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CONSERVATION LAWS ON THE SPHERE: FROM SHALLOW WATER TO BURGERS Matania Ben-Artzi Institute of Mathematics, Hebrew University, Jerusalem, Israel Advances in Applied Mathematics IN MEMORIAM OF PROFESSOR SAUL ABARBANEL Tel Aviv University December 2018 joint work with JOSEPH FALCOVITZ, PHILIPPE LEFLOCH 1

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Page 1: Matania Ben-Artzi Institute of Mathematics, Hebrew

CONSERVATION LAWS ON THE SPHERE:

FROM SHALLOW WATER TO BURGERS

Matania Ben-ArtziInstitute of Mathematics, Hebrew University, Jerusalem, Israel

Advances in Applied MathematicsIN MEMORIAM OF PROFESSOR SAUL ABARBANEL

Tel Aviv University

December 2018

joint work with JOSEPH FALCOVITZ, PHILIPPE LEFLOCH1

Page 2: Matania Ben-Artzi Institute of Mathematics, Hebrew

“...together with David Gottliebwe noticed that some of the stuff that people were doing, theformulation was not strongly well posed, which is a mathematicalpoint of view. So we got interested in how to make it moreposed.” (Interview with P. Davis, Brown University,2003).“Problems should be studied in a ‘physico-mathematical’fashion”–(private communication)

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Page 3: Matania Ben-Artzi Institute of Mathematics, Hebrew

General Circulation Model –JETSTREAM

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Page 4: Matania Ben-Artzi Institute of Mathematics, Hebrew

General Circulation Model –JETSTREAM

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Page 5: Matania Ben-Artzi Institute of Mathematics, Hebrew

MOVING VORTEX

R.D. Nair and C. Jablonowski–Moving vortices on the sphere: Atest case for horizontal advection problems,

Monthly Weather Review 136(2008)699–711

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Page 6: Matania Ben-Artzi Institute of Mathematics, Hebrew

-1-.8-.6-.4-.2 0 .2 .4 .6 .8 1

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Page 7: Matania Ben-Artzi Institute of Mathematics, Hebrew

Grid on sphere—the Kurihara GridD. J. Williamson–The evolution of dynamical cores for globalatmospheric models,Journal of the meteorological society of Japan 85B (2007)241–269

DISCUSSION: The “POLE PROBLEM”

λ

φ

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Page 8: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–GEOPHYSICAL

P.S. Marcus–Numerical simulation of Jupiter’s great red spot ,Nature (1988)

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Page 9: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–GEOPHYSICAL

P.S. Marcus–Numerical simulation of Jupiter’s great red spot ,Nature (1988)J.Y-K. Cho, and L. M. Polvani–The morphogenesis of bands andzonal winds in the atmospheres on the giant outer planets ,Science (1996)

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Page 10: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–GEOPHYSICAL

P.S. Marcus–Numerical simulation of Jupiter’s great red spot ,Nature (1988)J.Y-K. Cho, and L. M. Polvani–The morphogenesis of bands andzonal winds in the atmospheres on the giant outer planets ,Science (1996)J. Galewski, R.K. Scott and L. M. Polvani–An initial-value problemfor testing numerical models of the global shallow water equations, Tellus (2004)

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Page 11: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–GEOPHYSICAL

P.S. Marcus–Numerical simulation of Jupiter’s great red spot ,Nature (1988)J.Y-K. Cho, and L. M. Polvani–The morphogenesis of bands andzonal winds in the atmospheres on the giant outer planets ,Science (1996)J. Galewski, R.K. Scott and L. M. Polvani–An initial-value problemfor testing numerical models of the global shallow water equations, Tellus (2004)T. Woollings and M. Blackburn–The North Atlantic jet streamunder climate change and its relation to the NAO and EA patterns, (NAO=North Atlantic Oscillations,EA=East Atlantic)Journal of Climate (2012)

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Page 12: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–COMPUTATIONAL

D. L. Williamson, J.B. Drake, J.J. Hack, R. Jakob and P. N.Swarztrauber–A standard test set for numerical approximations tothe shallow water equations in spherical geometry, J. Comp.Physics (1992)

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Page 13: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–COMPUTATIONAL

