The present work is the result of a team work involving
\[ \partial_t u + \partial_x \left ( f(u) \right ) = 0, \quad t \geq 0, \quad x \in \mathbb{R}, \qquad f(u) = \dfrac{u^2}{2}, \]
Consider the Cauchy problem with initial cond.
\[ u^0(x)=\left\{% \begin{array}{cc} \hfill 0, & x \in ]- \infty,-1]\cup [1, + \infty[,\\ x+1, & x \in ]-1,0], \hfill \\ 1-x, & x \in[0,1[. \hfill \\ \end{array} \right. \]
\[ \partial_t u + \partial_x \left ( f(u) \right ) = 0, \quad t \geq 0, \quad x \in \mathbb{R}, \qquad f(u) = \dfrac{u^2}{2}, \]
Consider the Cauchy problem with initial cond.
\[ u^0(x)=\left\{% \begin{array}{cc} \hfill 0, & x \in ]- \infty,-1]\cup [1, + \infty[,\\ x+1, & x \in ]-1,0], \hfill \\ 1-x, & x \in[0,1[. \hfill \\ \end{array} \right. \]
\[ \partial_t u + \partial_x \left ( f(u) \right ) = 0, \quad t \geq 0, \quad x \in \mathbb{R}, \qquad f(u) = \dfrac{u^2}{2}, \]
Consider the Cauchy problem with initial cond.
\[ u^0(x)=\left\{% \begin{array}{cc} \hfill 0, & x \in ]- \infty,-1]\cup [1, + \infty[,\\ x+1, & x \in ]-1,0], \hfill \\ 1-x, & x \in[0,1[. \hfill \\ \end{array} \right. \]
\[ \partial_t u + \partial_x \left ( f(u) \right ) = 0, \quad t \geq 0, \quad x \in \mathbb{R}, \qquad f(u) = \dfrac{u^2}{2}, \]
Consider the Cauchy problem with initial conditions:
\[ u^0(x) = \frac{1}{2} (1+\sin(\pi(x-1))) \quad x \in [-1,1] \]
Decomposition of the solution on a wavelet basis [Daubechies, ’88], [Mallat, ’89] to measure its local regularity. “Practical” approach by [Harten, ’95], [Cohen et al., ’03].
Projection operator
Prediction operator at order \(2 \gamma+1\)
\[ {\hat f}_{\ell+1,2 k}={f}_{\ell, k}+\sum_{\sigma=1}^\gamma \psi_\sigma\left({f}_{\ell, k+\sigma}-{f}_{\ell, k-\sigma}\right) \]
Details are regularity indicator \[ {\mathrm{d}}_{\ell, {k}}:={f}_{\ell, {k}}-{\hat{f}}_{\ell, {k}} \]
Let \(f \in W^{\nu, \infty}\) (neigh. of \(C_{\ell, k}\) ), then \[ \left|{\mathrm{d}}_{\ell, k}\right| \lesssim 2^{-\ell \min (\nu, 2 \gamma+1)}|f|_{W^{\min (\nu, 2 \gamma+1), \infty}} \]
Fast wavelet transform:
means at the finest level can be recast as means at the coarsest level + details \[ \begin{array}{rlr} {f}_{\overline{\ell}} & \Longleftrightarrow & \left({f}_{\underline{\ell}}, {{d}}_{\underline{\ell} +1}, \ldots, {d}_{\bar{\ell}}\right)\\ \end{array} \]
Local regularity of the solution allows to select areas to coarsen
