, this factor is shown to be independent of the choice of the cut-off parameters whose use was proposed in the literature for the Ka\v{c}anov iteration applied to the power-law model. Our analytical findings are confirmed by a series of numerical experiments.

We consider a system of evolutionary equations that is capable of describing certain viscoelastic effects in linearized yet nonlinear models of solid mechanics. The essence of the paper is that the constitutive relation, involving the Cauchy stress, the small strain tensor and the symmetric velocity gradient, is given in an implicit form. For a large class of implicit constitutive relations we establish the existence and uniqueness of a global-in-time large-data weak solution. We then focus on the class of so-called limiting strain models, i.e., models for which the magnitude of the strain tensor is known to remain small a priori, regardless of the magnitude of the Cauchy stress tensor. For this class of models, a new technical difficulty arises, which is that the Cauchy stress is only an integrable function over its domain of definition, resulting in the underlying function spaces being nonreflexive and thus the weak compactness of bounded sequences of elements of these spaces is lost. Nevertheless, even for problems of this type we are able to provide a satisfactory existence theory, as long as the initial data have finite elastic energy and the boundary data fulfill natural compatibility conditions., Comment: 30 pages, 1 figure

We prove the existence of a unique large-data global-in-time weak solution to a class of models of the form $\mathbf{u}_{tt} = \mathrm{div}(\mathbb{T}) + \mathbf{f}$ for viscoelastic bodies exhibiting strain-limiting behaviour, where the constitutive equation, relating the linearised strain tensor $\boldsymbol{\epsilon}(\mathbf{u})$ to the Cauchy stress tensor $\mathbb{T}$, is assumed to be of the form $\boldsymbol{\epsilon}(\mathbf{u}_t) +\alpha \boldsymbol{\epsilon}(\mathbf{u})= F(\mathbb{T})$, where we define $F(\mathbb{T}) = (1 + |\mathbb{T}|^a)^{-\frac{1}{a}}\mathbb{T}$, for constant parameters $\alpha \in (0, \infty)$ and $a\in (0, \infty)$, in any number $d$ of space dimensions, with periodic boundary conditions. The Cauchy stress $\mathbb{T}$ is show to belong to $L^1(Q)^{d\times d}$ over the space-time domain $Q$. In particular, in three space dimensions, if $a\in (0, \frac{2}{7})$, then in fact $\mathbb{T}\in L^{1+\delta}(Q)^{d\times d}$ for a $\delta>0$, the value of which depends only on $a$., Comment: 34 pages

We devise 3-field and 4-field finite element approximations of a system describing the steady state of an incompressible heat-conducting fluid with implicit non-Newtonian rheology. We prove that the sequence of numerical approximations converges to a weak solution of the problem. We develop a block preconditioner based on augmented Lagrangian stabilisation for a discretisation based on the Scott-Vogelius finite element pair for the velocity and pressure. The preconditioner involves a specialised multigrid algorithm that makes use of a space-decomposition that captures the kernel of the divergence and non-standard intergrid transfer operators. The preconditioner exhibits robust convergence behaviour when applied to the Navier-Stokes and power-law systems, including temperature-dependent viscosity, heat conductivity and viscous dissipation., Comment: 9 figures, 39 pages

In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients satisfying the Cordes condition. These problems arise as the corrector problems in the homogenization of Hamilton--Jacobi--Bellman equations. The second part of the paper focuses on the numerical homogenization of such equations, more precisely on the numerical approximation of the effective Hamiltonian. Numerical experiments demonstrate the approximation scheme for the effective Hamiltonian and the numerical solution of the homogenized problem., Comment: 23 pages

