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Article Ouafa V1
Article Ouafa V1
Article Ouafa V1
DOI: xxx/xxxx
ARTICLE TYPE
1
Faculty of sciences Moulay Ismail University, Abstract
Meknès, Morocco
2 In this paper, we present the discrete duality finite volume method (DDFV) applied to a model of (Patlak)
Faculty of sciences Moulay Ismail University,
Meknès, Morocco Keller-Segel modeling chemosensitive movements, this model consists of a coupled system of elliptic and
parabolic equations. Firstly, we prove the existence and uniqueness of the numerical solution to the proposed
Correspondence scheme., then we demonstrate some a priori estimate later we proved an compactness results next, we passing
Corresponding author Ouafa Soualhi, This is sample to the limit to prove the convergence of DDFV schemes, finally numerical simulations are performed to
corresponding address.
verify accuracy.
Email: ouafasoualhi@gmail.com
KEYWORDS
Present address
This is sample for present address text this is sample
chemotaxis, finite volume, numerical simulation, convergence analysis, a priori estimates.
for present address text.
1 INTRODUCTION
In 1953 and 1970, respectively, Patlak 1 , Keller and Segel 2 , were created as a classic model to describe the evolution over time of
cell density n(x; t) and of the chemical signal concentration variable S(x; t) assuming that the cells directly emit chemotaxis
which is directly diffused. Many theoretical and mathematical models have been created, but the most famous model is the
following classic system: (
∂n
∂t – div(∇n – χn∇S) = 0, on Ω × [0, T],
(1)
–div(∇S) – n + S = 0, on Ω × [0, T],
where χ > 0 is the chemotactic sensitivity function and Ω is a convex, bounded and open set of R2 and T > 0. The initial
conditions on Ω are given by:
n(x, 0) = n0 (x) ∈ L2 (Ω). (2)
Therefore, the system (1) is supplemented by the following boundary conditions on ∂Ω × [0, T]:
good convergence behavior of the schemes as well as good qualitative results. In the present article, we will now consider the
convergence analysis (when time and space steps go to 0) of a DDFV scheme for the Keller-Segel model.
The DDFV (Discrete Duality Finite Volume ) method presented by Hermeline 9 , Domelevo, Omnes 10 and Andreianov, Boyer,
Hubert 11 , it was extended to convection-diffusion 12 , nonlinear diffusion 13,14 , electro and magnetostatics 15 , miscible fluid flows
in porous media 16,17 , drift-diffusion and energy-transport models 18 , degenerate elliptic-parabolic seawater intrusion problem 19 ,
Stokes flows 20,21 . The following definition of weak solution to (1) makes sense.
Definition 1 (Weak solution). Under assumptions (2), (3) and (4), a weak solution to (1) is a couple (n, S) satisfying
Let Ω be a polygonal open bounded connected subset of Rd with d ∈ N∗ , and ∂Ω = Ω\Ω its boundary .
Following Hermeline 9 , Domelevo, Omnes 10 and Andreianov, Boyer, Hubert 11 , we consider a DDFV mesh which is a triple
T = (M, M∗ , D) described below.
Firstly, the primal mesh M is defined as the triplet (M, E, P), where:
• M is a finite family of nonempty open disjoint subset K of Ω (the control volume primal) such that Ω = ∪K∈M K, ∂M is
the set of all edges of control volumes that are included in ∂Ω. We denote by M the union M ∪ ∂M. ∂K = K\K is the
boundary of K, let mK = |K| > 0 is the measure of K and dK is the diameter of K
• E is the set of edges σ of the mesh, mσ is the measure of σ, Eint is the subset of interior edges. For all K ∈ M and σ ∈ EK
(EK is the subset of edges of K) , we denote by νK,σ the unite vector normal to σ outward to K.
• P = {(xK )K∈M ; xK ∈ K}, (xK is the barycentre of K if K ∈ M and the middle of K if K ∈ ∂M ), and DK,σ is the cone
with vertex xK and basis K.
