Skip to main content
Log in

On the Convergence of the Spectral Viscosity Method for the Two-Dimensional Incompressible Euler Equations with Rough Initial Data

  • Published:
Foundations of Computational Mathematics Aims and scope Submit manuscript

Abstract

We propose a spectral viscosity method to approximate the two-dimensional Euler equations with rough initial data and prove that the method converges to a weak solution for a large class of initial data, including when the initial vorticity is in the so-called Delort class, i.e., it is a sum of a signed measure and an integrable function. This provides the first convergence proof for a numerical method approximating the Euler equations with such rough initial data and closes the gap between the available existence theory and rigorous convergence results for numerical methods. We also present numerical experiments, including computations of vortex sheets and confined eddies, to illustrate the proposed method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15
Fig. 16
Fig. 17
Fig. 18
Fig. 19
Fig. 20
Fig. 21

Similar content being viewed by others

References

  1. Bardos, C., Tadmor, E.: Stability and spectral convergence of Fourier method for nonlinear problems: on the shortcomings of the 2/3 de-aliasing method. Numer. Math. 129(4), 749–782 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  2. Chae, D.: Weak solutions of 2-D incompressible Euler equations. Nonlinear Anal. 23(5), 629–638 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  3. Chae, D.H.: Weak solutions of 2-D Euler equations with initial vorticity in L(Log L). Journal of Differential Equations 103, 323–337 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  4. Chorin, A.: Numerical solution of the Navier-Stokes equations. Math. Comput. 22, 745–762 (1968)

    Article  MathSciNet  MATH  Google Scholar 

  5. Gottlieb, Y.M.H., Orszag, S.: Theory and application of spectral methods. In: Spectral methods for PDEs, pp. 1–54. SIAM (1984)

  6. Delort, J.M.: Existence de nappes de toubillon en dimension deux. J. Am. Math. Soc. 4(3), 553–586 (1991)

    Article  MATH  Google Scholar 

  7. Diperna, R.J., Majda, A.J.: Concentrations in regularizations for 2-D incompressible flow. Communications on Pure and Applied Mathematics 40(3), 301–345 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  8. Doering, C.R., Titi, E.S.: Exponential decay rate of the power spectrum for solutions of the Navier-Stokes equations. Phys. Fluids 7(6), 1384–1390 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  9. Dunford, N., Schwartz, J.: Linear Operators, Part I. Wiley-Interscience, New York (1958)

    MATH  Google Scholar 

  10. Leonardi, S.M., Schwab, C.: Numerical approximation of statistical solutions of planar, incompressible flows. Math. Models Methods Appl. Sci. 26(13), 2471–2523 (2016)

  11. Filho, M.C.L., Lopes, H.J.N., Tadmor, E., Smoller, T.J.: Approximate solutions of the incompressible Euler equations with no concentrations. Ann. Inst. Henri Poincaré, Anal. non linéaire 3(17), 371–412 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  12. Fjordholm, U.S., Lanthaler, S., Mishra, S.: Statistical solutions of hyperbolic conservation laws I: Foundations. Arch. Ration. Mech. An. 226(2), 809–849 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  13. Fjordholm, U.S., Mishra, S., Tadmor., E.: On the computation of measure-valued solutions. Acta numerica. 25, 567–679 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  14. Ghoshal, S.: An analysis of numerical errors in large eddy simulations of turbulence. J. Comput. Phys. 125(1), 187–206 (1996)

    Article  MathSciNet  Google Scholar 

  15. Gunzburger, M., Lee, E., Saka, Y., Trenchea, C., Wang, X.: Analysis of nonlinear spectral eddy-viscosity models of turbulence. J. Sci. Comput. (2010)

  16. Henshaw, W.D., Kreiss, H.O., Reyna, L.G.: Smallest scale estimates for the Navier-Stokes equations for incompressible fluids. Arch. Ration. Mech. Anal. 112(1), 21–44 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  17. Bell, P.C., Glaz., H. M.: A second-order projection method for the incompressible Navier-Stokes equations. J. Comput. Phys. 85(2), 257–283 (1989)

