A second-order numerical method for the aggregation equations
HTML articles powered by AMS MathViewer
- by José A. Carrillo, Ulrik S. Fjordholm and Susanne Solem;
- Math. Comp. 90 (2021), 103-139
- DOI: https://doi.org/10.1090/mcom/3563
- Published electronically: August 18, 2020
- HTML | PDF | Request permission
Abstract:
Inspired by so-called TVD limiter-based second-order schemes for hyperbolic conservation laws, we develop a formally second-order accurate numerical method for multi-dimensional aggregation equations. The method allows for simulations to be continued after the first blow-up time of the solution. In the case of symmetric, $\lambda$-convex potentials with a possible Lipschitz singularity at the origin, we prove that the method converges in the Monge–Kantorovich distance towards the unique gradient flow solution. Several numerical experiments are presented to validate the second-order convergence rate and to explore the performance of the scheme.References
- Luigi Ambrosio, Nicola Gigli, and Giuseppe Savaré, Gradient flows in metric spaces and in the space of probability measures, Lectures in Mathematics ETH Zürich, Birkhäuser Verlag, Basel, 2005. MR 2129498
- D. Balagué, J. A. Carrillo, T. Laurent, and G. Raoul, Dimensionality of local minimizers of the interaction energy, Arch. Ration. Mech. Anal. 209 (2013), no. 3, 1055–1088. MR 3067832, DOI 10.1007/s00205-013-0644-6
- D. Balagué, J. A. Carrillo, T. Laurent, and G. Raoul, Nonlocal interactions by repulsive-attractive potentials: radial ins/stability, Phys. D 260 (2013), 5–25. MR 3143991, DOI 10.1016/j.physd.2012.10.002
- D. Benedetto, E. Caglioti, and M. Pulvirenti, A kinetic equation for granular media, RAIRO Modél. Math. Anal. Numér. 31 (1997), no. 5, 615–641 (English, with English and French summaries). MR 1471181, DOI 10.1051/m2an/1997310506151
- Andrea L. Bertozzi, José A. Carrillo, and Thomas Laurent, Blow-up in multidimensional aggregation equations with mildly singular interaction kernels, Nonlinearity 22 (2009), no. 3, 683–710. MR 2480108, DOI 10.1088/0951-7715/22/3/009
- Andrea L. Bertozzi, Theodore Kolokolnikov, Hui Sun, David Uminsky, and James von Brecht, Ring patterns and their bifurcations in a nonlocal model of biological swarms, Commun. Math. Sci. 13 (2015), no. 4, 955–985. MR 3325085, DOI 10.4310/CMS.2015.v13.n4.a6
- Andrea L. Bertozzi, Thomas Laurent, and Flavien Léger, Aggregation and spreading via the Newtonian potential: the dynamics of patch solutions, Math. Models Methods Appl. Sci. 22 (2012), no. suppl. 1, 1140005, 39. MR 2974185, DOI 10.1142/S0218202511400057
- Andrea L. Bertozzi, Thomas Laurent, and Jesús Rosado, $L^p$ theory for the multidimensional aggregation equation, Comm. Pure Appl. Math. 64 (2011), no. 1, 45–83. MR 2743876, DOI 10.1002/cpa.20334
- M. Bodnar and J. J. L. Velázquez, Friction dominated dynamics of interacting particles locally close to a crystallographic lattice, Math. Methods Appl. Sci. 36 (2013), no. 10, 1206–1228. MR 3072355, DOI 10.1002/mma.2672