• M∗ is a finite family of nonempty open disjoint subset K∗ of Ω (the control volume dual) such that Ω = ∪K∗ ∈M∗ K∗ . ∂M∗
is the set of all edges of control volumes that are included in ∂Ω. We denote by M∗ the union M∗ ∪ ∂M∗ . Let ∂K∗ = K∗ \K∗
be the boundary of K∗ , and mK∗ = |K∗ | > 0 the measure of K∗ and dK∗ the diameter of K∗ .
• Let E ∗ is the set of the edges σ ∗ , mσ∗ the measure of σ ∗ and Eint
∗
the subset of interior edges of Ω. For all K∗ ∈ M∗ and
σ ∈ EK∗ (EK∗ is the subset of edges of K ) , we denote by νσ∗ ,K∗ the unite vector normal to σ ∗ outward to K∗ .
∗ ∗
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 3
• P∗ is the subset of points of Ω indexed by M∗ , we denote P∗ = {(xK∗ )K∗ ∈M∗ ; xK∗ ∈ K∗ }, we than note by DK∗ ,σ∗ the cone
with vertex xK∗ and basis K∗ .
• DK = {D ∈ D/σ ∈ EK }.
• DK∗ = {D ∈ D/σ ∗ ∈ EK∗ }.
• Dint = {D ∈ D/σ ∈ Eint } with Eint = {σ ∈ E; σ ∈/ ∂Ω}.
• Dext = {D ∈ D/σ ∈ Eext } with Eint = {σ ∈ E; σ ∈/ Eint }.
• MD = {K ∈ M such that σ ∈ EK }.
• M∗D = {K∗ ∈ M∗ such that σ ∗ ∈ EK∗ }.
• mD measure of the diamond.
• For a diamond cell D recall that (xK , xK∗ , xL , xL∗ ) are the vertices of Dσ,σ∗ .
• τ the unite vector parallel to σ, oriented from K∗ to L∗ .
• τ ∗ the unite vector parallel to σ ∗ , oriented from K to L.
• αD the angle between τ and τ ∗ .
• νK,σ = –cosαD νσ∗ ,K∗ + sinαD τK,σ .
• dD the diameter of Dσ,σ∗ .
We assume that the diamonds cannot be flat: there exists a unique αT ∈]0; π2 [ such that sin(αT ) = min (αD ). We also consider
D∈D
the following property
mσ mσ ∗ mes(DK,σ )
≤ . (7)
2mD 3
The size of the mesh is h = size(T ) = max dD .
D∈D
Now, we recall the definitions of the discrete gradient and the discrete divergence which was introduced respectively in 22 and 10 .
We also introduce some trace operators and scalar products.
Definition 2. Let
∇D :RT → (R2 )D ,
uT → ∇D uT = (∇D uT )D∈D ,
equivalent to
1 uL – uK uL∗ – uK∗
∇D uT = νσ,K + νσ∗ ,K∗ ,
sin(αD ) mσ ∗ mσ
using the propriety mD = 12 mσ mσ∗ sin(αD ), we have
1
∇D u T =
(uL – uK )mσ νσ,K + (uL∗ – uK∗ )mσ∗ νσ∗ ,K∗ .
2mD
Then, the discrete divergence divT is defined by
Definition 3. The discrete divergence operator divT is a mapping from (R2 )D to RT defined for all ξD ∈ (R2 )D by
∗ ∗
divT ξD = divM ξD , 0 , divM ξD , div∂M ξD ,
such that
M
div (ξD ) = (divK (ξD ))K∈M ,
∗
divM (ξD ) = (divK∗ (ξD ))K∗ ∈M∗ ,
div∂M∗ (ξ ) = (div ∗ (ξ )) ∗
D K D K ∈∂M∗ ,
with
1 X
divK (ξD ) = mσ ξD .νσ,K for all K ∈ M,
mK
D∈DK
1 X
divK∗ (ξD ) = mσ∗ ξD .νσ∗ ,K∗ for all K∗ ∈ M∗ ,
mK ∗
D∈DK∗
1 X X mσ
divK∗ (ξD ) = mσ∗ ξD .νσ∗ ,K∗ + ξD .νσ,K for all K∗ ∈ ∂M∗ .