D. L. Williamson, J.B. Drake, J.J. Hack, R. Jakob and P. N.Swarztrauber–A standard test set for numerical approximations tothe shallow water equations in spherical geometry, J. Comp.Physics (1992)J. A. Rossmanith, D. S. Bale and R. J. LeVeque–A wavepropagation method for hyperbolic systems on curved manifolds ,J. Comp. Physics (2004)

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Page 14: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–COMPUTATIONAL

D. L. Williamson, J.B. Drake, J.J. Hack, R. Jakob and P. N.Swarztrauber–A standard test set for numerical approximations tothe shallow water equations in spherical geometry, J. Comp.Physics (1992)J. A. Rossmanith, D. S. Bale and R. J. LeVeque–A wavepropagation method for hyperbolic systems on curved manifolds ,J. Comp. Physics (2004)P. A. Ullrich, C. Jablonowski and B. van Leer–High-orderfinite-volume methods for the shallow water equations on thesphere ,J. Comp. Physics (2010)

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Page 15: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME REFERENCES–COMPUTATIONAL

D. L. Williamson, J.B. Drake, J.J. Hack, R. Jakob and P. N.Swarztrauber–A standard test set for numerical approximations tothe shallow water equations in spherical geometry, J. Comp.Physics (1992)J. A. Rossmanith, D. S. Bale and R. J. LeVeque–A wavepropagation method for hyperbolic systems on curved manifolds ,J. Comp. Physics (2004)P. A. Ullrich, C. Jablonowski and B. van Leer–High-orderfinite-volume methods for the shallow water equations on thesphere ,J. Comp. Physics (2010)L. Bao, R.D. Nair and H.M. Tufo–A mass and momentumflux-form high-order discontinuous Galerkin shallow water modelon the cubed-sphere ,J. Comp. Physics (2013)

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Page 16: Matania Ben-Artzi Institute of Mathematics, Hebrew

SOME BOOKS

D. R. Durran–Numerical Methods for Fluid Dynamics: WithApplications to Geophysics ,Springer (1999,2010)

N. Paldor–Shallow Water Waves on the Rotating Earth ,Springer (2015)

R. Salmon–Lectures on Geophysical Fluid Dynamics,Oxford University Press (1998)

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Page 17: Matania Ben-Artzi Institute of Mathematics, Hebrew

GRP METHODOLOGY USING RIEMANN INVARIANTS

and GEOMETRIC COMPATIBILITY

J. Li and G. Chen–The generalized Riemann problem method forthe shallow water equations with topography,Int. J. Numer. Methods in Engineering(2006)

M. Ben-Artzi, J. Li and G. Warnecke–A direct Eulerian GRPscheme for compressible fluid flows,J. Comp. Physics (2006)

M. Ben-Artzi, J. Falcovitz and Ph. LeFloch– Hyperbolicconservation laws on the sphere: A geometry compatible finitevolume scheme,J.Comp. Physics (2009)

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Page 18: Matania Ben-Artzi Institute of Mathematics, Hebrew

DERIVATION OF THE MODEL

INVARIANT FORM

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TWO SYSTEMS

Lower-case letters = Inertial systemCapital letters =Rotating system .

Time derivatives of vector functions: ~q(t), ~Q(t).Connection by ROTATION MATRIX

~x = R(t)~X .

~x =d

dtR(t)~X = R(t)(~Ω× ~X ).

~Ω = ~Ω(t) = angular velocity in the rotating system. It is constant(namely, independent of time) in the rotating system.

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Page 20: Matania Ben-Artzi Institute of Mathematics, Hebrew

If ~X (t) represents a moving particle in the rotating system,

~x =d

dtR(t)~X = R(t)(~Ω× ~X ) + R(t)(~X ).

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Page 21: Matania Ben-Artzi Institute of Mathematics, Hebrew

If ~X (t) represents a moving particle in the rotating system,

~x =d

dtR(t)~X = R(t)(~Ω× ~X ) + R(t)(~X ).

~x = R(t)~Ω× (~Ω × ~X ) + ~Ω× ~X + ~Ω× ~X + ~X

= R(t)~Ω× (~Ω × ~X ) + 2~Ω× ~X + ~X.