- Giovanni A. Bonaschi, José A. Carrillo, Marco Di Francesco, and Mark A. Peletier, Equivalence of gradient flows and entropy solutions for singular nonlocal interaction equations in 1D, ESAIM Control Optim. Calc. Var. 21 (2015), no. 2, 414–441. MR 3348406, DOI 10.1051/cocv/2014032
- F. Bouchut and F. James, One-dimensional transport equations with discontinuous coefficients, Nonlinear Anal. 32 (1998), no. 7, 891–933. MR 1618393, DOI 10.1016/S0362-546X(97)00536-1
- E. Caglioti and C. Villani, Homogeneous cooling states are not always good approximations to granular flows, Arch. Ration. Mech. Anal. 163 (2002), no. 4, 329–343. MR 1918930, DOI 10.1007/s002050200204
- José A. Carrillo, Alina Chertock, and Yanghong Huang, A finite-volume method for nonlinear nonlocal equations with a gradient flow structure, Commun. Comput. Phys. 17 (2015), no. 1, 233–258. MR 3372289, DOI 10.4208/cicp.160214.010814a
- J. A. Carrillo, M. G. Delgadino, and A. Mellet, Regularity of local minimizers of the interaction energy via obstacle problems, Comm. Math. Phys. 343 (2016), no. 3, 747–781. MR 3488544, DOI 10.1007/s00220-016-2598-7
- J. A. Carrillo, M. DiFrancesco, A. Figalli, T. Laurent, and D. Slepčev, Global-in-time weak measure solutions and finite-time aggregation for nonlocal interaction equations, Duke Math. J. 156 (2011), no. 2, 229–271. MR 2769217, DOI 10.1215/00127094-2010-211
- José A. Carrillo, Lucas C. F. Ferreira, and Juliana C. Precioso, A mass-transportation approach to a one dimensional fluid mechanics model with nonlocal velocity, Adv. Math. 231 (2012), no. 1, 306–327. MR 2935390, DOI 10.1016/j.aim.2012.03.036
- J. A. Carrillo, F. James, F. Lagoutière, and N. Vauchelet, The Filippov characteristic flow for the aggregation equation with mildly singular potentials, J. Differential Equations 260 (2016), no. 1, 304–338. MR 3411674, DOI 10.1016/j.jde.2015.08.048
- José A. Carrillo, Robert J. McCann, and Cédric Villani, Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates, Rev. Mat. Iberoamericana 19 (2003), no. 3, 971–1018. MR 2053570, DOI 10.4171/RMI/376
- José A. Carrillo, Robert J. McCann, and Cédric Villani, Contractions in the 2-Wasserstein length space and thermalization of granular media, Arch. Ration. Mech. Anal. 179 (2006), no. 2, 217–263. MR 2209130, DOI 10.1007/s00205-005-0386-1
- J. A. Carrillo and J. S. Moll, Numerical simulation of diffusive and aggregation phenomena in nonlinear continuity equations by evolving diffeomorphisms, SIAM J. Sci. Comput. 31 (2009/10), no. 6, 4305–4329. MR 2566595, DOI 10.1137/080739574
- José A. Carrillo, Helene Ranetbauer, and Marie-Therese Wolfram, Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms, J. Comput. Phys. 327 (2016), 186–202. MR 3564334, DOI 10.1016/j.jcp.2016.09.040
- François Delarue, Frédéric Lagoutière, and Nicolas Vauchelet, Convergence order of upwind type schemes for transport equations with discontinuous coefficients, J. Math. Pures Appl. (9) 108 (2017), no. 6, 918–951. MR 3723162, DOI 10.1016/j.matpur.2017.05.012
- F. Delarue, F. Lagoutière, and N. Vauchelet. Convergence analysis of upwind type schemes for the aggregation equation with pointy potential. arXiv preprint 1709.09416v2, 2018.