mK ∗ 2
D∈DK∗ D∈DK∗ ∩Dext
Definition 4 (Convection term). Let divcT : (R2 )D × RT → RT the convection operator defined for all ξD ∈ (R2 )D and
vT ∈ RT by
∗ ∗
divcT (ξD , vT ) = divcM (ξD , vT ) , 0 , divcM (ξD , vT ) , divc∂M (ξD , vT ) ,
such that
divcM (ξD , vT ) = (divcK (ξD , vT ))K∈M ,
∗
divcM (ξD , vT ) = (divcK∗ (ξD , vT ))K∗ ∈M∗ ,
∗
divc∂M (ξD , vT ) = (divcK∗ (ξD , vT ))K∗ ∈∂M∗ ,
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 5
with
1 X
mσ (ξD .νσ,K )+ vK – (ξD .νσ,K )– vL
divcK (ξD , vT ) = for all K ∈ M,
mK
D∈DK
σ=K/L
1 X
mσ∗ (ξD .νσ∗ ,K∗ )+ vK∗ – (ξD .νσ∗ ,K∗ )– vL∗ for all K∗ ∈ M∗ ,
divcK∗ (ξD , vT ) =
mK ∗
D∈DK∗
σ ∗ =K∗ /L∗
1 X
mσ∗ (ξD .νσ∗ ,K∗ )+ vK∗ – (ξD .νσ∗ ,K∗ )– vL∗
divcK∗ (ξD , vT ) = (
mK ∗
D∈DK∗
σ ∗ =K∗ /L∗
X mσ
(ξD .νσ,K )+ vK – (ξD .νσ,K )– vL for all K∗ ∈ ∂M∗ .
+
2
D∈DK∗ ∩Dext
σ=K/L
X D
< ξD , φD >D = mD ξD .φD , for all ξD , φD ∈ R2 . (10)
D∈D
The corresponding norms are denoted by ∥.∥p,T and ∥.∥p,D for all 1 ≤ p ≤ +∞.
!1/p
1 X 1 X
∥uT ∥p,T = mK |uK |p + p
mK∗ |uK∗ | , for all uT ∈ RT and for all 1 ≤ p < +∞. (11)
2 2
K∈M K∗ ∈M∗
!1/p
X D
∥ξD ∥p,D = mD |ξD |p , for all ξD ∈ R2 and for all 1 ≤ p < +∞. (12)
D∈D
∥uT ∥∞,T = max max |uK |, max
∗ ∗
|uK∗ | , for all uT ∈ RT . (13)
K∈M K ∈M
Let introduce two trace operators the first is γ T : nT ∈ RT → γ T (nT ) = (γL (nT ))L∈∂M , defined by
nK∗ + 2nL + nL∗
γL (nT ) = , for all L = [xK∗ ; xL∗ ] ∈ ∂M.
4
The second is γ D : φD ∈ (R2 )D → (φD )D∈Dext .
Let us define the penalization operator using in this paper, recalled in 23 , this penalization is needed in order to ensure that the
two components of a discrete “double” function uT converge to the same limit.
