arXiv subjects

Clément Cancès

Publications and source records attributed to Clément Cancès.

35 records · Page 2Linked to original sources

arXiv2019

A variational finite volume scheme for Wasserstein gradient flows

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula, whereas space discretization relies on upstream mobility two-point flux approximation finite volumes. Our scheme is based on a first discretize then optimize approach in order to preserve the variational structure of the continuous model at the discrete level. Our scheme can be applied to a wide range of energies, guarantees non-negativity of the discrete solutions as well as decay of the energy. We show that our scheme admits a unique solution whatever the convex energy involved in the continuous problem, and we prove its convergence in the case of the linear Fokker-Planck equation with positive initial density. Numerical illustrations show that it is first order accurate in both time and space, and robust with respect to both the energy and the initial profile.

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arXiv2019

A two-phase two-fluxes degenerate Cahn-Hilliard model as constrained Wasserstein gradient flow

We study a non-local version of the Cahn-Hilliard dynamics for phase separation in a two-component incompressible and immiscible mixture with linear mobilities. In difference to the celebrated local model with nonlinear mobility, it is only assumed that the divergences of the two fluxes --- but not necessarily the fluxes themselves --- annihilate each other. Our main result is a rigorous proof of existence of weak solutions. The starting point is the formal representation of the dynamics as a constrained gradient flow in the Wasserstein metric. We then show that time-discrete approximations by means of the incremental minimizing movement scheme converge to a weak solution in the limit. Further, we compare the non-local model to the classical Cahn-Hilliard model in numerical experiments. Our results illustrate the significant speed-up in the decay of the free energy due to the higher degree of freedom for the velocity fields.

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arXiv2018

Simulation of multiphase porous media flows with minimizing movement and finite volume schemes

The Wasserstein gradient flow structure of the PDE system governing multiphase flows in porous media was recently highlighted in [C. Cancès, T. O. Gallouët, and L. Monsaingeon, {\it Anal. PDE} 10(8):1845--1876, 2017]. The model can thus be approximated by means of the minimizing movement (or JKO) scheme, that we solve thanks to the ALG2-JKO scheme proposed in [J.-D. Benamou, G. Carlier, and M. Laborde, {\it ESAIM Proc. Surveys}, 57:1--17, 2016]. The numerical results are compared to a classical upstream mobility Finite Volume scheme, for which strong stability properties can be established.

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arXiv2018

Large time behavior of a two phase extension of the porous medium equation

We study the large time behavior of the solutions to a two phase extension of the porous medium equation, which models the so-called seawater intrusion problem. The goal is to identify the self-similar solutions that correspond to steady states of a rescaled version of the problem. We fully characterize the unique steady states that are identified as minimizers of a convex energy and shown to be radially symmetric. Moreover, we prove the convergence of the solution to the time-dependent model towards the unique stationary state as time goes to infinity. We finally provide numerical illustrations of the stationary states and we exhibit numerical convergence rates.

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arXiv2018

Convergence of a Finite-Volume Scheme for a Degenerate Cross-Diffusion Model for Ion Transport

An implicit Euler finite-volume scheme for a degenerate cross-diffusion system describing the ion transport through biological membranes is analyzed. The strongly coupled equations for the ion concentrations include drift terms involving the electric potential, which is coupled to the concentrations through the Poisson equation. The cross-diffusion system possesses a formal gradient-flow structure revealing nonstandard degen-eracies, which lead to considerable mathematical difficulties. The finite-volume scheme is based on two-point flux approximations with "double" upwind mobilities. It preserves the structure of the continuous model like nonnegativity, upper bounds, and entropy dis-sipation. The degeneracy is overcome by proving a new discrete Aubin-Lions lemma of "degenerate" type. Under suitable assumptions, the existence and uniqueness of bounded discrete solutions, a discrete entropy inequality, and the convergence of the scheme is proved. Numerical simulations of a calcium-selective ion channel in two space dimensions indicate that the numerical scheme is of first order.