\[ {{f}}_{\bar{\ell}} \rightarrow \left({f}_{\underline{\ell}}, {\mathbf{d}}_{\underline{\ell}+1}, \ldots, {\mathbf{d}}_{\bar{\ell}}\right) \rightarrow \left({f}_{\underline{\ell}}, {\tilde{\mathbf{d}}}_{\underline{\ell}+1}, \ldots, \tilde{{\mathbf{d}}}_{\bar{\ell}}\right) \rightarrow {\tilde{{f}}}_{\bar{\ell}} \] \[ \tilde{{\mathrm{d}}}_{\ell, k}= \begin{cases}0, & \text { if } \left|{\mathbf{d}}_{\ell, k}\right| \leq \epsilon_{\ell}=2^{-d \Delta \ell} \epsilon, \quad \rightarrow \quad\left\|{\mathbf{f}}_{\bar{\ell}}-\tilde{{\mathbf{f}}}_{\bar{\ell}}\right\|_{\ell^p} \lesssim \epsilon \\ {\mathrm{d}}_{\ell, k}, & \text { otherwise} \end{cases} \]
Set a small (below \(\epsilon_{\ell}\)) detail to zero \(\equiv\) erase the cell \(C_{\ell, k}\) from the structure
Equation
\[ f(x) = exp(-50x^2) \; \text{for} \; x\in[-1, 1] \]
min level | 1 |
max level | 12 |
ε | 10-3 |
compression rate | 96.29% |
error | 0.00078 |
Equation
\[ f(x) = \left\{ \begin{array}{l} 1 - |2x| \; \text{if} \; -0.5 < x < 0.5,\\ 0 \; \text{elsewhere} \end{array} \right. \]
min level | 1 |
max level | 12 |
ε | 10-3 |
compression rate | 98.49% |
error | 0 |
Equation
\[ f(x) = 1 - \sqrt{\left| sin \left( \frac{\pi}{2} x \right) \right|} \; \text{for} \; x\in[-1, 1] \]
min level | 1 |
max level | 12 |
ε | 10-3 |
compression rate | 96.29% |
error | 0.00053 |
Equation
\[ f(x) = \tanh(50 |x|) - 1 \; \text{for} \; x\in[-1, 1] \]
min level | 1 |
max level | 12 |
ε | 10-3 |
compression rate | 97.46% |
error | 0.002 |
Mesh updated using “old” information at time \(t\) to accommodate the one at time \(t + \Delta t\)
Flux evaluation at interfaces between levels
Using the prediction operator allows to evaluate fluxes at the same level
Finite volume method
We use a Godunov flux for the small hat problem
\(\epsilon = 1e-2\), \(\underline{\ell} = 2\), \(\bar{\ell} = 12\)
In this work, we are concerned with the numerical solution of the Cauchy problem associated with the linear scalar conservation law
\[ \partial_t u(t, x)+V \partial_x u(t, x)=0, \quad(t, x) \in \mathbb{R}^{+} \times \mathbb{R} \]
where \(V\) is the transport velocity, taken \(V>0\) without loss of generality. we consider 1 d problems. The extension to \(2\mathrm{~d}\) / \(3\mathrm{~d}\) problems is straightforward and usually done by tensorization [Bellotti2022] and yields analogous conclusions.
The discrete volumes are \[ C_{\ell, k}:=\left[2^{-\ell} k, 2^{-\ell}(k+1)\right], \quad k \in \{ 0,2^{\ell}-1 \}, \] for any \(\ell \in \{ \underline{\ell}, \bar{\ell} \}\). The measure of each cell at level \(\ell\) is \(\Delta x_{\ell}:=2^{-\ell}\) and we shall indicate \(\Delta x:=\Delta x_{\bar{\ell}}\). The cell centers are \(x_{\ell, k}:=\) \(2^{-\ell}(k+1 / 2)\). Finally, we shall indicate \(\Delta \ell:=\bar{\ell}-\ell\), hence \(\Delta x_{\ell}=2^{\Delta \ell} \Delta x\).
