Philippe G. LeFloch

Manuel J. Castro, Philippe G. LeFloch, María Luz Muñoz-Ruiz et al.

We are interested in nonlinear hyperbolic systems in nonconservative form arising in fluid dynamics, and, for solutions containing shock waves, we investigate the convergence of finite difference schemes applied to such systems. According to Dal Maso, LeFloch, and Murat's theory, a shock wave theory for a given nonconservative system requires prescribing a priori a family of paths in the phase space. In the present paper, we consider schemes that are formally consistent with a given family of paths, and we investigate their limiting behavior as the mesh is refined. We generalize to systems a property established earlier by Hou and LeFloch for scalar conservation laws, and we prove that nonconservative schemes generate, at the level of the limiting hyperbolic system, a "convergence error" source-term which, provided the total variation of the approximations remains uniformly bounded, is a locally bounded measure. We discuss the role of the equivalent equation associated with a difference scheme; here, the distinction between scalar equations and systems appears most clearly since, for systems, the equivalent equation of a scheme that is formally path-consistent depends upon the prescribed family of paths. The core of this paper is devoted to investigate numerically the approximation of several models arising in fluid dynamics. For systems having nonconservative products associated with linearly degenerate characteristic fields, the convergence error vanishes. For some other models, this measure is evaluated very accurately, especially by plotting the shock curves associated with each scheme under consideration.

Philippe G. LeFloch, Mai Duc Thanh

We investigate the Riemann problem for the shallow water equations with variable and (possibly) discontinuous topography and provide a complete description of the properties of its solutions: existence; uniqueness in the non-resonant regime; multiple solutions in the resonant regime. This analysis leads us to a numerical algorithm that provides one with a Riemann solver. Next, we introduce a Godunov-type scheme based on this Riemann solver, which is well-balanced and of quasi-conservative form. Finally, we present numerical experiments which demonstrate the convergence of the proposed scheme even in the resonance regime, except in the limiting situation when Riemann data precisely belong to the resonance hypersurface.

Qiang Du, Zhan Huang, Philippe G. LeFloch

We introduce a new class of nonlocal nonlinear conservation laws in one space dimension that allow for nonlocal interactions over a finite horizon. The proposed model, which we refer to as the nonlocal pair interaction model, inherits at the continuum level the unwinding feature of finite difference schemes for local hyperbolic conservation laws, so that the maximum principle and certain monotonicity properties hold and, consequently, the entropy inequalities are naturally satisfied. We establish a global-in-time well-posedness theory for these models which covers a broad class of initial data. Moreover, in the limit when the horizon parameter approaches zero, we are able to prove that our nonlocal model reduces to the conventional class of local hyperbolic conservation laws. Furthermore, we propose a numerical discretization method adapted to our nonlocal model, which relies on a monotone numerical flux and a uniform mesh, and we establish that these numerical solutions converge to a solution, providing as by-product both the existence theory for the nonlocal model and the convergence property relating the nonlocal regime and the asymptotic local regime.

Philippe G. LeFloch, Mai-Duc Thanh

We construct the solution of the Riemann problem for the shallow water equations with discontinuous topography. The system under consideration is non-strictly hyperbolic and does not admit a fully conservative form, and we establish the existence of two-parameter wave sets, rather than wave curves. The selection of admissible waves is particularly challenging. Our construction is fully explicit, and leads to formulas that can be implemented numerically for the approximation of the general initial-value problem.

Philippe G. LeFloch, Roberto Natalini

We study the limiting behavior of the solutions to a class of conservation laws with vanishing nonlinear diffusion and dispersion terms. We prove the convergence to the entropy solution of the first order problem under a condition on the relative size of the diffusion and the dispersion terms. This work is motivated by the pseudo-viscosity approximation introduced by Von Neumann in the 50's.

Philippe G. LeFloch, Michael Westdickenberg

Considering the isentropic Euler equations of compressible fluid dynamics with geometric effects included, we establish the existence of entropy solutions for a large class of initial data. We cover fluid flows in a nozzle or in spherical symmetry when the origin r=0 is included. These partial differential equations are hyperbolic, but fail to be strictly hyperbolic when the fluid mass density vanishes and vacuum is reached. Furthermore, when geometric effects are taken into account, the sup-norm of solutions can not be controlled since there exist no invariant regions. To overcome these difficulties and to establish an existence theory for solutions with arbitrarily large amplitude, we search for solutions with finite mass and total energy. Our strategy of proof takes advantage of the particular structure of the Euler equations, and leads to a versatile framework covering general compressible fluid problems. We establish first higher-integrability estimates for the mass density and the total energy. Next, we use arguments from the theory of compensated compactness and Young measures, extended here to sequences of solutions with finite mass and total energy. The third ingredient of the proof is a characterization of the unbounded support of entropy admissible Young measures. This requires the study of singular products involving measures and principal values.