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Page 22: Matania Ben-Artzi Institute of Mathematics, Hebrew

If ~X (t) represents a moving particle in the rotating system,

~x =d

dtR(t)~X = R(t)(~Ω× ~X ) + R(t)(~X ).

~x = R(t)~Ω× (~Ω × ~X ) + ~Ω× ~X + ~Ω× ~X + ~X

= R(t)~Ω× (~Ω × ~X ) + 2~Ω× ~X + ~X.

Particle of mass m, force ~f (in the inertial system):

R(t)(m ~X ) = ~f −mR(t)~Ω× (~Ω × ~X ) + 2~Ω× ~X.

Lagrangian formulation: particle has unit mass, and is an elementof a fluid continuum moving (approximately) on the sphericalsurface of the earth S ..~N = outward unit normal on the sphere S .

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Page 23: Matania Ben-Artzi Institute of Mathematics, Hebrew

TWO “ADDITIONAL FORCES”

CENTRIFUGAL FORCE ~Ω× (~Ω× ~X )

CORIOLIS FORCE 2~Ω× ~X

Velocity ~V = ~X .

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Page 24: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION I:

There are two body forces acting on the particle:

− ~G — the gravity force .

~H — the hydrostatic force (due to fluid pressure).

Total force (in the inertial system) on the unit mass is

~f = R(t)(− ~G + ~H).

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Page 25: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION I:

There are two body forces acting on the particle:

− ~G — the gravity force .

~H — the hydrostatic force (due to fluid pressure).

Total force (in the inertial system) on the unit mass is

~f = R(t)(− ~G + ~H).

R(t)(~X ) = R(t)− ~G + ~H − ~Ω× (~Ω× ~X )− 2~Ω× ~X.

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Page 26: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION I:

There are two body forces acting on the particle:

− ~G — the gravity force .

~H — the hydrostatic force (due to fluid pressure).

Total force (in the inertial system) on the unit mass is

~f = R(t)(− ~G + ~H).

R(t)(~X ) = R(t)− ~G + ~H − ~Ω× (~Ω× ~X )− 2~Ω× ~X.

Note: ~X is a three-dimensional vector in the rotational system.Later: Confine to the sphere S : r = a, by assuming that the fluidvolume is very “thin”( vertically).

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Page 27: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION I:

There are two body forces acting on the particle:

− ~G — the gravity force .

~H — the hydrostatic force (due to fluid pressure).

Total force (in the inertial system) on the unit mass is

~f = R(t)(− ~G + ~H).

R(t)(~X ) = R(t)− ~G + ~H − ~Ω× (~Ω× ~X )− 2~Ω× ~X.

Note: ~X is a three-dimensional vector in the rotational system.Later: Confine to the sphere S : r = a, by assuming that the fluidvolume is very “thin”( vertically).

~X = − ~G + ~H − ~Ω× (~Ω × ~X )− 2~Ω× ~X .

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Page 28: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION II:Some constant g∗ > 0,

− ~G − ~Ω× (~Ω× ~X ) = −g∗ ~N .

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Page 29: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION II:Some constant g∗ > 0,

− ~G − ~Ω× (~Ω× ~X ) = −g∗ ~N .

MEANING: Earth is not a perfect sphere, the combination of thegravitational and the centrifugal forces can be incorporated into aperfect spherical setting where the “modified” gravitational force isradial.GEOPHYSICAL LITERATURE: geopotential and the geoid.

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Page 30: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION II:Some constant g∗ > 0,

− ~G − ~Ω× (~Ω× ~X ) = −g∗ ~N .

MEANING: Earth is not a perfect sphere, the combination of thegravitational and the centrifugal forces can be incorporated into aperfect spherical setting where the “modified” gravitational force isradial.GEOPHYSICAL LITERATURE: geopotential and the geoid.Remain (apart from the modified gravitation):CORIOLIS FORCE −2~Ω× ~V HYDROSTATIC FORCE ~H .

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Page 31: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION II:Some constant g∗ > 0,

− ~G − ~Ω× (~Ω× ~X ) = −g∗ ~N .

