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www.elsevier.com/locate/anihpc

An existence result for a free boundary shallow water model using a Lagrangian scheme

Un résultat d’existence pour un problème de shallow water à frontière libre en utilisant un schéma lagrangien

F. Flori

a

, P. Orenga

b

, M. Peybernes

c,

aUniversité Francaise d’Egypte, Ville de Chourouq, BP 21 le Caire, Egypt

bCNRS UMR 6134, Université de Corse Pasquale Paoli, Campus grossetti, B.P. 52, 20250 Corte, France cCommissariat à l’Energie Atomique, BP 12, Bruyères-le-Châtel 91168, France

Received 15 February 2006; received in revised form 2 April 2007; accepted 17 May 2007 Available online 2 October 2007

Abstract

We propose a free boundary shallow water model for which we give an existence theorem. The proof uses an original Lagrangian discrete scheme in order to build a sequence of approximate solutions. The properties of this scheme allow to treat the difficulties linked to the boundary motion. These approximate solutions verify some compactness results which allow us to pass to the limit in the discrete problem.

©2007 Elsevier Masson SAS. All rights reserved.

Résumé

Nous proposons un modèle de shallow water à frontière libre pour lequel nous donnons un théorème d’existence. La preuve utilise un schéma de discrétisation lagrangien original afin de construire une suite de solutions approchées. Les propriétés de ce schéma permettent de traiter les difficultés liées au mouvement de la frontière. Ces solutions approchées vérifient certaines estimations qui nous permettent de passer à la limite dans le problème discrétisé.

©2007 Elsevier Masson SAS. All rights reserved.

Keywords:Shallow water; Free boundary; Lagrangian scheme

1. Introduction

This paper deals with the behavior of a fluid defined in a domain depending on time. The model we propose can be used in various applications such as fluid-structure interaction problems [12] or the simulation of propagation prob- lems, for instance the simulation of a spilled oil slick [15] or a fire spread [1]. To characterize the fluid motion we

* Corresponding author.

E-mail addresses:[email protected] (F. Flori), [email protected] (P. Orenga), [email protected] (M. Peybernes).

0294-1449/$ – see front matter ©2007 Elsevier Masson SAS. All rights reserved.

doi:10.1016/j.anihpc.2007.05.005

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consider a shallow water problem with free boundary, the motion of the boundary being characterized by a bound- ary operator A (some boundary operators are used in V.A. Solonnikov [19], J.T. Beale [2]). This operator allows to conserve a smooth enough domain and consequently to use classical properties of Sobolev spaces. To solve the bi-dimensional fluid equations (P), we propose a Lagrangian scheme. Euler scheme is not appropriate for the dis- cretization of this kind of problem since we work on a noncylindrical domain. Moreover the Lagrangian description allows to follow each particle in its motion and thus to take naturally into account the boundary variations. Numerous papers propose to solve Navier–Stokes equations in a moving domain by using the Arbitrary Lagrangian Eulerian method. We can cite for instance J. Donéa et al. [7] who give a survey of this method. Let us mention on the subject our recent work [15] in which we deal with a shallow water problem with free boundary by using the ALE method and considering that the operatorAis zero (the caseA=0 is considered in V.A. Solonnikov [18]). In particular we use this method to describe the behavior of a pollutant slick at the sea surface.

Our survey follows a series of papers [9–12], dealing with models defined on a domain depending on time. To solve the problem, the above papers use a method based on a fixed point theorem. The originality of our new approach is to circumvent the use of such a fixed point. Numerically it allows to decrease drastically the computational time.

Our purpose is to solve the shallow water problem by using a very simple linear scheme where the total derivative is approached with a finite difference approximation to which we add a regularizing operator B depending on the discretization step and vanishing as this step goes to 0+[10]. The Lagrangian description is well adapted to describe the boundary motion. The operatorBgives the necessary compactness to justify all the calculations and to pass to the limit inside the equations. Moreover, this operator gives a meaning to the discretization since it allows to show that a particle does not leave the domain from a time step to another. The Lagrangian discretization allows us to circumvent the difficulties linked to the nonlinear terms (advection) and leads us to solve a “nice” linear stationary problem.

