The subject matter of this work concerns the asymptotic behavior of the wave problems, when the propagation speed in one direction is much larger than in the other directions. We establish weak and strong convergence results. We appeal to homogenization arguments, based on average operators with respect to unitary groups.
We focus on the behavior of the solutions for wave equations whose propagation speed becomes very large along some direction. We consider the problem
where and are given matrix and vector fields on . We use the notation for the matrix whose entry is , where , and for , with . The matrix field D is assumed symmetric non-negative, such that is positive definite. We concentrate on the behavior of the family for , in which case remain positive definite. This study is motivated by the numerical simulation of highly anisotropic wave problems. Indeed, the explicit methods require small time steps, through the CFL stability condition . Therefore suitable methods have been proposed [7,10,12,13], see also [1,9,11,16,17] for elliptic and parabolic problems.
We consider variational solutions for (1), (2). We introduce a weighted Sobolev space see (8) and define the bounded symmetric bilinear form
By standard results cf. [14], for any and , there is a unique solution , for
where is the set of infinitely many times differentiable functions, compactly supported in and stands for the distributions on . We are interested on the asymptotic behavior of the family , when . We prove that the limit problem corresponds to a wave operator as well, and identify the matrix field associated to it. The identification of the limit model relies on averaging along the characteristic flow of the vector field b
For example, the orthogonal projection of any function over the subspace of functions which are left invariant with respect to the flow of b, writes
The above orthogonal projection appears as the average along the characteristic flow of b. Similarly, under suitable hypotheses, we introduce the average of a matrix field by
The previous average operator will enter the limit model and we prove the following convergence results, see Theorems 4.1, 4.2 for exact statements including all the hypotheses on the vector field b and the matrix field D. Here the notation stands for the operator , .
Assume that the initial conditions satisfyandThen,converge weakly ⋆ in,respectively,, toward the solutionof the problemwith.
When the initial conditions are well prepared, the above weak convergences become strong.
Assume that the initial conditions satisfyThen we have the strong convergences
Our paper is organized as follows. In Section 2 we discuss the average operators for functions and matrix fields, recalling their main properties. We introduce and study the weighted Sobolev space , which will play a crucial role in our analysis. In Section 3 we study the variational solutions of the problems (1), (2) and introduce the limit wave problem which comes out when averaging the matrix field D. Section 4 is devoted to the asymptotic analysis. We establish strong and weak convergence results, provided that the initial conditions are well prepared or not. In Section 5 we estimate the propagation speed for the solution of the limit model.
Preliminaries
We introduce the main functional spaces and tools which allow us to define the average operators along a characteristic flow, for functions and matrix fields. Most of these notions are borrowed from previous works [4–6], dealing with the asymptotic analysis of PDEs perturbed by a stiff transport operator. For the completeness of the presentation, we detail them here (or refer to the Appendix). We consider the transport operator , defined on
The vector field b is assumed to verify the standard hypotheses
and grows at most linearly at infinity
Under the previous hypotheses, the vector field b possesses a global smooth characteristic flow
The vector field b being divergence free, the transformation is measure preserving for any . We introduce the -group of unitary operators given by
whose infinitesimal generator is . Sometimes we will use the notation , given a function .
The orthogonal projection on the kernel of coincides with the ergodic mean of the group , thanks to the following classical result in ergodic theory [15].
(von Neumann’s ergodic mean theorem).
Letbe a-group of unitary operators on a Hilbert spaceandbe its infinitesimal generator. Then for any, we have the strong convergence in
In particular, the orthogonal projection on writes
(Average of functions).
Assume that (
3
), (
4
) hold true. Then for anywe have the strong convergence in
Apply the von Neumann’s ergodic mean theorem to the -group of unitary operators . □
In the sequel we use the notation , , that is . We need to introduce several weighted Lebesgue and Sobolev spaces. For doing that we assume that there is a matrix field P such that
We have the following characterization, in terms of the characteristic flow of b, for the matrix fields A satisfying in , see Proposition 3.8 [5]. The notation stands for the Jacobian matrix of the application . Similarly, the Jacobian matrix of the vector field b is denoted by .