MEANING: Earth is not a perfect sphere, the combination of thegravitational and the centrifugal forces can be incorporated into aperfect spherical setting where the “modified” gravitational force isradial.GEOPHYSICAL LITERATURE: geopotential and the geoid.Remain (apart from the modified gravitation):CORIOLIS FORCE −2~Ω× ~V HYDROSTATIC FORCE ~H .Earth surface S : r = a : At every point orthonormal system (fixedin rotational system): unit normal ~N+ “tangential plane”.

~X = ~XN + ~XT

.

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Page 32: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION II:Some constant g∗ > 0,

− ~G − ~Ω× (~Ω× ~X ) = −g∗ ~N .

MEANING: Earth is not a perfect sphere, the combination of thegravitational and the centrifugal forces can be incorporated into aperfect spherical setting where the “modified” gravitational force isradial.GEOPHYSICAL LITERATURE: geopotential and the geoid.Remain (apart from the modified gravitation):CORIOLIS FORCE −2~Ω× ~V HYDROSTATIC FORCE ~H .Earth surface S : r = a : At every point orthonormal system (fixedin rotational system): unit normal ~N+ “tangential plane”.

~X = ~XN + ~XT

.

(~X )T = ~HT − (2~Ω× ~V )T .

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Page 33: Matania Ben-Artzi Institute of Mathematics, Hebrew

SHALLOW-WATER MODEL

Incompressible fluid occupies a “thin”, yet varying in depth (and intime) layer above the spherical surface S : r = a.

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Page 34: Matania Ben-Artzi Institute of Mathematics, Hebrew

SHALLOW-WATER MODEL

Incompressible fluid occupies a “thin”, yet varying in depth (and intime) layer above the spherical surface S : r = a.Y = point on the sphere,z = vertical distance (along the normal ~N ) from the surfaceS : z = 0.

0 ≤ z ≤ h(Y , t), Y ∈ S .

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Page 35: Matania Ben-Artzi Institute of Mathematics, Hebrew

SHALLOW-WATER MODEL

Incompressible fluid occupies a “thin”, yet varying in depth (and intime) layer above the spherical surface S : r = a.Y = point on the sphere,z = vertical distance (along the normal ~N ) from the surfaceS : z = 0.

0 ≤ z ≤ h(Y , t), Y ∈ S .

“free surface” z = h(Y , t) one of unknowns in the model .

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Page 36: Matania Ben-Artzi Institute of Mathematics, Hebrew

SHALLOW-WATER MODEL

Incompressible fluid occupies a “thin”, yet varying in depth (and intime) layer above the spherical surface S : r = a.Y = point on the sphere,z = vertical distance (along the normal ~N ) from the surfaceS : z = 0.

0 ≤ z ≤ h(Y , t), Y ∈ S .

“free surface” z = h(Y , t) one of unknowns in the model .

Fluid is incompressible (of unit density ).

h(Y , t) = height of column over Y = (surface) mass density atY , t.

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Page 37: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION III:

Tangential velocity ~VT = ~XT independent of the height z .

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Page 38: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION III:

Tangential velocity ~VT = ~XT independent of the height z .

Motion of “surface mass”, density h, determined by ~VT .

Conservation of mass:

∂h

∂t(Y , t) +∇T · (h(Y , t) ~VT ) = 0.

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Page 39: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION III:

Tangential velocity ~VT = ~XT independent of the height z .

Motion of “surface mass”, density h, determined by ~VT .

Conservation of mass:

∂h

∂t(Y , t) +∇T · (h(Y , t) ~VT ) = 0.

“Surface Lagrangian” derivative:

d

dt=

∂t+ ~VT · ∇T ,

dh

dt(Y , t) = −h(Y , t)∇T · ~VT .

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Page 40: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION III:

Tangential velocity ~VT = ~XT independent of the height z .

Motion of “surface mass”, density h, determined by ~VT .

Conservation of mass:

∂h

∂t(Y , t) +∇T · (h(Y , t) ~VT ) = 0.

“Surface Lagrangian” derivative:

d

dt=

∂t+ ~VT · ∇T ,

dh

dt(Y , t) = −h(Y , t)∇T · ~VT .

Total derivative ddt

is a “surface derivative”.

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Page 41: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION III:

Tangential velocity ~VT = ~XT independent of the height z .

Motion of “surface mass”, density h, determined by ~VT .