The paper proposes a new, conservative fully-discrete scheme for the numerical solution of the regularised shallow water Boussinesq system of equations in the cases of periodic and reflective boundary conditions. The particular system is one of a class of equations derived recently and can be used in practical simulations to describe the propagation of weakly nonlinear and weakly dispersive long water waves, such as tsunamis. Studies of small-amplitude long waves usually require long-time simulations in order to investigate scenarios such as the overtaking collision of two solitary waves or the propagation of transoceanic tsunamis. For long-time simulations of non-dissipative waves such as solitary waves, the preservation of the total energy by the numerical method can be crucial in the quality of the approximation. The new conservative fully-discrete method consists of a Galerkin finite element method for spatial semidiscretisation and an explicit relaxation Runge--Kutta scheme for integration in time. The Galerkin method is expressed and implemented in the framework of mixed finite element methods. The paper provides an extended experimental study of the accuracy and convergence properties of the new numerical method. The experiments reveal a new convergence pattern compared to standard Galerkin methods.

We prove the existence of large-data global-in-time weak solutions to an evolutionary PDE system describing flows of incompressible \emph{heat-conducting} viscoelastic rate-type fluids with stress-diffusion, subject to a stick-slip boundary condition for the velocity and a homogeneous Neumann boundary condition for the extra stress tensor. In the introductory section we develop the thermodynamic foundations of the proposed model, and we document the role of thermodynamics in obtaining critical structural relations between the quantities of interest. These structural relations are then exploited in the mathematical analysis of the governing equations. In particular, the definition of weak solution is motivated by the thermodynamic basis of the model. The extra stress tensor describing the elastic response of the fluid is in our case purely spherical, which is a simplification from the physical point of view. The model nevertheless exhibits features that require novel mathematical ideas in order to deal with the technically complex structure of the associated internal energy and the more complicated forms of the corresponding entropy and energy fluxes. The paper provides the first rigorous proof of the existence of large-data global-in-time weak solutions to the governing equations for \emph{coupled thermo-mechanical processes} in viscoelastic rate-type fluids.

We develop a discrete counterpart of the De Giorgi-Nash-Moser theory, which provides uniform H\"older-norm bounds on continuous piecewise affine finite element approximations of second-order linear elliptic problems of the form $-\nabla \cdot(A\nabla u)=f-\nabla\cdot F$ with $A\in L^\infty(\Omega;\mathbb{R}^{n\times n})$ a uniformly elliptic matrix-valued function, $f\in L^{q}(\Omega)$, $F\in L^p(\Omega;\mathbb{R}^n)$, with $p > n$ and $q > n/2$, on $A$-nonobtuse shape-regular triangulations, which are not required to be quasi-uniform, of a bounded polyhedral Lipschitz domain $\Omega \subset \mathbb{R}^n$., Comment: The paper has been accepted for publication in the IMAJNA on 24th March 2021

We explore the well-posedness of the fractional version of Zener's wave equation for viscoelastic solids, which is based on a constitutive law relating the stress tensor $\boldsymbol{\sigma}$ to the strain tensor $\boldsymbol\varepsilon(\bf u)$, with $\bf u$ being the displacement vector, defined by: $(1+\tau D_t^\alpha) {\boldsymbol{\sigma}}=(1+\rho D_t^\alpha)[2\mu {\boldsymbol\varepsilon}({\bf u})+\lambda\text{tr}(\boldsymbol\varepsilon(\bf u)) \bf ]$. Here $\mu,\lambda\in\mathrm{L}^\infty(\Omega)$, $\mu$ is the shear modulus bounded below by a positive constant, and $\lambda\geq 0$ is first Lam\'e coefficient, $D_t^\alpha$, with $\alpha \in (0,1)$, is the Caputo time-derivative, $\tau>0$ is the characteristic relaxation time and $\rho\geq\tau$ is the characteristic retardation time. We show that, when coupled with the equation of motion $\varrho \ddot{\bf u} = \text{Div}{\boldsymbol\sigma} + \bf F$, considered in a bounded open Lipschitz domain $\Omega$ in $\mathbb{R}^3$ and over a time interval $(0,T]$, where $\varrho\in \mathrm{L}^\infty(\Omega)$ is the density of the material, bounded below by a positive constant, and $\bf F$ is a specified load vector, the resulting model is well-posed in the sense that the associated initial-boundary-value problem, with initial conditions ${\bf u}(0,\mathbf{x}) = {\bf g}(\mathbf{x})$, $\dot{\bf u}(0,\mathbf{x}) = \bf h(\mathbf{x})$, ${\boldsymbol\sigma}(0,\mathbf{x}) = {\bf s}(\mathbf{x})$, for $\mathbf{x} \in \Omega$, and a homogeneous Dirichlet boundary condition, possesses a unique weak solution for any choice of ${\bf g }\in [\mathrm{H}^1_0(\Omega)]^3$, ${\bf h}\in [\mathrm{L}^2(\Omega)]^3$, and ${\bf S} = {\bf S}^{\rm T} \in [\mathrm{L}^2(\Omega)]^{3 \times 3}$, and any load vector ${\bf F} \in\mathrm{L}^2(0,T;[\mathrm{L}^2(\Omega)]^3)$, and that this unique weak solution depends continuously on the initial data and the load vector.

