The Cauchy Problem for a non Strictly Hyperbolic System of Conservation Laws Arising in Polymer Flooding
Abstract
We study the Cauchy problem of a system of conservation laws modeling two–phase flow of polymer flooding in rough porous media with possibly discontinuous permeability function. The system loses strict hyperbolicity in some regions of the domain where the eigenvalues of different families coincide, and BV estimates are not available in general. For a suitable system, a singular change of variable introduced by Temple [T82, IT86] could be effective to control the total variation [WSCauchy]. An extension of this technique can be applied to a system only under strict hypotheses on the flux functions [CocliteRisebro]. In this paper, through an adapted front tracking algorithm we prove the existence of solutions for the Cauchy problem under mild assumptions on the flux function, using a compensated compactness argument.
Keywords: Conservation Laws; Discontinuous Flux; Compensated Compactness; Polymer Flooding; Wave Front Tracking; Degenerate Systems
AMS subject classifications: 35L65; 35L45; 35L80; 35L40; 35L60
1 Introduction
We consider a simple model for polymer flooding in two phase flow in rough media
(1.1) |
associated with the initial data
(1.2) |
Here, the unknown vector is , where is the saturation of water phase, is the fraction of polymer dissolved in water, and denotes the permeability of the porous media. We see that does not change in time, , and the initial data might be discontinuous.
We neglect both the adsorption of polymers in the porous media and the gravitational force, where the solution to the Riemann problem becomes more complex. For such Riemann solvers, see [JohWin, MR3663611] for the effect of the adsorption term, and [WSCauchy] for the addition of the gravitational force term. In particular, when the adsorption effect is included, the family described below would no longer be linearly degenerate, while adding the gravitational force term, the waves described below could have negative speed. Both effects would disrupt the carefully designed wave front tracking algorithm we use to prove the main theorem.
The conserved quantities and their fluxes are given by, respectively
Denoting the three families as the , and family, we have the following 3 eigenvalues as functions of the variables in the space.
and the three corresponding right eigenvectors (in the space):
A straight computation shows that both the and families are linearly degenerate. Furthermore, there exist regions in the domain such that or , where the system is parabolic degenerate.
The flux function has the following properties. For any given , the mapping is the well-known S-shaped Buckley-Leverett function [BL] with a single inflection point, see Fig. 1. To be specific, we have
and, for all ,
(1.3) |
Remark that conditions (1.3) guarantee that the eigenvalues and the eigenvectors written above are well defined (can be extended) when . For each given , there exists a unique such that
A detailed analysis of the wave properties for this system is carried out in [WS3x3], with the following highlights:
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waves are the slowest with speed . Both and are continuous across any wave;
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waves travel with non negative speed. Both and are continuous across any wave;
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waves travel with positive speed. Both and are continuous across any wave.
In [WS3x3], the global Riemann solver is constructed. Here we give a brief summary. Let and be the left and right state of a Riemann problem, respectively. In general, the solution of the Riemann problem consists of a wave, a wave and possibly some waves. They can be constructed as follows.
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Let denote the right state of the wave. The value is uniquely determined by the condition
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For the remaining waves, we have throughout. We then solve the Riemann problem for the sub-system
(1.4) with Riemann data and as the left and right states. The solution consists of waves with non-negative speed.
We now give a precise definition of weak solution to the Cauchy problem (1.1)–(1.2) and state the main theorem.
Definition 1.1.
Theorem 1.1.
We emphasize the fact that is not excluded in our theorem since we do not make use of Lagrangian coordinates which would have required . Indeed, under the hypotheses , , system (1.1) is equivalent to its Lagrangian formulation [Wagner]:
(1.5) |
where is the Lagrangian coordinate satisfying , . Therefore, under some additional hypotheses, the result in [BGS], which holds for scalar equations since it is based on the maximum principle for Hamilton–Jacobi equation, could be used to prove the existence of a unique vanishing viscosity solution to the first equation in (1.5) and hence a (in some sense) unique solution to system (1.5). However, since we consider the case where can become 0, the analysis in [BGS] cannot be applied. Instead, we need to solve the original non triangular system in Eulerian coordinates. Furthermore, since we consider rough permeability function , the corresponding system in the Lagrangian coordinate is no longer triangular,
Remark that the Lagrangian coordinates introduced in [BGS, Section 6] for (1.1) make the system triangular, but still require and moreover they mix time and space, therefore the Cauchy problem for (1.1) in Eulerian coordinates is not equivalent to the Cauchy problem in the coordinates introduced in [BGS, Section 6].
