Contents lists available atScienceDirect
Computers and Mathematics with Applications
journal homepage:www.elsevier.com/locate/camwa
Convergence of equilibria for numerical approximations of a suspension model
J. Valero
a,∗, A. Giménez
a, O.V. Kapustyan
b, P.O. Kasyanov
c, J.M. Amigó
aaUniversidad Miguel Hernández de Elche, Centro de Investigación Operativa, 03202 Elche (Alicante), Spain
bTaras Shevchenko National University of Kyiv, Kyiv, Ukraine
cInstitute for Applied System Analysis, National Technical University of Ukraine ‘‘Kyiv Polytechnic Institute’’, Kyiv, Ukraine
a r t i c l e i n f o
Article history:
Received 23 December 2015 Received in revised form 11 April 2016 Accepted 23 May 2016
Available online xxxx
Keywords:
Non-Newtonian fluids Suspensions
Numerical approximations Finite-difference schemes Partial differential equations
a b s t r a c t
In this paper we study the numerical approximations of a non-Newtonian model for concentrated suspensions.
First, we prove that the approximative models possess a unique fixed point and study their convergence to a stationary point of the original equation.
Second, we implement an implicit Euler scheme, proving the convergence of these approximations as well.
Finally, numerical simulations are provided.
©2016 Elsevier Ltd. All rights reserved.
1. Introduction
Non-Newtonian (or complex) fluids often appear in nature and industry. Good examples of such fluids are toothpaste, ketchup, magma, blood, mucus or emulsions such as mayonnaise among many others. A special type of complex fluids are concentrated suspensions, which can be found, for example, in medicine (blood) or in building industry (cement). The dynamical behaviour of suspensions is still far from being well understood as developing a faithful mathematical model of such processes is not an easy task.
We are interested in an equation modelling suspensions which was proposed in [1]. In the last years, several authors have studied for this equation the existence and uniqueness of solutions [2,3], the asymptotic behaviour [4,5] and numerical approximations [6–8].
In our previous paper [8] we studied a sequence of approximative problems for this model, in which finite-difference schemes were used to deal with the partial derivative with respect to the spatial variable. The problem was split in three steps: a partial differential equation with a large diffusion, an infinite system of ordinary differential equations and finally a finite system of ordinary differential equations. For initial data satisfying suitable assumptions it was proved that the iterate limit of the solutions of the approximative problems in the spaceC
( [
0,
T] ,
L2(
R))
is equal to the solution of the original equation.In this paper we extend the results from [8] in two ways.
∗Corresponding author.
E-mail addresses:[email protected](J. Valero),[email protected](A. Giménez),[email protected](O.V. Kapustyan),[email protected] (P.O. Kasyanov),[email protected](J.M. Amigó).
http://dx.doi.org/10.1016/j.camwa.2016.05.034 0898-1221/©2016 Elsevier Ltd. All rights reserved.
First, we study the convergence of the fixed points of the approximative problems. It is well-known [2] that for certain values of the parameters of the equation there exists a unique fixed point of the problem with support not included in the interval
[−
1,
1]
. This equilibrium is asymptotically stable [4] and the numerical simulations in [7] suggest that every solution with initial data with support not included in[−
1,
1]
converges to this fixed point as time goes to+∞
. We prove that each of the approximative problems possesses a unique fixed point and also that the iterate limit of the equilibria of the approximative problems in the spaceL2(
R)
is equal to the equilibrium of the original equation with support not included in the interval[−
1,
1]
.Second, we complete the sequence of approximations of the problem by implementing an implicit Euler scheme for the discretization of the time derivative. We prove that the solution of the resulting system converges in the space C
( [
0,
T] ,
L2(
R))
to the solution of the finite system of ordinary differential equations approximating the original equation.Finally, some numerical simulations are provided in the last section.
2. Previous results
In the previous paper [8] the authors considered the convergence of finite-difference approximations of the problem
∂
p∂
t−
D(
p(
t)) ∂
2p∂σ
2+
1T0
χ
R\[−1,1](σ)
p=
D(
p(
t))
α δ
0(σ) ,
(1)p
≥
0,
p(
0, σ) =
p0(σ) ,
(2)wherep
=
p(
t, σ) ,
t∈ [
0,
T] , σ ∈
R,T0andα
are positive constants.Here,
δ
0is the Diracδ
-function with support in the origin, D(
p(
t)) = α
T0
|σ|>1
p
(
t, σ)
dσ
and
χ
Iis the indicator function in the intervalI.The functionp
(
t, σ )
is a probability density at timet, so for anyt∈ [
0,
T]
,
R
p
(
t, σ )
dσ =
1,
(3)p
(
t, σ ) ≥
0,
for a.a.σ ∈
R.