Finite Volume scheme at the finest level of resolution \(\bar{\ell}\) for any cell of indices \(\bar{k} \in \{ 0,2^{\bar{\ell}}-1 \}\). Explicit schemes read:
\[ \mathrm{v}_{\bar{\ell}, \bar{k}}^{n+1}=\mathrm{v}_{\bar{\ell}, \bar{k}}^n-\frac{\Delta t}{\Delta x}\left(\Phi\left(\mathrm{v}_{\bar{\ell}, \bar{k}+1 / 2}^n\right)-\Phi\left(\mathrm{v}_{\bar{\ell}, \bar{k}-1 / 2}^n\right)\right) \]
where we utilize the same linear numerical flux for the left and the right flux (conservativity) \[ \Phi\left(\mathbf{v}_{\bar{\ell}, \bar{k}-1 / 2}\right):=V \sum_{\alpha=\underline{\alpha}}^{\bar{\alpha}} \phi_\alpha \mathbf{v}_{\bar{\ell}, \bar{k}+\alpha}, \quad \Phi\left(\mathbf{v}_{\bar{\ell}, \bar{k}+1 / 2}\right):=V \sum_{\alpha=\underline{\alpha}}^{\bar{\alpha}} \phi_\alpha v_{\bar{\ell}, \bar{k}+1+\alpha} \]
[Carpentier et al 97] or Cauchy-Kowalewski procedure [Harten et al 87]
\[ \partial_t u\left(t^n, x_{\bar{\ell}, \bar{k}}\right)+V \partial_x u\left(t^n, x_{\bar{\ell}, \bar{k}}\right)=\sum_{h=2}^{+\infty} \Delta x^{h-1} \sigma_h \partial_x^h u\left(t^n, x_{\bar{\ell}, \bar{k}}\right) \]
We introduce the reconstruction operator \(\hat{s}\) instead of \(s\) on the cells \(\left(\bar{\ell}, 2^{\Delta \ell} k+\delta\right)\) for any \(\delta \in \mathbb{Z}\) at the finest level
\[ \mathbf{w}_{\bar{\ell}, \bar{k}}^{n+1}=\mathbf{w}_{\bar{\ell}, \bar{k}}^n-\frac{\Delta t}{\Delta x}\left(\Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, \bar{k}+1 / 2}^n\right)-\Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, \bar{k}-1 / 2}^n\right)\right) \] \[ \Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, \bar{k}-1 / 2}\right):=V \sum_{\alpha=\underline{\alpha}}^{\bar{\alpha}} \phi_\alpha \hat{\hat{\mathbf{w}}}_{\bar{\ell}, \bar{k}+\alpha} \]
Let now \((\ell, k) \in S\left(\tilde{\Lambda}^{n+1}\right)\), taking the projection yields the multiresolution scheme
\[ \mathbf{w}_{\ell, k}^{n+1}=\mathbf{w}_{\ell, k}^n-\frac{\Delta t}{\Delta x_{\ell}}\left(\Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, 2^{\Delta \ell}(k+1)+1 / 2}^n\right)-\Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, 2^{\Delta \ell} k-1 / 2}^n\right)\right) \]
\[ \Phi\left(\hat{\hat{\mathbf{w}}}_{\bar{\ell}, 2^{\Delta \ell} k-1 / 2}\right):=V \sum_{\alpha=\underline{\alpha}}^{\bar{\alpha}} \phi_\alpha \hat{\hat{\mathbf{w}}}_{\bar{\ell}, 2^{\Delta \ell} k+\alpha} \]
Some information is loss because of the averaging procedure: two different schemes we can consider for the computation of the modified equations.
Theorem
The local truncation error of the reference Finite Volume scheme and the one of the adaptive Finite Volume scheme are the same up to order \(2\hat{s}+1\) included.
This result establishes at which order the modified equations of the reference scheme are perturbed by the introduction of the adaptive scheme. However, it does not characterize the terms in the modified equations above order \(2\hat{s}+1\) in \(\Delta x\) (symbolic computations).
Theorem 2
Assume that
Then, for smooth solution, in the limit \(\Delta x \rightarrow 0\) (i.e. \(\bar{\ell} \rightarrow+\infty\) ) and for \(\Delta \underline{\ell}=\bar{\ell}-\underline{\ell}\) kept fixed, we have the error estimate
\[ \left\|\mathbf{v}_{\bar{\ell}}^n-\mathbf{w}_{\bar{\ell}}^n\right\| \leq C_{t r} t^n \Delta x^{2 \hat{s}+1}+C_{m r} \frac{t^n}{\lambda \Delta x} \epsilon \]
where \(C_{t r}=C_{t r}\left(\bar{\ell}-\underline{\ell},\left(\phi_\alpha\right)_\alpha, \lambda, \hat{s}, V\right)\) and \(C_{m r}=C_{m r}\left(\bar{\ell}-\underline{\ell},\left(\phi_\alpha\right)_\alpha, \lambda, \hat{s}, s, V\right)\). \[ \left\|\mathbf{u}_{\bar{\ell}}^n-\mathbf{w}_{\bar{\ell}}^n\right\| \leq C_{r e f} t^n \Delta x^\theta+C_{t r} t^n \Delta x^{2 \hat{s}+1}+C_{m r} \frac{t^n}{\lambda \Delta x} \epsilon \]
Journée EDP et Analyse Numérique 10 July 2025
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