arXiv subjects

Jean-François Coulombel

Publications and source records attributed to Jean-François Coulombel.

At least 19 recordsLinked to original sources

arXiv2025

Amplification of numerical wave packets for transport equations with two boundaries

The purpose of this note is to investigate the coupling of Dirichlet and Neumann numerical boundary conditions for the transport equation set on an interval. When one starts with a stable finite difference scheme on the lattice $\mathbb{Z}$ and each numerical boundary condition is taken separately with the Neumann extrapolation condition at the outflow boundary, the corresponding numerical semigroup on a half-line is known to be bounded. It is also known that the coupling of such numerical boundary conditions on a compact interval yields a stable approximation, even though large time exponentially growing modes may occur. We review the different stability estimates associated with these numerical boundary conditions and give explicit examples of such exponential growth phenomena for finite difference schemes with ''small'' stencils. This provides numerical evidence for the optimality of some stability estimates on the interval.

math.NA↗

arXiv2024

Nonlinear orbital stability of stationary shock profiles for the Lax-Wendroff scheme

In this article we study the spectral, linear and nonlinear stability of stationary shock profile solutions to the Lax-Wendroff scheme for hyperbolic conservation laws. We first clarify the spectral stability of such solutions depending on the convexity of the flux for the underlying conservation law. The main contribution of this article is a detailed study of the so-called Green's function for the linearized numerical scheme. As evidenced on numerical simulations, the Green's function exhibits a highly oscillating behavior ahead of the leading wave before this wave reaches the shock location. One of our main results gives a quantitative description of this behavior. Because of the existence of a one-parameter family of stationary shock profiles, the linearized numerical scheme admits the eigenvalue 1 that is embedded in its continuous spectrum, which gives rise to several contributions in the Green's function. Our detailed analysis of the Green's function describes these contributions by means of a so-called activation function. For large times, the activation function describes how the mass of the initial condition accumulates along the eigenvector associated with the eigenvalue 1 of the linearized numerical scheme. We can then obtain sharp decay estimates for the linearized numerical scheme in polynomially weighted spaces, which in turn yield a nonlinear orbital stability result for spectrally stable stationary shock profiles. This nonlinear result is obtained despite the lack of uniform ${\ell}$ 1 estimates for the Green's function of the linearized numerical scheme, the lack of such estimates being linked with the dispersive nature of the numerical scheme. This dispersive feature is in sharp contrast with previous results on the orbital stability of traveling waves or discrete shock profiles for parabolic perturbations of conservation laws.

math.AP↗

arXiv2024

The local limit theorem for complex valued sequences: the parabolic case

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in probability theory for random walks as well as in numerical analysis for studying the large time behavior of numerical schemes.

math.NA↗

arXiv2024

The Neumann boundary condition for the two-dimensional Lax-Wendroff scheme. II

We study the stability of a two-dimensional Lax-Wendroff scheme in a quarter-plane. Following our previous work, we aim here at adapting the energy method in order to study second order extrapolation boundary conditions. We first show on the one-dimensional problem why modifying the energy is a necessity in order to obtain stability estimates. We then study the two-dimensional case and propose a modified energy as well as second order extrapolation boundary and corner conditions in order to maintain second order accuracy and stability of the whole scheme, including near the corner.

math.NA↗

arXiv2022

The Neumann boundary condition for the two-dimensional Lax-Wendroff scheme

We study the stability of the two-dimensional Lax-Wendroff scheme with a stabilizer that approximates solutions to the transport equation. The problem is first analyzed in the whole space in order to show that the so-called energy method yields an optimal stability criterion for this finite difference scheme. We then deal with the case of a half-space when the transport operator is outgoing. At the numerical level, we enforce the Neumann extrapolation boundary condition and show that the corresponding scheme is stable. Eventually we analyze the case of a quarter-space when the transport operator is outgoing with respect to both sides. We then enforce the Neumann extrapolation boundary condition on each side of the boundary and propose an extrapolation boundary condition at the numerical corner in order to maintain stability for the whole numerical scheme.

math.NA↗

arXiv2022

The Green's function of the Lax-Wendroff and Beam-Warming schemes

We prove a sharp uniform generalized Gaussian bound for the Green's function of the Lax-Wendroff and Beam-Warming schemes. Our bound highlights the spatial region that leads to the well-known (rather weak) instability of these schemes in the maximum norm. We also recover uniform bounds in the maximum norm when these schemes are applied to initial data of bounded variation.

math.CA↗

arXiv2021

Generalized gaussian bounds for discrete convolution powers

We prove a uniform generalized gaussian bound for the powers of a discrete convolution operator in one space dimension. Our bound is derived under the assumption that the Fourier transform of the coefficients of the convolution operator is a trigonometric rational function, which generalizes previous results that were restricted to trigonometric polynomials. We also allow the modulus of the Fourier transform to attain its maximum at finitely many points over a period.

math.NA↗

arXiv2021

Sharp stability for finite difference approximations of hyperbolic equations with boundary conditions