Consider(not necessarily divergence free) with at most linear growth at infinity and. Theniniff
Any vector field c in involution with b i.e., in , or equivalently , , , provides a symmetric matrix field satisfying in . Indeed we have
If a family of vector fields in involution with b is available, and form a basis of at any point , therefore the symmetric matrix field is positive definite and satisfies in .
Before going further, let us give an example of a vector field b and matrix field P satisfying (5), (6). We consider , , . It is easily seen that and satisfies (5), (6).
Let us consider the following spaces of matrix fields.
We introduce the linear space
where , which is a Hilbert space for the natural scalar product
The associated norm is denoted by .
Similarly we introduce the Banach space
endowed with the norm
We also need a localized version of the space . For that, we assume that there is a continuous function ψ, which is left invariant by the flow of b, and goes to infinity when goes to infinity
For example, when , , , , we can pick the invariant , , which satisfies .
We consider the local space
We say that a family converges in toward some iff for any , the family converges in toward . The space , as well as the convergence in this space, are not depending on the choice of the function ψ satisfying (7). Notice that we have the continuous inclusion . We introduce the family of linear transformations , acting on and also on . For any matrix field A we use the notation . The following result is borrowed from [3], see Proposition 4.1. The proof details are postponed to the Appendix.
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
) hold true and that.
The family of applicationsis a-group of unitary operators on.
If A is a field of symmetric matrices, then so is, for any.
If A is a field of positive semi-definite matrices, then so is, for any.
Letbe an invariant set of the flow of b, that is, for any. If there issuch that,, then for anywe have,.
Moreover, if (
7
) holds true, then the family of applicationsacts on, that is, if, thenfor any. We have
The infinitesimal generator of the group G is given by
and for any . Notice that and , (use the hypothesis and the dominated convergence theorem). For the main properties of the operator L we refer to [5], Proposition 3.13.
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
) hold true.
The domain of L is dense inand L is closed.
The matrix fieldbelongs toiff there is a constantsuch that
The operator L is skew-adjoint and we have the orthogonal decomposition.
The transformations also operate on . More exactly, for any , and any , we have and . Indeed, thanks to (19) and to the orthogonality of (see the proof of Proposition 2.3 for the definition of the matrix field ), observe that
and our claim follows immediately. Applying Theorem 2.1 to the group , we deduce that the average of a matrix field is well defined and coincides with the orthogonal projection on . Moreover, by Proposition 2.3, also acts on , and any matrix field of possesses an average in , still denoted by as for the matrix fields in , cf. Theorem 3.2 [2] (see the Appendix for proof details).
(Average of matrix fields).
Assume that (
3
), (
4
), (
5
), (
6
) hold true and that.
For any matrix fieldwe have the strong convergence inuniformly with respect to.
Ifis a field of symmetric positive semi-definite matrices, then so is.
Letbe an invariant set of the flow of b, that isfor any. Ifand there issuch thattherefore we haveand in particular,is definite positive,.
If, thenand
Moreover, assume that (
7
) holds true. For any matrix field, the familyconverges in, when S goes to infinity, uniformly with respect to, for any fixed. Its limit, denoted by, satisfieswhere the symbolin the right hand side stands for the average operator on. In particular, any matrix fieldhas an average inand. Ifis such thatfor some, then we have
We also introduce the linear spaces of vector fields
The linear space , endowed with the scalar product
becomes a Hilbert space, whose norm is denoted by , .
The linear space is a Banach space with respect to the norm
Notice that for any , we have and
Replacing the matrix field Q by the matrix field P, we obtain the linear spaces , .
When applying variational methods, we need a weighted space. We consider the linear subspace made of functions, whose gradient belongs to
which is a Hilbert space, with the scalar product
The -group acts on cf. Proposition 3.5 [2] (see the Appendix for proof details).
(Average of functions).
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
) hold true. For anyandwe haveand. The family of applicationsis a-group of unitary operators on. In particular, for anywe have
For further developments, we introduce the following result, borrowed from [2], Lemma 5.1 (see the Appendix for proof details).