In this paper, the proof for the existence of solution is carried out by showing that wave front tracking approximate solutions are compact by a compensated compactness argument (see for instance [KarRasTad] for an application of compensated compactness to a bi–dimensional related model).
2 Front Tracking Approximations
In this section we modify the algorithm constructed in [CocliteRisebro] and [WSCauchy] to adapt it to system (1.1). We define the functions (see Figure 1):
(2.6) |
Since at both and its derivative vanish, we define . Hypotheses (1.3) imply that and that the function has one single maximum point somewhere between the single inflexion point of and the point . The function is continuous with respect to its three variables and strictly increasing and invertible with respect to the variable .
Fixing initial data satisfying the hypotheses of Theorem 1.1 and fixing an approximation parameter , we can construct piecewise constant approximate initial data with values in such that:
(2.7) |
Let be the set of points in which has jumps such that
and let be the set of points in which has jumps such that
Without loss of generality, we can suppose that no coincides with any . Define the constant
where denotes the least integer greater than or equal to the real number . In the following we denote by the logical operator and. We consider the following finite sets of possible values for the function :
Remark 2.1.
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The set includes all the possible initial values for ;
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The set includes a sufficiently fine grid for in order that any grid that contains all the counter images of through , for any fixed , is finer than ;
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The set includes all the possible maxima of for any ;
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The set includes all the possible values of where two graphs of functions of type intersect with derivatives of different sign. Because of the shape of , this set too is finite.
We start the front tracking algorithm from the region . For this purpose we define the allowed values for in that region:
We call the linear interpolation of the map according to the points in . Observe that, since we have included in , the set is included in for every , hence we have the uniform estimate
We solve all the Riemann problems in at in the following way. Let () be a jump in . Here we take the entropic solution to the Riemann problem
Since is piecewise linear, the solution to the Riemann problem is piecewise constant and takes values in the set of the kink points of , moreover the entropy condition in [Bbook, Theorem 4.4] is satisfied. The same Riemann solver is used whenever at two waves interact in some region defined below.
At the points , we solve the Riemann problem according to the minimum jump condition described in [WSCauchy] (see also [GimseRisebro]) that we briefly outline (see Fig 3).
Define
and the two auxiliary monotone functions (the first one non increasing and the second one non decreasing)
Call the unique level at which and intersect. Because of the hypotheses on , is equal to either , , a maximum of either or , or a point in which these two function intersect with derivatives having opposite sign. In any case holds. Define the closed intervals
Finally call and respectively the unique projections of and on the closed strictly convex sets and . It is not difficult to show that
Take any wave, with left and right states , of the entropic solution to the Riemann problem
(2.8) |
and suppose . Then, and, because of the entropy condition [Bbook, Theorem 4.4], its speed satisfies ( coincides with on ):
with and where we used the definition of . If instead , then and, as in the previous computation, we have
Therefore, in any case, the solution to the Riemann problem (2.8) can be patched with a wave that travel with speed and connect the left state to the right state . Similar computations can be done at the right of the wave so that the complete solution includes a wave travelling with speed , possibly together some entropic waves to its left (solutions to ) and some entropic waves to its right (solutions to ). We also use this Riemann solver whenever, for , a wave interact with one or more waves.
We point out the following properties of this Riemann solver that will be needed in the proof of the main theorem.
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The wave satisfies Rankine-Hugoniot
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The wave is an “admissible” path as defined in [WSCauchy] and satisfies the following entropy condition:
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if there exists such that
(2.9) -
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if there exists such that
(2.10)
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Let denote all the wave fronts at the time . Their initial positions are the discontinuity points of . We will show that they do not interact between each other and keep the same number and order as time goes on.