We explore the behaviour of global-in-time weak solutions to a class of bead-spring chain models, with finitely extensible nonlinear elastic (FENE) spring potentials, for dilute polymeric fluids. In the models under consideration the solvent is assumed to be a compressible, isentropic, viscous, isothermal Newtonian fluid, confined to a bounded open domain in $\mathbb{R}^3$, and the velocity field is assumed to satisfy a complete slip boundary condition. We show that as the Mach number tends to zero the system is driven to its incompressible counterpart.

We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously analyze a numerical scheme based on finite element approximations for such nondivergence-form homogenization problems. The second part of the paper focuses on the approximation of the corrector and numerical homogenization for the case of nonuniformly oscillating coefficients. Numerical experiments demonstrate the performance of the scheme., Comment: 39 pages

In the classical theory of fluid mechanics a linear relationship between the shear stress and the symmetric velocity gradient tensor is often assumed. Even when a nonlinear relationship is assumed, it is typically formulated in terms of an explicit relation. Implicit constitutive models provide a theoretical framework that generalises this, allowing for general implicit constitutive relations. Since it is generally not possible to solve explicitly for the shear stress in the constitutive relation, a natural approach is to include the shear stress as a fundamental unknown in the formulation of the problem. In this work we present a mixed formulation with this feature, discuss its solvability and approximation using mixed finite element methods, and explore the convergence of the numerical approximations to a weak solution of the model., Comment: 4 figures. To appear in the SIAM Journal on Numerical Analysis

We prove an optimal order error bound in the discrete $H^2(\Omega)$ norm for finite difference approximations of the first boundary-value problem for the biharmonic equation in $n$ space dimensions, with $n \in \{2,\dots,7\}$, whose generalized solution belongs to the Sobolev space $H^s(\Omega) \cap H^2_0(\Omega)$, for $\frac{1}{2} \max(5,n) < s \leq 4$, where $\Omega = (0,1)^n$. The result extends the range of the Sobolev index $s$ in the best convergence results currently available in the literature to the maximal range admitted by the Sobolev embedding of $H^s(\Omega)$ into $C(\overline\Omega)$ in $n$ space dimensions.

This paper is concerned with the proof of existence and numerical approximation of large-data global-in-time Young measure solutions to initial-boundary-value problems for multidimensional nonlinear parabolic systems of forward-backward type of the form $\partial_t u - \mbox{div}(a(Du)) + Bu = F$, where $B \in \mathbb{R}^{m \times m}$, $Bv \cdot v \geq 0$ for all $v \in \mathbb{R}^m$, $F$ is an $m$-component vector-function defined on a bounded open Lipschitz domain $\Omega \subset \mathbb{R}^n$, and $a$ is a locally Lipschitz mapping of the form $a(A)=K(A)A$, where $K\,:\, \mathbb{R}^{m \times n} \rightarrow \mathbb{R}$. The function $a$ may have a nonstandard growth rate, in the sense that it is permitted to have unequal lower and upper growth rates. Furthermore, $a$ is not assumed to be monotone, nor is it assumed to be the gradient of a potential. Problems of this type arise in mathematical models of the atmospheric boundary layer and fall beyond the scope of monotone operator theory. We develop a numerical algorithm for the approximate solution of problems in this class, and we prove the convergence of the algorithm to a Young measure solution of the system under consideration., Comment: 31 pages