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
), (
7
) hold true. For any matrix fieldand any vector fieldwe have the convergence
Variational solutions
We appeal to variational methods for solving (1), (2). Under the hypotheses (3), (4), (5), (6), we consider the continuous embedding of separable Hilbert spaces , with dense image (since ) and the bilinear forms , given by
We assume that is a field of symmetric non-negative matrices, satisfying
for some constant . We suppose also that
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
), (
9
), (
10
) hold true. The bilinear formsare well defined, continuous, symmetric, non-negative. For, the formsare coercive on, with respect to.
For any we have
and
We deduce that
saying that is well defined, and continuous on . It is also symmetric and non-negative, thanks to the symmetry and non-negativity of . The coercivity comes by (9), observing that for any , we have
□
For any we have
Since for any test function we have
we deduce that , . Therefore we proved that the inclusion is continuous
By standard results we obtain the following proposition.
Assume that the hypotheses of Proposition
3.1
hold true. Let. For anythere is a unique variational solution of (
1
), (
2
) i.e.,,Moreover we have,and for any,and
This is a direct consequence of [8] chapter XVIII, Section 5, see also [14]. By Proposition 3.1 we know that, for any , the bilinear form is coercive on with respect to . We deduce that, for any , there is a unique variational solution for (1), (2). By the energy balance we obtain for any ,
implying that
As we know that , we can write
implying that for any
□
The bilinear form will enter the variational formulation of the limit model, and corresponds to a wave operator as well. As the average matrix field inherits the properties of the matrix field D, we prove the following result.
Assume that the hypotheses (
3
), (
4
), (
5
), (
6
), (
7
), (
9
), (
10
) hold true. The bilinear formis well defined, continuous, symmetric, non-negative and coercive on, with respect to.
The embedding is continuous cf. Remark 3.1 and has dense image (since is dense in ). For any we have
saying that is continuous. By Theorem 2.2 we know that is symmetric and non-negative, implying that is symmetric and non-negative. The coercivity of comes easily, thanks to the last statement in Theorem 2.2, by noticing that for any we can write
□
We inquire now about the well posedness of the problem
Assume that the hypotheses of Proposition
3.3
hold true. For anythere is a unique variational solution of (
11
), (
12
) i.e.,,Moreover we have,and for anyIf, thenfor any.
It is enough to apply the standard results [8,14] with the bilinear form and the embedding . By the energy conservation we have
But we can write, cf. Theorem 2.2
It remains to observe that
and therefore
Finally one gets for any
and we are done because the embedding is continuous cf. Remark 3.1.
We claim that if is the solution of (11), (12) associated to the initial conditions , then is the solution of (11), (12) associated to the initial conditions . Indeed, for any we have
saying that . Moreover, for any we have
since . Therefore is the solution of (11), (12) corresponding to the initial condition . In particular, if , then and by the uniqueness of the solution, one gets , saying that . □
Asymptotic behavior
We investigate the be havior of the family of solutions when ε becomes small. We assume that the energy of the initial conditions are uniformly bounded, that is
In particular we deduce that the limit u when , of the family , satisfies the constraint . When (14) is not verified, oscillations in time may appear, that is , where the profile u satisfies the constraint
In this study we neglect the time oscillations and assume that (14) holds true. Appealing to compactness arguments, we prove that the limit, when , of the family of solutions solves a wave problem as well.
Assume that (
3
), (
4
), (
5
), (
6
), (
7
), (
9
), (
10
) hold true and that the initial conditions satisfyandThen,converge weakly ⋆ in,respectively,, toward the solutionof the problemwith.
We have
and therefore, by Proposition 3.2, there is a sequence , , and two functions , such that, for any we have
For any and we have
Passing to the limit when , yields
saying that is the time derivative of u
We claim that . Indeed, we have, thanks to the estimate in Proposition 3.2
and thus, for any and we obtain
By the convergence
we deduce that
As is continuous (since ), the previous equality holds true for any and saying that . In particular we have . Notice also that for any we can write
implying that , .
