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´ Equation de Burgers avec particule ponctuelle Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti` ere et T. Takahashi Nicolas Seguin (LJLL, UMPC) ´ Equation de Burgers + particule ponctuelle 7 juin 2010 1 / 37
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Page 1: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Equation de Burgers avec particule ponctuelle

Nicolas Seguin

Laboratoire J.-L. Lions, UPMC Paris 6, France

7 juin 2010

En collaboration avec B. Andreianov, F. Lagoutiere et T. Takahashi

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 1 / 37

Page 2: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Outline

Description of the models of fluid-particle interaction◮ Description: modeling and formal properties◮ Relation with other models◮ Relation with coupling problems

Mathematical analysis of simple models◮ Definition of solutions◮ The case of one particle with a constant velocity◮ The complete model of interaction

Numerical approximation of the models of interaction◮ Requirements for the numerical methods◮ Approximation of the fluid◮ A numerical scheme for the complete model of interaction◮ Numerical results

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 2 / 37

Page 3: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Motivations

Interaction between an inviscid fluid and point-wise particles

High Reynolds Number: d’Alembert Paradox (1749)...

In a potential flow, the drag force on an object is zeroif the fluid is inviscid

Interaction between small particles and shock waves

Drafting-kissing-tumbling

But also...

Tracking of a Dirac measure (math. & num.)

Complex coupling through the particles◮ Their position and their velocity are unknowns of the problem◮ The interaction depends on the fluid and on the velocity o the particles.

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 3 / 37

Page 4: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Motivations

Interaction between an inviscid fluid and point-wise particles

High Reynolds Number: d’Alembert Paradox (1749)...

In a potential flow, the drag force on an object is zeroif the fluid is inviscid

Interaction between small particles and shock waves

Drafting-kissing-tumbling

But also...

Tracking of a Dirac measure (math. & num.)

Complex coupling through the particles◮ Their position and their velocity are unknowns of the problem◮ The interaction depends on the fluid and on the velocity o the particles.

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 3 / 37

Page 5: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

An inviscid model of fluid-particle interaction

Euler equations for the fluid (ρ: density, u ∈ Rd: velocity, p: pressure)

N point-wise particles (hk(t): position, mk: mass, λk: drag coefficient)

Classical Euler equations everywhere except on the particles (x 6= hk)

Point-wise particles: Dirac measures δ0(x − hk)

Particles governed by the 2nd Newton law:Acceleration = Drag force (function of (u − h′

k))

Conservation of the total momentum

d

dt

(

Rdρu dx +

N

∑k=1

mkh′k

)

= 0

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 4 / 37

Page 6: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

An inviscid model of fluid-particle interaction

Euler equations for the fluid (ρ: density, u ∈ Rd: velocity, p: pressure)

N point-wise particles (hk(t): position, mk: mass, λk: drag coefficient)

For t > 0 and x ∈ Rd

∂tρ + ∇ · (ρu) = 0∂t(ρu +∇ · (ρu ⊗ u + p(ρ)I) = −∑

k

Fk δ0(x − hk(t))

For t > 0 and k = 1, ..., N

mk h′′k (t) = Fk

Coupling by the drag force: Fk = λkρD(

u − h′k

)

where D(v) = v or v|v|.

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 4 / 37

Page 7: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

A simple model of interaction

Euler equations replaced by the 1D Burgers equation + one particle

[Lagoutiere, Seguin, Takahashi]

∂tu + ∂x(u2/2) = λ D(h′(t) − u) δ0(x − h(t))

m h′′(t) = −λ D(h′(t) − u(t, h(t)))

u(t, x): velocity of the fluid

h(t): position of the particle

λ: drag coefficient (> 0)

D(v) = v or v|v| (“laminar” or “turbulent” case)

Fluid-particle coupling by the drag force term◮ Burgers equation + singular source term◮ ODE of relaxation (h′ → u)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 5 / 37

Page 8: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

A simple model of interaction

Euler equations replaced by the 1D Burgers equation + one particle

[Lagoutiere, Seguin, Takahashi]

∂tu + ∂x(u2/2) = λ D(h′(t) − u) δ0(x − h(t))

m h′′(t) = −λ D(h′(t) − u(t, h(t)))