Philippe G. LeFloch, Jian-Guo Liu

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this property from a numerical standpoint. We introduce a class of fully discrete in space and time, high order accurate, difference schemes, called generalized monotone schemes. Convergence toward the entropy solution is proven via a new technique of proof, assuming that the initial data has a finite number of extremum values only, and the flux-function is strictly convex. We define discrete paths of extrema by tracking local extremum values in the approximate solution. In the course of the analysis we establish the pointwise convergence of the trace of the solution along a path of extremum. As a corollary, we obtain a proof of convergence for a MUSCL-type scheme being second order accurate away from sonic points and extrema.

Benjamin Boutin, Christophe Chalons, Frederic Lagoutiere et al.

We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces, contrary to standard finite difference schemes. The main challenge is to achieve, at the discretization level, a consistency property with respect to a prescribed kinetic relation. The latter is required for the selection of physically meaningful nonclassical shocks. Our method is based on a reconstruction technique performed in each computational cell that may contain a nonclassical shock. To validate this approach, we establish several consistency and stability properties, and we perform careful numerical experiments. The convergence of the algorithm toward the physically meaningful solutions selected by a kinetic relation is demonstrated numerically for several test cases, including concave-convex as well as convex-concave flux-functions.

Philippe G. LeFloch, Hasan Makhlof, Baver Okutmustur

Within the class of nonlinear hyperbolic balance laws posed on a curved spacetime (endowed with a volume form), we identify a hyperbolic balance law that enjoys the same Lorentz invariance property as the one satisfied by the Euler equations of relativistic compressible fluids. This model is unique up to normalization and converges to the standard inviscid Burgers equation in the limit of infinite light speed. Furthermore, from the Euler system of relativistic compressible flows on a curved background, we derive, both, the standard inviscid Burgers equation and our relativistic generalizations. The proposed models are referred to as relativistic Burgers equations on curved spacetimes and provide us with simple models on which numerical methods can be developed and analyzed. Next, we introduce a finite volume scheme for the approximation of discontinuous solutions to these relativistic Burgers equations. Our scheme is formulated geometrically and is consistent with the natural divergence form of the balance laws under consideration. It applies to weak solutions containing shock waves and, most importantly, is well-balanced in the sense that it preserves steady solutions. Numerical experiments are presented which demonstrate the convergence of the proposed finite volume scheme and its relevance for computing entropy solutions on a curved background.

Philippe G. LeFloch, Majid Mohammadian

We consider several systems of nonlinear hyperbolic conservation laws describing the dynamics of nonlinear waves in presence of phase transition phenomena. These models admit under-compressive shock waves which are not uniquely determined by a standard entropy criterion but must be characterized by a kinetic relation. Building on earlier work by LeFloch and collaborators, we investigate the numerical approximation of these models by {\sl high-order} finite difference schemes, and uncover several new features of the kinetic function associated with with physically motivated second and third-order regularization terms, especially viscosity and capillarity terms. On one hand, the role of the equivalent equation associated with a finite difference scheme is discussed. We conjecture here and demonstrate numerically that the (numerical) kinetic function associated with a scheme approaches the (analytic) kinetic function associated with the given model --especially since its equivalent equation approaches the regularized model at a higher order. On the other hand, we demonstrate numerically that a kinetic function can be associated with the thin liquid film model and the generalized Camassa-Holm model. Finally, we investigate to what extent a kinetic function can be associated with the equations of van der Waals fluids, whose flux-function admits two inflection points.

Paulo Amorim, Philippe G. LeFloch, Bawer Okutmustur

We investigate the numerical approximation of (discontinuous) entropy solutions to nonlinear hyperbolic conservation laws posed on a Lorentzian manifold. Our main result establishes the convergence of monotone and first-order finite volume schemes for a large class of (space and time) triangulations. The proof relies on a discrete version of entropy inequalities and an entropy dissipation bound, which take into account the manifold geometry accurately and generalize techniques and estimates that were known in the (flat) Euclidian setting, only. The strong convergence of the scheme then is then a consequence of the well-posed theory recently developed by Ben-Artzi and LeFloch for conservation laws on manifolds.

Florian Beyer, Philippe G. LeFloch

We introduce a new class of singular partial differential equations, referred to as the second-order hyperbolic Fuchsian systems, and we investigate the associated initial value problem when data are imposed on the singularity. First, we establish a general existence theory of solutions with asymptotic behavior prescribed on the singularity, which relies on a new approximation scheme, suitable also for numerical purposes. Second, this theory is applied to the (vacuum) Einstein equations for Gowdy spacetimes, and allows us to recover, by more direct arguments, well-posedness results established earlier by Rendall and collaborators. Another main contribution in this paper is the proposed approximation scheme, which we refer to as the Fuchsian numerical algorithm and is shown to provide highly accurate numerical approximations to the singular initial value problem. For the class of Gowdy spacetimes, the numerical experiments presented here show the interest and efficiency of the proposed method and demonstrate the existence of a class of Gowdy spacetimes containing a smooth, incomplete, and non-compact Cauchy horizon.

