Lille Lannes

Modélisation mathématique des vagues
David Lannes
Institut de Mathématiques de Bordeaux et CNRS UMR 5251
Journée des doctorants
David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 1 / 30

Goal

Goal

Goal

Where do waves come from? How are they created?
Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

Where do waves come from? What is their speed?
Sir Isaac Newton

(1642-1727)
Principia Mathematica, 1687


Leonhard Euler
(1707-1783)
Mémoires de l’Académie royale des sciences et des
belles lettres de Berlin, 1757
Equations of fluid mechanics
ρ(∂t U + U · ∇X ,z U) = − ∇X ,z P + ρg
div U =0

Leonhard Euler
(1707-1783)
Mémoires de l’Académie royale des sciences et des
belles lettres de Berlin, 1757
Equations of fluid mechanics
ρ(∂t U + U · ∇X ,z U) = − ∇X ,z P + ρg
div U =0
This equations are very general
What do they tell us about waves?

Giuseppe Lodovico Lagrangia

(Joseph Louis Lagrange)
(1736-1813)
Mémoire sur la théorie du
mouvement des fluides, 1781



Comparison of Newton and Lagrange’s formulas

√
Lagrange: c = gH.
All waves have same speed


√
Lagrange: c = gH.
√
Newton: c = √12π gL where L is the wave length of the wave
Waves of different wavelength propagate differently


√
Lagrange: c = gH.
√
This is dispersion:


√
Lagrange: c = gH.
√
Comparison for a wave a0 (x) = sin(x) + 0.5 sin(2x).

Recall how waves are created
So the good formula should be

Recall how waves are created
So the good formula should be
√
Newton: c = √1 gL
2π

Closer to the shore Another formula!
Closer to the shore we observe:
And the relevant formula is

Closer to the shore Another formula!
Closer to the shore we observe:
And the relevant formula is

√
Lagrange: c = gH

Closer to the shore What happens?
Siméon Denis Augustin Louis Sir George Biddell Sir George Gabriel
Poisson Cauchy Airy Stokes
(1780–1840) (1789–1857) (1801–1892) (1819–1903)

Closer to the shore What happens?
Siméon Denis Augustin Louis Sir George Biddell Sir George Gabriel
Poisson Cauchy Airy Stokes
(1780–1840) (1789–1857) (1801–1892) (1819–1903)
A single formula with two

different asymptotic regimes
Lagrange’s formula in shallow
water (H/L → 0),
Newton’s formula in deep water
(H/L → ∞).

Modern mathematical approaches Notations

Modern mathematical approaches The free surface Euler equations
The free surface Euler equations
1 ∂t U + (U · ∇X ,z )U = − ρ1 ∇X ,z P − g ez in Ωt

2 div U = 0

2 div U = 0
3 curl U = 0

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}.

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.
Definition
Equations (H1)-(H9) are called free surface Euler equations.

2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.
Definition
Equations (H1)-(H9) are called free surface Euler equations.
ONE unknown function ζ on a fixed domain Rd

THREE unknown functions U on a moving, unknown domain Ωt

Modern mathematical approaches The free surface Bernoulli equations
The free surface Bernoulli equations
2 div U = 0
3 curl U = 0
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.

2 div U = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.

2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.

1 ∂t Φ + 12 |∇X ,z Φ|2 + gz = − ρ1 (P − Patm ) in Ωt

2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 U · n = 0 on {z = −H0 + b(X )}
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.


2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 ∂n Φ = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 U · n = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.


2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 ∂n Φ = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 ∂n Φ = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.


2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 ∂n Φ = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 ∂n Φ = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.
Definition
Equations (H1)’-(H9)’ are called free surface Bernoulli equations.


