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Pascal Noble

Publications and source records attributed to Pascal Noble.

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Stability theory for difference approximations of some dispersive shallow water equations and application to thin film flows

In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler equations are discretized with a classical scheme (e.g. Roe, Rusanov or Lax-Friedrichs scheme) whereas the dispersive term is discretized with centered finite differences. We first prove that a certain amount of numerical viscosity is needed for a difference scheme to be stable in the Von Neumann sense. Then we consider the entropy stability of difference approximations. For that purpose, we introduce an additional unknown, the gradient of a function of the density. The Euler-Korteweg system is transformed into a hyperbolic system perturbed by a second order skew symmetric term. We prove entropy stability of Lax-Friedrichs type schemes under a suitable Courant-Friedrichs-Levy condition. We validate our approach numerically on a simple case and then carry out numerical simulations of a shallow water system with surface tension which models thin films down an incline. In addition, we propose a spatial discretization of the Euler-Korteweg system seen as a Hamiltonian system of evolution PDEs. This spatial discretization preserves the Hamiltonian structure and thus is naturally entropy conservative. This scheme makes possible the numerical simulation of the dispersive shock waves of the Euler Korteweg system.

math.NA

Slow modulations of periodic waves in Hamiltonian PDEs, with application to capillary fluids

Since its elaboration by Whitham, almost fifty years ago, modulation theory has been known to be closely related to the stability of periodic traveling waves. However, it is only recently that this relationship has been elucidated, and that fully nonlinear results have been obtained. These only concern dissipative systems though: reaction-diffusion systems were first considered by Doelman, Sandstede, Scheel, and Schneider [Mem. Amer. Math. Soc. 2009], and viscous systems of conservation laws have been addressed by Johnson, Noble, Rodrigues, and Zumbrun [preprint 2012]. Here, only nondissipative models are considered, and a most basic question is investigated, namely the expected link between the hyperbolicity of modulated equations and the spectral stability of periodic traveling waves to sideband perturbations. This is done first in an abstract Hamiltonian framework, which encompasses a number of dispersive models, in particular the well-known (generalized) Korteweg--de Vries equation, and the less known Euler--Korteweg system, in both Eulerian coordinates and Lagrangian coordinates. The latter is itself an abstract framework for several models arising in water waves theory, superfluidity, and quantum hydrodynamics. As regards its application to compressible capillary fluids, attention is paid here to untangle the interplay between traveling waves/modulation equations in Eulerian coordinates and those in Lagrangian coordinates. In the most general setting, it is proved that the hyperbolicity of modulated equations is indeed necessary for the spectral stability of periodic traveling waves. This extends earlier results by Serre [Comm. Partial Differential Equations 2005], Oh and Zumbrun [Arch. Ration. Mech. Anal. 2003], and Johnson, Zumbrun and Bronski [Phys. D 2010]. In addition, reduced necessary conditions are obtained in the small amplitude limit. Then numerical investigations are carried out for the modulated equations of the Euler--Korteweg system with two types of 'pressure' laws, namely the quadratic law of shallow water equations, and the nonmonotone van der Waals pressure law. Both the evolutionarity and the hyperbolicity of the modulated equations are tested, and regions of modulational instability are thus exhibited.

math.AP

Thin power law film flow down an inclined plane: consistent shallow water models and stability under large scale perturbations

In this paper we derive consistent shallow water equations for thin films of power law fluids down an incline. These models account for the streamwise diffusion of momentum which is important to describe accurately the full dynamic of the thin film flows when instabilities like roll-waves arise. These models are validated through a comparison with Orr Sommerfeld equations for large scale perturbations. We only consider laminar flow for which the boundary layer issued from the interaction of the flow with the bottom surface has an influence all over the transverse direction to the flow. In this case the concept itself of thin film and its relation with long wave asymptotic leads naturally to flow conditions around a uniform free surface Poiseuille flow. The apparent viscosity diverges at the free surface which, in turn, introduces a singularity in the formulation of the Orr-Sommerfeld equations and in the derivation of shallow water models. We remove this singularity by introducing a weaker formulation of Cauchy momentum equations. No regularization procedure is needed nor distinction between shear thinning/thickening cases. Our analysis is only valid when the flow behavior index $n$ is larger than 1/2 and strongly suggests that the equations are ill posed if $n<1/2$.

physics.flu-dyn

Behavior of periodic solutions of viscous conservation laws under localized and nonlocalized perturbations