We define the open regions
and the flux
The wave front tracking approximation so constructed is an exact weak entropic solution to
in the region .
Since the family is linearly degenerate, waves will not interact with each other. Indeed, given two consecutive waves located respectively in and , the first conservation law in the previous system implies
since . Hence waves cannot interact with each other (if between two waves, then they both must travel with zero speed and therefore even in this case they cannot interact).
Since any interaction with the wave located at cannot give rise to waves entering the region , following [WSCauchy], the wave front tracking algorithm can be carried out for all times in that region. Observe that for a fixed the total variation of the singular variable introduced in (2.6) is bounded. Since the grid contains all the possible maximum points of , in the regions , for any . The variable is well behaved in the interplay between the two resonant waves and . Unfortunately, this behavior is disrupted by the third family of waves, the waves, except in the case where very strong hypothesis are assumed on the flux as in [CocliteRisebro]. In fact, in [CocliteRisebro] it is assumed that the point of maximum of does not change with (actually in [CocliteRisebro] our waves correspond to discontinuities in time because of Lagrangian coordinates). Since such assumptions are not realistic for our model, we are not able to prove a bound on the total variation of uniformly in . Instead, we resolve this difficulty by applying a compensated compactness argument.
Up to now, all the values of are determined for . Since is constant in time, its value at the right of is known. The jump conditions determine all the values of to the right of . These values could introduce new values for the function that must be added to the grid, i.e.,
This gives the new allowed values for for :
Using these values we now build the corresponding approximations of the flux as the linear interpolation of according to the points in . Then we solve, as before, all the Riemann problems at , and , . As before waves cannot interact with each other so, by induction, we can carry out the wave front tracking algorithm on the semi plane .
We define the open regions (, )
The wave front tracking approximations so obtained are weak entropic solutions to
(2.11) |
where the flux is defined by
For all , the flux satisfies the estimates
(2.12) |
We remark that, in any region , is an entropic solution to the scalar conservation law
3 Entropy estimates
Given a smooth (not necessarily convex) entropy function with , we define the corresponding entropy flux (relative to the approximate flux ) as
(3.13) |
Theorem 3.1.
For a fixed convex entropy , the positive part of the measure
(3.14) |
is uniformly (with respect to the approximation parameter ) locally bounded. More precisely, for any compact set there exists a constant such that
Here the constant may depend on , and on the total variation of the initial data and , but it does not depend on the approximation parameter .
Proof.
Fixing a non negative test function , we compute
(3.15) |
Here are the locations of the discontinuities in , and the notation denotes the jumps:
We study separately the three different kinds of waves and denote with the superscripts “” and “” the values computed respectively to the left and the right of the discontinuities. We omit the superscript for the values that do not change across the discontinuities.
waves: Both and are constant while the jump in satisfies Rankine-Hugoniot and is entropic according to the approximate flux. If , then
Hence, applying the definition of and integrating by parts, we compute
Since and the wave in is an entropic wave for the flux , therefore for all one has
waves: Both and are constants and the speed of the wave equals , where is the boundary between the regions and . Denoting by a generic constant that depends only on and , the uniform estimates (2.12) lead to
Here we have integrated by parts and used the relations
Suppose , the other case being symmetric. Because of the entropy condition on waves (2.9) there exists such that
The estimates (2.12) further lead to
waves: For a wave, both and are constant and , where is the boundary between two regions and . We have
where we used the fact that and that .
Finally, if the compact support of is contained in , equality (3.15) and the previous analysis on the three types of waves lead to
for any , proving the theorem. ∎
Theorem 3.2.
For any smooth entropy (even non convex) and decreasing sequence there exists a compact set , independent of , such that
Proof.
