arXiv subjects

Christian Rohde

Publications and source records attributed to Christian Rohde.

At least 37 records · Page 2Linked to original sources

arXiv2025

Statistical conservation laws for scalar model problems: Hierarchical evolution equations

The probability density functions (PDFs) for the solution of the incompressible Navier-Stokes equation can be represented by a hierarchy of linear equations. This article develops new hierarchical evolution equations for PDFs of a scalar conservation law with random initial data as a model problem. Two frameworks are developed, including multi-point PDFs and single-point higher-order derivative PDFs. These hierarchies capture statistical correlations and guide closure strategies.

math.AP↗

arXiv2025

Entropy stable high-order discontinuous Galerkin spectral-element methods on curvilinear, hybrid meshes

Hyperbolic-parabolic partial differential equations are widely used for the modeling of complex, multiscale problems. High-order methods such as the discontinuous Galerkin (DG) scheme are attractive candidates for their numerical approximation. However, high-order methods are prone to instabilities in the presence of underresolved flow features. A popular counter measure to stabilize DG methods is the use of entropy-stable formulations based on summation-by-parts (SBP) operators. The present paper aims to construct a robust and efficient entropy-stable discontinuous Galerkin spectral element method (DGSEM) of arbitrary order on heterogeneous, curvilinear grids composed of triangular and quadrilateral elements or hexahedral, prismatic, tetrahedral and pyramid elements. To the author's knowledge, with the exception of hexahedral and quadrilateral elements, entropy-stable DGSE operators have been constructed exclusively for tetrahedral and triangular meshes. The extension of the DGSEM to more complex element shapes is achieved by means of a collapsed coordinate transformation. Legendre--Gauss quadrature nodes are employed as collocation points in conjunction with a generalized SBP operator and entropy-projected variables. The purely hyperbolic operator is extended to hyperbolic-parabolic problems by the use of a lifting procedure. To circumvent the penalizing time step restriction imposed by the collapsing, modal rather than nodal degrees of freedom are evolved in time, thereby relying on a memory-efficient weight-adjusted approximation to the inverse of the mass matrix. Essential properties of the proposed numerical scheme including free-stream preservation, polynomial and grid convergence as well as entropy conservation / stability are verified. Finally, with the flow around the common research model, the applicability of the presented method to real-world problems is demonstrated.

math.NA↗

arXiv2025

A generalized Riemann problem solver for a hyperbolic model of two-layer thin film flow

In this paper, a second-order generalized Riemann problem (GRP) solver is developed for a two-layer thin film model. Extending the first-order Godunov approach, the solver is used to construct a temporal-spatial coupled second-order GRP-based finite-volume method. Numerical experiments including comparisons to MUSCL finite-volume schemes with Runge-Kutta time stepping confirm the accuracy, efficiency and robustness of the higher-order ansatz. The construction of GRP methods requires to compute temporal derivatives of intermediate states in the entropy solution of the generalized Riemann problem. These derivatives are obtained from the Rankine-Hugoniot conditions as well as a characteristic decomposition using Riemann invariants. Notably, the latter can be computed explicitly for the two-layer thin film model, which renders this system to be very suitable for the GRP approach. Moreover, it becomes possible to determine the derivatives in an explicit, computationally cheap way.

math.NA↗

arXiv2025

Mathematical Justification of a Baer$-$Nunziato Model for a Compressible Viscous Fluid with Phase Transition

In this work, we justify a Baer$-$Nunziato system including appropriate closure terms as the macroscopic description of a compressible viscous fluid that can occur in a liquid or a vapor phase in the isothermal framework. As a mathematical model for the two-phase fluid on the detailed scale we chose a non-local version of the Navier$-$Stokes$-$Korteweg equations in the one-dimensional and periodic setting. Our justification relies on anticipating the macroscopic description of the two-phase fluid as the limit system for a sequence of solutions with highly oscillating initial densities. Interpreting the density as a parametrized measure, we extract a limit system consisting of a kinetic equation for the parametrized measure and a momentum equation for the velocity. Under the assumption that the initial density distributions converge in the limit to a convex combination of Dirac-measures, we show by a uniqueness result that the parametrized measure also has to be a convex combination of Dirac-measures and, that the limit system reduces to the Baer$-$Nunziato system. This work extends existing results concerning the justification of Baer$-$Nunziato models as the macroscopic description of multi-fluid models in the sense, that we allow for phase transition effects on the detailed scale. This work also includes a new global-in-time well-posedness result for the Cauchy problem of the non-local Navier$-$Stokes$-$Korteweg equations.