Formal properties (also available with Euler equations)

Conservation of the total momentum:d

dt

(

R

u dx + m h′)

= 0

Equation for the total kinetic energy:1

2

d

dt

(

R

u2 dx + m(h′)2

)

(t) ≤ 0

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 5 / 37

Page 9: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Comparison with other models

Burgers equation coupled with one point-wise particle

∂tu + ∂x(u2/2) = λ D(h′(t) − u) δ0(x − h(t))

m h′′(t) = −λ D(h′(t) − u(t, h(t)))

Vlasov model - Baranger, Desvillettes, Goudon, Carillo, Domelevo...

Introduce f (t, x, v): density of particles (with velocity v)

∂tu + ∂x(u2/2) =λ

m

R

(v − u) f dv

∂t f + v ∂x f +λ

m∂v((u − v) f ) = 0

One formally recovers the previous model, setting

f (t, x, v) = m δ0(x − h(t)) δ0(v − V(t)).

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 6 / 37

Page 10: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Comparison with other models

Burgers equation coupled with one point-wise particle

∂tu + ∂x(u2/2) = λ D(h′(t) − u) δ0(x − h(t))

m h′′(t) = −λ D(h′(t) − u(t, h(t)))

Burgers-Hopf model - Vasquez, Zuazua, Hillairet

Viscous Burgers equation: the velocity u is continuous through the particle

∂tu + ∂x(u2/2) = ε ∂xxu for x 6= h(t)h′(t) = u(t, h(t))m h′′(t) = [∂xu](t, h(t))

where [g](x) = limy→0

(g(x + y) − g(x − y)).

Compatibility with the inviscid model: open problem...

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 6 / 37

Page 11: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Comparison with other models

Burgers equation coupled with one point-wise particle

∂tu + ∂x(u2/2) = λ D(h′(t) − u) δ0(x − h(t))

m h′′(t) = −λ D(h′(t) − u(t, h(t)))

Results on existing models

Vlasov model:

◮ Classical solutions and small times

Burgers-Hopf model:

◮ Well-posedness for strong solutions◮ Several particles: lack of collision

Several studies for Euler and Navier-Stokes extensions.

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 6 / 37

Page 12: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Definition of solutions

Burgers equation coupled with one point-wise particle

(1) ∂tu + ∂x(u2/2) = λ D(h′ − u) δh

(2) m h′′ = −λ D(h′ − u(t, h))

No viscosity in (1) =⇒ consider entropy weak solutions

Singular source term in (1) =⇒ product of distribution to be defined

Discontinuous RHS in (2) =⇒ Caratheodory sense or alternative ODE

Alternative formulation: u ∈ L∞(R+ × R), h ∈ C1(R+)

(1a) ∂tu + ∂x(u2/2) = 0 for x 6= h(t)

(1b) (u(t, h(t)−), u(t, h(t)+) ∈ GD(h′(t), λ)

(2’) ∂tu + mh′′δh + ∂x(u2/2) = 0 (conservation of the total momentum)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 7 / 37

Page 13: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Definition of solutions

Burgers equation coupled with one point-wise particle

(1) ∂tu + ∂x(u2/2) = λ D(h′ − u) δh

(2) m h′′ = −λ D(h′ − u(t, h))

No viscosity in (1) =⇒ consider entropy weak solutions

Singular source term in (1) =⇒ product of distribution to be defined

Discontinuous RHS in (2) =⇒ Caratheodory sense or alternative ODE

Alternative formulation: u ∈ L∞(R+ × R), h ∈ C1(R+)

(1a) ∂tu + ∂x(u2/2) = 0 for x 6= h(t)

(1b) (u(t, h(t)−), u(t, h(t)+) ∈ GD(h′(t), λ)

(2’) ∂tu + mh′′δh + ∂x(u2/2) = 0 (conservation of the total momentum)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 7 / 37

Page 14: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Alternative formulation

Alternative formulation: u ∈ L∞(R+ × R), h ∈ C1(R+)

(1a) ∂tu + ∂x(u2/2) = 0 for x 6= h(t)

(1b) (u(t, h(t)−), u(t, h(t)+) ∈ GD(h′(t), λ)