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the equations. The approximate solutions provided by this scheme are first shown to display conservation of mass and preservation of nonnegativity. Then, by utilising a Dunford--Pettis style argument, the sequence of approximate solutions generated is shown, under given restrictions on the model and the mesh, to converge (weakly) in an appropriate $L_1$ space to a weak solution to the problem. Additionally, by applying the methods and theory of operator semigroups, we are further able to show that weak solutions to the problem are unique and necessarily classical (differentiable) solutions. Finally, numerical simulations are performed to investigate the performance of the scheme and assess its rate of convergence.

We introduce two shearlet-based Ginzburg--Landau energies, based on the continuous and the discrete shearlet transform. The energies result from replacing the elastic energy term of a classical Ginzburg--Landau energy by the weighted $L^2$-norm of a shearlet transform. The asymptotic behaviour of sequences of these energies is analysed within the framework of $\Gamma$-convergence and the limit energy is identified. We show that the limit energy of a characteristic function is an anisotropic surface integral over the interfaces of that function. We demonstrate that the anisotropy of the limit energy can be controlled by weighting the underlying shearlet transforms according to their directional parameter.

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique weak solution of the model. Assuming that the material parameters featuring in the model are Lipschitz-continuous, and assuming that the weak solution has additional regularity, the sequence of finite element approximations is shown to converge with a rate. An iterative algorithm is constructed for the solution of the system of nonlinear algebraic equations that arises from the finite element approximation. An appealing feature of the iterative algorithm is that it decouples the monotone and linear elastic parts of the nonlinearity in the model. In particular, our choice of piecewise constant approximation for the stress tensor (and continuous piecewise linear approximation for the displacement) allows us to compute the monotone part of the nonlinearity by solving an algebraic system with $d(d+1)/2$ unknowns independently on each element in the subdivision of the computational domain. The theoretical results are illustrated by numerical experiments., Comment: [v3] modifications / simplifications in the proof of Theorem 7.1

Motivated by the occurrence of "shattering" mass-loss observed in purely continuous fragmentation models, this work concerns the development and the mathematical analysis of a new class of hybrid discrete--continuous fragmentation models. Once established, the model, which takes the form of an integro-differential equation coupled with a system of ordinary differential equations, is subjected to a rigorous mathematical analysis, using the theory and methods of operator semigroups and their generators. Most notably, by applying the theory relating to the Kato--Voigt perturbation theorem, honest substochastic semigroups and operator matrices, the existence of a unique, differentiable solution to the model is established. This solution is also shown to preserve nonnegativity and conserve mass.

Implicit constitutive theory provides a very general framework for fluid flow models, including both Newtonian and generalized Newtonian fluids, where the Cauchy stress tensor and the rate of strain tensor are assumed to be related by an implicit relation associated with a maximal monotone graph. For incompressible unsteady flows of such fluids, subject to a homogeneous Dirichlet boundary condition on a Lipschitz polytopal domain $\Omega \subset \mathbb{R}^d$, $d \in \{2,3\}$, we investigate a fully-discrete approximation scheme, using a spatial mixed finite element approximation combined with backward Euler time-stepping. We show convergence of a subsequence of approximate solutions, when the velocity field belongs to the space of solenoidal functions contained in $L^\infty(0,T;L^2(\Omega)^d)\cap L^q(0,T;W^{1,q}_0(\Omega)^d)$, provided that $q\in \big(\frac{2d}{d+2},\infty\big)$, which is the maximal range for $q$ with respect to existence of weak solutions. This is achieved by a technique based on splitting and regularizing, the use of a solenoidal parabolic Lipschitz truncation method, a local Minty-type monotonicity result, and various weak compactness results., Comment: 43 pages