math.AP↗

arXiv2025

Comparison of Entropy Stable Collocation High-Order DG Methods for Compressible Turbulent Flows

High-order methods are well-suited for the numerical simulation of complex compressible turbulent flows, but require additional stabilization techniques to capture instabilities arising from the underlying non-linear hyperbolic equations. This paper provides a detailed comparison of the effectiveness of entropy stable discontinuous Galerkin methods for the stabilization of compressible (wall-bounded) turbulent flows. For this investigation, an entropy stable discontinuous Galerkin spectral element method is applied on Gauss-Legendre and Gauss-Lobatto nodes. In the compressible regime, an additional stabilization technique for shock capturing based on a convex blending of a low-order finite volume with the high-order discontinuous Galerkin operator is utilized. The present investigation provides a systematic study from convergence tests, to the Taylor-Green vortex and finally to a more intricate turbulent wall-bounded 3D diffuser flow, encompassing both weakly compressible and compressible regimes. The comparison demonstrates that the DGSEM on Gauss-Lobatto nodes is less accurate due to the lower integration accuracy. Conversely, it is faster than the DGSEM on Gauss-Legendre nodes due to a less severe time step restriction and simpler numerical operator. To the author's knowledge, this is the first time for which a comparison of entropy stable DGSEM on Gauss-Lobatto and Gauss-Legendre has been performed for compressible, wall-bounded turbulent flows with separation.

physics.flu-dyn↗

arXiv2025

Entropy stable shock capturing for high-order DGSEM on moving meshes

In this paper, a shock capturing for high-order entropy stable discontinuous Galerkin spectral element methods on moving meshes is proposed using Gauss--Lobatto nodes. The shock capturing is achieved via the convex blending of the high-order scheme with a low-order finite volume subcell operator. The free-stream and convergence properties of the hybrid scheme are demonstrated numerically along with the entropy stability and shock capturing capabilities.

math.NA↗

arXiv2025

Two-phase pore-network model for evaporation-driven salt precipitation -- representation and analysis of pore-scale processes

Evaporation-driven salt precipitation occurs in different contexts and leads to challenges in case of e.g. soil salinization or stress-introducing precipitation in building material. During evaporation, brine in porous media gets concentrated due to the loss of water until the solubility limit is reached and salt precipitates. Different models on the REV-scale are available, which describe the effective behavior of the system. But several studies indicate that the controlling processes of evaporation-driven salt precipitation act on the pore scale. Thus, pore-scale models are necessary for a detailed understanding. In this paper, we present a dynamic, two-phase, non-isothermal pore-network model for evaporation-driven salt precipitation. Salt precipitation is modeled with a kinetic reaction and the resulting pore-space alteration is considered. Further, the model includes influence of the salt concentration on the fluid properties and liquid corner films. The capabilities of the model are demonstrated in several numerical evaporation experiments. The model is able to represent the effects of the decrease of pore space due to precipitation on the flow, phase displacement and salt transport. Further, the influence of the location of the brine-air interface and its dependency on the presence of liquid corner flow is described. Additionally, pore-scale heterogeneities and their effects like capillary pumping can be modeled. All these pore-scale effects have an influence on the salt precipitation process and the global behavior of the porous system. The presented model provides a general tool for further investigations of salt precipitation on the pore scale and transfer to the REV scale.

physics.flu-dyn↗

arXiv2024

A Note on Hyperbolic Relaxation of the Navier-Stokes-Cahn-Hilliard system for incompressible two-phase flow