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arXiv2017

Numerical analysis of a nonlinear free-energy diminishing Discrete Duality Finite Volume scheme for convection diffusion equations

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation relation. This relation is of paramount importance to capture the long-time behavior of the problem in an accurate way. To enforce it, the linear convection diffusion equation is rewritten in a nonlinear form before being discretized. We establish the existence of positive solutions to the scheme. Based on compactness arguments, the convergence of the approximate solution towards a weak solution is established. Finally, we provide numerical evidences of the good behavior of the scheme when the discretization parameters tend to 0 and when time goes to infinity.

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arXiv2017

Incompressible immiscible multiphase flows in porous media: a variational approach

We describe the competitive motion of (N + 1) incompressible immiscible phases within a porous medium as the gradient flow of a singular energy in the space of non-negative measures with prescribed mass endowed with some tensorial Wasserstein distance. We show the convergence of the approximation obtained by a minimization schemè a la [R. Jordan, D. Kinder-lehrer \& F. Otto, SIAM J. Math. Anal, 29(1):1--17, 1998]. This allow to obtain a new existence result for a physically well-established system of PDEs consisting in the Darcy-Muskat law for each phase, N capillary pressure relations, and a constraint on the volume occupied by the fluid. Our study does not require the introduction of any global or complementary pressure.

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arXiv2016

Improving Newton's method performance by parametrization: the case of Richards equation

The nonlinear systems obtained by discretizing degenerate parabolic equations may be hard to solve, especially with Newton's method. In this paper, we apply to Richards equation a strategy that consists in defining a new primary unknown for the continuous equation in order to stabilize Newton's method by parametrizing the graph linking the pressure and the saturation. The resulting form of Richards equation is then discretized thanks to a monotone Finite Volume scheme. We prove the well-posedness of the numerical scheme. Then we show under appropriate non-degeneracy conditions on the parametrization that Newtonâs method converges locally and quadratically. Finally, we provide numerical evidences of the efficiency of our approach.

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arXiv2016

Numerical analysis of a robust free energy diminishing Finite Volume scheme for parabolic equations with gradient structure

We present a numerical method for approximating the solutions of degenerate parabolic equations with a formal gradient flow structure. The numerical method we propose preserves at the discrete level the formal gradient flow structure, allowing the use of some nonlinear test functions in the analysis. The existence of a solution to and the convergence of the scheme are proved under very general assumptions on the continuous problem (nonlinearities, anisotropy, heterogeneity) and on the mesh. Moreover, we provide numerical evidences of the efficiency and of the robustness of our approach.

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arXiv2016

Error estimate for time-explicit finite volume approximation of strong solutions to systems of conservation laws

We study the finite volume approximation of strong solutions to nonlinear systems of conservation laws. We focus on time-explicit schemes on unstructured meshes, with entropy satisfying numerical fluxes. The numerical entropy dissipation is quantified at each interface of the mesh, which enables to prove a weak--BV estimate for the numerical approximation under a strengthen CFL condition. Then we derive error estimates in the multidimensional case, using the relative entropy between the strong solution and its finite volume approximation. The error terms are carefully studied, leading to a classical $h^1/4$ estimate in $L^2$ under this strengthen CFL condition.

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arXiv2015

A nonlinear time compactness result and applications to discretization of degenerate parabolic-elliptic PDEs

We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to compensated compactness rather than on a classical estimate on the space and time translates in the spirit of Simon (Ann. Mat. Pura Appl. 1987). Our approach allows to handle various numerical discretizations both in the space variables and in the time variable. In particular, we can cope quite easily with variable time steps and with multistep time differentiation methods like, e.g., the backward differentiation formula of order 2 (BDF2) scheme. We illustrate our approach by proving the convergence of a two-point flux Finite Volume in space and BDF2 in time approximation of the porous medium equation.

