Frédéric Lagoutière

Francois Delarue, Frédéric Lagoutière

We provide a probabilistic analysis of the upwind scheme for multi-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward representation formula of Kolmogorov type for the numerical solution. We then understand that the error induced by the scheme is governed by the fluctuations of the Markov chain around the characteristics of the flow. We show, in various situations, that the fluctuations are of diffusive type. As a by-product, we prove that the scheme is of order 1/2 for an initial datum in BV and of order 1/2-a, for all a>0, for a Lipschitz continuous initial datum. Our analysis provides a new interpretation of the numerical diffusion phenomenon.

Clémentine Courtès, Frédéric Lagoutière, Frédéric Rousset

This article deals with the numerical analysis of the Cauchy problem for the Korteweg-de Vries equation with a finite difference scheme. We consider the Rusanov scheme for the hyperbolic flux term and a 4-points $θ$-scheme for the dispersive term. We prove the convergence under a hyperbolic Courant-Friedrichs-Lewy condition when $θ\geq \frac{1}{2}$ and under an "Airy" Courant-Friedrichs-Lewy condition when $θ<\frac{1}{2}$. More precisely, we get the first order convergence rate for strong solutions in the Sobolev space $H^s(\mathbb{R})$, $s \geq 6$ and extend this result to the non-smooth case for initial data in $H^s(\mathbb{R})$, with $s\geq \frac{3}{4}$ , to the price of a loss in the convergence order. Numerical simulations indicate that the orders of convergence may be optimal when $s\geq3$.

François Delarue, Frédéric Lagoutière, Nicolas Vauchelet

An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined in the sense of measures along the lines of Poupaud and Rascle's work. We study the convergence order of the upwind scheme in the Wasserstein distances. More precisely, we prove that in this setting the convergence order is 1/2. We also show the optimality of this result. In the appendix, we show that this result also applies to other "diffusive" "first order" schemes and to a forward semi-Lagrangian scheme.

B Després, S Kokh, Frédéric Lagoutière

We review sharpening methods for finite volume schemes, with an emphasis on the basic structure of sharpening methods. It covers high order methods and non linear techniques for linear advection, Glimm's method, anti-diffusion techniques, the interaction of these techniques with the PDE structures. Additional approaches like level sets, interface reconstruction and Vofire are also discussed. We also present the algorithmic structure of the downwind method for a simple two components problem.

Nina Aguillon, Frédéric Lagoutière, Nicolas Seguin

In this paper, we prove the convergence of a class of finite volume schemes for the model of coupling between a Burgers fluid and a pointwise particle introduced in [LST08]. In this model, the particle is seen as a moving interface through which an interface condition is imposed, which links the velocity of the fluid on the left and on the right of the particle and the velocity of the particle (the three quantities are all not equal in general). The total impulsion of the system is conserved through time.The proposed schemes are consistent with a "large enough" part of the interface conditions. The proof of convergence is an extension of the one of [AS12] to the case where the particle moves under the influence of the fluid. It yields two main difficulties: first, we have to deal with time-dependent flux and interface condition, and second with the coupling between and ODE and a PDE.