We consider the two-phase dynamics of two incompressible and immiscible fluids. As a mathematical model we rely on the Navier-Stokes-Cahn-Hilliard system that belongs to the class of diffuse-interface models. Solutions of the Navier-Stokes-Cahn-Hilliard system exhibit strong non-local effects due to the velocity divergence constraint and the fourth-order Cahn-Hilliard operator. We suggest a new first-order approximative system for the inviscid sub-system. It relies on the artificial-compressibility ansatz for the Navier-Stokes equations, a friction-type approximation for the Cahn-Hilliard equation and a relaxation of a third-order capillarity term. We show under reasonable assumptions that the first-order operator within the approximative system is hyperbolic; precisely we prove for the spatially one-dimensional case that it is equipped with an entropy-entropy flux pair with convex (mathematical) entropy. For specific states we present a numerical characteristic analysis. Thanks to the hyperbolicity of the system, we can employ all standard numerical methods from the field of hyperbolic conservation laws. We conclude the paper with preliminary numerical results in one spatial dimension.

math.AP↗

arXiv2024

A hyperbolic relaxation system of the incompressible Navier-Stokes equations with artificial compressibility

We introduce a new hyperbolic approximation to the incompressible Navier-Stokes equations by incorporating a first-order relaxation and using the artificial compressibility method. With two relaxation parameters in the model, we rigorously prove the asymptotic limit of the system towards the incompressible Navier-Stokes equations as both parameters tend to zero. Notably, the convergence of the approximate pressure variable is achieved by the help of a linear `auxiliary' system and energy-type error estimates of its differences with the two-parameter model and the Navier-Stokes equations.

math.AP↗

arXiv2024

Muskat-Leverett two-phase flow in thin cylindric porous media: Asymptotic approach

A reduced-dimensional asymptotic modelling approach is presented for the analysis of two-phase flow in a thin cylinder with aperture of order $\mathcal{O}(\varepsilon),$ where $\varepsilon$ is a small positive parameter. We consider a nonlinear Muskat-Leverett two-phase flow model expressed in terms of a fractional flow formulation and Darcy's law with a saturation and the reduced pressure as unknown. We assume that the capillary pressure is non-singular and neglect the acceleration of gravity in Darcy's law. Given flows seep through the lateral surface of the cylinder. This exchange process leads to a non-homogeneous Neumann boundary condition with an intensity factor $\varepsilon^α$ $(α\ge 1)$ which controls the mass transport.Furthermore, the absolute permeability tensor comprises an intensity coefficient $\varepsilon^β,$ $β\in \Bbb R,$ in the transversal directions. The asymptotic behaviour of the solution is studied as $\varepsilon \to 0,$ i.e. when the thin cylinder shrinks into an interval. Two qualitatively distinct cases are discovered in the asymptotic behavior of the solution: $α=1 \ \text{and} \ β<2,$ and $α> β-1 \ \text{and} \ α>1.$ In each of these cases, the asymptotic approximations are constructed for the pressures, saturations and velocities of these flows, and the corresponding asymptotic estimates are proved in various norms, including energy and uniform pointwise norms. Depending on the values of the parameters $α$ and $β,$ the first terms of the asymptotics are solutions to the corresponding nonlinear elliptic-parabolic system of two differential equations, which is a one-dimensional model of the Muskat-Leverett two-phase flow.

math.AP↗

arXiv2024

A phase-field approach to model evaporation from porous media: Modeling and upscaling

We develop a phase-field model for evaporation from a porous medium by explicitly considering a vapor component together with the liquid and gas phases in the system. The phase-field model consists of the conservation of mass (for phases and vapor component), momentum, and energy. In addition, the evolution of the phase field is described by the Allen-Cahn equation. In the limit of vanishing interface width, matched asymptotic expansions reveal that the phase-field model reduces to the sharp-interface model with all the relevant transmission conditions on the moving interface. An energy estimate is derived, which suggests that for the diffusion-dominated regime, energy always decreases with time. However, this is not trivial in the case of other regimes. Through numerical examples, we analyze the efficiency of the developed phase-field formulation in modeling the evaporation process. We observe that our formulation is able to capture shrinking liquid droplet, in other words evaporation. Further, the phase-field model is upscaled to the Darcy scale using periodic homogenization for the diffusion-dominated regime. The effective parameters at the Darcy scale are connected to the pore scale through corresponding cell problems.