It is well-known [2] that for anyp0
∈
L1(
R) ∩
L∞(
R)
such thatp0≥
0 a.e.,
Rp0
(σ)
dσ =
1,
R
| σ |
p0(σ)
dσ < ∞
and D(
p0) >
0 there exists a unique solutionp=
p(
t, σ)
of problem(1)–(2), which satisfies(3).We consider as a first step the approximative problem
∂
tpc−
D
pc
(
t) +
1c
∂
σ σ2 p+
1T0
χ
R\[−1,1](σ )
pc=
D(
pc(
t))
α δ
c(σ ) ,
(4)pc
≥
0,
pc(
0, σ) =
p0c(σ ) ,
(5)wherepc
=
pc(
t, σ )
,c>
0 is a large parameter and theδ
-functionδ
0is replaced by the step continuous from the right functionδ
c(σ) =
0
,
ifσ < −
1 2c,
c,
if−
12c
≤ σ <
1 2c,
0,
ifσ ≥
12c
.
We would like to highlight the fact that the new term1c
∂
σ σ2 pis an artificial diffusion which helps us to prove the convergence of the approximative solutions. Such a trick is very common in the numerical approximations of problems in Physics. Also,[−
12c
,
2c1]
is the support of the mapδ
c, which approximates theδ
-functionδ
0. Therefore, whenc→ +∞
, the artificial diffusion and the support ofδ
cconverge to 0 in unison.Letp0cbe such that
p0c
∈
C0∞(
R),
p0c≥
0 a.e.,
R
p0c
(σ )
dσ =
1,
(6)p0c
→
p0 inL2(
R), σ
p0c→ σ
p0 inL1(
R),
asc→ +∞ .
(7)It is proved in [8, Theorem 3] that such approximation exists and that the unique solutionpcto problem(4)–(5)converges to the unique solutionpto problem(1)–(2)in the spaceC
( [
0,
T] ,
X)
, whereX
=
p
∈
L2(
R) :
R
| σ | |
p|
dσ < +∞
,
endowed with the norm∥
p∥
X= ∥
p∥
L2(R)+
R
| σ | |
p|
dσ
. It is important to remark that for allt∈ [
0,
T]
the solution satisfies
Rpc
(
t, σ)
dσ =
1 andpc(
t, σ) ≥
0, for a.a.σ ∈
R, since it is a probability density.Further, we shall consider the following approximating infinite system of ordinary differential equations:
dpci,h dt
−
Dh
(
pch(
t)) +
1 c
pc,hi+1
(
t) −
2pci,h(
t) +
pci−,h1(
t)
h2
+
1T0
χ
Z\[−2n1,2n1](
i)
pci,h(
t) =
Dh
pch(
t)
α δ
ci,
(8)pci,h
(
0) =
p0c,h,i,
i∈
Z,
(9)whereh
>
0σ
i=
ih,i∈
Z,1h=
2n1, withn1∈
N,χ
Z\[−2n1,2n1](
i) =
1,
ifi̸∈
[−
2n1,
2n1],
0,
otherwise.
Here,pch(
t) =
pci,h(
t)
i∈Zdenotes a sequence satisfying pci,h
(
t) ≃
pc(
t, σ
i) ,
and we made the following approximations D
pc
(
t)
= α
T0
|σ|>1
pc
(
t, σ)
dσ ≃
Dh
pch(
t)
= α
h T0
|i|>2n1
pci,h
(
t),
(10)δ
ic= δ
c(σ
i) =
0,
ifi< −
nh,c,
c,
if−
nh,c≤
i<
nh,c,
0
,
ifi≥
nh,c.
(11)Also,cis taken such that2ch1
=
nh,c∈
Nandnh,c<
2n1.We observe that the parameterhis the length of the intervals in the finite-difference approximation of the second derivative
∂
σ σ2 p, which is a diffusion term. The approximation is getting better ashgoes to 0. Also,nh,c is the number of subintervals of lengthhof the interval[
0,
2c1]
, the support of the functionδ
cin the positive semi-axis. The condition nh,c<
2n1is equivalent to say that2c1<
1, that is, the support ofδ
cis strictly included in the interval[−
1,
1]
.We define the following partition of the real line:
Ωh
= { σ
i=
ih}
i∈Z,
Iih= [ σ
i, σ
i+
h).