At timet, the fluid occupies a bounded domainΩt ofR2 with boundaryγt. We denote byγ0 the boundary of the fluid at initial time. Assuming that γ0 is smooth enough, we define the deformed boundary as follows: γt :=

{x=X+d(X, t ), Xγ0}, whered corresponds to the displacementd(X, t )=Γ (t,0, X)−X, whereΓ (t, s, x) denotes the Lagrangian flow, i.e. the position at time t of the particle located at x at time s. This deformation has a meaning if the corresponding Lagrangian flow XΓ (t,0, X)=X+d(X, t )is a diffeomorphism fromγ0onto γt:=Γ (t,0, γ0), so that all what follows will hold as long as detJ(X, t )=0 onγ0, (whereJ(X, t )is the Jacobian matrix associated to the transformationXΓ (t,0, X)), andΓ is one-to-one onγ0. Thus we defineΓ (0, t, x)by Γ (0, t, .)=Γ (t,0, .)1 andΓ (t, s, x)=Γ (t,0, Γ (0, s, x)). Thanks to operator A, we shall see afterwards thatd is bounded inW1,(0, T;W1,0))by a bound depending proportionally on the initial data. Thus, if we consider small data,Γ verifies the previous conditions and the deformation has a meaning (see P.G. Ciarlet [4], B. Desjardins et al. [6]).

We setQ=

t(0,T )Ωt× {t},Σ=

t(0,T )γt× {t}andnthe exterior unit normal toΩt onγt. We suppose that the fluid is governed by the following shallow water problem

(P) ∂u

∂t +(u· ∇)uμu+ ∇h=0 inQ,

∂h

∂t +div(hu)=0 inQ,

whereuis the velocity,his the fluid thickness andμis the diffusion coefficient. In order to set the boundary condi- tions, we introduce the Lagrangian description of the velocity,U:γ0×(0, T )→R2,(X, T )u(Γ (t,0, X), t ). On boundaryγ0we have

U (X, t )=u

X+d(X, t ), t

=∂d(X, t )

∂t , (1)

and we characterize the boundary motionγt by a condition on the normal component of the fluid stress tensorσ σ

X+d(X, t ), t n

X+d(X, t ), t

|detJ|(X, t )=A

∂U (X, t )/∂t

onγ0×(0, T ), (2)

whereAis an operator defined onγ0and vector valued, which takes into account the stress applied to the fluid on the boundary. We assume thatAis the square of the Laplace–Beltrami operator which ensures that

γ0

A(v)·v=

γ0

A1/2(v)·A1/2(v)= v 2H2

0).

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Notice that this assumption on the mathematical operatorAis necessary to keep a smooth free boundary (for more details about this kind of boundary operator see V.A. Solonnikov [19] and R. Dautray, J.L. Lions [5]).

The equations are completed by the initial conditions

h0logh0L10), h00, (3)

u0H5/20). (4)

2. Preliminary results 2.1. Energy estimates

In this section we are going to state and prove somea prioriestimates for the problem(P).

Lemma 1.Let(u, h)be a classical solution of problem(P). As P.L. Lions in[14]or P. Orenga in[16], we assume that

M0=1 2 u0 2

L20)+

Ω0

h0logh0+1 emeas

t(0,T )

Ωt +1 2 u0 2

H20)< βmin 2μ

CGN

2

; 2α

T CGN

2

, (5) u0 L20)<min

2 μ

CGN;2 α

CGNT , (6)

whereαandβare two positive numbers such thatα+β=1/2,eis the classical Neper constant andCGNis the best constant satisfying Gagliardo–Niremberg inequality

u 2

L4t)CGN u L2t) u H1t). (7)

Then, under assumptions(3), (4)on the data, and for a finite timeT,h,u, anddverify the following a priori estimates uL2

0, T;H1t)

L

0, T;L2t)

, (8)

hloghL

0, T;L1t)

, h0, (9)

UL

0, T;H20)

, (10)

dW1,

0, T;H20)

, detJ =0, (11)

hL2(Q). (12)

Proof. We multiply equation(P)1byuand we use Leibniz formula. We obtain 1

2 d

dt u 2L2t)−1 2

γt

|u|2u·n−1 2

Ωt

|u|2divu+1 2

γt

|u|2u·n +μ Du 2

L2t)+

Ωt

h·uμ

γt

∂u

∂n·u=0.