2 ∆X ,z Φ = 0
3 U = ∇X ,z Φ
4 Ωt = {(X , z) ∈ Rd+1 , −H0 + b(X ) < z < ζ(t, X )}.
5 ∂n Φ = 0 on {z = −H0 + b(X )}.
p
6 ∂t ζ − 1 + |∇ζ|2 ∂n Φ = 0 on {z = ζ(t, X )}.
7 P = Patm on {z = ζ(t, X )}.
Definition
Equations (H1)’-(H9)’ are called free surface Bernoulli equations.
ONE unknown function ζ on a fixed domain Rd

ONE unknown function Φ on a moving, unknown domain Ωt

Modern mathematical approaches Working with a fix domain
The Lagrangian approach

One parametrizes any fluid particle of Ωt by its initial position through the
diffeomorphism Σ
(
∂t Σ(t, X , z) = U(t, Σ(t, X , z)),
Σ(0, X , z) = (X , z).
Writing
Ũ(t, X , z) =U(t, Σ(t, X , z)),
A(t, X , z) =|∇X ,z Σ|−1
we get (
∂t U + U · ∇X ,z U = −∇X ,z P + g
in Ωt
div (U) = 0
(
∂t Ũ = −A∇X ,z P̃ + g
in Ω0
Tr (A∇X ,z Ũ) = 0
The geometric approach (I)

The Lagrangian diffeomorphism
(
∂t Σ(t, X , z) = U(t, Σ(t, X , z)),
Σ(0, X , z) = (X , z).
is volume preserving since U is divergence free
Σ ∈ H = {Σ : Ω0 → Rd+1 , Σ volume preserving.
Moreover the energy is conserved

Z Z
1 g
H= |U|2 + ζ2
2 Ωt 2 Rd
Z
1
= |∂t Σ|2 + gG (Σ)
2 Ω0
| {z }
:=L(Σ,∂t Σ)

The geometric approach (II)
Defining TΣ H
TΣ H = {Σ0 Ω0 → Rd+1 , div (Σ0 ◦ Σ) = 0},
the free surface Euler equations can be viewed as a critical point of the
action
Z
1
L(Σ, ∂t Σ) = = |∂t Σ|2 − gG (Σ).
2 Ω0
Remark
Arnold (1966): the Euler equation for an incompressible inviscid fluid can
be viewed as the geodesic equation on the group of volume-preserving
diffeomorphisms.

Lagrangian interface formulation (I)

We consider a Lagrangian parametrization of the surface
Γt = {M(t, α), α ∈ R},
with (
∂t M(t, α) = U(t, M(t, α)),
M(0, α) = (α, ζ 0 (α)).
One then has
∂t2 M =∂t U + ∂t M · ∇X ,z U
=∂t U + U · ∇X ,z U
1
= − g ez − ∇X ,z P
ρ
And since P = Patm is constant at the surface
1
∂t2 M + g ez = (−∂n P)n
ρ
Lagrangian interface formulation (II)
1
∂t2 M + g ez = (−∂n P)n ∂α M1 ∂t2 M1 + (g + ∂t2 M2 )∂α M2 = 0
ρ
We still need a relation between ∂t M1 and ∂t M2 !!!!
Complex analysis
(x, z) ∈ R2 x + iz ∈ C
Incompressibility+Irrotationality=Cauchy Riemann for U
U is holomorphic in Ωt
∂t M = U(t, M(t, α)) is the boundary of a holomorphic function,
therefore
∂t M = H(Γt )∂t M
with
f (t, α0 )∂α M(t, α0 )
Z
1
H(Γt )f (t, α) = p.v. dα0 .
iπ M(t, α) − M(t, α0 )
An Eulerian approach: The Zakharov-Craig-Sulem

formulation
Zakharov 68:
1 Define ψ(t, X ) = Φ(t, X , ζ(t, X )) .


formulation
Zakharov 68:
2 ζ and ψ fully determine Φ: indeed, the equation

∆X ,z Φ = 0 in Ωt ,
Φ|z=ζ = ψ, ∂n Φ|z=−H +b = 0.
0
has a unique solution Φ.


formulation
Zakharov 68:
2 ζ and ψ fully determine Φ: indeed, the equation

∆X ,z Φ = 0 in Ωt ,
Φ|z=ζ = ψ, ∂n Φ|z=−H +b = 0.
0
has a unique solution Φ.