Forp0cfrom(6)we define the step function
p0
c,h
(σ) =
i∈Z
p0c
(
ih) χ
Iih(σ )
and normalize it by settingp0c,h
(σ) =
p0 c,h
(σ )
p0c,h
L1(R).
(12)It holds thatp0c,h
→
p0cinL2(
R) ∩
L1(
R)
ash→
0.Further, we fixc
∈
Nand take a sequencehn→
0 such that 2ch1n
=
nhn,c∈
N. Then conditions h1n
=
2n1,
n1∈
N, nhn,c<
2n1are satisfied. We takep0c,hn,i
=
p0c,hn
(
ihn)
as the initial data in problem(8)and define the step functions pchn(
t, σ ) =
i∈Z
pci,hn
(
t) χ
Iih(σ ),
(13)wherepchn
(
t) = {
pci,hn(
t) }
i∈Zis the unique solution to problem(8)–(9). It is proved in [8, Theorem 2] thatpchn
→
pc strongly inC( [
0,
T];
L2(
R)),
(14)wherepcis the solution to problem(4)–(5)with initial datap0c. As before, the solutionspchnsatisfy that
R
pchn
(
t, σ)
dσ =
i∈Z
pci,hn
(
t)
hn=
1 and pci,hn(
t) ≥
0,
for anyt∈ [
0,
T] ,
i∈
Z.
Let us consider now finite-dimensional approximations. We define the operatorANh
:
R2N+1→
R2N+1byANh
:=
1 h2
1
−
1 0· · ·
0 0 0−
1 2−
1 0· · ·
0 0 0−
1 2−
1... · · ·
0...
0... ... ...
0...
0
· · · ... −
1 2−
1 0 0 0· · ·
0−
1 2−
1 0 0 0· · ·
0−
1 1
(2N+1)×(2N+1)
.
(15)Then we consider the finite-dimensional system
dpch,,Nidt
= −
DNh
pch,N(
t)
+
1 c
ANhpch,N
i
−
1T0
χ
Z\[−2n1,2n1](
i)
pch,,Ni+
DNh
pch,N(
t)
α δ
ic,
pch,,Ni(
0) =
pNc,,h0,i, −
N≤
i≤
N,
(16)
whereN
>
2n1,1h=
2n1,
n1∈
N,2ch1=
nh,c∈
N,
nh,c<
2n1and DNh
pch,N
= α
h T0
2n1<|i|≤N
pch,,Ni
.
What we have done is to cut the tails of the system(8)off in order to work with a finite number of equations. The condition N
>
2n1implies that we solve the problem forσ
in an interval containing[−
1,
1]
. It is obvious thatNhas to be large to get good approximations.For the initial datap0c,hfrom(12)we consider the approximationspNc,,h0given by
pNc,,h0,i
=
p0 c,h,i
|i|≤N
hp0c,h,i
,
for|
i| ≤
N,
(17)wherep0c,h,i
=
p0c,h(
ih)
. Then we define the step functions pch,N(
t, σ ) =
i∈Z
pch,,Ni
(
t) χ
Ii(σ ),
(18)where
pch,,Ni( · )
|i|≤N is the unique solution to problem(16)with initial data(17)andpch,,Ni
(
t) =
0 if|
i| >
N. It is proved in [8, Section 5] thatpch,N
→
pch inC( [
0,
T] ,
L2(
R))
asN→ ∞ ,
wherepchis the function defined in(13)with initial data(12). Again, the property of being a probability density is satisfied:
R
pch,N
(
t, σ)
dσ =
|i|≤N
pch,,Ni
(
t)
h=
1 and pch,,Ni(
t) ≥
0,
for anyt≥
0, |
i| ≤
N.