Conservation of mass:

∂h

∂t(Y , t) +∇T · (h(Y , t) ~VT ) = 0.

“Surface Lagrangian” derivative:

d

dt=

∂t+ ~VT · ∇T ,

dh

dt(Y , t) = −h(Y , t)∇T · ~VT .

Total derivative ddt

is a “surface derivative”.

“Convective” part = ~VT · ∇T = ∇VT, covariant derivative.

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Page 42: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION IV:

Hydrostatic force ~H is the gradient (in the rotating system)of the hydrostatic pressure in the fluid,

~H = −∇P .

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Page 43: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION IV:

Hydrostatic force ~H is the gradient (in the rotating system)of the hydrostatic pressure in the fluid,

~H = −∇P .

P(Y , z = h(Y , t), t) = 0.

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Page 44: Matania Ben-Artzi Institute of Mathematics, Hebrew

ASSUMPTION IV:

Hydrostatic force ~H is the gradient (in the rotating system)of the hydrostatic pressure in the fluid,

~H = −∇P .

P(Y , z = h(Y , t), t) = 0.

Normal component of

~X = − ~G + ~H − ~Ω× (~Ω × ~X )− 2~Ω× ~X .

(~X )z = −g∗ −∂

∂zP − (2~Ω × ~V )z .

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Page 45: Matania Ben-Artzi Institute of Mathematics, Hebrew

(~X )z = −g∗ −∂

∂zP − (2~Ω × ~V )z .

This equation is three-dimensional, 0 ≤ z ≤ h(Y , t), Y ∈ S . Inparticular, the z− component of the Lagrangian derivative

( ~V )z 6=d

dtVz , Vz = ~Vz · ~N .

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Page 46: Matania Ben-Artzi Institute of Mathematics, Hebrew

(~X )z = −g∗ −∂

∂zP − (2~Ω × ~V )z .

This equation is three-dimensional, 0 ≤ z ≤ h(Y , t), Y ∈ S . Inparticular, the z− component of the Lagrangian derivative

( ~V )z 6=d

dtVz , Vz = ~Vz · ~N .

(2~Ω× ~V )z = (2~ΩT × ~VT )z = (2~ΩT × ~VT ) · ~N .

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Page 47: Matania Ben-Artzi Institute of Mathematics, Hebrew

(~X )z = −g∗ −∂

∂zP − (2~Ω × ~V )z .

This equation is three-dimensional, 0 ≤ z ≤ h(Y , t), Y ∈ S . Inparticular, the z− component of the Lagrangian derivative

( ~V )z 6=d

dtVz , Vz = ~Vz · ~N .

(2~Ω× ~V )z = (2~ΩT × ~VT )z = (2~ΩT × ~VT ) · ~N .

Traditional treatment:

−g∗ −∂

∂zP = 0, ~ΩT = 0.

Vz(Y , 0, t) ≡ 0 ⇒[

~V]

z(Y , 0, t) ≡ 0.

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Page 48: Matania Ben-Artzi Institute of Mathematics, Hebrew

R. Salmon writes: :“In the traditional approximation, we neglect the horizontal

component of the Earth’s rotation vector. This neglect has

no convincing general justification; it must be justified in

particular cases.”

We only use Assumption IV, in particular P is not assumed to varylinearly with respect to z .

Vz(Y , 0, t) ≡ 0 ⇒[

~V]

z(Y , 0, t) ≡ 0.

Vz(Y , h(Y , t), t) =dh

dt.

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Page 49: Matania Ben-Artzi Institute of Mathematics, Hebrew

( ~V )z = −g∗ −∂

∂zP − (2~Ω× ~V )z .

∫ h(Y ,t)

0

[

~V]

zdz = −[g∗ + (2~ΩT × ~VT )z ]h(Y , t) + P(Y , 0, t),

~ΩT depends only on Y , ~VT depends only on (Y , t)(ASSUMPTION III).

P(Y , 0, t) = [g∗ + (2~ΩT × ~VT )z ]h(Y , t), Y ∈ S .

EFFECT of ROTATION on HYDROSTATIC PRESSURE!

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P(Y , 0, t) = [g∗ + (2~ΩT × ~VT )z ]h(Y , t), Y ∈ S .