math.AP↗

arXiv2024

Reduced-dimensional modelling for nonlinear convection-dominated flow in cylindric domains

The aim of the paper is to construct and justify asymptotic approximations for solutions to quasilinear convection-diffusion problems with a predominance of nonlinear convective flow in a thin cylinder, where an inhomogeneous nonlinear Robin-type boundary condition involving convective and diffusive fluxes is imposed on the lateral surface. The limit problem for vanishing diffusion and the cylinder shrinking to an interval is a nonlinear first-order conservation law. For a time span that allows for a classical solution of this limit problem corresponding uniform pointwise and energy estimates are proven. They provide precise model error estimates with respect to the small parameter that controls the double viscosity-geometric limit. In addition, other problems with more higher Péclet numbers are also considered.

math.AP↗

arXiv2023

A Multiscale Method for Two-Component, Two-Phase Flow with a Neural Network Surrogate

Understanding the dynamics of phase boundaries in fluids requires quantitative knowledge about the microscale processes at the interface. We consider the sharp-interface motion of compressible two-component flow, and propose a heterogeneous multiscale method (HMM) to describe the flow fields accurately. The multiscale approach combines a hyperbolic system of balance laws on the continuum scale with molecular-dynamics simulations on the microscale level. Notably, the multiscale approach is necessary to compute the interface dynamics because there is -- at present -- no closed continuum-scale model. The basic HMM relies on a moving-mesh finite-volume method, and has been introduced recently for compressible one-component flow with phase transitions in [Magiera and Rohde, JCP. 469 (2022)]. To overcome the numerical complexity of the molecular-dynamics microscale model a deep neural network is employed as an efficient surrogate model. The entire approach is finally applied to simulate droplet dynamics for argon-methane mixtures in several space-dimensions. Up to our knowledge such compressible two-phase dynamics accounting for microscale phase-change transfer rates have not yet been computed.

math.NA↗

arXiv2023

Rigorous Derivation of Discrete Fracture Models for Darcy Flow in the Limit of Vanishing Aperture

We consider single-phase flow in a fractured porous medium governed by Darcy's law with spatially varying hydraulic conductivity matrices in both bulk and fractures. The width-to-length ratio of a fracture is of the order of a small parameter $\varepsilon$ and the ratio $K_\mathrm{f}^\star / K_\mathrm{b}^\star$ of the characteristic hydraulic conductivities in the fracture and bulk domains is assumed to scale with $\varepsilon^α$ for a parameter $α\in \mathbb{R}$. The fracture geometry is parameterized by aperture functions on a submanifold of codimension one. Given a fracture, we derive the limit models as $\varepsilon \rightarrow 0$. Depending on the value of $α$, we obtain five different limit models as $\varepsilon \rightarrow 0$, for which we present rigorous convergence results.

math.AP↗

arXiv2023

Puiseux asymptotic expansions for convection-dominated transport problems in thin graph-like networks: strong boundary interactions

This article completes the study of the influence of the intensity parameter $α$ in the boundary condition $\varepsilon \partial_{\boldsymbolν_\varepsilon} u_\varepsilon - u_\varepsilon \, \overrightarrow{V_\varepsilon}\boldsymbol{\cdot}\boldsymbolν_\varepsilon = \varepsilon^α φ_\varepsilon $ given on the boundary of a thin three-dimensional graph-like network consisting of thin cylinders that are interconnected by small domains (nodes) with diameters of order $\mathcal{O}(\varepsilon).$ Inside of the thin network a time-dependent convection-diffusion equation with high Péclet number of order $\mathcal{O}(\varepsilon^{-1})$ is considered. The novelty of this article is the case of $α<1,$ which indicates a strong intensity of physical processes on the boundary, described by the inhomogeneity $φ_\varepsilon$ (the cases $α=1$ and $α>1$ were previously studied by the same authors). A complete Puiseux asymptotic expansion is constructed for the solution $u_\varepsilon$ as $\varepsilon \to 0,$ i.e., when the diffusion coefficients are eliminated and the thin network shrinks into a graph. Furthermore, the corresponding uniform pointwise and energy estimates are proved, which provide an approximation of the solution with a given accuracy in terms of the parameter $\varepsilon.$

math.AP↗

arXiv2023

Well-posedness for a stochastic Camassa-Holm type equation with higher order nonlinearities