The term

Ωth·uis treated as follows

Ωt

h·u=

Ωt

∇logh·hu

= −

Ωt

loghdiv(hu)+

γt

hloghu·n

=

Ωt

logh∂h

∂t +

γt

hloghu·n

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=

Ωt

∂t(hloghh)+

γt

hloghu·n

= d dt

Ωt

hloghd dt

Ωt

h

γt

hloghu·n+

γt

hu·n+

γt

hloghu·n.

Thus, noticing that the continuity equation gives dtd

Ωth=0, we obtain

Ωt

h·u= d dt

Ωt

hlogh+

γt

hu·n.

We estimate

Ωt|u|2divuusing the Gagliardo–Niremberg inequality

Ωt

|u|2divuCGN u L2t) u 2

H1t).

So, writing the boundary terms

γthu·nμ

γt

∂u

∂n·u=

γtu·σ nonγ0and using the boundary condition (2), we obtain

1 2

d

dt u 2L2

t)+μ Du 2L2

t)+ d dt

Ωt

hlogh+1 2

d dt

γ0

|A1/2U|2CGN u L2t) u 2H1

t). Then, we integrate over(0, t ),t(0, T ). We write

CGN

t

0

u L2t)

u 2L2

t)+ Du 2L2

t)

CGN u L(0,t;L2t)) Du 2L2(0,t;L2

t))+CGNT u 3

L(0,t;L2t)). Furthermore, noticing that

Ωth(t )logh(t )−meas(

t(0,T )Ωt)/e, we obtain

αCGN

2 T u L(0;t;L2t)) u 2

L(0,t;L2t))+β u 2

L(0;t;L2t))+1

2 U L(0,t;H20))

+

μCGN

2 u L(0,t;L2t)) u 2

L2(0,t;L2t))+ hlogh L(0,t;L1t))

1

2 u0 2

L20)+

Ω0

h0logh0+1 emeas

t(0,T )

Ωt +1 2 u0 2

H20)=M0, (13)

withα+β=1/2. Now, we have to verify thatαCGNT /2 u L(0;t;L2t))>0 andμCGN/2 u L(0,t;L2t))>0.

To show this last point, we recall that u0verifies u0 L20)<min(2μ/CGN;2α/(CGNT )). In finite dimension (at least), there existst1>0 such that for allt∈ ]0, t1[, u(t ) L2t)<min(2μ/CGN;2α/(CGNT )). Supposing that there existst1such that u(t1) L2t)=min(2μ/CGN;2α/(CGNT )), for instance u(t1) L2t)=2μ/CGN, then estimate (13) at timet1leads to

β u 2

L(0,t;L2t))=β

CGN

2

M0,

which contradicts (5). We obtain a similar contradiction if u(t1) L2t)=2α/(CGNT )), thus estimates(8)–(10)are proved.

Remark 2.From relation (1) and estimate onU, we deduce thatdW1,(0, T;H20))and consequently that the boundary is of classC1. Thus, for allt, we can give a meaning to the trace of a function ofH1t). Notice also that the bound ond allows to ensure that detJ =0 and to give a meaning to the deformation.

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To obtain the boundL2onh, we introduce the gradient operator∇inQand we setW=4

i=1wi with w1=

∂u1

∂t ,∂u2

∂t ,0 , w2=(uu1, uu2,0), w3=μ

divu

∂x1curlu

∂x2 ,divu

∂x2 +curlu

∂x1 ,0 , w4=

0,0,div(hu) .

With these notations,(P)can be formulated under the form∇h+W=0. We haveuL2(0, T;H1t)), thenw1H1(Q)andw3H1(Q). Moreover,w2L4/3(Q)H1(Q), sinceuL4(Q)L2(0, T;H1t)). Moreover hloghL(0, T;L1t)), thenhL2(0, T;H1t))and div(hu)= −∂h∂tH1(Q)from which we deduce that w4H1(Q). Thus,

h= −WH1(Q)

and so hL2(Q) if hL2loc(Q). The bound on h in L2loc(Q) can be obtained as in P.L. Lions [13] or in F.J. Chatelon [3]. In these references, notice that the authors establish this bound in a simple cylinder domain (0, T )×Ω. This result is still valid in a domain such asQ, since we can apply the reasoning used by F. Flori and B. Giudicelli [8]. Indeed, since the boundary is smooth enough, we can defineK

t∈[0,T]Ωtsuch thatKt=KΩt is compact for allt. We introduce a cut-off functionϕC([0, T];C0t))(for instance) such thatϕ≡1 onKand 0ϕ1 on

t∈[0,T]Ωt. Then, we can apply the arguments used by P.L. Lions or F.J. Chatelon onφhand finally we obtain a boundL2(Q)onφh. 2