- Klemens Fellner and Gaël Raoul, Stable stationary states of non-local interaction equations, Math. Models Methods Appl. Sci. 20 (2010), no. 12, 2267–2291. MR 2755500, DOI 10.1142/S0218202510004921
- Klemens Fellner and Gaël Raoul, Stability of stationary states of non-local equations with singular interaction potentials, Math. Comput. Modelling 53 (2011), no. 7-8, 1436–1450. MR 2782822, DOI 10.1016/j.mcm.2010.03.021
- R. C. Fetecau, Y. Huang, and T. Kolokolnikov, Swarm dynamics and equilibria for a nonlocal aggregation model, Nonlinearity 24 (2011), no. 10, 2681–2716. MR 2834242, DOI 10.1088/0951-7715/24/10/002
- Francis Filbet, Philippe Laurençot, and Benoît Perthame, Derivation of hyperbolic models for chemosensitive movement, J. Math. Biol. 50 (2005), no. 2, 189–207. MR 2120548, DOI 10.1007/s00285-004-0286-2
- Ulrik S. Fjordholm and Susanne Solem, Second-order convergence of monotone schemes for conservation laws, SIAM J. Numer. Anal. 54 (2016), no. 3, 1920–1945. MR 3514715, DOI 10.1137/16M1059138
- Edwige Godlewski and Pierre-Arnaud Raviart, Hyperbolic systems of conservation laws, Mathématiques & Applications (Paris) [Mathematics and Applications], vol. 3/4, Ellipses, Paris, 1991. MR 1304494
- Laurent Gosse and Giuseppe Toscani, Lagrangian numerical approximations to one-dimensional convolution-diffusion equations, SIAM J. Sci. Comput. 28 (2006), no. 4, 1203–1227. MR 2255453, DOI 10.1137/050628015
- Sigal Gottlieb, Chi-Wang Shu, and Eitan Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001), no. 1, 89–112. MR 1854647, DOI 10.1137/S003614450036757X
- Darryl D. Holm and Vakhtang Putkaradze, Formation of clumps and patches in self-aggregation of finite-size particles, Phys. D 220 (2006), no. 2, 183–196. MR 2256869, DOI 10.1016/j.physd.2006.07.010
- Yanghong Huang and Andrea L. Bertozzi, Self-similar blowup solutions to an aggregation equation in $\mathbf R^n$, SIAM J. Appl. Math. 70 (2010), no. 7, 2582–2603. MR 2678052, DOI 10.1137/090774495
- F. James and N. Vauchelet, Chemotaxis: from kinetic equations to aggregate dynamics, NoDEA Nonlinear Differential Equations Appl. 20 (2013), no. 1, 101–127. MR 3011314, DOI 10.1007/s00030-012-0155-4
- Francois James and Nicolas Vauchelet, Numerical methods for one-dimensional aggregation equations, SIAM J. Numer. Anal. 53 (2015), no. 2, 895–916. MR 3327358, DOI 10.1137/140959997
- François James and Nicolas Vauchelet, Equivalence between duality and gradient flow solutions for one-dimensional aggregation equations, Discrete Contin. Dyn. Syst. 36 (2016), no. 3, 1355–1382. MR 3431257, DOI 10.3934/dcds.2016.36.1355
- François James and Nicolas Vauchelet, One-dimensional aggregation equation after blow up: existence, uniqueness and numerical simulation, Netw. Heterog. Media 11 (2016), no. 1, 163–180. MR 3461740, DOI 10.3934/nhm.2016.11.163
- Evelyn F. Keller and Lee A. Segel, Initiation of slime mold aggregation viewed as an instability, J. Theoret. Biol. 26 (1970), no. 3, 399–415. MR 3925816, DOI 10.1016/0022-5193(70)90092-5
- Theodore Kolokolnikov, José A. Carrillo, Andrea Bertozzi, Razvan Fetecau, and Mark Lewis, Emergent behaviour in multi-particle systems with non-local interactions [Editorial], Phys. D 260 (2013), 1–4. MR 3143990, DOI 10.1016/j.physd.2013.06.011
- T. Kolokolnikov, H. Sun, D. Uminsky, and A. L. Bertozzi, Stability of ring patterns arising from two-dimensional particle interactions, Phys. Rev. E, 84:015203, Jul 2011.
- Dietmar Kröner, Sebastian Noelle, and Mirko Rokyta, Convergence of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions, Numer. Math. 71 (1995), no. 4, 527–560. MR 1355053, DOI 10.1007/s002110050156
- N. N. Kuznecov, The accuracy of certain approximate methods for the computation of weak solutions of a first order quasilinear equation, Ž. Vyčisl. Mat i Mat. Fiz. 16 (1976), no. 6, 1489–1502, 1627 (Russian). MR 483509
- Randall J. LeVeque, Finite volume methods for hyperbolic problems, Cambridge Texts in Applied Mathematics, Cambridge University Press, Cambridge, 2002. MR 1925043, DOI 10.1017/CBO9780511791253
- Hailiang Li and Giuseppe Toscani, Long-time asymptotics of kinetic models of granular flows, Arch. Ration. Mech. Anal. 172 (2004), no. 3, 407–428. MR 2062430, DOI 10.1007/s00205-004-0307-8
- Wuchen Li, Ernest K. Ryu, Stanley Osher, Wotao Yin, and Wilfrid Gangbo, A parallel method for earth mover’s distance, J. Sci. Comput. 75 (2018), no. 1, 182–197. MR 3770317, DOI 10.1007/s10915-017-0529-1
- J. Liu, W. Yin, W. Li, and Y. T. Chow, Multilevel optimal transport: a fast approximation of wasserstein-1 distances, arXiv preprint arXiv:1810.00118, 2018.