  18. Karamanos, G.S., Karniadakis, G.E.: A spectral vanishing viscosity method for large-eddy simulations. J. Comput. Phys. 163, 22–50 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  19. Krasny, R.: Desingularization of periodic vortex sheet roll-up. J. Comput. Phys. 65, 292–313 (1986)

    Article  MATH  Google Scholar 

  20. Krasny, R.: A study of singularity formation in a vortex sheet by the point vortex approximation. J. Fluid Mech. 167, 65–93 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  21. Lanthaler, S., Mishra, S.: Computation of measure-valued solutions for the incompressible Euler equations. Mathematical Models and Methods in Applied Sciences 25(11), 2043–2088 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  22. Lellis, C.D., Jr., L. S.: The Euler equations as a differential inclusion. Ann. of Math. 170(3), 1417–1436 (2009)

  23. Lellis, C.D., Jr., L. S.: On the admissibility criteria for the weak solutions of Euler equations. Arch. Rational Mech. Anal. 195, 225–260 (2010)

  24. Leonardi, F.: Numerical methods for ensemble based solutions to incompressible flow equations. Ph.D. thesis, ETH Zürich (2018)

  25. Levy, D., Tadmor, E.: Non-oscillatory central schemes for the incompressible 2-D Euler equations. Mathematical Research Letters 4, 1–20 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  26. Lichtenstein, L.: Über einige Existenzprobleme der Hydrodynamik. Mathematische Zeitschrift 26(1), 196–323 (1927)

    Article  MathSciNet  MATH  Google Scholar 

  27. Liu, J.G., Xin, Z.: Convergence of vortex methods for weak solutions to the 2-D Euler equations with vortex sheet data. Communications on Pure and Applied Mathematics 48(6), 611–628 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  28. Liu, J.G., Xin, Z.: Convergence of the point vortex method for 2-D vortex sheet. Math. Comp. 70(234), 595–606 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  29. Lopes Filho, M.C., Lowengrub, J., Nussenzveig Lopes, H.J., Zheng, Y.: Numerical evidence of nonuniqueness in the evolution of vortex sheets. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 40(2), 225–237 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  30. Lopes Filho, M.C., Nussenzveig Lopes, H.J., Tadmor, E.: Approximate solutions of the incompressible Euler equations with no concentrations. In: Annales de l’Institut Henri Poincare (C) Nonnear Analysis, vol. 17, pp. 371–412. Elsevier Science (2000)

  31. Maday, Y., Tadmor, E.: Analysis of the spectral vanishing viscosity method for periodic conservation laws. SIAM J. Math. Anal. 26(4), 854–870 (1989)

    MathSciNet  MATH  Google Scholar 

  32. Majda, A.J.: Remarks on weak solutions for vortex sheets with a distinguished sign. Indiana Univ. Math. J. 42(3), 921–939 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  33. Majda, A.J., Bertozzi, A.L.: Vorticity and Incompressible Flow. Cambridge Texts in Applied Mathematics. Cambridge University Press (2001)

  34. Morgulis, A.: On existence of two-dimensional nonstationary flows of an ideal incompressible liquid admitting a c1. Siberian Mathematical Journal 33(5), 934–937 (1992)

    Article  MathSciNet  Google Scholar 

  35. Scheffer, V.: An inviscid flow with compact support in space-time. J. Geom. Anal 3(4), 343–401 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  36. Schnirelman, A.: Weak solutions with decreasing energy of the incompressible Euler equations. Comm. Math. Phys. 210(3), 541–603 (2000)