(2’) ∂tu + mh′′δh + ∂x(u2/2) = 0

Construction of the germ GD(h′(t), λ)◮ Analysis of the wave due to the particle {x = h(t)}◮ Regularization of the particle◮ Solve the problem inside the regularization◮ Find the compatible traces

Alternative ODE◮ Jump relations at {x = h(t)}

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 8 / 37

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Wave due to the particle – Quasilinear form of the PDE

Equivalent form: δ0(x) = ∂xH(x), H Heaviside function

∂tu + ∂x(u2/2) − λ D(h′ − u) ∂xw = 0

∂tw + h′(t) ∂xw = 0

w(0, x) = H(x − h(0)) =⇒ w(t, x) = H(x − h(t))

Quasilinear formulation:

∂t

(

uw

)

+

(

u −λD(h′ − u)0 h′

)

∂x

(

uw

)

= 0

Hyperbolic system (diagonalizable in R even if u = h′ since D(0) = 0).

Wave associated with u: genuinely non linear fieldWave associated with h′: linearly degenerate field

What happen when u = h′ ?

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 9 / 37

Page 16: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Wave due to the particle – Quasilinear form of the PDE

Equivalent form: δ0(x) = ∂xH(x), H Heaviside function

∂tu + ∂x(u2/2) − λ D(h′ − u) ∂xw = 0

∂tw + h′(t) ∂xw = 0

w(0, x) = H(x − h(0)) =⇒ w(t, x) = H(x − h(t))

Quasilinear formulation:

∂t

(

uw

)

+

(

u −λD(h′ − u)0 h′

)

∂x

(

uw

)

= 0

Hyperbolic system (diagonalizable in R even if u = h′ since D(0) = 0).

Wave associated with u: genuinely non linear fieldWave associated with h′: linearly degenerate field

What happen when u = h′ ?

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 9 / 37

Page 17: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Wave due to the particle – Quasilinear form of the PDE

Equivalent form: δ0(x) = ∂xH(x), H Heaviside function

∂tu + ∂x(u2/2) − λ D(h′ − u) ∂xw = 0

∂tw + h′(t) ∂xw = 0

w(0, x) = H(x − h(0)) =⇒ w(t, x) = H(x − h(t))

Quasilinear formulation:

∂t

(

uw

)

+

(

u −λD(h′ − u)0 h′

)

∂x

(

uw

)

= 0

Hyperbolic system (diagonalizable in R even if u = h′ since D(0) = 0).

Wave associated with u: genuinely non linear fieldWave associated with h′: linearly degenerate field

What happen when u = h′ ?

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 9 / 37

Page 18: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Construction of the germ GD(h′, λ) – Regularization

Regularization of the particle (LeRoux)

H becomes Hε ∈ C1(R), a non decreasing function such that

∀|x| ≥ ε Hε(x) = H(x)

−ε ε

Regularized equivalent form

∂tu + ∂x(u2/2) − λ D(h′ − u) ∂xw = 0

∂tw + h′(t) ∂xw = 0

w(0, x) = Hε(x − h(0)) =⇒ w(t, x) = Hε(x − h(t))

We seek for solutions of the form

∀x ∈ [h(t) − ε, h(t) + ε] U(x − h(t)) = u(t, x)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 10 / 37

Page 19: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Construction of the germ GD(h′, λ) – Change of frame

The equations “inside” the regularized particle

∂tu + ∂x(u2/2) − λ D(h′ − u) ∂xw = 0

w(t, x) = Hε(x − h(t))

U(x − h(t)) = u(t, x)

gives for ξ = x − h(t) ∈ [−ε, ε],

−h′(t)U′(ξ) + (U2/2)′(ξ) − λD(h′(t) − U(ξ))H′ε(ξ) = 0 (⋆)

in the weak entropy sense:

Smooth parts: solve (⋆) in the classical sense

Shock wave at ξ0: (U(ξ−0 ) + U(ξ+0 ))/2 = h′(t) and U(ξ−0 ) > U(ξ+

0 )

Search all the pairs U(−ε) and U(+ε) which can be connected

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 11 / 37

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Germ GD(h′, λ) for a linear drag force D(v) = v