3. Fixed points of approximations
Our aim in this section is to study the fixed points of the approximative problems and their convergence to the fixed points of the original problem(1). For simplicity, we shall consider the particular case whereT0
=
1.First, recall that for Eq.(1)withT0
=
1 the fixed points, given by the solutions of D(
p) ∂
2p∂σ
2− χ
R\[−1,1](σ)
p+
D(
p)
α δ
0(σ) =
0,
(19)are the following [2]:
•
Any probability densityp( · )
with support in[−
1,
1]
solves(19). We note that all these solutions satisfyD(
p) =
0;•
Ifα ≤
12, there are no more equilibria. If
α >
12, then there exists a unique fixed pointpwith positive value ofD(
p)
, which is given byp
(σ ) =
√
D∗ 2α
e(1+σ )/√ D∗
,
ifσ ≤ −
1,
√
D∗+
12
α +
12
α σ,
if−
1≤ σ ≤
0,
√
D∗+
12
α −
12
α σ,
if 0≤ σ ≤
1,
√
D∗ 2α
e(1−σ )/√ D∗
,
ifσ ≥
1,
(20)
where
D∗
=
−
1 2+
√
4α −
12
2(21)
andz
=
√
D∗is the unique positive solution of the equation h
(
z) =
z2+
z− α +
12
=
0.
We observe that when
α >
12the stationary pointpis asymptotically stable [4]. Moreover, the numerical simulations in [7] suggest that every solution with initial data satisfyingD
p0
>
0 converges to this fixed point as time goes to+∞
. We shall prove that forα >
12the approximative problems possess a unique fixed point converging to(20).3.1. Equation with large diffusion
Let us consider now the fixed points of problem(4). In order to find them we fix firstD
>
0 and solve first the following ordinary differential equation:
D+
1c
d2pcd
σ
2− χ
R\[−1,1](σ)
pc+
Dα δ
c(σ) =
0.
We note that in this case, unlike problem(1), there is no stationary solutions withD
(
p) =
0.Taking into account the conditionpc
(σ) →
0, asσ → ±∞
, it is not difficult to check that this equation possesses a unique solution defined bypcD
(σ ) =
D 2α
D
+
1c
e(1+σ )/
D+1c
,
ifσ ≤ −
1,
D 2
α
1
+
D+
1c
D
+
1c
+
D2
α
D+
1c
σ,
if−
1≤ σ ≤ −
1 2c,
D2
α
1+
D+
1c
D
+
1c
−
1 8D
α
D
+
1c
c−
Dc 2α
D
+
1c
σ
2,
if−
12c
≤ σ ≤
1 2c,
D2
α
1+
D+
1c
D
+
1c
−
D2
α
D+
1c
σ,
if 12c
≤ σ ≤
1,
D2
α
D+
1c
e(1−σ )/
D+1c
,
ifσ ≥
1.
Since D
pcD
= α
|σ|>1
pcD
(σ)
dσ =
D,
for anyD>
0,
in order to obtain a fixed point it remains to find a positive value ofDsuch that
RpcD
(σ )
dσ =
1. Calculating the integral we obtain1 48c2
α
2D D
+
1c
24c
+
24c2D+
24c2
D+
1C
+
12c2−
1
=
1,
and after the change of variablez
=
D+
1c we finally have the equation gc
(
z) =
z4+
z3−
1 24c2+
1c
−
1 2+ α
z2−
1cz
−
1 2c+
124c3
=
0.
(22)It follows from the Descarte’s rule of signs that for
α >
0.
5 andclarge enough this polynomial possesses a unique positive rootzc. More precisely,chas to satisfyc>
√112. We will takec≥
1. Such condition is compatible with the meaning of the term1c∂
σ σ2 pin(4), as this is an artificial diffusion that has to be small in order to approximate the original system properly, which means that we needcto be large.If we pass to the limit asc
→ ∞
the polynomialgc(
z)
tends to g(
z) =
z2
z2
+
z+
1 2− α
.
By continuity, the rootzcconverges to the unique positive root ofh
(
z)
, which is equal toz∗=
√
D∗. Therefore, Dc
=
zc
2−
1c
→
D∗>
0,
whereD∗is given in(21). Hence,Dc
>
0, forclarge enough, and thus there is a unique stationary pointpc(σ) =
pcDc(σ )
. Moreover, it is easy to see usingDc→
D∗thatpc
→
p inX.
Therefore, we have proved the following result.
Theorem 1. Let
α >
0.