Philippe G. LeFloch, Seiji Ukai

We consider the Euler equations governing relativistic compressible fluids evolving in the Minkowski spacetime with several spatial variables. We propose a new symmetrization which makes sense for solutions containing vacuum states and, for instance, applies to the case of compactly supported solutions, which are important to model star dynamics. Then, relying on these symmetrization and assuming that the velocity does not exceed some threshold and remains bounded away from the light speed, we deduce a local-in-time existence result for solutions containing vacuum states. We also observe that the support of compactly supported solutions does not expand as time evolves.

Christophe Berthon, Frédéric Coquel, Philippe G. LeFloch

For a class of nonconservative hyperbolic systems of partial differential equations endowed with a strictly convex mathematical entropy, we formulate the initial value problem by supplementing the equations with a kinetic relation prescribing the rate of entropy dissipation across shock waves. Our condition can be regarded as a generalization to nonconservative systems of a similar concept introduced by Abeyaratne, Knowles, and Truskinovsky for subsonic phase transitions and by LeFloch for nonclassical undercompressive shocks to nonlinear hyperbolic systems. The proposed kinetic relation for nonconservative systems turns out to be equivalent, for the class of systems under consideration at least, to Dal Maso, LeFloch, and Murat's definition based on a prescribed family of Lipschitz continuous paths. In agreement with previous theories, the kinetic relation should be derived from a phase plane analysis of traveling solutions associated with an augmented version of the nonconservative system. We illustrate with several examples that nonconservative systems arising in the applications fit in our framework, and for a typical model of turbulent fluid dynamics, we provide a detailed analysis of the existence and properties of traveling waves which yields the corresponding kinetic function.

Matania Ben-Artzi, Joseph Falcovitz, Philippe G. LeFloch

We consider entropy solutions to the initial value problem associated with scalar nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. We propose a finite volume scheme which relies on a web-like mesh made of segments of longitude and latitude lines. The structure of the mesh allows for a discrete version of a natural geometric compatibility condition, which arose earlier in the well-posedness theory established by Ben-Artzi and LeFloch. We study here several classes of flux vectors which define the conservation law under consideration. They are based on prescribing a suitable vector field in the Euclidean three-dimensional space and then suitably projecting it on the sphere's tangent plane; even when the flux vector in the ambient space is constant, the corresponding flux vector is a non-trivial vector field on the sphere. In particular, we construct here "equatorial periodic solutions", analogous to one-dimensional periodic solutions to one-dimensional conservation laws, as well as a wide variety of stationary (steady state) solutions. We also construct "confined solutions", which are time-dependent solutions supported in an arbitrarily specified subdomain of the sphere. Finally, representative numerical examples and test-cases are presented.

Christophe Berthon, Philippe G. LeFloch, Rodolphe Turpault

We investigate the late-time asymptotic behavior of solutions to nonlinear hyperbolic systems of conservation laws containing stiff relaxation terms. First, we introduce a Chapman-Enskog-type asymptotic expansion and derive an effective system of equations describing the late-time/stiff relaxation singular limit. The structure of this new system is discussed and the role of a mathematical entropy is emphasized. Second, we propose a new finite volume discretization which, in late-time asymptotics, allows us to recover a discrete version of the same effective asymptotic system. This is achieved provided we suitably discretize the relaxation term in a way that depends on a matrix-valued free-parameter, chosen so that the desired asymptotic behavior is obtained. Our results are illustrated with several models of interest in continuum physics, and numerical experiments demonstrate the relevance of the proposed theory and numerical strategy.

Philippe G. LeFloch, Baver Okutmustur

We consider nonlinear hyperbolic conservation laws, posed on a differential (n+1)-manifold with boundary referred to as a spacetime, and in which the "flux" is defined as a flux field of n-forms depending on a parameter (the unknown variable). We introduce a formulation of the initial and boundary value problem which is geometric in nature and is more natural than the vector field approach recently developed for Riemannian manifolds. Our main assumption on the manifold and the flux field is a global hyperbolicity condition, which provides a global time-orientation as is standard in Lorentzian geometry and general relativity. Assuming that the manifold admits a foliation by compact slices, we establish the existence of a semi-group of entropy solutions. Moreover, given any two hypersurfaces with one lying in the future of the other, we establish a "contraction" property which compares two entropy solutions, in a (geometrically natural) distance equivalent to the L1 distance. To carry out the proofs, we rely on a new version of the finite volume method, which only requires the knowledge of the given n-volume form structure on the (n+1)-manifold and involves the {\sl total flux} across faces of the elements of the triangulations, only, rather than the product of a numerical flux times the measure of that face.