3 The equations can be put under the canonical Hamiltonian form

ζ 0 1
∂t = gradζ,ψ H
ψ −1 0
with the Hamiltonian
Z Z
1
H= g ζ2 + |U|2
2 Rd Ω

Question
What are the equations on ζ and ψ???

Question
• Equation on ζ. It is given by the kinematic equation

q
∂t ζ − 1 + |∇ζ|2 ∂n Φ|z=ζ = 0

Question

q
∂t ζ − 1 + |∇ζ|2 ∂n Φ|z=ζ = 0
Craig-Sulem 93:
Definition (Dirichlet-Neumann operator)
p
G [ζ] : ψ 7→ G [ζ]ψ = 1 + |∇ζ|2 ∂n Φ|z=ζ

Question

q
∂t ζ − 1 + |∇ζ|2 ∂n Φ|z=ζ = 0
Craig-Sulem 93:
Definition (Dirichlet-Neumann operator)
p
G [ζ] : ψ 7→ G [ζ]ψ = 1 + |∇ζ|2 ∂n Φ|z=ζ
The equation on ζ can be written
∂t ζ − G [ζ]ψ = 0

• Equation on ψ. We use (H1)” and (H7)”

1 1
∂t Φ + |∇X ,z Φ|2 + gz = − (P − Patm ) AND P|z=ζ = Patm
2 ρ


1 1
2 ρ w

1
∂t Φ|z=ζ + |∇X ,z Φ|2|z=ζ + g ζ = 0
2


1 1
2 ρ w

1
∂t Φ|z=ζ + |∇X ,z Φ|2|z=ζ + g ζ = 0
2
The equation on ψ can be written
1 (G [ζ]ψ + ∇ζ · ∇ψ)2
∂t ψ + g ζ + |∇ψ|2 − = 0.
2 2(1 + |∇ζ|2 )


1 1
2 ρ w

1
∂t Φ|z=ζ + |∇X ,z Φ|2|z=ζ + g ζ = 0
2
The equation on ψ can be written
1 (G [ζ]ψ + ∇ζ · ∇ψ)2
∂t ψ + g ζ + |∇ψ|2 − = 0.
2 2(1 + |∇ζ|2 )
The Zakharov-Craig-Sulem equations

 ∂t ζ − G [ζ]ψ = 0,

1 (G [ζ]ψ + ∇ζ · ∇ψ)2
 ∂t ψ + g ζ + |∇ψ|2 − = 0.
2 2(1 + |∇ζ|2 )
Two scalar equations on the fix d-dimensional domain Rd !

Local well posedness Linearized equations around the rest state
Linearized equations
(
∂t ζ − G [0]ψ = 0,
∂t ψ + g ζ = 0.
and
G [0] = |D| tanh(H|D|)
and therefore
∂t2 ζ + g |D| tanh(H|D|)ζ = 0
Newton and Lagrange’s formulas:
∂t2 ζ − gH∂x2 ζ = 0 in shallow water

∂t2 ζ + g |D|ζ = 0 in deep water.

Local well posedness Linearized equations around the rest state
Quasilinearized equations
After differentiation and change of unknowns, the structure is

ζ̃ 0 −G [ζ] ζ̃
(∂t + V · ∇) + = l.o.t.
ψ̃ a 0 ψ̃
Symbolic approximation
G [ζ] = |D| + order 0
Jordan block a>0

This is the Rayleigh-Taylor criterion (−∂z P)|z=ζ > 0.
Theorem
The (ZCS) is locally well posed.

Asymptotic expansions Nondimensionalization
Asymptotic models
Goal
Derive simpler asymptotic models describing the solutions to the water
waves equations in shallow water.

Asymptotic models
Goal
For the sake of simplicity, we consider here a flat bottom (b = 0).

Asymptotic models
Goal
For the sake of simplicity, we consider here a flat bottom (b = 0).