We apply standard arguments in compensated compactness theory [diperna]. Integrating the measure over a rectangle (with ) we obtain
Since is uniformly bounded, there exists a constant such that for any . If is convex, we can apply Theorem 3.1 to estimate the total variation of uniformly with respect to :
If is not convex, then we take a strictly convex entropy (for instance ) and define . The entropy is convex for a sufficiently big constant . We denote by , and the measures corresponding to the entropies , and . Since the definition of the entropy flux (3.13) is linear with respect to the associated entropy, the measures satisfy . Hence the inequality
holds. This means that is bounded uniformly with respect to since both and are associated with convex entropies. Since the measure restricted to lies both in a bounded set of the space of measures and in a bounded set of , [Dafermos, Lemma 17.2.2] allows us to conclude the proof of the theorem. ∎
4 Strong Convergence
The following result is a step towards the proof of Theorem 1.1.
Theorem 4.1.
There exists a sequence such that in .
Proof.
We suitably modify the proof of [BGS, Theorem 4.2], omitting some computations already written there. The proof takes several steps.
1.
Observe that by construction we have
and the wave speeds are uniformly bounded. Hence Helly’s theorem implies that there exist a sequence in . Since is constant in time, we have in as well. In the following we always take subsequences of this sequence and we will drop the index to simplify notations. We define the limit flux
and for any entropy we define the limit entropy flux
The estimate (uniform in )
implies that
Together with Theorem 3.2, it implies that the sequence
belongs to a compact set in .
2.
For any and we define
(4.16) |
The following properties hold.
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(i)
is continuous with for any .
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(ii)
for any with .
Indeed, (i) is trivial, while (ii) follows from Jensen’s inequality and the fact that and hence have a unique inflection point. Indeed suppose , we observe that is not constant over the interval , and we compute
3.
Fixing and we consider the following entropies and corresponding limit fluxes
The same computations as the ones used to obtain [BGS, (4.16)] prove that there exists a constant such that
(4.17) |
4.
By possibly taking subsequences, we can achieve the following weak∗ convergences in :
(4.18) |
Taking further subsequences (which this time may depend on ) we can achieve these further weak∗ convergences in
(4.19) |
Notice that the weak limits , , in (4.18) do not depend on the values . Step 1 implies
where is a compact set (independent of the subsequence index) in . By an application of the div–curl lemma, see for example Theorem 16.2.1 in [Dafermos], one obtains
(4.20) |
Following the proof of [BGS, Theorem 4.2] we set and in (4.17) and take the weak∗ limit as to obtain
This can be written as
which holds for any fixed and a.e. . Taking the weak∗ limit in
we obtain
Hence for any fixed , we have for a.e.
(4.21) |
4.
We call the set of Lebesgue points of the left hand side of (4.21). Moreover, for each let be the set of Lebesgue points of the map . Defining
we observe that its complement has zero measure. Take any and fix . Let be a finite set such that for every . Then we have
(4.22) | |||||
where is a uniform Lipchitz constant for . Let be the disc in centered in with radius whose area is . Integrating (4.21) and using (4.22) we obtain
Since is a Lebesgue point for the map , for all , letting we obtain
Since is arbitrary, this implies
Hence a.e. in . Since, by Step 2, , its weak∗ limit must be greater or equal to zero almost everywhere. Therefore we get
Since converges weakly∗ to zero, we conclude that it converges strongly in . We can thus take a subsequence such that a.e. in . Finally, property (ii) proved in Step 2 implies a.e. in , completing the proof.∎
Proof of Theorem 1.1.
By Theorem 4.1 we know that there exists a subsequence of wave front tracking approximate solutions constructed in Section 2 which converges strongly in to a limit . Clearly . Let be a test function with compact support in . By construction (see Section 2) the approximate solutions satisfy
The uniform estimate (2.12) and the strong convergence of approximate solutions allows us to pass to the limit and to conclude that the limit satisfies Definition 1.1. ∎
Acknowledgment: The present work was supported by the PRIN 2015 project Hyperbolic Systems of Conservation Laws and Fluid Dynamics: Analysis and Applications and by GNAMPA 2019 project Equazioni alle derivate parziali di tipo iperbolico o non locale ed applicazioni.. The authors would like to thank the anonymous referee for carefully reading the manuscript and providing many useful suggestions.