K. T. Joseph, Philippe G. LeFloch

We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix is close to the identity. No genuine nonlinearity assumption is required. We show the existence of a smooth, self-similar solution which has bounded total variation, uniformly in the diffusion parameter. In the zero-diffusion limit, the solutions converge to a solution of the Riemann problem associated with the hyperbolic system. A similar result is established for the relaxation approximation and the boundary-value problem in a half-space for the same regularizations.

Philippe G. LeFloch, Wladimir Neves, Baver Okutmustur

Following Ben-Artzi and LeFloch, we consider nonlinear hyperbolic conservation laws posed on a Riemannian manifold, and we establish an L1-error estimate for a class of finite volume schemes allowing for the approximation of entropy solutions to the initial value problem. The error in the L1 norm is of order h^(1/4) at most, where h represents the maximal diameter of elements in the family of geodesic triangulations. The proof relies on a suitable generalization of Cockburn, Coquel, and LeFloch's theory which was originally developed in the Euclidian setting. We extent the arguments to curved manifolds, by taking into account the effects to the geometry and overcoming several new technical difficulties.

Philippe G. LeFloch

We present a generalization of Kruzkov's theory to manifolds. Nonlinear hyperbolic conservation laws are posed on a differential (n+1)-manifold, called a spacetime, and the flux field is defined as a field of n-forms depending on a parameter. The entropy inequalities take a particularly simple form as the exterior derivative of a family of n-form fields. Under a global hyperbolicity condition on the spacetime, which allows arbitrary topology for the spacelike hypersurfaces of the foliation, we establish the existence and uniqueness of an entropy solution to the initial value problem, and we derive a geometric version of the standard L1 semi-group property. We also discuss an alternative framework in which the flux field consists of a parametrized family of vector fields.

Abdelaziz Beljadid, Philippe G. LeFloch

We introduce a second-order, central-upwind finite volume method for the discretization of nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. The semi-discrete version of the proposed method is based on a technique of local propagation speeds and it is free of any Riemann solver. The main advantages of our scheme are the high resolution of discontinuous solutions, its low numerical dissipation, and its simplicity for the implementation. The proposed scheme does not use any splitting approach, which is applied in some cases to upwind schemes in order to simplify the resolution of Riemann problems. The semi-discrete form of the scheme is strongly linked to the analytical properties of the nonlinear conservation law and to the geometry of the sphere. The curved geometry is treated here in an analytical way so that the semi-discrete form of the proposed scheme is consistent with a geometric compatibility property. Furthermore, the time evolution is carried out by using a total-variation-diminishing Runge-Kutta method. A rich family of (discontinuous) stationary solutions is available for the problem under consideration when the flux is nonlinear and foliated (as identified by the author in an earlier work). We present here a series of numerical examples, obtained by considering non-trivial steady state solutions and this leads us to a good validation of the accuracy and efficiency of the proposed central-upwind finite volume method. Our numerical tests confirm the stability of the proposed scheme and clearly show its ability to capture accurately discontinuous steady state solutions to nonlinear hyperbolic conservation laws posed on the sphere.

Benjamin Boutin, Frédéric Coquel, Philippe G. LeFloch

We continue our analysis of the coupling between nonlinear hyperbolic problems across possibly resonant interfaces. In the first two parts of this series, we introduced a new framework for coupling problems which is based on the so-called thin interface model and uses an augmented formulation and an additional unknown for the interface location; this framework has the advantage of avoiding any explicit modeling of the interface structure. In the present paper, we pursue our investigation of the augmented formulation and we introduce a new coupling framework which is now based on the so-called thick interface model. For scalar nonlinear hyperbolic equations in one space variable, we observe that the Cauchy problem is well-posed. Then, our main achievement in the present paper is the design of a new well-balanced finite volume scheme which is adapted to the thick interface model, together with a proof of its convergence toward the unique entropy solution (for a broad class of nonlinear hyperbolic equations). Due to the presence of a possibly resonant interface, the standard technique based on a total variation estimate does not apply, and DiPerna's uniqueness theorem must be used. Following a method proposed by Coquel and LeFloch, our proof relies on discrete entropy inequalities for the coupling problem and an estimate of the discrete entropy dissipation in the proposed scheme.