We appeal now to the variational formulation of (1), (2) with
For any we write
Thanks to the convergences of weakly in , of weakly ⋆ in and of weakly ⋆ in we deduce for any
Clearly we have
We concentrate now on the term . We know that and therefore we can write for any ,
Averaging with respect to s we obtain
As , we have by Lemma 2.1 the convergence
Since we obtain
and thus we have
Coming back in (15) we deduce
for any , . Actually, the above formulation holds true for any . Indeed, for any , we have , , , cf. Proposition 2.5. Clearly, (16) is satisfied when considering . We are done if we justify that (16) holds true when taking , . We have
and since we can write
As before, we have for any ,
By Proposition 2.5 we know that
Notice that belongs to
and therefore we deduce
implying that . Finally (16) is trivially satisfied for any , , and thus for any we have
and . The convergence of all the family follows by the uniqueness of the solution of the above variational formulation. □
We investigate now strong convergence results. It happens that the previous weak ⋆ convergences become strong if the initial conditions are well prepared
We are using the following easy lemma.
Let,be two families of real numbers andsuch thatThen we have
We have the inequalities
saying that
Therefore converges toward A as . Similarly, converges toward B as . □
We appeal to the following standard result which allows us to transform weak convergence in strong convergence.
If there issuch thatandthen the familyconverges strongly intoward, when.
1. By the inequality
we deduce that the bilinear form is continuous on . The non-negativity of A allows us to write
and our conclusion follows immediately by taking .
2. In this case, the hypothesis implies
Taking yields
saying that the family converges strongly in toward when . □
We are ready now to improve the asymptotic behavior stated in Theorem 4.1. When the initial conditions are well prepared, we expect strong convergence results.
Assume that (
3
), (
4
), (
5
), (
6
), (
7
), (
9
), (
10
) hold true and that the initial conditions satisfyThen we have the strong convergences
The arguments rely on the energy conservations
and
As , we have already seen (cf. proof of Theorem 4.1) that
and thus, for any we write
We deduce that
The weak ⋆ convergences of , in , respectively, imply the weak convergences of , in , respectively and therefore
We have, thanks to the first statement in Proposition 4.1, applied with and ,
Applying Lemma 4.1 yields
and therefore converges strongly toward in and converges strongly toward in , thanks to the second statement in Proposition 4.1. Coming back in (17) we deduce that (use the hypothesis )
Notice also that
implying that
Therefore converges strongly toward u in , as . □
By the above arguments we know that
and
As we have
we deduce
We obtain
We also have in and
and therefore
Finite speed propagation
It is well known that the solution of the wave equation propagates at finite speed. Observe that the spectral radius of the matrix is of order and therefore the solutions propagate at speeds of order , going to infinity as . Nevertheless the limit of the family propagates at finite speed, given by the spectral radius of (not depending on ε). More exactly, in the case of the limit model, we have the following result.
Under the hypotheses of Proposition
3.4
, let us consider the unique variational solution of (
11
), (
12
) corresponding to the initial conditions. Letbe a real number such thatAssume that for some, the initial conditions satisfyThen we have
Pick a non-decreasing function such that if , if . Using the variational formulation with the function
yields
Notice that we have for any
As , we deduce
implying that
As θ is non-decreasing, we have
and thus
By dominated convergence, letting , we obtain
implying that
Moreover, for any such that , we have
since for any . □
Under the hypotheses of Theorem 4.2 we can show that the energy of the solutions outside the propagation cone of the limit solution u is negligible. Indeed, by Remark 4.1, using the notations in Proposition 5.1 we write
which implies that
It may happen that an explicit expression for the average matrix field is not available, and therefore we can not compute the spectral radius of . Nevertheless we can estimate the propagation speed of the solution for the limit model in terms of the spectrum of D.
Let us considerThen we have the inequalityIn particular, if, thenand
By the hypothesis, we have for any ,
As in the proof of Proposition 2.3, we write
implying that
Replacing ξ by yields
Therefore we obtain
and thus
□
Footnotes
Acknowledgements
This work has been carried out within the framework of the French Federation for Magnetic Fusion Studies (FR-FCM) and of the Eurofusion consortium, and has received funding from the Euratom research and training programme 2014–2018 and 2019–2020 under grant agreement No 633053. The views and opinions expressed herein do not necessarily reflect those of the European Commission.
Proofs of Proposition 2.3,Theorem 2.2,Proposition 2.5,Lemma 2.1
We indicate here some proof details concerning the properties of the average operators for matrix fields and functions.
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