In this article, we consider a class of finite rank perturbations of Toeplitz operators that have simple eigenvalues on the unit circle. Under a suitable assumption on the behavior of the essential spectrum, we show that such operators are power bounded. The problem originates in the approximation of hyperbolic partial differential equations with boundary conditions by means of finite difference schemes. Our result gives a positive answer to a conjecture by Trefethen, Kreiss and Wu that only a weak form of the so-called Uniform Kreiss-Lopatinskii Condition is sufficient to imply power boundedness.

math.AP↗

arXiv2020

The Leray-Gårding method for finite difference schemes. II. Smooth crossing modes

In [Cou15] a multiplier technique, going back to Leray and Gårding for scalar hyperbolic partial differential equations, has been extended to the context of finite difference schemes for evolutionary problems. The key point of the analysis in [Cou15] was to obtain a discrete energy-dissipation balance law when the initial difference operator is multiplied by a suitable quantity. The construction of the energy and dissipation functionals was achieved in [Cou15] under the assumption that all modes were separated. We relax this assumption here and construct, for the same multiplier as in [Cou15], the energy and dissipation functionals when some modes cross. Semigroup estimates for fully discrete hy-perbolic initial boundary value problems are deduced in this broader context by following the arguments of [Cou15].

math.NA↗

arXiv2020

On some stable boundary closures of finite difference schemes for the transport equation

We explore in this article the possibilities and limitations of the so-called energy method for analyzing the stability of finite difference approximations to the transport equation with extrapolation numerical boundary conditions at the outflow boundary. We first show that for the most simple schemes, namely the explicit schemes with a three point stencil, the energy method can be applied for proving stability estimates when the scheme is implemented with either the first or second order extrapolation boundary condition. We then examine the case of five point stencils and give several examples of schemes and second order extrapolation numerical boundary conditions for which the energy method produces stability estimates. However, we also show that for the standard first or second order translatory extrapolation boundary conditions, the energy method cannot be applied for proving stability of the classical fourth order scheme originally proposed by Strang. This gives a clear limitation of the energy method with respect to the more general approach based on the normal mode decomposition.

math.NA↗

arXiv2019

High order numerical schemes for transport equations on bounded domains

This article is an account of the NABUCO project achieved during the summer camp CEMRACS 2019 devoted to geophysical fluids and gravity flows. The goal is to construct finite difference approximations of the transport equation with nonzero incoming boundary data that achieve the best possible convergence rate in the maximum norm. We construct, implement and analyze the so-called inverse Lax-Wendroff procedure at the incoming boundary. Optimal convergence rates are obtained by combining sharp stability estimates for extrapolation boundary conditions with numerical boundary layer expansions. We illustrate the results with the Lax-Wendroff and O3 schemes.

math.NA↗

arXiv2019

Discrete transparent boundary conditions for the two-dimensional leap-frog scheme

We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with a Cartesian grid. For the two-dimensional leapfrog scheme, we explain why our strategy provides with explicit numerical boundary conditions on the four sides of the rectangle and why it does not require prescribing any condition at the four corners of the computational domain. The stability of the numerical boundary condition on each side of the rectangle is analyzed by means of the so-called normal mode analysis. Numerical investigations for the full problem on the rectangle show that strong instabilities may occur when coupling stable strategies on each side of the rectangle. Other coupling strategies yield promising results.

math.AP↗

arXiv2018

The Neumann numerical boundary condition for transport equations

In this article, we show that prescribing homogeneous Neumann type numerical boundary conditions at an outflow boundary yields a convergent discretization in $\ell^\infty$ for transport equations. We show in particular that the Neumann numerical boundary condition is a stable, local, and absorbing numerical boundary condition for discretized transport equations. Our main result is proved for explicit two time level numerical approximations of transport operators with arbitrarily wide stencils. The proof is based on the energy method and bypasses any normal mode analysis.

math.AP↗

arXiv2018

On the Mach stem configuration with shallow angle

The aim of this article is to explain why similar weak stability criteria appear in both the construction of steady Mach stem configurations bifurcating from a reference planar shock wave solution to the compressible Euler equations, as studied by Majda and Rosales [Stud. Appl. Math. 1984], and in the weakly nonlinear stability analysis of the same planar shock performed by the same authors [SIAM J. Appl. Math. 1983], when that shock is viewed as a solution to the evolutionary compressible Euler equations. By carefully studying the normal mode analysis of planar shocks in the evolutionary case, we show that for a uniquely defined tangential velocity with respect to the planar front, the temporal frequency which allows for the amplification of highly oscillating wave packets, when reflected on the shock front, vanishes. This specific tangential velocity is found to coincide with the expression given by Majda and Rosales [Stud. Appl. Math. 1984] when they determine the steady planar shocks that admit arbitrarily close steady Mach stem configurations. The links between the causality conditions for Mach stems and the so-called Lopatinskii determinant for shock waves are also clarified.