Philippe G. LeFloch, Shuyang Xiang

We study the dynamical behavior of compressible fluids evolving on the outer domain of communication of a Schwarzschild background. To this end, we design several numerical methods which take the Schwarzschild geometry into account and we treat, both, the relativistic Burgers equation and the relativistic Euler system under the assumption that the flow is spherically symmetric. All the schemes we construct are proven to be well-balanced and therefore to preserve the family of steady state solutions for both models. They enable us to study the nonlinear stability of fluid equilibria, and in particular to investigate the behavior of the fluid near the blackhole horizon. We state and numerically demonstrate several conjectures about the late-time behavior of perturbations of steady solutions.

Benjamin Boutin, Frédéric Coquel, Philippe G. LeFloch

We investigate various analytical and numerical techniques for the coupling of nonlinear hyperbolic systems and, in particular, we introduce here an augmented formulation which allows for the modeling of the dynamics of interfaces between fluid flows. The main technical difficulty to be overcome lies in the possible resonance effect when wave speeds coincide and global hyperbolicity is lost. As a consequence, non-uniqueness of weak solutions is observed for the initial value problem which need to be supplemented with further admissibility conditions. This first paper is devoted to investigating these issues in the setting of self-similar vanishing viscosity approximations to the Riemann problem for general hyperbolic systems. Following earlier works by Joseph, LeFloch, and Tzavaras, we establish an existence theorem for the Riemann problem under fairly general structural assumptions on the nonlinear hyperbolic system and its regularization. Our main contribution consists of nonlinear wave interaction estimates for solutions which apply to resonant wave patterns.

Paulo Amorim, Christine Bernardi, Philippe G. LeFloch

We consider a system of nonlinear wave equations with constraints that arises from the Einstein equations of general relativity and describes the geometry of the so-called Gowdy symmetric spacetimes on T3. We introduce two numerical methods, which are based on pseudo-spectral approximation. The first approach relies on marching in the future time-like direction and toward the coordinate singularity t=0. The second approach is designed from asymptotic formulas that are available near this singularity; it evolves the solutions in the past timelike direction from "final" data given at t=0. This backward method relies a novel nonlinear transformation, which allows us to reduce the nonlinear source terms to simple quadratic products of the unknown variables. Numerical experiments are presented in various regimes, including cases where "spiky" structures are observed as the coordinate singularity is approached. The proposed backward strategy leads to a robust numerical method which allows us to accurately simulate the long-time behavior of a large class of Gowdy spacetimes.

Benjamin Boutin, Frédéric Coquel, Philippe G. LeFloch

This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated in term of an augmented system of partial differential equations. In an earlier work, this strategy allowed us to develop a regularization method based on a thick interface model in one space variable. In the present paper, we significantly extend this framework and, in addition, encompass equations in several space variables. This new formulation includes the coupling of several distinct conservation laws and allows for a possible covering in space. Our main contributions are, on one hand, the design and analysis of a well-balanced finite volume method on general triangulations and, on the other hand, a proof of convergence of this method toward entropy solutions, extending Coquel, Cockburn, and LeFloch's theory (restricted to a single conservation law without coupling). The core of our analysis is, first, the derivation of entropy inequalities as well as a discrete entropy dissipation estimate and, second, a proof of convergence toward the entropy solution of the coupling problem.

Joaquim M. Correia, Philippe G. LeFloch

We consider a class of multidimensional conservation laws with vanishing nonlinear diffusion and dispersion terms. Under a condition on the relative size of the diffusion and dispersion coefficients, we establish that the diffusive-dispersive solutions are uniformly bounded in a space Lp ($p$ arbitrary large, depending on the nonlinearity of the diffusion) and converge to the classical, entropy solution of the corresponding multidimensional, hyperbolic conservation law. Previous results were restricted to one-dimensional equations and specific spaces Lp. Our proof is based on DiPerna's uniqueness theorem in the class of entropy measure-valued solutions.

Philippe G. LeFloch

We present some recent developments on shock capturing methods for nonlinear hyperbolic systems of balance laws, whose prototype is the Euler system of compressible fluid flows, and especially discuss {structure-preserving} techniques. The problems under consideration arise with complex fluids in realistic applications when friction terms, geometrical terms, viscosity and capillarity effects, etc., need to be taken into account in order to achieve a proper description of the physical phenomena. For these problems, it is necessary to design numerical methods that are not only consistent with the given partial differential equations, but remain accurate and robust in certain {asymptotic regimes} of physical interest. That is, certain structural properties of these hyperbolic problems (conservation or balance law, equilibrium state, monotonicity properties, etc.) are essential in many applications, and one seeks that the numerical solutions preserve these properties, which is often a very challenging task.