We reformulate a general class of classical bead-spring-chain models for dilute polymeric fluids, with Hookean spring potentials, as McKean-Vlasov diffusion. This results in a coupled system of partial differential equations involving the unsteady incompressible linearized Navier-Stokes equations, referred to as the Oseen system, for the velocity and the pressure of the fluid, with a source term which is a nonlinear function of the probability density function, and a second-order degenerate parabolic Fokker-Planck equation, whose transport terms depend on the velocity field, for the probability density function. We show that this coupled Oseen-Fokker-Planck system has a large-data global weak solution. We then perform a rigorous passage to the limit as the masses of the beads in the bead-spring-chain converge to zero, which is shown in particular to result in equilibration in momentum space. The limiting problem is then used to perform a rigorous derivation of the Hookean bead-spring-chain model for dilute polymeric fluids, which has the interesting feature that, if the flow domain is bounded, then so is the associated configuration space domain and the associated Kramers stress tensor is defined by integration over this bounded configuration domain., Comment: 85 pages

We establish the long-time existence of large-data weak solutions to a system of nonlinear partial differential equations. The system of interest governs the motion of non-Newtonian fluids described by a simplified viscoelastic rate-type model with a stress-diffusion term. The simplified model shares many qualitative features with more complex viscoelastic rate-type models that are frequently used in the modeling of fluids with complicated microstructure. As such, the simplified model provides important preliminary insight into the mathematical properties of these more complex and practically relevant models of non-Newtonian fluids. The simplified model that is analyzed from the mathematical perspective is shown to be thermodynamically consistent, and we extensively comment on the interplay between the thermodynamical background of the model and the mathematical analysis of the corresponding initial-boundary-value problem.

We propose thermodynamically consistent models for viscoelastic fluids with a stress diffusion term. In particular, we derive variants of compressible/incompressible Maxwell/Oldroyd-B models with a stress diffusion term in the evolution equation for the extra stress tensor. It is shown that the stress diffusion term can be interpreted either as a consequence of a nonlocal energy storage mechanism or as a consequence of a nonlocal entropy production mechanism, while different interpretations of the stress diffusion mechanism lead to different evolution equations for the temperature. The benefits of the knowledge of the thermodynamical background of the derived models are documented in the study of nonlinear stability of equilibrium rest states. The derived models open up the possibility to study fully coupled thermomechanical problems involving viscoelastic rate-type fluids with stress diffusion., Comment: The benefits of the knowledge of the thermodynamical background of the derived models are now documented in the study of nonlinear stability of equilibrium rest states

We consider a system of nonlinear partial differential equations modelling the steady motion of an incompressible non-Newtonian fluid, which is chemically reacting. The governing system consists of a steady convection-diffusion equation for the concentration and the generalized steady Navier-Stokes equations, where the viscosity coefficient is a power-law type function of the shear-rate, and the coupling between the equations results from the concentration-dependence of the power-law index. This system of nonlinear partial differential equations arises in mathematical models of the synovial fluid found in the cavities of moving joints. We construct a finite element approximation of the model and perform the mathematical analysis of the numerical method in the case of two space dimensions. Key technical tools include discrete counterparts of the Bogovski\u{\i} operator, De Giorgi's regularity theorem in two dimensions, and the Acerbi-Fusco Lipschitz truncation of Sobolev functions, in function spaces with variable integrability exponents., Comment: 40 pages

We explore the existence of global weak solutions to the Hookean dumbbell model, a system of nonlinear partial differential equations that arises from the kinetic theory of dilute polymers, involving the unsteady incompressible Navier--Stokes equations in a bounded domain in two or three space dimensions, coupled to a Fokker--Planck-type parabolic equation. We prove the existence of large-data global weak solutions in the case of two space dimensions. Indirectly, our proof also rigorously demonstrates that, in two space dimensions at least, the Oldroyd-B model is the macroscopic closure of the Hookean dumbbell model. In three space dimensions, we prove the existence of large-data global weak subsolutions to the model, which are weak solutions with a defect measure, where the defect measure appearing in the Navier--Stokes momentum equation is the divergence of a symmetric positive semidefinite matrix-valued Radon measure., Comment: 32 pages