In the case of a linear drag force: D(v) = vSmooth solutions (t is fixed):

(U2/2 − h′(t)U)′(ξ) − λD(h′(t) − U(ξ))H′ε(ξ) = 0

⇐⇒ (U(ξ) − h′(t))(

U′(ξ) + λH′ε(ξ)

)

= 0

⇐⇒

{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

Search all the pairs U(−ε) and U(+ε) which can be connectedThe germ GD(h′, λ) is the set of all these pairs

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 12 / 37

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Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0 1

U(−ε)

U(ε) = U(−ε)− λ

h′(t)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

Page 22: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0 1

U(−ε)

U(ε) = h′(t)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

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Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0 1

U(−ε)

h′(t)U(ε)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

Page 24: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0 1

U(−ε)

h′(t)

U(−ε)− λ∋ U(ε)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

Page 25: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0 1

U(−ε)

h′(t)

U(ε)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

Page 26: Nicolas Seguin - WordPress.com · Nicolas Seguin Laboratoire J.-L. Lions, UPMC Paris 6, France 7 juin 2010 En collaboration avec B. Andreianov, F. Lagouti`ere et T. Takahashi Nicolas

Germ GD(h′, λ) for a linear drag force D(v) = v

Smooth solutions:{

Either U(ξ) = h′(t)

Or U(ξ) + λHε(ξ) = Cst

Shock wave:{

(U(ξ−0 ) + U(ξ+0 ))/2 = h′(t)

U(ξ−0 ) > h′(t) > U(ξ+0 )

U

0

U(−ε)

h′(t)

∋ U(ε)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 13 / 37

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Germ GD(h′, λ) according the drag force

Germ GD(h′, λ): set of all pairs (u−, u+) ∈ R2 such that

(U2/2 − h′(t)U)′(ξ) − λD(h′(t) − U(ξ))H′ε(ξ) = 0

U(−ε) = u− and U(+ε) = u+

(h′, h′)

u−

u+

(h′, h′)

u−

u+

h′ + λ

h′ − λ

{u+ = u−e−λ + h′}

{u+ = u−e+λ + h′} {u+ = −u−e+λ + h′}

{u+ = −u−e−λ + h′}

D(v) = v D(v) = v|v|

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 14 / 37

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Alternative ODE

Instead ofm h′′ = λ D(u(t, h)− h′)

we use∂tu + mh′′δh + ∂x(u2/2) = 0

Jump relations at {x = h(t)}:

−h′(t)[u] + mh′′(t) + [u2]/2 = 0

This leads to the new ODE

mh′′(t) = (u(t, h(t)−) − u(t, h(t)+))

(

u(t, h(t)−) + u(t, h(t)+)

2− h′(t)

)

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 15 / 37

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Definition of solutions

Definition

A solution of the Burgers-particle problemis a pair (u, h) ∈ L∞(R+ × R)×W2,∞(R+) which fulfills:

The function u is an entropy solution away from the particle:

∀κ ∈ R ∂t|u − κ|+ ∂xΦ(u, κ) ≤ 0 in D′(R+ × R \ {x = h(t)})

The traces are compatible:

∀t > 0(

γ−h(t)

u, γ+h(t)

u)

∈ GD(h′(t), λ)

The trajectory of the particle satisfy:

m h′′(t) =(

γ−h(t)

u − γ+h(t)

u)

(

γ−h(t)

u + γ+h(t)

u

2− h′(t)

)

γ±y : left and right trace operators at {x = y} (see Panov, Vasseur...)

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The case of one particle with a zero velocity

The case (h ≡ 0)

[P0]

{

∂tu + ∂x(u2/2) + λD(u) δ0 = 0

u|t=0 = u0

See also Isaacson-Temple, LeRoux, Dielh, Gosse, Vasseur,Burger-Garcıa-Karlsen-Towers...

Definition

A function u ∈ L∞(R+ × R) is an entropy solution of [P0] if

∀κ ∈ R ∂t|u − κ|+ ∂xΦ(u, κ) ≤ 0 in D′(R+ × R \ {x = 0})

∀t > 0(

γ−0 u(t), γ+

0 u(t))

∈ GD(0, λ)

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The Riemann problem

Theorem (with D(v) = v or v|v|)

The Riemann problem

∂tu + ∂x(u2/2) + λD(u) δ0 = 0

u(0, x) =

{

uL if x < 0

uR if x > 0

admits one and only one self-similar entropy solution for all (uL, uR) ∈ R.

