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A convergent finite difference-quadrature scheme for the porous medium equation with nonlocal pressure

2023/03/09 by del Teso, Félix, Jakobsen, Espen R. · 3 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.2303.05168

Abstract

We introduce and analyze a numerical approximation of the porous medium equation with fractional potential pressure introduced by Caffarelli and Vázquez: ∂t u = ∇ ⋅ (um-1∇ (-Δ)u) for m≥2 and σ∈(0,1). Our scheme is for one space dimension and positive solutions u. It consists of solving numerically the equation satisfied by v(x,t)=∫-∞xu(x,t)dx, the quasilinear non-divergence form equation ∂t v= -|∂x v|m-1 (- Δ)s v where s=1-σ, and then computing u=vx by numerical differentiation. Using upwinding ideas in a novel way, we construct a new and simple, monotone and L^∞-stable, approximation for the v-equation, and show local uniform convergence to the unique discontinuous viscosity solution. Using ideas from probability theory, we then prove that the approximation of u converges weakly-*, or more precisely, up to normalization, in C(0,T; P(ℝ)) where P(ℝ) is the space of probability measures under the Rubinstein-Kantorovich metric.The analysis include also fundamental solutions where the initial data for u is a Dirac mass. Numerical tests are included to confirm the results. Our scheme seems to be the first numerical scheme for this type of problems.

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