We introduce three characteristic scales
1 The characteristic water depth H0
2 The characteristic horizontal scale L
3 The order of the free surface amplitude a
Two independent dimensionless parameters can be formed from these
three scales. We choose:
a
= ε (amplitude parameter ),
H0
H02
=µ (shallowness parameter ).
L2
We proceed to the simple nondimensionalizations

X z ζ
X0 = , z0 = , ζ0 = , etc.
L H0 a

Asymptotic expansions Nondimensionalized equations

 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
where in dimensionless form
1 εζ
Z
h = 1 + εζ and V = V (x, z)dz.
h −1


 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
1 εζ
Z
h −1
Shallow water asymptotics (µ 1)


 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
1 εζ
Z
h −1
We look for an asymptotic description with respect to µ of ∇ψ in
terms of ζ and V


 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
1 εζ
Z
h −1
terms of ζ and V
This is obtained through an asymtotic description of V in the fluid.


 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
1 εζ
Z
h −1
terms of ζ and V
This is obtained through an asympotic description of Φ in the fluid,
Φ ∼ Φ0 + µΦ1 + µ2 Φ2 + . . .


 ∂t ζ + ∇ · (hV ) = 0,
ε (−∇ · (hV ) + ∇(εζ) · ∇ψ)2
 ∂t ∇ψ + ∇ζ + ∇|∇ψ|2 − εµ∇ = 0,
2 2(1 + ε2 µ|∇ζ|2 )
1 εζ
Z
h −1
terms of ζ and V
Φ ∼ Φ0 + µΦ1 + µ2 Φ2 + . . .
At first order, we have a columnar motion and therefore
∇ψ = V + O(µ).


∂t ζ + ∇ · (hV ) = 0,
Saint-Venant
∂t V + εV · ∇V + ∇ζ = 0.
where we dropped all O(µ) terms.

terms of ζ and V
Φ ∼ Φ0 + µΦ1 + µ2 Φ2 + . . .
∇ψ = V + O(µ).


∂t ζ + ∇ · (hV ) = 0,
Green-Nadghi
(I + µT ) ∂t V + εV · ∇V + ∇ζ + µQ(V ) = 0.
where we dropped all O(µ2 ) terms.

terms of ζ and V
Φ ∼ Φ0 + µΦ1 + µ2 Φ2 + . . .
∇ψ = V + O(µ).
Next order approximation: Green-Naghdi
Justification
One needs to prove that the solution exists on a time interval [0, T /ε]
with T independent of µ
One needs bounds on the solution on this time scale

Justification
The previous proof does not work!
Beware the W 1,∞ \C 1 (Rd ) waves!!!

Justification
Beware the big waves!!!

Justification
G [ζ]ψ ∼ |D|ψ + order 0 (symbolic analysis)

G [ζ]ψ ∼ µ∇((1 + εζ)∇ψ) + O(µ2 ) (shallow water expansion)
Symbolic analysis and shallow water expansions are not compatible

Justification OK away from wave breaking and shoreline

Open problems in coastal oceanography
Numerically, we can handle

Shoreline
Wavebreaking

Open problems in coastal oceanography

Lille Lannes

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Modélisation mathématique des vagues

Institut de Mathématiques de Bordeaux et CNRS UMR 5251

Journée des doctorants

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 1 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 2 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 2 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 2 / 30

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

Sir Isaac Newton

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 4 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 4 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 5 / 30

This equations are very general

What do they tell us about waves?

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 5 / 30

Giuseppe Lodovico Lagrangia

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 6 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 6 / 30

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 7 / 30

Comparison of Newton and Lagrange’s formulas

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 8 / 30

Comparison of Newton and Lagrange’s formulas

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 8 / 30

Comparison of Newton and Lagrange’s formulas

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

Comparison of Newton and Lagrange’s formulas

Comparison for a wave a0 (x) = sin(x) + 0.5 sin(2x).

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

Recall how waves are created

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

So the good formula should be

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 9 / 30

Recall how waves are created

Source: Les vagues en équations, Pour la Science, no 409, novembre 2011

So the good formula should be

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 9 / 30

Closer to the shore we observe:

And the relevant formula is

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 10 / 30

Closer to the shore we observe:

And the relevant formula is

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 10 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 11 / 30

A single formula with two

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 11 / 30

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 12 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations

David Lannes (IMB) Modélisation mathématique des vagues Valenciennes, 10/09/2015 13 / 30

The free surface Euler equations