Rate-independent systems arise in a number of applications. Usually, weak solutions to such problems with potentially very low regularity are considered, requiring mathematical techniques capable of handling nonsmooth functions. In this work we prove the existence of H\"older-regular strong solutions for a class of rate-independent systems. We also establish additional higher regularity results that guarantee the uniqueness of strong solutions. The proof proceeds via a time-discrete Rothe approximation and careful elliptic regularity estimates depending in a quantitative way on the (local) convexity of the potential featuring in the model. In the second part of the paper we show that our strong solutions may be approximated by a fully discrete numerical scheme based on a spatial finite element discretization, whose rate of convergence is consistent with the regularity of strong solutions whose existence and uniqueness are established., Comment: 32 pages

A compressible Oldroyd--B type model with stress diffusion is derived from a compressible Navier--Stokes--Fokker--Planck system arising in the kinetic theory of dilute polymeric fluids, where polymer chains immersed in a barotropic, compressible, isothermal, viscous Newtonian solvent, are idealized as pairs of massless beads connected with Hookean springs. We develop a-priori bounds for the model, including a logarithmic bound, which guarantee the nonnegativity of the elastic extra stress tensor, and we prove the existence of large data global-in-time finite-energy weak solutions in two space dimensions., Comment: 41 pages

We prove the global-in-time existence of large-data finite-energy weak solutions to an incompressible hybrid Vlasov-magnetohydrodynamic model in three space dimensions. The model couples three essential ingredients of magnetized plasmas: a transport equation for the probability density function, which models energetic rarefied particles of one species; the incompressible Navier--Stokes system for the bulk fluid; and a parabolic evolution equation, involving magnetic diffusivity, for the magnetic field. The physical derivation of our model is given. It is also shown that the weak solution, whose existence is established, has nonincreasing total energy, and that it satisfies a number of physically relevant properties, including conservation of the total momentum, conservation of the total mass, and nonnegativity of the probability density function for the energetic particles. The proof is based on a one-level approximation scheme, which is carefully devised to avoid increase of the total energy for the sequence of approximating solutions, in conjunction with a weak compactness argument for the sequence of approximating solutions. The key technical challenges in the analysis of the mathematical model are the nondissipative nature of the Vlasov-type particle equation and passage to the weak limits in the multilinear coupling terms.

We consider hypoelliptic Kolmogorov equations in $n+1$ spatial dimensions, with $n\geq 1$, where the differential operator in the first $n$ spatial variables featuring in the equation is second-order elliptic, and with respect to the $(n+1)$st spatial variable the equation contains a pure transport term only and is therefore first-order hyperbolic. If the two differential operators, in the first $n$ and in the $(n+1)$st co-ordinate directions, do not commute, we benefit from hypoelliptic regularization in time, and the solution for $t>0$ is smooth even for a Dirac initial datum prescribed at $t=0$. We study specifically the case where the coefficients depend only on the first $n$ variables. In that case, a Fourier transform in the last variable and standard central finite difference approximation in the other variables can be applied for the numerical solution. We prove second-order convergence in the spatial mesh size for the model hypoelliptic equation $\frac{\partial u}{\partial t} + x \frac{\partial u}{\partial y} = \frac{\partial^2 u}{\partial x^2}$ subject to the initial condition $u(x,y,0) = \delta (x) \delta (y)$, with $(x,y) \in \mathbb{R} \times\mathbb{R}$ and $t>0$, proposed by Kolmogorov, and for an extension with $n=2$. We also demonstrate exponential convergence of an approximation of the inverse Fourier transform based on the trapezium rule. Lastly, we apply the method to a PDE arising in mathematical finance, which models the distribution of the hedging error under a mis-specified derivative pricing model.