We establish nonlinear stability and asymptotic behavior of traveling periodic waves of viscous conservation laws under localized perturbations or nonlocalized perturbations asymptotic to constant shifts in phase, showing that long-time behavior is governed by an associated second-order formal Whitham modulation system. A key point is to identify the way in which initial perturbations translate to initial data for this formal system, a task accomplished by detailed estimates on the linearized solution operator about the background wave. Notably, our approach gives both a common theoretical treatment and a complete classification in terms of "phase-coupling" or "-decoupling" of general systems of conservation or balance laws, encompassing cases that had previously been studied separately or not at all. At the same time, our refined description of solutions gives the new result of nonlinear asymptotic stability with respect to localized perturbations in the phase-decoupled case, further distinguishing behavior in the different cases. An interesting technical aspect of our analysis is that for systems of conservation laws the Whitham modulation description is of system rather than scalar form, as a consequence of which renormalization methods such as have been used to treat the reaction-diffusion case in general do not seem to apply.

math.AP

Nonlinear modulational stability of periodic traveling-wave solutions of the generalized Kuramoto-Sivashinsky equation

In this paper we consider the spectral and nonlinear stability of periodic traveling wave solutions of a generalized Kuramoto-Sivashinsky equation. In particular, we resolve the long-standing question of nonlinear modulational stability by demonstrating that spectrally stable waves are nonlinearly stable when subject to small localized (integrable) perturbations. Our analysis is based upon detailed estimates of the linearized solution operator, which are complicated by the fact that the (necessarily essential) spectrum of the associated linearization intersects the imaginary axis at the origin. We carry out a numerical Evans function study of the spectral problem and find bands of spectrally stable periodic traveling waves, in close agreement with previous numerical studies of Frisch-She-Thual, Bar-Nepomnyashchy, Chang-Demekhin-Kopelevich, and others carried out by other techniques. We also compare predictions of the associated Whitham modulation equations, which formally describe the dynamics of weak large scale perturbations of a periodic wave train, with numerical time evolution studies, demonstrating their effectiveness at a practical level. For the reader's convenience, we include in an appendix the corresponding treatment of the Swift-Hohenberg equation, a nonconservative counterpart of the generalized Kuramoto-Sivashinsky equation for which the nonlinear stability analysis is considerably simpler, together with numerical Evans function analyses extending spectral stability analyses of Mielke and Schneider.

math.AP

Spectral stability of periodic wave trains of the Korteweg-de Vries/Kuramoto-Sivashinsky equation in the Korteweg-de Vries limit

We study the spectral stability of a family of periodic wave trains of the Korteweg-de Vries/Kuramoto-Sivashinsky equation $ \partial_t v+v\partial_x v+\partial_x^3 v+δ(\partial_x^2 v +\partial_x^4 v)=0$, $δ>0$, in the Korteweg-de Vries limit $δ\to 0$, a canonical limit describing small-amplitude weakly unstable thin film flow. More precisely, we carry out a rigorous singular perturbation analysis reducing the problem to the evaluation for each Bloch parameter $ξ\in [0,2π]$ of certain elliptic integrals derived formally (on an incomplete set of frequencies/Bloch parameters, hence as necessary conditions for stability) and numerically evaluated by Bar and Nepomnyashchy \cite{BN}, thus obtaining, up to machine error, complete conclusions about stability. The main technical difficulty is in treating the large-frequency and small Bloch-parameter regimes not studied by Bar and Nepomnyashchy \cite{BN}, which requires techniques rather different from classical Fenichel-type analysis. The passage from small-$δ$ to small-$ξ$ behavior is particularly interesting, using in an essential way an analogy with hyperbolic relaxation at the level of the Whitham modulation equations.

math.AP

Nonlocalized modulation of periodic reaction diffusion waves: Nonlinear stability

By a refinement of the technique used by Johnson and Zumbrun to show stability under localized perturbations, we show that spectral stability implies nonlinear modulational stability of periodic traveling-wave solutions of reaction diffusion systems under small perturbations consisting of a nonlocalized modulation plus a localized perturbation. The main new ingredient is a detailed analysis of linear behavior under modulational data $\bar u'(x)h_0(x)$, where $\bar u$ is the background profile and $h_0$ is the initial modulation

math.AP

Roll-waves in bi-layer flows

In this paper, we derive consistent shallow water equations for bi-layer flows of Newtonian fluids flowing down a ramp. We carry out a complete spectral analysis of steady flows in the low frequency regime and show the occurence of hydrodynamic instabilities, so called roll-waves, when steady flows are unstable.