BACK TO TANGENTIAL MOTION

(~X )T = ( ~V )T = ~HT − (2~Ω × ~V )T .

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Page 51: Matania Ben-Artzi Institute of Mathematics, Hebrew

P(Y , 0, t) = [g∗ + (2~ΩT × ~VT )z ]h(Y , t), Y ∈ S .

BACK TO TANGENTIAL MOTION

(~X )T = ( ~V )T = ~HT − (2~Ω × ~V )T .

~HT = −∇TP ⇒

d

dt~VT = −∇T

[g∗ + (2~ΩT × ~VT )z ]h(Y , t)

− (2~Ω × ~V )T .

(2~Ω × ~V )T = 2~ΩN × ~VT .

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P(Y , 0, t) = [g∗ + (2~ΩT × ~VT )z ]h(Y , t), Y ∈ S .

BACK TO TANGENTIAL MOTION

(~X )T = ( ~V )T = ~HT − (2~Ω × ~V )T .

~HT = −∇TP ⇒

d

dt~VT = −∇T

[g∗ + (2~ΩT × ~VT )z ]h(Y , t)

− (2~Ω × ~V )T .

(2~Ω × ~V )T = 2~ΩN × ~VT .

d

dt~VT = −∇T

[g∗ + (2~ΩT × ~VT )z ]h(Y , t)

− 2~ΩN × ~VT .

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Page 53: Matania Ben-Artzi Institute of Mathematics, Hebrew

INVARIANT SHALLOW-WATER EQUATIONS ON

THE SPHERE

dh

dt(Y , t) = −h(Y , t)∇T · ~VT .

d

dt~VT = −∇T

[g∗ + (2~ΩT × ~VT )z ]h(Y , t)

− 2~ΩN × ~VT .

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Page 54: Matania Ben-Artzi Institute of Mathematics, Hebrew

INVARIANT SHALLOW-WATER EQUATIONS ON

THE SPHERE

dh

dt(Y , t) = −h(Y , t)∇T · ~VT .

d

dt~VT = −∇T

[g∗ + (2~ΩT × ~VT )z ]h(Y , t)

− 2~ΩN × ~VT .

Compare Equator and Poles !

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Page 55: Matania Ben-Artzi Institute of Mathematics, Hebrew

THE SW EQUATIONS –SPHERICAL

COORDINATES

−π

2≤ φ ≤

π

2, 0 ≤ λ ≤ 2π.

∂h

∂t+

u

a cosφ

∂h

∂λ+

v

a

∂h

∂φ+

h

a cosφ

(∂u

∂λ+ cosφ

∂v

∂φ

)

=hv sinφ

a cosφ.

λ

φ

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δ = 0 ⇒ set ~ΩT = 0, otherwise δ = 1.

∂u

∂t+

u − 2δΩh cosφ

a cosφ

∂u

∂λ+

v

a

∂u

∂φ+

g∗ − 2δΩu cosφ

a cosφ

∂h

∂λ

= v sinφ u

a cosφ+ 2Ω

,

∂v

∂t+

u

a cosφ

∂v

∂λ+

v

a

∂v

∂φ+

g∗ − 2δΩu cosφ

a

∂h

∂φ−

2δΩh cosφ

a

∂u

∂φ

+2Ω sinφδhu

a= −

u2

a cosφsinφ− 2Ωu sinφ .

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Page 57: Matania Ben-Artzi Institute of Mathematics, Hebrew

THE SPLIT SCHEME WITH SOURCE TERMS

ψt = A[ψ] + B [ψ] + f (·, ψ),

Consider first the homogeneous evolution

ψt = A[ψ] + B [ψ],

ψ(t) = LAB(t)ψ0.

Nonhomogeneous system: A, B are linear, but not necessarilycommuting , the solution is expressed by the Duhamel principle

ψ(t) = LAB(t)ψ0 +

t∫

0

LAB(t − s)[f (·, ψ(s))]ds.

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Page 58: Matania Ben-Artzi Institute of Mathematics, Hebrew

ψ(t) = LAB(t)ψ0 +

t∫

0

LAB(t − s)[f (·, ψ(s))]ds.