Philippe G. LeFloch, Jean-Marc Mercier

We revisit the method of characteristics for shock wave solutions to nonlinear hyperbolic problems and we describe a novel numerical algorithm - the convex hull algorithm (CHA) - in order to compute, both, entropy dissipative solutions (satisfying all relevant entropy inequalities) and entropy conservative (or multivalued) solutions to nonlinear hyperbolic conservation laws. Our method also applies to Hamilton-Jacobi equations and other problems endowed with a method of characteristics. From the multivalued solutions determined by the method of characteristic, our algorithm "extracts" the entropy dissipative solutions, even after the formation of shocks. It applies to, both, convex or non-convex flux/Hamiltonians. We demonstrate the relevance of the proposed approach with a variety of numerical tests including a problem from fluid dynamics.

Philippe G. LeFloch, Baver Okutmustur

We introduce a formulation of the initial and boundary value problem for nonlinear hyperbolic conservation laws posed on a differential manifold endowed with a volume form, possibly with a boundary; in particular, this includes the important case of Lorentzian manifolds. Only limited regularity is assumed on the geometry of the manifold. For this problem, we establish the existence and uniqueness of an L1 semi-group of weak solutions satisfying suitable entropy and boundary conditions.

Paulo Amorim, Joao-Paulo Dias, Mario Figueira et al.

We investigate the coupling between the nonlinear Schrödinger equation and the inviscid Burgers equation, a system which models interactions between short and long waves, for instance in fluids. Well-posedness for the associated Cauchy problem remains a difficult open problem, and we tackle it here via a linearization technique. Namely, we establish a linearized stability theorem for the Schrödinger--Burgers system, when the reference solution is an entropy--satisfying shock wave to Burgers equation. Our proof is based on suitable energy estimates and on properties of hyperbolic equations with discontinuous coefficients. Numerical experiments support and expand our theoretical results.

Marc Laforest, Philippe G. LeFloch

We consider nonclassical entropy solutions to scalar conservation laws with concave-convex flux functions, whose set of left- and right-hand admissible states across undercompressive shocks is selected by a kinetic function ϕ. We introduce a new definition for the (generalized) strength of classical and nonclassical shocks, allowing us to propose a generalized notion of total variation functional. Relying only upon the natural assumption that the composite function ϕo ϕis uniformly contracting, we prove that the generalized total variation of front-tracking approximations is non-increasing in time, and we conclude with the existence of nonclassical solutions to the initial-value problem. We also propose two definitions of generalized interaction potentials which are adapted to handle nonclassical entropy solutions and we investigate their monotonicity properties. In particular, we exhibit an interaction functional which is globally non-increasing along a splitting-merging interaction pattern.

Philippe G. LeFloch

We consider solutions to nonlinear hyperbolic systems of balance laws with stiff relaxation and formally derive a parabolic-type effective system describing the late-time asymptotics of these solutions. We show that many examples from continuous physics fall into our framework, including the Euler equations with (possibly nonlinear) friction. We then turn our attention to the discretization of these stiff problems and introduce a new finite volume scheme which preserves the late-time asymptotic regime. Importantly, our scheme requires only the classical CFL (Courant, Friedrichs, Lewy) condition associated with the hyperbolic system under consideration, rather than the more restrictive, parabolic-type stability condition.

Nabil Bedjaoui, Christian Klingenberg, Philippe G. LeFloch

We justify a Chapman-Enskog expansion for discontinuous solutions of hyperbolic conservation laws containing shock waves with small strength. Precisely, we establish pointwise uniform estimates for the difference between the traveling waves of a relaxation model and the traveling waves of the corresponding diffusive equations determined by a Chapman-Enskog expansion procedure to first- or second-order.

Philippe G. LeFloch

We develop a version of Haar and Holmgren methods which applies to discontinuous solutions of nonlinear hyperbolic systems and allows us to control the L1 distance between two entropy solutions. The main difficulty is to cope with linear hyperbolic systems with discontinuous coefficients. Our main observation is that, while entropy solutions contain compressive shocks only, the averaged matrix associated with two such solutions has compressive or undercompressive shocks, but no rarefaction-shocks -- which are recognized as a source for non-uniqueness and instability. Our Haar-Holmgren-type method rests on the geometry associated with the averaged matrix and takes into account adjoint problems and wave cancellations along generalized characteristics. It extends the method proposed earlier by LeFloch et al. for genuinely nonlinear systems. In the present paper, we cover solutions with small total variation and a class of systems with general flux that need not be genuinely nonlinear and includes for instance fluid dynamics equations. We prove that solutions generated by Glimm or front tracking schemes depend continuously in the L1 norm upon their initial data, by exhibiting an L1 functional controling the distance between two solutions.

Philippe G. LeFloch, Jean-Marc Mercier

We present an algorithm (CoDeFi) which overcomes the curse of dimensionality (CoD) in scientific computations and, especially, in mathematical finance (Fi). Our method applies a broad class of partial differential equations such as Kolmogorov-type equations and, for instance, the Black and Scholes equation. As a main feature, our algorithm allows one to solve partial differential equations in large dimensions and provides a general framework for stochastic problems. In insurance or finance applications, the number of dimensions corresponds to the number of risk sources and it is crucial to have a numerical method that remains robust and reliable in large dimensions.