We investigate the properties of certain elliptic systems leading, a~priori, to solutions that belong to the space of Radon measures. We show that if the problem is equipped with a so-called asymptotic Uhlenbeck structure, then the solution can in fact be understood as a standard weak solution, with one proviso: analogously as in the case of minimal surface equations, the attainment of the boundary value is penalized by a measure supported on (a subset of) the boundary, which, for the class of problems under consideration here, is the part of the boundary where a Neumann boundary condition is imposed.

Motivated by a recent paper by Barrett and S\"uli [J.W. Barrett & E. S\"uli: Existence of global weak solutions to compressible isentropic finitely extensible bead-spring chain models for dilute polymers, Math. Models Methods Appl. Sci., 26 (2016)], we consider the compressible Navier--Stokes system coupled with a Fokker--Planck type equation describing the motion of polymer molecules in a viscous compressible fluid occupying a bounded spatial domain, with polymer-number-density-dependent viscosity coefficients. The model arises in the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The motion of the solvent is governed by the unsteady, compressible, barotropic Navier--Stokes system, where the viscosity coefficients in the Newtonian stress tensor depend on the polymer number density. Our goal is to show that the existence theory developed in the case of constant viscosity coefficients can be extended to the case of polymer-number-density-dependent viscosities, provided that certain technical restrictions are imposed, relating the behavior of the viscosity coefficients and the pressure for large values of the solvent density. As a first step in this direction, we prove here the weak sequential stability of the family of dissipative (finite-energy) weak solutions to the system., Comment: 21 pages

In this work, the sharp interface limit of the degenerate Cahn-Hilliard equation (in two space dimensions) with a polynomial double well free energy and a quadratic mobility is derived via a matched asymptotic analysis involving exponentially large and small terms and multiple inner layers. In contrast to some results found in the literature, our analysis reveals that the interface motion is driven by a combination of surface diffusion flux proportional to the surface Laplacian of the interface curvature and an additional contribution from nonlinear, porous-medium type bulk diffusion, For higher degenerate mobilities, bulk diffusion is subdominant. The sharp interface models are corroborated by comparing relaxation rates of perturbations to a radially symmetric stationary state with those obtained by the phase field model., Comment: 27 pages, 2 figures

Phase field models frequently provide insight to phase transitions, and are robust numerical tools to solve free boundary problems corresponding to the motion of interfaces. A body of prior literature suggests that interface motion via surface diffusion is the long-time, sharp interface limit of microscopic phase field models such as the Cahn-Hilliard equation with a degenerate mobility function. Contrary to this conventional wisdom, we show that the long-time behaviour of degenerate Cahn-Hilliard equation with a polynomial free energy undergoes coarsening, reflecting the presence of bulk diffusion, rather than pure surface diffusion. This reveals an important limitation of phase field models that are frequently used to model surface diffusion.

We develop the a posteriori error analysis of finite element approximations of implicit power-law-like models for viscous incompressible fluids. The Cauchy stress and the symmetric part of the velocity gradient in the class of models under consideration are related by a, possibly multi--valued, maximal monotone $r$-graph, with $\frac{2d}{d+1}

The paper is concerned with a class of mathematical models for polymeric fluids, which involves the coupling of the Navier-Stokes equations for a viscous, incompressible, constant-density fluid with a parabolic-hyperbolic integro-differential equation describing the evolution of the polymer distribution function in the solvent, and a parabolic integro-differential equation for the evolution of the monomer density function in the solvent. The viscosity coefficient appearing in the balance of linear momentum equation in the Navier-Stokes system includes dependence on the shear-rate as well as on the weight-averaged polymer chain length. The system of partial differential equations under consideration captures the impact of polymerization and depolymerization effects on the viscosity of the fluid. We prove the existence of global-in-time, large-data weak solutions under fairly general hypotheses., Comment: 26 pages