Construct the set U−(uL) = {W(0−; uL, u), u ∈ R}Construct the set U+(uR) = {W(0+; u, uR), u ∈ R}Existence and uniqueness of (u−, u+) ∈ R

2 such thatu− ∈ U−(uL), u+ ∈ U+(uR) and (u−, u+) ∈ GD(0, λ).

N.B. Uniqueness fails if λ < 0 !

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The solution of the Riemann problem when D(v) = v

0

−λ

λ uL

uR

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The solution of the Riemann problem when D(v) = v|v|

0uL

uR

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The Cauchy problem for a particle with a zero velocity

Alternative definition: Adapted Kruzhkov entropies

Let c be defined by c(x) =

{

cL if x < 0,

cR if x > 0..

A function u ∈ L∞(R+ × R) is an entropy solution of [P0] iff

∂t|u − c|+ ∂xΦ(u, c) ≤ 0 in D′(R+ × R \ {x = 0})

for all (cL, cR) ∈ GD(0, λ).

Baiti-Jenssen, Audusse-Perthame, Adimurthi-Mishra-Veerappa Gowda,Burger-Karlsen-Towers, Andreianov-Karlsen-Risebro...

If u|t=0(x) = c(x), then c is a stationary entropy solution of [P0],for all (cL, cR) ∈ GD(0, λ).

An entropy solution is “dissipative” w.r.t. any stationary solution.

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The Cauchy problem for a particle with a zero velocity

Proposition (dissipative germ)

For all (cL, cR) ∈ GD(0, λ) and (dL, dR) ∈ GD(0, λ), we have

Φ(cR, dR) − Φ(cL, dL) ≤ 0.

This property enables to compare two solutions, in the spirit of Kruzhkov’suniqueness proof.

Theorem

Let the drag force be D(v) = v or v|v|.The Cauchy problem [P0] admits one and only one entropy solution in L∞.

The existence will follow, using the convergence of numerical schemes.

N.B. Also available for h′(t) = V, V ∈ R.

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The full model

Theorem (D(v) = v)

The Riemann problem for the Burgers-particle model

∂tu + ∂x(u2/2) = λ (h′(t) − u) δ0(x − h(t))

m h′′(t) =(

γ−h(t)

u − γ+h(t)

u) (

(γ−h(t)

u + γ+h(t)

u)/2 − h′(t))

u|t=0 =

{

uL if x < 0

uR if x > 0

h(0) = 0, h′(0) = V

admits at least one solution for all uL, uR, V ∈ R.

Proof by construction (solutions are not self-similar).

When t → +∞ or λ → +∞, the solution tends to a solution of theclassical Burgers equation and h′(t) to a predictable constant.

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

t0

t1

Trajectory of the particle

x

u, h′

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Examples of solution of the Riemann problem

x

t

Trajectory of the particle

Shock waves

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Well-posedness of the Burgers-particle model

Riemann problem

The solution is not self-similar

Existence by construction

Uniqueness... Probably equivalent to study the Cauchy problem

Cauchy problem: still open

Existence via the methods devoted to hyperbolic systems?

Uniqueness by comparison, continuity...

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Numerical methods

Requirements for the numerical methods

Based on classical Finite Volume schemes for the fluid part

Accurate tracking of the particle(s) (no diffusion)

Avoid as much as possible remeshing techniques

Avoid as much as possible complex Riemann solvers

What we are able to do...

Burgers equation with a particle with a zero velocity◮ Simple numerical schemes (no Riemann solver)◮ Analysis of convergence

The full Burgers-particle model◮ Use of the Riemann solver for a particle with a constant velocity◮ Random sampling for the evolution of the position of the particle

Nicolas Seguin (LJLL, UMPC) Equation de Burgers + particule ponctuelle 7 juin 2010 27 / 37

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Numerical methods

Requirements for the numerical methods

Based on classical Finite Volume schemes for the fluid part

Accurate tracking of the particle(s) (no diffusion)

Avoid as much as possible remeshing techniques

Avoid as much as possible complex Riemann solvers

What we are able to do...