Philippe G. LeFloch, Hasan Makhlof

We consider the relativistic Euler equations governing spherically symmetric, perfect fluid flows on the outer domain of communication of Schwarzschild spacetime, and we introduce a version of the finite volume method which is formulated geometrically (without choosing coordinates a priori) and is well--balanced, in the sense that it preserves steady solutions to the Euler equations on the curved geometry under consideration. In order to formulate our method, we first derive a closed formula describing all steady and spherically symmetric solutions to the Euler equations posed on Schwarzschild spacetime. Second, we describe a finite volume method which is formulated geometrically from the family of steady solutions to the Euler system. Our scheme is second--order accurate and, as required, preserves the family of steady solutions at the discrete level. Numerical experiments are presented which demonstrate the efficiency and robustness of the proposed method even for solutions containing shock waves and nonlinear interacting wave patterns. As an application, we investigate the late--time asymptotics of perturbed steady solutions and demonstrate its convergence for late time toward another steady solution, taking the overall effect of the perturbation into account.

Philippe G. LeFloch

We discuss the existence and uniqueness of discontinuous solutions to adjoint problems associated with nonlinear hyperbolic systems of conservation laws. By generalizing the Haar method for Glimm-type approximations to hyperbolic systems, we establish that entropy solutions depend continuously upon their initial data in the natural L1 norm.

Paulo Amorim, Philippe G. LeFloch, Wladimir Neves

We consider a hyperbolic conservation law posed on an (N+1)-dimensional spacetime, whose flux is a field of differential forms of degree N. Generalizing the classical Kuznetsov's method, we derive an L1 error estimate which applies to a large class of approximate solutions. In particular, we apply our main theorem and deal with two entropy solutions associated with distinct flux fields, as well as with an entropy solution and an approximate solution. Our framework encompasses, for instance, equations posed on a globally hyperbolic Lorentzian manifold.

Philippe G. LeFloch

Kinetic relations are required in order to characterize nonclassical undercompressive shock waves and formulate a well-posed initial value problem for nonlinear hyperbolic systems of conservation laws. Such nonclassical waves arise in weak solutions of a large variety of physical models: phase transitions, thin liquid films, magnetohydrodynamics, Camassa-Holm model, martensite-austenite materials, semi-conductors, combustion theory, etc. This review presents the research done in the last fifteen years which led the development of the theory of kinetic relations for undercompressive shocks and has now covered many physical, mathematical, and numerical issues. The main difficulty overcome here in our analysis of nonclassical entropy solutions comes from their lack of monotonicity with respect to initial data. Undercompressive shocks of hyperbolic conservation laws turn out to exhibit features that are very similar to shocks of nonconservative hyperbolic systems, who were investigated earlier by the author.

Dietmar Kroener, Philippe G. LeFloch, Mai-Duc Thanh

We consider the Euler equations for compressible fluids in a nozzle whose cross-section is variable and may contain discontinuities. We view these equations as a hyperbolic system in nonconservative form and investigate weak solutions in the sense of Dal Maso, LeFloch, and Murat. Observing that the entropy equality has a fully conservative form, we derive a minimum entropy principle satisfied by entropy solutions. We then establish the stability of a class of numerical approximations for this system.

K. T. Joseph, Philippe G. LeFloch

This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the vanishing viscosity method and finite difference schemes (Lax-Friedrichs type schemes, Godunov scheme). We demonstrate that different regularization methods generate different boundary layers. Hence, the boundary condition can be formulated only if an approximation scheme is selected first. Assuming solely uniform L\infty bounds on the approximate solutions and so dealing with L\infty solutions, we derive several entropy inequalities satisfied by the boundary layer in each case under consideration. A Young measure is introduced to describe the boundary trace. When a uniform bound on the total variation is available, the boundary Young measure reduces to a Dirac mass. Form the above analysis, we deduce several formulations for the boundary condition which apply whether the boundary is characteristic or not. Each formulation is based a set of admissible boundary values, following Dubois and LeFloch's terminology in ``Boundary conditions for nonlinear hyperbolic systems of conservation laws'', J. Diff. Equa. 71 (1988), 93--122. The local structure of those sets and the well-posedness of the corresponding initial-boundary value problem are investigated. The results are illustrated with convex and nonconvex conservation laws and examples from continuum mechanics.