    Article  MathSciNet  Google Scholar 

  37. Schochet, S.: The rate of convergence of spectral-viscosity methods for periodic scalar conservation laws. SIAM J. Numer. Anal. 27(5), 1142–1159 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  38. Schochet, S.: The weak vorticity formulation of the 2-D Euler equations and concentration-cancellation. Communications in Partial Differential Equations 20(5-6), 1077–1104 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  39. Schochet, S.: The point-vortex method for periodic weak solutions of the 2-D Euler equations. Communications on Pure and Applied Mathematics 49(9), 911–965 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  40. Shu, J.G.C.W., Sequira., A.F.: \(h({\rm div})\) conforming and DG methods for the incompressible Euler’s equations. IMA J. Num. Anal. 37(4), 1733–1771 (2017)

    MathSciNet  MATH  Google Scholar 

  41. Simon, J.: Compact sets in the space \(L^p(0, T; B)\). Annali di Matematica Pura ed Applicata 146(1), 65–96 (1986)

    Article  MATH  Google Scholar 

  42. Stein, E., Weiss, G.: Introduction to Fourier Analysis on Euclidean Spaces. Princeton University Press, Princeton, New Jersey (1972)

    Book  MATH  Google Scholar 

  43. Tadmor, E.: Convergence of spectral methods for nonlinear conservation laws. SIAM J. Numer. Anal. 26(1) (1989)

  44. Tadmor, E.: Shock capturing by the spectral viscosity method. Comput. Methods Appl. Mech. Eng. 80(1-3), 197–208 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  45. Tadmor, E.: Total variation and error estimates for spectral viscosity approximations. Math. Comput. 60(201), 245–256 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  46. Vecchi, I., Wu, S.: On L1-vorticity for 2-D incompressible flow. manuscripta mathematica 78(1), 403–412 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  47. Vishik, M.: Hydrodynamics in Besov spaces. Archive for Rational Mechanics and Analysis 145(3), 197–214 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  48. Vishik, M.: Incompressible flows of an ideal fluid with vorticity in borderline spaces of Besov type. In: Annales Scientifiques de l’École Normale Supérieure, vol. 32, pp. 769–812. Elsevier (1999)

  49. Yudovich, V.I.: Non-stationary flow of an ideal incompressible liquid. USSR Computational Mathematics and Mathematical Physics 3(6), 1407–1456 (1963)

    Article  MATH  Google Scholar 

  50. Yudovich, V.I.: Uniqueness theorem for the basic nonstationary problem in the dynamics of an ideal incompressible fluid. Mathematical Research Letters 2(1), 27–38 (1995)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The research of SL and SM is partially supported by the European Research Council (ERC) consolidator Grant ERC COG 770880: COMANFLO.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Samuel Lanthaler.

Additional information

Communicated by Eitan Tadmor.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

A: Miscellaneous Results

A: Miscellaneous Results

We shall need some estimates for trigonometric polynomials \(f_M(x) {=}\sum _{|\varvec{k}|\le M} \widehat{f}_{\varvec{k}} \mathrm{e}^{i\varvec{k}\cdot \varvec{x}}\). We denote by \({\mathcal {P}}_N\) the projection onto this space. We take them from [15] (though they may have appeared elsewhere).

Theorem A.1

Let \(1<p\le q<\infty \), or \(1<p<q\le \infty \). Then

$$\begin{aligned} \Vert {\mathcal {P}}_N f \Vert _q \le C_p N^{d\left( \frac{1}{p} - \frac{1}{q}\right) } \Vert f \Vert _p. \end{aligned}$$

and

Theorem A.2

Let \(s\ge 0\). Then,

$$\begin{aligned} \Vert |\nabla |^s {\mathcal {P}}_N f\Vert _p \le N^s C_p \Vert f\Vert _p. \end{aligned}$$

Let us furthermore state a multidimensional version of the one-dimensional Bernstein inequality. We first recall the one-dimensional case:

Theorem A.3

(Bernstein) Let \(f_N\) be a trigonometric polynomial on \(\mathbb {T}\), of order N. Then, we have the following \(L^p\) inequality (\(1\le p \le \infty \)) for its derivative

$$\begin{aligned} \Vert f_N' \Vert _{L^p} \le N \Vert f_N \Vert _{L^p}. \end{aligned}$$

We will require the following (multidimensional) inequality for the \(L^p\)-norm of the Laplacian.