Assuming existence of a discrete operator (“scheme”) LdiscAB (k),

time step k > 0, that approximates LAB(k) :ψ(t) = LABψ0 solution to the homogeneous equation. Fix T > 0.Then there exist a constant C > 0 and an integer j ≥ 1, such that

‖LdiscAB (k)[ψ(t)] − ψ(t + k)‖ ≤ Ck j+1, 0 ≤ t ≤ T .

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DISCRETIZATION OF NONHOMOGENEOUS

EQUATION

Splitting with two “generators”, A+ B and f .

(i) ψt = A[ψ] + B [ψ],

(ii) ψt = f (·, ψ).

ψtt = f ′ψ(·, ψ(t)) · ψt = f ′ψ(·, ψ(t)) · f (·, ψ(t)).

Discretization of (ii):

Mdisc (k)[ψ(t)] = ψ(t) + kf (·, ψ(t)) +

k2

2f ′ψ(·, ψ(t)) · f (·, ψ(t)).

SUMMARY: A discrete operator Γdisc(k) for the approximationof the full system over the time interval [t, t + k] is given by

Γdisc (k) = Mdisc (k)Ldisc

AB (k).

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A SCALAR MODEL ON MANIFOLDS

Good definition of NONLINEAR VECTORFIELDS is neededfor ut + divF (u) = 0.

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A SCALAR MODEL ON MANIFOLDS

Good definition of NONLINEAR VECTORFIELDS is neededfor ut + divF (u) = 0.

Lack of linear structure (translation invariance)–more difficultto control TOTAL VARIATION which is related to L1

contraction between two translated solutions.

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Page 62: Matania Ben-Artzi Institute of Mathematics, Hebrew

A SCALAR MODEL ON MANIFOLDS

Good definition of NONLINEAR VECTORFIELDS is neededfor ut + divF (u) = 0.

Lack of linear structure (translation invariance)–more difficultto control TOTAL VARIATION which is related to L1

contraction between two translated solutions.

No SELF-SIMILAR SOLUTIONS—Riemann Problems are notdefined.

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Page 63: Matania Ben-Artzi Institute of Mathematics, Hebrew

A SCALAR MODEL ON MANIFOLDS

Good definition of NONLINEAR VECTORFIELDS is neededfor ut + divF (u) = 0.

Lack of linear structure (translation invariance)–more difficultto control TOTAL VARIATION which is related to L1

contraction between two translated solutions.

No SELF-SIMILAR SOLUTIONS—Riemann Problems are notdefined.

Waves produce multiple “recurring” interactions.

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Page 64: Matania Ben-Artzi Institute of Mathematics, Hebrew

DEFINITION:

A flux on a manifold (Mn, g) is a vector field f = fx(u) dependingupon the parameter u (the dependence in both variables beingsmooth).

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Page 65: Matania Ben-Artzi Institute of Mathematics, Hebrew

DEFINITION:

A flux on a manifold (Mn, g) is a vector field f = fx(u) dependingupon the parameter u (the dependence in both variables beingsmooth).The conservation law associated with the flux fx on M is

∂tu +∇g · (fx(u)) = 0,

Unknown: scalar-valued function u = u(t, x).∇g · (fx(u)) for fixed t, on vector field x → fx(u(t, x)) ∈ TxM.

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Page 66: Matania Ben-Artzi Institute of Mathematics, Hebrew

DEFINITION:

A flux on a manifold (Mn, g) is a vector field f = fx(u) dependingupon the parameter u (the dependence in both variables beingsmooth).The conservation law associated with the flux fx on M is

∂tu +∇g · (fx(u)) = 0,

Unknown: scalar-valued function u = u(t, x).∇g · (fx(u)) for fixed t, on vector field x → fx(u(t, x)) ∈ TxM.A flux is called geometry-compatible if it satisfies thedivergence-free condition

∇ · fx(u) = 0, u ∈ R, x ∈ M.