6 SOAULHI ET AL .
Definition 5. Let β ∈]0, 2[. The penalization operator P T : RT → RT is defined for all uT ∈ RT , by
∗ ∗
P T uT = P M uT , P ∂M uT , P M uT , P ∂M uT ,
∗ ∗
with P M uT = (PK uT )K∈M , P ∂M uT = 0, P M uT = (PK∗ uT )K∗ ∈M∗ and P ∂M uT = (PK∗ uT )K∗ ∈∂M∗ such that
1 1 X
For all K ∈ M, PK uT = mK∩K∗ (uK – uK∗ ),
mK size(T )β
K∗ ∈M∗
1 1 X
For all K∗ ∈ M∗ , PK∗ uT = β
mK∩K∗ (uK∗ – uK ).
mK∗ size(T )
K∈M
Let :
1 X X 1
< P T uT , uT >T = mK∗ ∩K (uK – uK∗ )2 = ∥uh,M – uh,M∗ ∥2L2 (Ω)
2size(T )β 2size(T )β
K∗ ∈M∗ K∈M
In this subsection, let us define some notations extract in 16 , firstly, let define two different reconstructions based either on the
primal values or the dual values for a given vector uT = ((uK )K∈M , uK∗ )K∗ ∈M∗ ) ∈ RT on a DDFV mesh T of size h,
X X
uh,M = uK 1K and uh,M∗ = uK∗ 1K∗ .
K∈M K∗ ∈M∗
Then, the space of piecewise constant function on each diamond (approximate gradient) is denoted by HD with
( )
X
1 2 2 D
HD = Vh ∈ (L (Ω)) / there exists VD ∈ (R ) such that Vh = VD 1D .
D∈D
1 2 k k
n o
HD,δt = Vh,δt ∈ (L ([0, T] × Ω)) such that Vh,δt (t, x) = Vh (x) for all t ∈ [tk–1 , tk ), with Vh ∈ HD , for all 1 ≤ k ≤ N .
1,p
Now, we define a discrete W –norms (1 ≤ p ≤ +∞) on HT . For all uh ∈ HT , we set
p1
∥uh ∥1,p,T = ∥uh ∥pp,T + ∥∇D uT ∥pp,D for all 1 ≤ p < +∞,
1
∥uh ∥1,∞,T = ∥uh ∥∞,T + ∥∇D uT ∥T2 ,
∥uh ∥1,∞∗,T = ∥uh ∥1,∞,T + < P T uT , uT >T ,
∥uh ∥1,–1,T = max < vT , uT >T , for all vh ∈ HT verifing ∥vh ∥1,∞∗,T ≤ 1 ,
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 7
where the norms ∥.∥p,T and ∥.∥p,D for all 1 ≤ p ≤ +∞ have been defined by ((11) – (14)).
Then, we define the discrete L1 (0, T; W 1,p (Ω)), L∞ (0, T; W 1,∞ (Ω)) and L∞ (0, T; Lp (Ω)) – norms on HT ,δt for all 1 ≤ p < +∞.
Let uh,δt ∈ HT ,δt , we set
N–1
X
∥uh,δt ∥1;1,p,T = δt∥uk+1
h ∥1,p,T , for all 1 ≤ p < +∞,
k=0
∥uh,δt ∥∞;1,∞,T = max ∥uk+1
h ∥1,∞,T ,
k∈{0,...,N–1}
! p1
1 X k+1 p 1 X
∥uh,δt ∥∞;0,p,T = max mK |uK | + mK∗ |uk+1
K∗ |
p
, for all 1 ≤ p < +∞.
k∈{0,...,N–1} 2 2
K∈M K∗ ∈M∗
For all Vh,δt ∈ HD,δt and for all 1 ≤ p < +∞, let
! 1p
X
∥Vh,δt ∥(L∞ (0,T;Lp (Ω)))2 = max mD |Vhk+1 |p ,
k∈{0,...,N–1}
D∈D
N–1
! 1p
X X
∥Vh,δt ∥(Lp ((0,T)×Ω))2 = δt mD |Vhk+1 |p .
k=0 D∈D
A DDFV scheme for the discretisation of the problem (1) is given by the following set of equations:
For all K ∈ M and K∗ ∈ M∗ , let
Z Z
1 1
n0K = u0 (x)dx and n0K∗ = u0 (x)dx. (18)
mK K mK ∗ K ∗
At each time step k, the numerical solution will be given by (nk+1 k+1
T , ST ). Then, the scheme for (1) writes for all 0 ≤ k ≤ NT – 1
k+1 k
nT –nT T D k+1 T k D n+1
∆t – div (∇ nT ) + divc (nT ∇ ST ) = 0,
–divT (∇D STk+1 ) + STk+1 = nkT . (19)
∇D nk .ν = ∇D Sk .ν = 0, for all D ∈ D .