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arXiv2015

The gradient flow structure for incompressible immiscible two-phase flows in porous media

We show that the widely used model governing the motion of two incompressible immiscible fluids in a possibly heterogeneous porous medium has a formal gradient flow structure. More precisely, the fluid composition is governed by the gradient flow of some non-smooth energy. Starting from this energy together with a dissipation potential, we recover the celebrated Darcy-Muskat law and the capillary pressure law governing the flow thanks to the principle of least action. Our interpretation does not require the introduction of any algebraic transformation like, e.g., the global pressure or the Kirchhoff transform, and can be transposed to the case of more phases.

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arXiv2010

Two-phase flows involving capillary barriers in heterogeneous porous media

We consider a simplified model of a two-phase flow through a heterogeneous porous medium, in which the convection is neglected. This leads to a nonlinear degenerate parabolic problem in a domain shared in an arbitrary finite number of homogeneous porous media. We introduce a new way to connect capillary pressures on the interfaces between the homogeneous domains, which leads to a general notion of solution. We then compare this notion of solution with an existing one, showing that it allows to deal with a larger class of problems. We prove the existence of such a solution in a general case, then we prove the existence and the uniqueness of a regular solution in the one-dimensional case for regular enough initial data.

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arXiv2010

On the time continuity of entropy solutions

We show that any entropy solution $u$ of a convection diffusion equation $\partial_t u + ÷F(u)-Δϕ(u) =b$ in $\OT$ belongs to $C([0,T),L^1_{Loc}(øØ))$. The proof does not use the uniqueness of the solution.

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arXiv2009

Asymptotic behavior of two-phase flows in heterogeneous porous media for capillarity depending only on space. II. Non-classical shocks to model oil-trapping

We consider a one-dimensional problem modeling two-phase flow in heterogeneous porous media made of two homogeneous subdomains, with discontinuous capillarity at the interface between them. We suppose that the capillary forces vanish inside the domains, but not on the interface. Under the assumption that the gravity forces and the capillary forces are oriented in opposite directions, we show that the limit, for vanishing diffusion, is not in general the optimal entropy solution of the hyperbolic scalar conservation law as in the first paper of the series \cite{NPCX}. A non-classical shock can occur at the interface, modeling oil-trapping.

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arXiv2009

Asymptotic behavior of two-phase flows in heterogeneous porous media for capillarity depending only on space. I. Convergence to the optimal entropy solution

We consider an immiscible two-phase flow in a heterogeneous one-dimensional porous medium. We suppose particularly that the capillary pressure field is discontinuous with respect to the space variable. The dependence of the capillary pressure with respect to the oil saturation is supposed to be weak, at least for saturations which are not too close to 0 or 1. We study the asymptotic behavior when the capillary pressure tends to a function which does not depend on the saturation. In this paper, we show that if the capillary forces at the spacial discontinuities are oriented in the same direction that the gravity forces, or if the two phases move in the same direction, then the saturation profile with capillary diffusion converges toward the unique optimal entropy solution to the hyperbolic scalar conservation law with discontinuous flux functions.

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arXiv2009

Finite volume scheme for two-phase flows in heterogeneous porous media involving capillary pressure discontinuities

We study a one dimensional model for two-phase flows in heterogeneous media, in which the capillary pressure functions can be discontinuous with respect to space. We first give a model, leading to a system of degenerated non-linear parabolic equations spatially coupled by non linear transmission conditions. We approximate the solution of our problem thanks to a monotonous finite volume scheme. The convergence of the underlying discrete solution to a weak solution when the discretization step tends to 0 is then proven. We also show, under assumptions on the initial data, a uniform estimate on the flux, which is then used during the uniqueness proof. A density argument allows us to relax the assumptions on the initial data, and to extend the existence-uniqueness frame to a family of solution obtained as limit of approximations. A numerical example is then given to illustrate the behavior of the model.

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