Burgers equation with a particle with a zero velocity◮ Simple numerical schemes (no Riemann solver)◮ Analysis of convergence

The full Burgers-particle model◮ Use of the Riemann solver for a particle with a constant velocity◮ Random sampling for the evolution of the position of the particle

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Burgers equation with a particle with a zero velocity

Numerical methods for

∂tu + ∂x(u2/2) + λ D(u) δ0 = 0

Mesh: interfaces xi+1/2 = i∆x, cells Ki = [xi−1/2, xi+1/2[

Away from the particle: classical consistent monotone scheme

∀i 6= 0, 1 un+1i = un

i −∆t

∆x(g(un

i , uni+1) − g(un

i−1, uni ))

Near the particle

un+10 = un

0 −∆t

∆x(g−λ,D(un

0 , un1) − g(un

−1, un0))

un+11 = un

1 −∆t

∆x(g(un

1 , un2) − g+

λ,D(un0 , un

1))

g+λ,D(u−, u+) − g−λ,D(u−, u+) ≈ λ D(u)

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Burgers equation with a particle with a zero velocity

Well-balanced schemes (Greenberg-LeRoux, Gosse-LeRoux...)

Preserve some stationary solutions: ∀(cL, cR) ∈ G0D(0, λ) ⊂ GD(0, λ)

If uni =

{

cL ∀i ≤ 0

cR ∀i > 0, then un+1

i = uni for all i ∈ Z.

Insert such a solution in the numerical scheme for i = 0, 1:

cL = cL −∆t

∆x(g−λ,D(cL, cR) − f (cL)) =⇒ g−λ,D(cL, cR) = f (cL)

cR = cR −∆t

∆x(f (cR) − g+

λ,D(cL, cR)) =⇒ g+λ,D(cL, cR) = f (cR)

OK ifg−λ,D(cL, cR) = g(cL, φ−

λ,D(cR))

g+λ,D(cL, cR) = g(φ+

λ,D(cL), cR)and

φ−λ,D(cR) = cL

φ+λ,D(cL) = cR

.

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Burgers equation with a particle with a zero velocity

Well-balanced schemes (Greenberg-LeRoux, Gosse-LeRoux...)

Preserve some stationary solutions: ∀(cL, cR) ∈ G0D(0, λ) ⊂ GD(0, λ)

If uni =

{

cL ∀i ≤ 0

cR ∀i > 0, then un+1

i = uni for all i ∈ Z.

Insert such a solution in the numerical scheme for i = 0, 1:

cL = cL −∆t

∆x(g−λ,D(cL, cR) − f (cL)) =⇒ g−λ,D(cL, cR) = f (cL)

cR = cR −∆t

∆x(f (cR) − g+

λ,D(cL, cR)) =⇒ g+λ,D(cL, cR) = f (cR)

OK ifg−λ,D(cL, cR) = g(cL, φ−

λ,D(cR))

g+λ,D(cL, cR) = g(φ+

λ,D(cL), cR)and

φ−λ,D(cR) = cL

φ+λ,D(cL) = cR

.

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Burgers equation with a particle with a zero velocity

Well-balanced schemes (Greenberg-LeRoux, Gosse-LeRoux...)

Preserve some stationary solutions: ∀(cL, cR) ∈ G0D(0, λ) ⊂ GD(0, λ)

If uni =

{

cL ∀i ≤ 0

cR ∀i > 0, then un+1

i = uni for all i ∈ Z.

Insert such a solution in the numerical scheme for i = 0, 1:

cL = cL −∆t

∆x(g−λ,D(cL, cR) − f (cL)) =⇒ g−λ,D(cL, cR) = f (cL)

cR = cR −∆t

∆x(f (cR) − g+

λ,D(cL, cR)) =⇒ g+λ,D(cL, cR) = f (cR)

OK ifg−λ,D(cL, cR) = g(cL, φ−

λ,D(cR))

g+λ,D(cL, cR) = g(φ+

λ,D(cL), cR)and

φ−λ,D(cR) = cL

φ+λ,D(cL) = cR

.