T T ext
The Discrete Duality Finite Volume methods are based on the discrete duality formula recalled in Lemma 1 and proved in 17 .
Lemma 1. For all (uT , wT ) ∈ (RT )2 , we have
N
XT –1 X X N
XT –1 X X
D k+1
1 k+1
mσ∗ ∇D uk+1 k+1
2
δt m σ ∇ uT .νK,σ wK + δt T .νK∗ ,σ ∗ wK∗ =
k=0 K∈M σ∈EK k=0 K∗ ∈M∗ σ ∗ ∈E K∗
N
XT –1 X N
X T –1
D k+1 D k+1 T
δt < γ D (∇D uk+1
k+1
– δt m ∇ u .∇ w + T ).ν, γ (wT ) >∂Ω ,
D
T K
k=0 D∈D k=0
where ν is the exterior unit normal to Ω, and < ., . >∂Ω is defin by (15).
8 SOAULHI ET AL .
Theorem 1 (Poincaré inequality). Let Ω be an open bounded connected polygonal of R2 and T a DDFV mesh of Ω. There exists
C0 > 0 depending only on Ω, such that for all uT ∈ RT , we have
Z 2
2
∥uT ∥22,T ≤ C0 ∥∇D uT ∥22,D + udx .
m(Ω) Ω
wm → w in L1 (Ω) when m → ∞.
Lemma 4. Let (Tm )m be a sequence of DDFV meshes satisfying hm = siz(Tm ) → 0 when m → ∞. We consider a sequence of
functions (wm )m with wm = whm ∈ HTm . If
then w = 0.
Theorem 2 ( 8 ). Let Ω be an open, bonded, connected, polygonal domain of R2 and let T be a discretization of Ω × (0, T) such
that
mσ mσ ∗ mes(DK,σ )
≤ . (20)
2mD 3
Let n0 ∈ L2 (Ω), n0 ≥ 0 in Ω. Then there exists a solution {(nk+1 k+1
T , ST ), 0 ≤ k ≤ NT – 1} to (18) and (19) satisfying,
nkK ≥ 0 and nkK∗ ≥ 0 for all K ∈ M and K∗ ∈ M∗ , for all 0 ≤ k ≤ NT .
!
X X
1 k k
mK n K + mK ∗ n K ∗ =
2
K∈M K ∗ ∈M∗
!
X X
1 0 0
2
mK n K + mK∗ nK∗ = ∥n0 ∥L1 (Ω) , for all 0 ≤ k ≤ NT .
K∈M K∗ ∈M∗
(
K ∈ M,
Proof. Fixing k ∈ {0, ..., NT – 1}. Let us assume that for all , n0K ≥ 0 and n0K∗ ≥ 0. Proving that nk+1
K ≥ 0 and
K∗ ∈ M∗
nk+1
K∗ ≥ 0.
We consider
nk+1 k+1
K = min (nL )
L∈M
nk+1 k+1
K∗ = ∗min ∗ (nL∗ ),
L ∈M
– k+1 –
Multiplying the first equation in (19) by –(nk+1
K ) and –(nK∗ ) , then we get
(
GK K K
1 + G2 + G3 = 0
∗ ∗ ∗
GK K K
1 + G2 + G3 = 0.