This paper aims at studying a generalized Camassa--Holm equation under random perturbation. We establish a local well-posedness result in the sense of Hadamard, i.e., existence, uniqueness and continuous dependence on initial data, as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with $s>3/2$ for $x\in\mathbb{R}$. The analysis on continuous dependence on initial data for nonlinear stochastic partial differential equations has gained less attention in the literature so far. In this work, we first show that the solution map is continuous. Then we introduce a notion of stability of exiting time. We provide an example showing that one cannot improve the stability of the exiting time and simultaneously improve the continuity of the dependence on initial data. Finally, we analyze the regularization effect of nonlinear noise in preventing blow-up. Precisely, we demonstrate that global existence holds true almost surely provided that the noise is strong enough.

math.AP↗

arXiv2023

Asymptotic approximations for semilinear parabolic convection-dominated transport problems in thin graph-like networks

We consider time-dependent convection-diffusion problems with high Péclet number of order $\mathcal{O}(\varepsilon^{-1})$ in thin three-dimensional graph-like networks consisting of cylinders that are interconnected by small domains (nodes) with diameters of order $\mathcal{O}(\varepsilon).$ On the lateral surfaces of the thin cylinders and the boundaries of the nodes we account for solution-dependent inhomogeneous Robin boundary conditions which can render the associated initial-boundary problem to be nonlinear. The strength of the inhomogeneity is controlled by an intensity factor of order ${\mathcal{O}} (\varepsilon^α)$, $α>0$. The asymptotic behaviour of the solution is studied as $\varepsilon \to 0,$ i.e., when the diffusion coefficients are eliminated and the thin three-diemnsional network is shrunk into a graph. There are three qualitatively different cases in the asymptotic behaviour of the solution depending on the value of the intensity parameter $α:$ $α=1,$ $α> 1,$ and $α\in (0, 1).$ We construct the asymptotic approximation of the solution, which provides us with the hyperbolic limit model for $\varepsilon \to 0$ for the first two cases, and prove the corresponding uniform pointwise estimates and energy estimates. As the main result, we derive uniform pointwise estimates for the difference between the solutions of the convection-diffusion problem and the zero-order approximation that includes the solution of the corresponding hyperbolic limit problem.

math.AP↗

arXiv2022

Asymptotic expansion for convection-dominated transport in a thin graph-like junction

We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with Péclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders with radii of order $\mathcal{O}(\varepsilon)$ connected through a domain (node) of diameter $\mathcal{O}(\varepsilon).$ Inhomogeneous Neumann type boundary conditions, that involve convective and diffusive fluxes, are prescribed both on the lateral surfaces of the thin cylinders and the boundary of the node. The asymptotic behaviour of the solution is studied as $\varepsilon \to 0,$ i.e., when the diffusion coefficients are eliminated and the thin junction is shrunk into a three-part graph connected in a single vertex. A rigorous procedure for the construction of the complete asymptotic expansion of the solution is developed and the corresponding energetic and uniform pointwise estimates are proven. Depending on the directions of the limit convective fluxes, the corresponding limit problems $(\varepsilon = 0)$ are derived in the form of first-order hyperbolic differential equations on the one-dimensional branches with novel gluing conditions at the vertex. These generalize the classical Kirchhoff transmission conditions and might require the solution of a three-dimensional cell-like problem associated with the vertex to account for the local geometric inhomogeneity of the node and the physical processes in the node. The asymptotic ansatz consists of three parts, namely, the regular part, node-layer part, and boundary-layer one. Their coefficients are classical solutions to mixed-dimensional limit problems. The existence and other properties of those solutions are analyzed.

math.AP↗