math.AP↗

arXiv2018

Weakly nonlinear surface waves in magnetohydrodynamics

This work is devoted to the construction of weakly nonlinear, highly oscillating, current vortex sheet solutions to the incompressible magnetohydrodynamics equations. Current vortex sheets are piecewise smooth solutions to the incompressible magnetohydrodynamics equations that satisfy suitable jump conditions for the velocity and magnetic field on the (free) discontinuity surface. In this work, we complete an earlier work by Ali and Hunter and construct approximate solutions at any arbitrarily large order of accuracy to the free boundary problem in three space dimensions when the initial discontinuity displays high frequency oscillations. As evidenced in earlier works, high frequency oscillations of the current vortex sheet give rise to `surface waves' on either side of the sheet. Such waves decay exponentially in the normal direction to the current vortex sheet and, in the weakly nonlinear regime that we consider here, their leading amplitude is governed by a nonlocal Hamilton-Jacobitype equation known as the `HIZ equation' (standing for Hamilton-Il'insky-Zabolotskaya) in the context of Rayleigh waves in elastodynamics. The main achievement of our work is to develop a systematic approach for constructing arbitrarily many correctors to the leading amplitude. Based on a suitable duality formula, we exhibit necessary and sufficient solvability conditions for the corrector equations that need to be solved iteratively. Theverification of these solvability conditions is based on a combination of mere algebra and arguments of combinatorial analysis. The construction of arbitrarily many correctors enables us to produce infinitely accurate approximate solutions to the free boundary problem. Eventually, we show that the rectification phenomenon exhibited by Marcou in the context of Rayleigh waves does not arise in the same way for the current vortex sheet problem.

math.AP↗

arXiv2016

Transparent numerical boundary conditions for evolution equations: Derivation and stability analysis

The aim of this article is to propose a systematic study of transparent boundary conditions for finite difference approximations of evolution equations. We try to keep the discussion at the highest level of generality in order to apply the theory to the broadest class of problems. We deal with two main issues. We first derive transparent numerical boundary conditions, that is, we exhibit the relations satisfied by the solution to the pure Cauchy problem when the initial condition vanishes outside of some domain. Our derivation encompasses discretized transport, diffusion and dispersive equations with arbitrarily wide stencils. The second issue is to prove sharp stability estimates for the initial boundary value problem obtained by enforcing the boundary conditions derived in the first step. We focus here on discretized transport equations. Under the assumption that the numerical boundary is non-characteristic, our main result characterizes the class of numerical schemes for which the corresponding transparent boundary conditions satisfy the so-called Uniform Kreiss-Lopatinskii Condition introduced in [GKS72]. Adapting some previous works to the non-local boundary conditions considered here, our analysis culminates in the derivation of trace and semigroup estimates for such transparent numerical boundary conditions. Several examples and possible extensions are given.

math.NA↗

arXiv2015

Amplitude equations for weakly nonlinear surface waves in variational problems

Among hyperbolic Initial Boundary Value Problems (IBVP), those coming from a variational principle 'generically' admit linear surface waves, as was shown by Serre [J. Funct. Anal. 2006]. At the weakly nonlinear level, the behavior of surface waves is expected to be governed by an amplitude equation that can be derived by means of a formal asymptotic expansion. Amplitude equations for weakly nonlinear surface waves were introduced by Lardner [Int. J. Engng Sci. 1983], Parker and co-workers [J. Elasticity 1985] in the framework of elasticity, and by Hunter [Contemp. Math. 1989] for abstract hyperbolic problems. They consist of nonlocal evolution equations involving a complicated, bilinear Fourier multiplier in the direction of propagation along the boundary. It was shown by the authors in an earlier work [Arch. Ration. Mech. Anal. 2012] that this multiplier, or kernel, inherits some algebraic properties from the original IBVP. These properties are crucial for the (local) well-posedness of the amplitude equation, as shown together with Tzvetkov [Adv. Math., 2011]. Properties of amplitude equations are revisited here in a somehow simpler way, for surface waves in a variational setting. Applications include various physical models, from elasticity of course to the director-field system for liquid crystals introduced by Saxton [Contemp. Math. 1989] and studied by Austria and Hunter [Commun. Inf. Syst. 2013]. Similar properties are eventually shown for the amplitude equation associated with surface waves at reversible phase boundaries in compressible fluids, thus completing a work initiated by Benzoni-Gavage and Rosini [Comput. Math. Appl. 2009].

math.AP↗

arXiv2015

The amplitude equation for weakly nonlinear reversible phase boundaries

This technical note is a complement to an earlier paper [Benzoni-Gavage \& Rosini, Comput. Math. Appl. 2009], which aims at a deeper understanding of a basic model for propagating phase boundaries that was proved to admit surface waves [Benzoni-Gavage, Nonlinear Anal. 1998]. The amplitude equation governing the evolution of weakly nonlinear surface waves for that model is computed explicitly, and is eventually found to have enough symmetry properties for the associated Cauchy problem to be locally well-posed.

math.AP↗