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Burgers equation with a particle with a zero velocity

Requirement for the reconstruction functions φ±λ,D

φ±λ,D : R 7→ R invertible functions such that

∀(cL, cR) ∈ G0D(0, λ) ⊂ GD(0, λ)

{

φ−λ,D(cR) = cL

φ+λ,D(cL) = cR

u−

u+

u−

u+

D(v) = v D(v) = v|v|

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Burgers equation with a particle with a zero velocity

Requirement for the reconstruction functions φ±λ,D

φ±λ,D : R 7→ R invertible functions such that

∀(cL, cR) ∈ G0D(0, λ) ⊂ GD(0, λ)

{

φ−λ,D(cR) = cL

φ+λ,D(cL) = cR

u−

u+

u−

u+

G0D(0, λ)

D(v) = v D(v) = v|v|

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Burgers equation with a particle with a zero velocity

Reconstruction functions φ±λ,D

D(v) = v D(v) = v|v|

φ−(s) = s + λ φ−(s) = s esgn(s)λ

φ+(s) = s − λ φ+(s) = s e−sgn(s)λ

u−

u+

u−

u+

G0D(0, λ)

D(v) = v D(v) = v|v|

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Burgers equation with a particle with a zero velocity

Well-balanced scheme

un+10 = un

0 −∆t∆x(g−λ,D(un

0 , un1) − g(un

−1, un0)) g−λ,D(u, v) = g(u, φ−

λ,D(v))

un+11 = un

1 −∆t∆x(g(un

1 , un2)− g+

λ,D(un0, un

1)) g+λ,D(u, v) = g(φ+

λ,D(u), v)

Exactly preserves any initial data obtained from G0D(0, λ).

u−

u+

u−

u+

G0D(0, λ)

D(v) = v D(v) = v|v|

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Burgers equation with a particle with a zero velocity

Analysis of the well-balanced scheme

Let u∆ be the piecewise constant function obtained from (uni )i,n

Under a classical CFL condition:

u∆ is uniformly bounded in L∞(R+ × R)

u∆ is uniformly bounded in BVloc([0, T] × (R \ {0})) [BGKT 08]

u∆ satisfies discrete (adapted) entropy inequalities

u∆ converges in L1loc(R+ × R) to the entropy weak solution

Corollary. Existence of the entropy weak solution.

Analysis of ∂tu + ∂x(u2/2) + λ D(u) δ0(x − Vt) = 0

Existence and uniqueness of the entropy weak solution

Convergence of well-balanced schemes (in the frame of the particle)

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The full Burgers-particle model

The numerical method

The mesh is fixed

The particle is always located at an interface (random sampling)

The fluid equation is solved using the Riemann problem for the caseof a particle with a constant velocity

The trajectory of the particle is computed by the explicit Euler method

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The full Burgers-particle model

The numerical method

From {(uni )i∈Z, hn, vn} to {(un+1

i )i∈Z, hn+1, vn+1}:

The particle is located at an interface of the mesh: hn ∈ {xi+1/2, i}

Solve the linearized (in h′) fluid equation for (t, x) ∈ [tn, tn+1]× R

{

∂tu + ∂x(u2/2) − λ D(vn − u) δ0(x − vnt) = 0

u(tn, x) = uni if x ∈ Ki

(exact resolution of self-similar Riemann problems)Note u(x) the solution of this problem at time tn+1

Compute the trajectory of the particle using an explicit Euler method{

h = hn + vn∆t

vn+1 = vn + ∆tm (u(h−)− u(h+))

(

u(h−)+u(h+)2 − vn

)

Random sampling to define (un+1i )i∈Z and hn+1 from u and h

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The full Burgers-particle model

The numerical method

From {(uni )i∈Z, hn, vn} to {(un+1

i )i∈Z, hn+1, vn+1}:

The particle is located at an interface of the mesh: hn ∈ {xi+1/2, i}

Solve the linearized (in h′) fluid equation for (t, x) ∈ [tn, tn+1]× R

{

∂tu + ∂x(u2/2) − λ D(vn − u) δ0(x − vnt) = 0

u(tn, x) = uni if x ∈ Ki

(exact resolution of self-similar Riemann problems)Note u(x) the solution of this problem at time tn+1