Philippe G. LeFloch

In this paper we consider the hyperbolic-elliptic system of two conservation laws that describes the dynamics of an elastic material governed by a non-monotone strain-stress function. Following Abeyaratne and Knowles, we propose a notion of admissible weak solution for this system in the class of functions with bounded variation. The formulation includes an entropy inequality, a kinetic relation (imposed along any subsonic phase boundary), and an nucleation criterion (for the appearance of new phase boundaries). We prove the L1 continuous dependence of the solution to the Riemann problem. Our main result yields the existence and the stability of propagating phase boundaries. The proof is based on Glimm's scheme and in particular on techniques going back to Glimm-Lax. In order to deal with the kinetic relation, we prove a result of pointwise convergence for the phase boundary.

John M. Hong, Philippe G. LeFloch

We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend on the unknown as well as on the time and space variables. The method is based on local approximate solutions of the generalized Riemann problem, which form building blocks in our scheme and allow us to take into account naturally the effects of the flux and source terms. To establish the nonlinear stability of these approximations, we investigate nonlinear interactions between generalized wave patterns. This analysis leads us to a global existence result for quasilinear hyperbolic systems with source-term, and applies, for instance, to the compressible Euler equations in general geometries and to hyperbolic systems posed on a Lorentzian manifold.

Olivier Glass, Philippe G. LeFloch

We study the Cauchy problem for general, nonlinear, strictly hyperbolic systems of partial differential equations in one space variable. First, we re-visit the construction of the solution to the Riemann problem and introduce the notion of a nondegenerate (ND) system. This is the optimal condition guaranteeing, as we show it, that the Riemann problem can be solved with finitely many waves, only; we establish that the ND condition is generic in the sense of Baire (for the Whitney topology), so that any system can be approached by a ND system. Second, we introduce the concept of inner speed variation and we derive new interaction estimates on wave speeds. Third, we design a wave front tracking scheme and establish its strong convergence to the entropy solution of the Cauchy problem; this provides a new existence proof as well as an approximation algorithm. As an application, we investigate the time-regularity of the graph solutions $(X,U)$ introduced by the second author, and propose a geometric version of our scheme; in turn, the spatial component $X$ of a graph solution can be chosen to be continuous in both time and space, while its component $U$ is continuous in space and has bounded variation in time.

K. T. Joseph, Philippe G. LeFloch

Following pioneering work by Fan and Slemrod who studied the effect of artificial viscosity terms, we consider the system of conservation laws arising in liquid-vapor phase dynamics with {\sl physical} viscosity and capillarity effects taken into account. Following Dafermos we consider self-similar solutions to the Riemann problem and establish uniform total variation bounds, allowing us to deduce new existence results. Our analysis cover both the hyperbolic and the hyperbolic-elliptic regimes and apply to arbitrarily large Riemann data. The proofs rely on a new technique of reduction to two coupled scalar equations associated with the two wave fans of the system. Strong $L^1$ convergence to a weak solution of bounded variation is established in the hyperbolic regime, while in the hyperbolic-elliptic regime a stationary singularity near the axis separating the two wave fans, or more generally an almost-stationary oscillating wave pattern (of thickness depending upon the capillarity-viscosity ratio) are observed which prevent the solution to have globally bounded variation.

Matania Ben-Artzi, Philippe G. LeFloch

Motivated by many applications (geophysical flows, general relativity), we attempt to set the foundations for a study of entropy solutions to nonlinear hyperbolic conservation laws posed on a (Riemannian or Lorentzian) manifold. The flux of the conservation laws is viewed as a vector-field on the manifold and depends on the unknown function as a parameter. We introduce notions of entropy solutions in the class of bounded measurable functions and in the class of measure-valued mappings. We establish the well-posedness theory for conservation laws on a manifold, by generalizing both Kruzkov's and DiPerna's theories originally developed in the Euclidian setting. The class of {\sl geometry-compatible} (as we call it) conservation laws is singled out as an important case of interest, which leads to robust $L^p$ estimates independent of the geometry of the manifold. On the other hand, general conservation laws solely enjoy the $L^1$ contraction property and leads to a unique contractive semi-group of entropy solutions. Our framework allows us to construct entropy solutions on a manifold via the vanishing diffusion method or the finite volume method.

Paulo Amorim, Matania Ben-Artzi, Philippe G. LeFloch

This paper investigates some properties of entropy solutions of hyperbolic conservation laws on a Riemannian manifold. First, we generalize the Total Variation Diminishing (TVD) property to manifolds, by deriving conditions on the flux of the conservation law and a given vector field ensuring that the total variation of the solution along the integral curves of the vector field is non-increasing in time. Our results are next specialized to the important case of a flow on the 2-sphere, and examples of flux are discussed. Second, we establish the convergence of the finite volume methods based on numerical flux-functions satisfying monotonicity properties. Our proof requires detailed estimates on the entropy dissipation, and extends to general manifolds an earlier proof by Cockburn, Coquel, and LeFloch in the Euclidian case.