2.2. Regularization of the problem

We approach the problem(P)by regularizing the continuity equation with the termδh2 (Pδ)

∂u

∂t +(u· ∇)uμu+ ∇h=0 inΩt,

∂h

∂t +div(hu)+δh2=0 inΩt,

with the previous boundary condition (2). This regularization is an argument allowing us to construct the approximate solutions in the following sections and in particular to pass to the limit in the discrete equations in Section 5.

Remark 3.The bound onhinL2(Q)obtained in Lemma 1 allows to pass to the limit onδin(Pδ)and consequently to recover the solutions of(P).

In view of the numerical scheme and to conserve the positivity ofh, we renormalize the continuity equation as follows:logh/∂t+u· ∇logh+divu+δh=0. Thus(Pδ)can be formulated as

(Pδ) ∂u

∂t +(u· ∇)uμu+ ∇h=0 inΩt,

logh

∂t +u∇logh+divu+δh=0 inΩt.

Notice that this renormalization has a meaning sincehL2(Q)anduL2(0, T;H1t))(R.J. Di Perna and P.L. Li- ons [17], P.L. Lions, Lemma 2.3 [13]).

3. Lagrangian discretization

To prove an existence result for the problem (Pδ), we build a sequence of approximate solutions by using a Lagrangian scheme. In Section 4, we shall show that these approximate solutions verify some estimations which allow to pass to the limit in the time-discretized problem in Section 5.

The Lagrangian scheme is well adapted since it allows to follow each particle in its motion and thus naturally takes into account boundary variations. First, we propose a time-discretization for the domain and we define the approximate domainsΩk. Then we introduce the stationary problems solved on eachΩk. As mentioned in the introduction, to pass to the limit inside the equations, we introduce in the discretization an operatortαBu, where 0< α <1, such that D(B)H3t)for almost allt(0, T )andtαBu−−−−→t0 0 in the sense of distributions.

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3.1. Domain Lagrangian discretization

For the boundary motion we consider the following discretization: for allk∈ [1, . . . , m], witht=T /m, we set

d0(X)=0 (14)

and

dk(X)=dk1(X)+uk1

X+dk1(X)

t, (15)

Γk(X)=X+dk(X), (16)

where uk is defined afterwards. In the same way we consider the characteristic curves defined by the equation dx(t )/dt=u(x(t ), t )which is discretized using the relation

xk+1=xk+uk(xk)t, k∈ {0, . . . , m−1}, t=T m.

By recurrence, we buildmapproximate domainsΩk= {xk∈R2/xk=xk1+uk1(xk1)t, xk1Ωk1}. We set Qt=

(x, t )∈R2× ]t, T[/x(t )=xk,

t∈ [kt, (k+1)t[, xiΩi, k∈ {1, . . . , m−1}

∂Qt=

(y, t )∈R2× ]t, T[/y(t )=Γk(X),

t∈ [kt, (k+1)t[, Xγ0, k∈ {1, . . . , m−1}

Qt=

(x, t )∈R2× ]t, T[/x(t )=xk+(tkt )uk(xk), t∈ [kt, (k+1)t[, xiΩi, k∈ {1, . . . , m−1}

∂Qt=

(y, t )∈R2× ]t, T[/y(t )=Γk(X)+(tkt )ukk(X)), t

kt, (k+1)t

, Xγ0, k∈ {1, . . . , m−1}

. 3.2. Approximate problem

Let us denote by x˜k=xk1 the position in Ωk1 of the particle located in xk at time t=kt. We approach the Lagrangian derivative in the momentum equation by(uk− ˜uk1)/t+tαBuk, wheretk=kt,uk=u(xk, tk),

˜

uk1=u(x˜k, tk1)=u(xk− ˜uk1t, tk1), 0< α <1,Bis an operator such thatD(B)=H3k)andtαBuk→0 in the distribution sense when t → 0+. We endow tαBuk with good boundary conditions to ensure that tα

ΩkBuk·uk=tα uk 2

H3k).

