5 Papers

NAJan 21, 2011
The discontinuous Galerkin method for fractional degenerate convection-diffusion equations

Simone Cifani, Espen R. Jakobsen, Kenneth H. Karlsen

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (Lévy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments.

APNov 15, 2010
Entropy Solution Theory for Fractional Degenerate Convection-Diffusion Equations

Simone Cifani, Espen R. Jakobsen

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection diffusion equations, and some fractional Porous medium equations. In this paper we define weak entropy solutions for this class of equations and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable functions. Then we introduce a monotone conservative numerical scheme and prove convergence toward an Entropy solution in the class of bounded integrable functions of bounded variation. We then extend the well-posedness results to non-local terms based on general Lévy type operators, and establish some connections to fully non-linear HJB equations. Finally, we present some numerical experiments to give the reader an idea about the qualitative behavior of solutions of these equations.

NAJan 29, 2012
On numerical methods and error estimates for degenerate fractional convection-diffusion equations

Simone Cifani, Espen R. Jakobsen

First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal error estimates for our numerical methods - even when the principal derivatives have any fractional order between 1 and 2! The class of equations we consider includes equations with nonlinear and possibly degenerate fractional or general Levy diffusion. Special cases are conservation laws, fractional conservation laws, certain fractional porous medium equations, and new strongly degenerate equations.

NANov 15, 2010
On the spectral vanishing viscosity method for periodic fractional conservation laws

Simone Cifani, Espen R. Jakobsen

We introduce and analyze a spectral vanishing viscosity approximation of periodic fractional conservation laws. The fractional part of these equations can be a fractional Laplacian or other non-local operators that are generators of pure jump Lévy processes. To accommodate for shock solutions, we first extend to the periodic setting the Kružkov-Alibaud entropy formulation and prove well-posedness. Then we introduce the numerical method, which is a non-linear Fourier Galerkin method with an additional spectral viscosity term. This type of approximation was first introduced by Tadmor for pure conservation laws. We prove that this {\em non-monotone} method converges to the entropy solution of the problem, that it retains the spectral accuracy of the Fourier method, and that it diagonalizes the fractional term reducing dramatically the computational cost induced by this term. We also derive a robust $L^1$-error estimate, and provide numerical experiments for the fractional Burgers' equation.

APJun 15, 2010
The discontinuous Galerkin method for fractal conservation laws

Simone Cifani, Espen R. Jakobsen, Kenneth H. Karlsen

We propose, analyze, and demonstrate a discontinuous Galerkin method for fractal conservation laws. Various stability estimates are established along with error estimates for regular solutions of linear equations. Moreover, in the nonlinear case and whenever piecewise constant elements are utilized, we prove a rate of convergence toward the unique entropy solution. We present numerical results for different types of solutions of linear and nonlinear fractal conservation laws.