physics.flu-dyn

Stability of Periodic Kuramoto-Sivashinsky Waves

In this note, we announce a general result resolving the long-standing question of nonlinear modulational stability, or stability with respect to localized perturbations, of periodic traveling-wave solutions of the generalized Kuramoto-Sivashinsky equation, establishing that spectral modulational stability, defined in the standard way, implies nonlinear modulational stability with sharp rates of decay. The approach extends readily to other second- and higher-order parabolic equations, for example, the Cahn-Hilliard equation or more general thin film models.

math.AP

Modulated wave trains in generalized Kuramoto-Sivashinksi equations

This paper is concerned with the stability of periodic wave trains in a generalized Kuramoto-Sivashinski (gKS) equation. This equation is useful to describe the weak instability of low frequency perturbations for thin film flows down an inclined ramp. We provide a set of equations, namely Whitham's modulation equations, that determines the behaviour of low frequency perturbations of periodic wave trains. As a byproduct, we relate the spectral stability in the small wavenumber regime to properties of the modulation equations. This stability is always critical since 0 is a 0-Floquet number eigenvalue associated to translational invariance.

math.AP

Nonlinear stability of viscous roll waves

Extending results of Oh--Zumbrun and Johnson--Zumbrun for parabolic conservation laws, we show that spectral stability implies nonlinear stability for spatially periodic viscous roll wave solutions of the one-dimensional St. Venant equations for shallow water flow down an inclined ramp. The main new issues to be overcome are incomplete parabolicity and the nonconservative form of the equations, which leads to undifferentiated quadratic source terms that cannot be handled using the estimates of the conservative case. The first is resolved by treating the equations in the more favorable Lagrangian coordinates, for which one can obtain large-amplitude nonlinear damping estimates similar to those carried out by Mascia--Zumbrun in the related shock wave case, assuming only symmetrizability of the hyperbolic part. The second is resolved by the observation that, similarly as in the relaxation and detonation cases, sources occurring in nonconservative components experience greater than expected decay, comparable to that experienced by a differentiated source.

math.AP

Whitham's equations for modulated roll-waves in shallow flows

This paper is concerned with the detailed behaviour of roll-waves undergoing a low-frequency perturbation. We rst derive the so-called Whitham's averaged modulation equations and relate the well-posedness of this set of equations to the spectral stability problem in the small Floquet-number limit. We then fully validate such a system and in particular, we are able to construct solutions to the shallow water equations in the neighbourhood of modulated roll-waves proles that exist for asymptotically large time.

math.AP

Whitham Averaged Equations and Modulational Stability of Periodic Traveling Waves of a Hyperbolic-Parabolic Balance Law

In this note, we report on recent findings concerning the spectral and nonlinear stability of periodic traveling wave solutions of hyperbolic-parabolic systems of balance laws, as applied to the St. Venant equations of shallow water flow down an incline. We begin by introducing a natural set of spectral stability assumptions, motivated by considerations from the Whitham averaged equations, and outline the recent proof yielding nonlinear stability under these conditions. We then turn to an analytical and numerical investigation of the verification of these spectral stability assumptions. While spectral instability is shown analytically to hold in both the Hopf and homoclinic limits, our numerical studies indicates spectrally stable periodic solutions of intermediate period. A mechanism for this moderate-amplitude stabilization is proposed in terms of numerically observed "metastability" of the the limiting homoclinic orbits.

math.AP

Mathematical derivation of viscous shallow-water equations with zero surface tension

The purpose of this paper is to derive rigorously the so called viscous shallow water equations given for instance page 958-959 in [A. Oron, S.H. Davis, S.G. Bankoff, Rev. Mod. Phys, 69 (1997), 931?980]. Such a system of equations is similar to compressible Navier-Stokes equations for a barotropic fluid with a non-constant viscosity. To do that, we consider a layer of incompressible and Newtonian fluid which is relatively thin, assuming no surface tension at the free surface. The motion of the fluid is described by 3d Navier-Stokes equations with constant viscosity and free surface. We prove that for a set of suitable initial data (asymptotically close to "shallow water initial data"), the Cauchy problem for these equations is well-posed, and the solution converges to the solution of viscous shallow water equations. More precisely, we build the solution of the full problem as a perturbation of the strong solution to the viscous shallow water equations. The method of proof is based on a Lagrangian change of variable that fixes the fluid domain and we have to prove the well-posedness in thin domains: we have to pay a special attention to constants in classical Sobolev inequalities and regularity in Stokes problem.

math.AP