- Daniela Morale, Vincenzo Capasso, and Karl Oelschläger, An interacting particle system modelling aggregation behavior: from individuals to populations, J. Math. Biol. 50 (2005), no. 1, 49–66. MR 2117406, DOI 10.1007/s00285-004-0279-1
- Sebastien Motsch and Eitan Tadmor, Heterophilious dynamics enhances consensus, SIAM Rev. 56 (2014), no. 4, 577–621. MR 3274797, DOI 10.1137/120901866
- Akira Okubo and Simon A. Levin, Diffusion and ecological problems: modern perspectives, 2nd ed., Interdisciplinary Applied Mathematics, vol. 14, Springer-Verlag, New York, 2001. MR 1895041, DOI 10.1007/978-1-4757-4978-6
- Benoît Perthame, Christian Schmeiser, Min Tang, and Nicolas Vauchelet, Travelling plateaus for a hyperbolic Keller-Segel system with attraction and repulsion: existence and branching instabilities, Nonlinearity 24 (2011), no. 4, 1253–1270. MR 2776119, DOI 10.1088/0951-7715/24/4/012
- Zhen-Huan Teng and Pingwen Zhang, Optimal $L^1$-rate of convergence for the viscosity method and monotone scheme to piecewise constant solutions with shocks, SIAM J. Numer. Anal. 34 (1997), no. 3, 959–978. MR 1451109, DOI 10.1137/S0036142995268862
- Chad M. Topaz and Andrea L. Bertozzi, Swarming patterns in a two-dimensional kinematic model for biological groups, SIAM J. Appl. Math. 65 (2004), no. 1, 152–174. MR 2111591, DOI 10.1137/S0036139903437424
- Chad M. Topaz, Andrea L. Bertozzi, and Mark A. Lewis, A nonlocal continuum model for biological aggregation, Bull. Math. Biol. 68 (2006), no. 7, 1601–1623. MR 2257718, DOI 10.1007/s11538-006-9088-6
- Cédric Villani, Topics in optimal transportation, Graduate Studies in Mathematics, vol. 58, American Mathematical Society, Providence, RI, 2003. MR 1964483, DOI 10.1090/gsm/058
- James H. von Brecht and David Uminsky, On soccer balls and linearized inverse statistical mechanics, J. Nonlinear Sci. 22 (2012), no. 6, 935–959. MR 3006165, DOI 10.1007/s00332-012-9132-7
- James H. von Brecht, David Uminsky, Theodore Kolokolnikov, and Andrea L. Bertozzi, Predicting pattern formation in particle interactions, Math. Models Methods Appl. Sci. 22 (2012), no. suppl. 1, 1140002, 31. MR 2974182, DOI 10.1142/S0218202511400021
Bibliographic Information
- José A. Carrillo
- Affiliation: Mathematical Institute, University of Oxford, Oxford OX2 6GG, United Kingdom
- ORCID: 0000-0001-8819-4660
- Email: carrillo@maths.ox.ac.uk
- Ulrik S. Fjordholm
- Affiliation: Department of Mathematics, University of Oslo, 0851 Oslo, Norway
- MR Author ID: 887509
- ORCID: 0000-0001-8528-5786
- Email: ulriksf@math.uio.no
- Susanne Solem
- Affiliation: Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491 Trondheim, Norway
- MR Author ID: 1106760
- Email: susanne.solem@ntnu.no
- Received by editor(s): November 19, 2019
- Received by editor(s) in revised form: April 22, 2020
- Published electronically: August 18, 2020
- Additional Notes: The first author was partially supported by the EPSRC grant number EP/P031587/1 and the Advanced Grant Nonlocal-CPD (Nonlocal PDEs for Complex Particle Dynamics: Phase Transitions, Patterns and Synchronization) of the European Research Council Executive Agency (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No. 883363).
- © Copyright 2020 American Mathematical Society
- Journal: Math. Comp. 90 (2021), 103-139
- MSC (2010): Primary 35R09, 35D30, 35Q92, 65M12, 65M08
- DOI: https://doi.org/10.1090/mcom/3563
- MathSciNet review: 4166455