homogenisation theory for pdes homogenisation for advection-diffusion equations

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Homogenisation Theory for PDEs

Homogenisation for Advection-Diffusion Equations

Starting point

Homogenisation

fu Α

Homogenised equation

fu Α

uu ?0

Starting point

Review- Steady state heat conduction

xxfx

xuxa

x jij

i

),())(

)((

xxu ,0)(

Goal: Homogenised equation

fu Α

several assumptions…

),(),(),()( 22

10

x

xux

xux

xuxu

macroscopic scalex

x

y microscopic scale

Independent

Variables

Multiple Scale Method

Assume the expansion Validity?

fu Α

00 u0Α

01 uu 10 ΑΑ

fuuu 012 210 ΑΑΑ

Solvability condition for : fu 0Α

0(y)d yfY

By inserting the expansion into , we obtain

),(),(),()( 22

10

x

xux

xux

xuxu

Instead of , we now havefu Α

00 u0Α

01 uu 10 ΑΑ

fuuu 012 210 ΑΑΑ

)(),(0 xuyxu

Homogenised

Equation

Cell problem:assume that

j

j

x

xuyyxu

)(

),(1 i

ijj

y

yay

)(

0A

)()(2

xfxx

xua

jjij

, where

Y

k

j

ikijij yy

yyayaa )

)(

)()()((

Starting point

Steady state heat conductionfu Α

xxfx

xuxa

x jij

i

),())(

)((

xxu ,0)(

Homogenised equation fu Α

xxf

xx

xua

jjij ),(

)(2

xxu ,0)(

There exists a unique solution of

Existence, uniqueness and convergence

xxfx

xuxa

x jij

i

),())(

)((

xxu ,0)(

uu and

u

There exists a unique solution ofu

weakly in .)(H10

)(Hf -1

)]([)A( yay ij

xxf

xx

xua

jjij ),(

)(2

xxu ,0)(

fu Α

fu Α

)Y,,(M)A( per y

Remark (validity of the expansion))(),(0 xuyxu

j

j

x

uxyxu

),(1

ji

ij

xx

uxyxu

2

2 ),(

i

ijj

y

yay

)(

)(0A

)()(0 yby ijij A

k

ikj

k

j

ikijijij y

yya

y

yyayaayb

))()(()()()()(

21

)(H2

21 1

)],(),()([)( Cxxuxxuxuxu

cell problem

higher order

cell problem

),(),(),()( 22

10

x

xux

xux

xuxu

, solution of the homogenised problem

Under certain conditions, we get the estimate

higher order

cell problems

Advection-Diffusion equations

),,()),(),(.(),(

txutxutxat

txu

IRtIRx d ,

),()0,( xuxu in dIRx0

0),(. txa

)(xaa

incompressible:

given, 1-periodic and sufficiently smooth

a

passive tracer

Linear Transport equations ( )

Where is ?

0

,0),().(),(

txuxa

t

txu IRtIRx d ,

),()0,( xuxu in dIRx

L

lL

l

New variables

,0),().(),(

txuxa

t

txu IRtIRx d ,

),()0,( xuxu in dIRx

xX

tT

,0),(.),(

txux

at

txu

IRtIRx d ,

),()0,( xuxu in dIRx

0Goal:

Rescaling

New formulation of the problem

))2sin(),2(sin()( 12 yyya

Multiple Scale Method

),,(),,(),( 10 tx

xutx

xutxu

By substituting the expansion in the equation, we obtain

000 uL

0110 uLuL

yyaL ).(0

xyat

L

).(1

Problem!!!

),(0 txuu

Example:

)2cos()2cos()( 210 yyyu

where

If}yin constants{}).({ 0 yyaLN

Then indeed

000 uL ),(0 txuu

By computing

yuLyuLYY

dd 0110

we obtain the homogenised equation

0),(.),(

txua

t

txux Y

yyaa d)(, where

0110 uLuL

)(xaa ergodic

Advection-Diffusion equations ( )

),,()),(),(.(),(

txutxutxat

txu

IRtIRx d ,

),()0,( xuxu in dIRx

0

)(xaa

incompressible:

Given, 1-periodic and sufficiently smooth

a

passive tracer

0d)( yyaY

),,(),().(),(

txutxuxat

txu

0),(. txa

),,()),().(1),(

txutxux

at

txu

IRtIRx d ,

),()0,( xuxu in dIRx

xX

tT 2

New variables

Rescaling

New formulation of the problem

0Goal:

IRtIRx d ,

),()0,( xuxu in dIRx

),,(),().(),(

txutxuxat

txu

By substituting the expansion in the equation, we obtain

Multiple Scale Method

),,(),,(),,(),( 22

10 tx

xutx

xutx

xutxu

000 uL

0110 uLuL

yy yaL ).(0

xyx yakL ).(1

021120 uLuLuL

tkL x

2

where

Solvability Condition

fuL 0

Integrate over Y

0d0 Y yuL

Solvability condition

0d)( Y yyf

yy yaL ).(0

smooth 1-periodic function

0),(. txa

)(xaa

uL0

First step ( )

000 uL ),(0 txuu

Y yyY

yuyauuyuLu d)).((d0

In fact,

Y y yuu d

0

0d)().()( Y y yyuyayu

0

000 uL

Y y yu d

2

0uu

0110 uLuL

Solvability condition

0d01 yuLY

0d)( yyaY

Separation of variables

),().(),,(1 txuytyxu x

Using this in , we obtain the cell problem0110 uLuL

)()().()( yayyay jj

yj

y

Second step ( )

021120 uLuLuL

Solvability condition

0d0211 yuLuLY

Leads to the homogenised equation

d

ji ji xx

u

t

u

1,

2

ijK

Y

jiij yyyaκ d)()( ijK

Effective Diffusivity:

Third step ( )

where ji ,][ ijKK matrix

Effective Diffusivity

For every vector we havedIR

2

1,

d

jijiijK

The homogenisation procedure enhances diffusion; the effective diffusivity is always greater than the molecular diffusivity in the following sense:

Summary

Steady state heat conduction (Review)

Multiple Scale Method

Existence, uniqueness and convergence

Remark (validity of the expansion)

Advection-Diffusion equations

00

(linear transport equation)

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