Compute the trajectory of the particle using an explicit Euler method{

h = hn + vn∆t

vn+1 = vn + ∆tm (u(h−)− u(h+))

(

u(h−)+u(h+)2 − vn

)

Random sampling to define (un+1i )i∈Z and hn+1 from u and h

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The full Burgers-particle model

The numerical method

From {(uni )i∈Z, hn, vn} to {(un+1

i )i∈Z, hn+1, vn+1}:

The particle is located at an interface of the mesh: hn ∈ {xi+1/2, i}

Solve the linearized (in h′) fluid equation for (t, x) ∈ [tn, tn+1]× R

{

∂tu + ∂x(u2/2) − λ D(vn − u) δ0(x − vnt) = 0

u(tn, x) = uni if x ∈ Ki

(exact resolution of self-similar Riemann problems)Note u(x) the solution of this problem at time tn+1

Compute the trajectory of the particle using an explicit Euler method{

h = hn + vn∆t

vn+1 = vn + ∆tm (u(h−)− u(h+))

(

u(h−)+u(h+)2 − vn

)

Random sampling to define (un+1i )i∈Z and hn+1 from u and h

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The full Burgers-particle model

The numerical method

From {(uni )i∈Z, hn, vn} to {(un+1

i )i∈Z, hn+1, vn+1}:

The particle is located at an interface of the mesh: hn ∈ {xi+1/2, i}

Solve the linearized (in h′) fluid equation for (t, x) ∈ [tn, tn+1]× R

{

∂tu + ∂x(u2/2) − λ D(vn − u) δ0(x − vnt) = 0

u(tn, x) = uni if x ∈ Ki

(exact resolution of self-similar Riemann problems)Note u(x) the solution of this problem at time tn+1

Compute the trajectory of the particle using an explicit Euler method{

h = hn + vn∆t

vn+1 = vn + ∆tm (u(h−)− u(h+))

(

u(h−)+u(h+)2 − vn

)

Random sampling to define (un+1i )i∈Z and hn+1 from u and h

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.000 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.003 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.007 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.013 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.020 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.040 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.070 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.20 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.40 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 0.75 s

FluidParticle

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Numerical results: Riemann problem – λ = 10, m = 0.1

-2

0

2

4

6

8

10

12

14

16

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

t = 1.20 s

FluidParticle

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Numerical results: Riemann problem

The solution in the (x, t) plane

0 100 200 300 400 500 600 700 800 900 1000 0

10

20

30

40

50

60

70

80

90

100

-2 0 2 4 6 8

-2

0

2

4

6

8

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Numerical results: 2 particles (splitting method)

Trajectory of the particles: m1 = 2.5 × 10−2, m2 = 2 × 10−2

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

0 0.2 0.4 0.6 0.8 1

t

x

Particle 1Particle 2

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Numerical results: 2 particles (splitting method)

Trajectory of the particles: m1 = 2 × 10−2, m2 = 2 × 10−2

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

0 0.2 0.4 0.6 0.8 1

t

x

Particle 1Particle 2

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Numerical results: 2 particles (splitting method)

Trajectory of the particles: m1 = 1.5 × 10−2, m2 = 2 × 10−2

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

0 0.2 0.4 0.6 0.8 1

t

x

Particle 1Particle 2

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Conclusion

Done...

Models for the coupling of an inviscid fluid with point-wise particles

Main difficulties well understood◮ Influence of the particle on the fluid◮ Evolution of the particle

Several numerical strategies◮ Particle with a constant velocity: simple numerical schemes◮ Burgers-particle model: use the linearized Riemann solver (w.r.t. h′)◮ Extension to several particles

Deep connections with interfacial coupling, with a free boundary◮ Compatibility of the traces of the solution◮ Exchange of informations between both sides (well-balanced schemes)

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Conclusion

To do...

Complete the analysis of the Burgers-particle model◮ Well-posedness of the Cauchy problem◮ Extension to several particles

Find numerical methods without Riemann solver◮ Use the numerical schemes for a particle with a constant velocity◮ Analysis of convergence

Extension to 1D-Euler equations for the fluid

Extension to the multidimensional case

Adapt these works to the interfacial coupling

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