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CONFINED SOLUTION

SP

HE

RE

.06 // c

cjf S

at M

ay 1

0 1

9:2

7:2

6 2

008

-1-.8-.6-.4-.2 0 .2 .4 .6 .8 1

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Page 68: Matania Ben-Artzi Institute of Mathematics, Hebrew

The regularized initial-value problemAn initial data u0 ∈ BV (M; dVg ), find a solution uε = uε(t, x) to:

∂tuε + divg

(

fx(uε))

= ε∆guε, x ∈ M, t ≥ 0,

uε(0, x) = uε0(x), x ∈ M,

where ∆g denotes the Laplace operator on the manifold M,

∆gv := ∇g · ∇gv

= g ij( ∂2v

∂x i∂x j− Γkij

∂v

∂xk)

.

uε0 : M → R is a sequence of smooth functions satisfying

‖uε0‖Lp(M) ≤ ‖u0‖Lp(M), p ∈ [1,∞],

TV (uε0) ≤ TV (u0),

sup0<ε<1

ε ‖uε0‖H2(M;dVg ) <∞,

uε0 → u0 a.e. on M.

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REGULARIZED PROBLEM(Ben-Artzi and LeFloch, 2007)THEOREM: Let f = fx(u) be a geometry-compatible flux on(M, g). Given any initial data uε0 ∈ C∞(M) satisfying the aboveconditions there exists a unique solution uε ∈ C∞(R+ ×M) to theinitial value problem . Moreover, for each 1 ≤ p ≤ ∞ the solutionsatisfies

‖uε(t)‖Lp(M;dVg ) ≤ ‖uε(t ′)‖Lp(M;dVg ), 0 ≤ t ′ ≤ t

and, for any two solutions uε and v ε,

‖v ε(t)− uε(t)‖L1(M;dVg )

≤ ‖v ε(t ′)− uε(t ′)‖L1(M;dVg ), 0 ≤ t ′ ≤ t.

In addition, for every convex entropy/entropy flux pair (U,Fx) thesolution uε satisfies the entropy inequality

∂tU(uε) + divg(

Fx(uε))

≤ ε∆gU(uε).

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Page 70: Matania Ben-Artzi Institute of Mathematics, Hebrew

ENTROPY SOLUTION

(Ben-Artzi and LeFloch, 2007)CORRECTION: Lengeler and Muller 2013THEOREM: Let f = fx(u) be a geometry-compatible flux on(M, g). Given any bounded initial function u0 ∈ BV (Mn; dVg )there exists an entropy solution u ∈ L∞(R+ ×Mn) to the initialvalue problem , so that

‖u(t)‖Lp(Mn;dVg ) ≤ ‖u0‖Lp(Mn;dVg ), t ≥ 0, p ∈ [1,∞].

For some constant C1 > 0 depending on ‖u0‖L∞(M) and the Riccitensor

TV (u(t)) ≤ eC1 t (1 + TV (u0)), t ∈ R+,

‖u(t)− u(t ′)‖L1(M;dVg ) ≤ C1TV (u0) |t − t ′|, 0 ≤ t ′ ≤ t.(1)

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DefinitionLet f = fx(u) be a geometry-compatible flux on (M, g). Given anyinitial condition u0 ∈ L∞(M), a measure-valued map(t, x) ∈ R+ ×M 7→ νt,x is called an entropy measure-valued

solution to the initial value problem if, for every convexentropy/entropy flux pair (U,Fx) ,

∫∫

R+×M

(

νt,x ,U⟩

∂tθ(t, x)+

gx(⟨

νt,x ,Fx⟩

, gradg θ(t, x))

)

dVg (x)dt

+

M

U(u0(x)) θ(0, x) dVg (x) ≥ 0,

(2)

for every smooth function θ = θ(t, x) ≥ 0 compactly supported in[0,+∞) ×M.

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THEOREM(Well-posedness theory in the measure-valued class for geometry-compatible conservationlaws.)

(Ben-Artzi and LeFloch 2006)Let f = fx(u) be a geometry-compatible flux on (M, g), and letu0 ∈ L∞(M). Then there exists a unique entropy measure-valuedsolution ν to the initial value problem . For almost every (t, x), themeasure νt,x is a Dirac mass, i.e. of the form

νt,x = δu(t,x),

where the function u ∈ L∞(R+ ×M). Moreover, the initial data isattained in the strong sense

lim supt→0+

M

|u(t, x)− u0(x)| dVg (x) = 0. (3)

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-1-.8-.6-.4-.2 0 .2 .4 .6 .8 1

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THANK YOU!

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