Theorem A.4

Let \(f_N: \mathbb {T}^d \rightarrow \mathbb {C}\) be a trigonometric polynomial of degree at most N. Then, for any \(1\le p \le \infty \):

$$\begin{aligned} \Vert \Delta f_N \Vert _{L^p} \le N^2d \Vert f_N \Vert _{L^p}. \end{aligned}$$

Proof

Since the constant \(N^2d\) in this estimate is independent of p, it will suffice to consider \(p<\infty \). The result for the \(L^\infty \)-norm then follows by letting \(p\rightarrow \infty \). From the one-dimensional inequality applied to the trigonometric polynomial

$$\begin{aligned} x_i \mapsto f_N(x_1,\ldots ,x_i,\ldots ,x_d), \end{aligned}$$

where the other variables \(x_j\), \(j\ne i\) are frozen, we immediately obtain

$$\begin{aligned} \int \left| \frac{\partial ^2 f_N}{\partial x_i^2}\right| ^p \, \mathrm{d}x_i \le N^{2p} \int \left| f_N\right| ^p \, \mathrm{d}x_i. \end{aligned}$$

Integrating over \(x_1, \ldots ,x_{i-1},x_{i+1},\ldots , x_d\), it then follows that

$$\begin{aligned} \int \left| \frac{\partial ^2 f_N}{\partial x_i^2}\right| ^p \, \mathrm{d}x \le N^{2p} \int \left| f_N\right| ^p \, \mathrm{d}x, \end{aligned}$$

and therefore

$$\begin{aligned} \left( \int \left| \Delta f_N\right| ^p \, \mathrm{d}x\right) ^{1/p}&\le \sum _{i=1}^d \left( \int \left| \frac{\partial ^2 f_N}{\partial x_i^2}\right| ^p \, \mathrm{d}x\right) ^{1/p} \\&\le \sum _{i=1}^d N^2 \left( \int \left| f_N\right| ^p \, \mathrm{d}x\right) ^{1/p} \\&= N^2 d \left( \int \left| f_N\right| ^p \, \mathrm{d}x\right) ^{1/p}. \end{aligned}$$

\(\square \)

We also recall the following characterization of weakly compact subsets of \(L^1([0,T]\times \mathbb {T}^2)\), due to Dunford–Pettis theorem (for a proof, see [9]).

Theorem A.5

(Dunford–Pettis) A subset \(K \subset L^1([0,T]\times \mathbb {T}^2)\) is weakly compact, if and only if

  • K is bounded in the \(L^1\)-norm,

  • for every \(\epsilon >0\), there exists a \(\delta >0\) such that

    $$\begin{aligned} |A|< \delta \implies \int _A f \, \mathrm{d}x \, \mathrm{d}t < {\epsilon }, \quad \text {for all }f\in K. \end{aligned}$$

We shall also need the following “Aubin–Lions lemma.” For a proof and thorough discussion of compactness in spaces \(L^p([0,T];B)\) with B a Banach space, we refer to [41] and references therein.

Theorem A.6

[41, Thm. 5] Fix \(T>0\). Let \(X\subset B\subset Y\) be Banach spaces, with compact embedding \(X\rightarrow B\). If \(1\le p \le \infty \) and

  • \(F \subset L^p([0,T];X)\) is bounded,

  • \(\Vert f(\cdot +h) - f(\cdot ) \Vert _{L^p([0,T];Y)} \rightarrow 0\) as \(h\rightarrow 0\), uniformly for \(f\in F\).

Then, F is relatively compact in \(L^p([0,T];B)\) (and in C([0, T]; B) if \(p=\infty \)).

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Lanthaler, S., Mishra, S. On the Convergence of the Spectral Viscosity Method for the Two-Dimensional Incompressible Euler Equations with Rough Initial Data. Found Comput Math 20, 1309–1362 (2020). https://doi.org/10.1007/s10208-019-09440-0

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10208-019-09440-0

Keywords

Mathematics Subject Classification

Navigation