Remark 4.The condition on the normal stress tensor is “disturbed” by the Lagrangian derivative approximation, thus this condition becomes

σ

X+d(X, t ), t n

X+d(X, t ), t

|detJ|(X, t )+tαTr(Bu)

X+d(X, t ), t

=A

∂U (X, t )/∂t

onγ0×(0, T ). (17)

Using these notations, we define the stationary problem

(Pkδ)

⎧⎪

⎪⎨

⎪⎪

ukμt uk+thk+t1+αBuk= ˜uk1 inΩk,

loghk+tdivuk+δt hk=logh˜k1 inΩk,

σkk(X))nkk(X))|detJk|(X)+tαTr(Buk)(Γk(X))

=Aukk(X))uk−1k−1(X))

t

+boundary conditions for the operatortαBuk, onγ0,

whereJkis the Jacobian matrix associated to the transformationXΓk(X)=X+dk(X), allowing to pass fromγ0 toγk. We shall see in the following section that sup0km dk W1,∞0)

2KαT, whereKαdepends proportionally on initial data. Then, if we consider small data, we deduce that detJk =0 andΓk is one to one on γ0, and this

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transformation has a meaning. In the same way, we setJk the Jacobian matrix of the transformationxk+1=xk+ t uk(xk)allowing to pass fromΩktoΩk+1:

Jk=

1+t∂u∂xk1

k1 t∂u∂xk1

k2

t∂u∂xk2

k1 1+t∂u∂xk2

k2

.

In this case, we shall see that the termtαBuk allows us to establish thatt Duk is bounded inLk)by a bound which depends proportionally on initial data andt(1α)/2. Thus if we chooset small enough, detJk>0 and the transformation defined byxk+1=xk+t uk(xk)has a meaning.

4. Compactness results

We are going now to state and prove some compactness results on the stationary solutions of the M problems (Pkδ) which allow us to pass to the limit in Section 5. To establish the estimates, we introduce the sequenceMk

(k=1, . . . , m), defined by recurrence byM1=D0andMk =Mk1+(2μt+C2t1t )Mk1, whereD0=

Ω0h0|detJ0| +1/2

Ω0u20|detJ0| +1/2 A1/2(u0Γ0) 2

L20)andC2is defined in the proof of the following lemma.

Notice that the sequence(Mm)m1(wherem=T /t) converges toD0eμT whenm→ +∞(t→0+). Then for allt < α, there existsKα such thatMm< Kα.

Lemma 5.Iftis chosen small enough(t < α)and if we assume the condition

Kα<2 μ

CGN

2

, (18)

we have sup

1ik

ui L2i)2 μ CGN,

k i=1

uiui1 2

L2i)2 μ

CGN

2

,

tα k i=1

t ui 2

H3i)C,

k i=1

t ui 2

H1i)C, sup

1ik

hi L1i)2 μ

CGN

2

,

k i=1

t hi 2

L2i)C(δ), sup

1ik

uiΓi H20)

2Kα2 μ CGN

, k

i=1

uiΓiui1Γi1 2

H20)2 μ

CGN

2

,

whereC,CandC(δ)are independent oft.

Proof. We give the estimates fork=1,k=2 and we generalize for allk.

Estimates fork=1

We multiply the momentum equation(P1δ)1 byu1and we integrate overΩ1. Taking into account the boundary conditions described in the previous section (Eq. (17)) we obtain

1

2 u1 2L2

1)+1

2 u1− ˜u0 2L2

1)+μt Du1 2L2

1)t

Ω1

h1divu1+t1+α u1 2H3

1)

+

γ0

A(u1Γ1)A(u0Γ0)

·u1Γ1=1 2

Ω1

| ˜u0|2=1 2

Ω0

|u0|2|detJ0|.

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We have

γ0

A(u1Γ1)A(u0Γ0)

·u1Γ1=

γ0

A12(u1Γ1)2

γ0

A12(u0Γ0)·A12(u1Γ1)

=1

2A12(u1Γ1)2

L20)+1

2A12(u1Γ1u0Γ0)2

L20)−1

2A12(u0Γ0)2

L20). The term−t

Ω1h1divu1is estimated by using the continuity equation

t

Ω1

h1divu1=

Ω1

h1logh1 h˜0δt

Ω1

h21=

Ω1

h1logh1

h˜0+δt h1 2 L21),

and we write

Ω1

h1logh1

h˜0

+δth1 2L2

1)

Ω1

(h1− ˜h0)+δt h1 2L2

1).