5. Problem(4)possesses a unique fixed point pcfor c≥
1and pc→
p in X,
as c→ ∞ ,
where p is the unique fixed point of problem(1)such that D
(
p) >
0defined in(20).3.2. Lattice dynamical system
Further, we will study the fixed points of Eq.(8)with2ch1
=
nh,c∈
Nandnh,c<
2n1=
1h. As before, we fix firstD
>
0 and solve the following equation in differences
−
D+
1c
h2
(
pi+1−
2pi+
pi−1) +
pi=
0,
ifi< −
2n1,
pi+1−
2pi+
pi−1=
0,
if−
2n1≤
i< −
nh,c,
−
D+
1c
h2
(
pi+1−
2pi+
pi−1) =
Dα
c,
if−
nh,c≤
i<
nh,c,
pi+1−
2pi+
pi−1=
0,
ifnh,c≤
i≤
2n1,
−
D+
1c
h2
(
pi+1−
2pi+
pi−1) +
pi=
0,
ifi>
2n1,
(23)
whose solution, taking into account thatpi
→
i→±∞0, is given by
pci,,Dh
=
C1
λ
i1,
ifi< −
2n1,
A
+
Bi,
if−
2n1≤
i< −
nh,c,
E+
Fi−
ch2D 2
D
+
1c
α
i2
,
if−
nh,c≤
i<
nh,c,
A+
Bi,
ifnh,c≤
i≤
2n1,
C2
λ
−1i,
ifi>
2n1,
(24)
provided that
λ
1= λ
c1,,Dh=
1+
h2
2
D+
1c
+
h
D+
1c
1
+
h2
4
D+
1c
, λ
2= λ
c2,,Dh=
1λ
c1,,Dh,
(25)and the constantsC1
,
A,
B,
E,
F,
A,
B,
C2satisfy the compatibility conditions
A−
1hB
− λ
−11hC1=
0,
A−
h+
1h B
− λ
−1h+h1C1=
0,
A−
12chB
−
E+
12chF
= −
D8c
D+
1c
α ,
A−
2ch+
12ch B
−
E+
2ch+
12ch F
= −
D(
1+
2ch)
2 8c
D
+
1c
α ,
A+
1−
2ch2ch B
−
E−
1−
2ch2ch F
= −
D(
1−
2ch)
2 8c
D
+
1c
α ,
A+
12chB
−
E−
12chF
= −
D8c
D+
1c
α ,
A+
h+
1h B
− λ
−1h+h1C2=
0,
A+
1hB
− λ
−11hC2=
0.
(26)
Solving this system we obtain:
C1
= λ
11hD
D+
1c
α
−
1+ λ
−11
h(
2+
h) −
2h2 4
−
1+ λ
−11
1+
h− λ
−11 ,
C2= λ
11hD
D+
1c
α
−
1+ λ
−11
h(
2−
h) −
2h2 4
−
1+ λ
−11
1+
h− λ
−11,
(27)A
=
D D+
1c
α
−
1+ λ
−11 (
2+
h) −
2h 4
−
1+ λ
−11 ,
A=
D D+
1c
α
−
1+ λ
−11 (
2−
h) −
2h 4
−
1+ λ
−11 ,
B
= −
D
D+
1c
α
−
1+ λ
−11
h(
2+
h) −
2h2 4
1
+
h− λ
−11 ,
B=
D D+
1c
α
−
1+ λ
−11
h(
2−
h) −
2h2 4
1
+
h− λ
−11 ,
F
= −
Dh 2
D
+
1c
α (
1+
ch) −
D
D+
1c
α
−
1+ λ
−11
h(
2+
h) −
2h2 4
1
+
h− λ
−11 ,
E
= −
D8c
D+
1c
α (
1+
2ch) +
D
D+
1c
α
−
1+ λ
−11 (
2+
h) −
2h 4
−
1+ λ
−11 .
For simplicity of notation here and throughout the paper, if no confusion is possible, sometimes we omit the indexes c
,
h,
Dand write justλ
1.We need to check first that
α
h
|i|>2n1pci,,Dh
=
D. Indeed, we can easily compute thatα
h
|i|>2n1
pci,,Dh
=
Dh2
D+
1c
λ
1(λ
1−
1)
2=
D 4
D
+
1c
+
2h2+
2h
4
D
+
1c
+
h2
h+
4
D
+
1c
+
h2
2=
D for anyD>
0.
We need to findDch>
0 such thatShc=
i∈Zpci,,Dhc h
h
=
1. Using mathematical software we obtainSch
(
D) =
i∈Z
pci,,Dhh
=
bc h