Moreover the continuity equation shows thath1= ˜h0etdiv(u1)δt h10. Finally we obtain 1

2 u1 2

L21)+1

2 u1− ˜u0 2

L21)+μt Du1 2

L21)+ h1 L11)

+δt h1 2L2

1)+1

2A12(u1Γ1)2

L20)+1

2A12(u1Γ1u0Γ0)2

L20)

+t1+α u1 2

H31)D0. (19)

SinceΩ1⊂R2, thenH31) W1,1), thus there exists a constantKsuch that t u1 W1,1)Kt u1 H31)Kt1−α2

2 μ CGN.

This estimate shows that we can always chooset small enough such that detJ1>0 and the transformationx2= x1+u1thas a meaning.

Estimates fork=2

In the same way, we have 1

2 u2 2L2

2)+1

2 u2− ˜u1 2L2

1)+μt Du2 2L2

1)t

Ω2

h2divu2+t1+α u2 2H3

2)

+1

2A12(u2Γ2)2

L20)+1

2A12(u2Γ2u1Γ1)2

L20)

1

2

Ω1

|u1|2|detJ1| +1

2A12(u1Γ1)2

L20). (20)

Gagliardo–Niremberg inequality leads to 1

2

Ω1

|u1|2|detJ1|1 2 u1 2

L21)+t

2 CGN u1 L21) u1 2

H11)+K2

2 t2 u1 2

L21) u1 2

H31), (21) sinceH3W1,and detJ1=1+tdivu1+t2(∂u∂x21

21

∂u22

∂x22∂u∂x2122∂u∂x2122). To handle the termt

Ω2h2divu2, we write

t

Ω2

h2divu2=

Ω2

h2logh2

h˜1δt

Ω2

h22=

Ω2

h2logh2

h˜1+δt h2 2

L22),

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and we obtain

Ω2

h2logh2

h˜1+δt h2 2 L22)

Ω2

(h2− ˜h1)+δt h2 2 L22),

moreover

Ω1

h1|detJ1|

Ω1

h1+t

Ω1

h1divu1+K2t2 h1 L11) u1 2

H31), (22)

with t

Ω1

h1divu1 h1 L

A1) tdivu1 LA(Ω

1),

whereLA1) is the Orlicz space defined by the N-functionA(t )=exp(t2)−1 andLA1) its dual defined by a N-functionA(t )equivalent tot

log+(t ). Sincet1+α divu1 2L

1)KD0, then iftis small enough

Ω1

A(tdivu1)=1+t2 divu1 2L2

1)+τ (t2)−1.

Thus since h1 LA

1) h1

1 2

L11) Ω1

h1log+h1

1

2 h1 L11)+1 4

Ω1

h1log+h1

h1 L11)+1 4 h1 2

L21), then

t

Ω1

h1divu1C1t2 u1 2

H31) h1

3 2

L21)+C2t2 h1 L11)+C3t2 h1 2

L21). (23) Thus, from (19) and (20)–(23), and by addingμt u1 2

L21), we deduce easily the following inequality 1

2 u2 2

L22)+1

2 u1− ˜u0 2

L21)+1

2 u2− ˜u1 2

L21)+t

μCGN

2 u1 L21) u1 2 H11)

+μt Du2 2

L22)+ h2 L12)+t (δC3t1) h1 2

L21)+δt h2 2 L22)

+1

2A12(u1Γ1u0Γ0)2

L20)+1

2A12(u2Γ2u1Γ1)2

L20)+t1+αA1 u1 2H3

1)

+t1+α u2 2

H32)+1

2A12(u2Γ2)2

L20)D0+2μt D0+C2t1t D0=M2, where

Ai=1−t1αC1 hi

3 2

L2i)t1αK2 hi L1i)t1αK2 2 ui 2

L2i)

t1αK2 A12ui 2

L2i), withi=1, . . . , m−1.

Since we have the condition(18),μCGN/2 u1 L21)>0. Moreover fort small enough δC3t1 >0, A1>0 and the term on the left hand side is positive. Notice also that the properties induced by the operatortαB allow us to show that detJ2>0.

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