With
mK k+1 k k+1 –
GK
1 =– nK – nK nK ,
δt
∗ mK ∗ –
GK nk+1 k
nk+1
1 =– K ∗ – nK ∗ K∗ ,
δt
X mσ k+1 –
GK mσ (nk+1 k+1 k+1 k+1
2 =– K – nL )νσ,K + mσ ∗ (uK∗ – uL∗ )νσ ∗ ,K∗ νσ,K nK ,
2mD
σ∈EK
X mσ ∗
∗
k+1 –
GK mσ (nk+1 k+1 k+1 k+1
2 =– K – nL )νσ,K + mσ ∗ (nK∗ – nL∗ )νσ ∗ ,K∗ νσ ∗ ,K∗ nK∗ ,
2m D
σ ∗ ∈EK∗
X k+1 –
GK
3 =– mσ (∇D STk+1 .νσ,K )+ nk+1 D k+1
K – (∇ ST .νσ,K ) nL
– k+1
nK ,
σ∈EK
∗ X –
GK mσ∗ (∇D STk+1 .νσ∗ ,K∗ )+ nk+1 D k+1 – k+1
nk+1
3 =– K∗ – (∇ ST .νσ ∗ ,K∗ ) nL∗ K∗ ,
σ∈EK
In this Section, we prove some a priori estimates satisfied by the solution of the scheme (19).
N
Lemma 6. Let Ω be an open bounded connected polygonal domain of R2 and δt be a times steps such that T = δt is an integer.
Let D be a DDFV mesh of Ω. Assume ((2) – (4)) hold and that the scheme (19) has a solution (nk+1
T , S k+1
T ). Then, there exists
C1 > 0 and C2 > 0 depending only on Ω, such that
Proof. This demonstration proceeds in two steps, firstly, we prove the inequality (23), then we prove to formula (24).
Step 1: The first equation in (19) equivalent to:
for all K ∈ M and for all k = 0, 1, ...., N – 1:
nk+1 k X mσ
K –nK
mσ (nk+1 k+1 k+1 k+1
m K δt + K – nL ).νσ,K + mσ ∗ (nK∗ – nL∗ ).νσ ∗ ,K∗ .νσ,K
m
D
σ∈E
XK
We multiply the first (resp. second) equation of the DDFV scheme (25) by δtnk+1 k+1
K (resp. δtnK∗ ) and sum up over all the primal
(resp. dual) cells and the integers n. Adding together the obtained equations leads to
T1 + T2 + T3 = 0.
With
N
XT –1 X N
XT –1 X
T1 = mK (nk+1 k k+1
K – nK )nK + mK∗ (nk+1 k k+1
K∗ – nK∗ )nK∗ .
k=0 K∈M k=0 K∗ ∈M∗
N
X T –1 X X mσ
∗ k+1
[mσ (nk+1 k+1 k+1 k+1
T = δt K – nL ).νσ,K + mσ (nK∗ – nL∗ ).νσ ∗ ,K∗ ].νσ,K nK
2
2mD
k=0 K∈M σ∈EK
N T –1
X X X mσ ∗ ∗ k+1
+ δt [mσ (nk+1 k+1 k+1 k+1
K – nL ).νσ,K + mσ (nK∗ – nL∗ ).νσ ∗ ,K∗ ].νσ ∗ ,K∗ nK∗ .
2mD
k=0 K∗ ∈M∗ σ ∗ ∈EK∗
N
X T –1 X X
mσ (∇D Sk+1 .νσ,K )+ nk+1 D k+1
.νσ,K )– nk+1
k+1
T = δt K – (∇ S nK
3 L
k=0 K∈M σ∈EK
NXT –1 X X
m∗σ (∇D Sk+1 .νσ∗ ,K∗ )+ nk+1 D k+1
.νσ∗ ,K∗ )– nk+1
k+1
+ δt K∗ – (∇ S L∗ nK∗ .
k=0 K∗ ∈M∗ σ ∗ ∈EK∗
Since νσ∗ ,K∗ .τσ,K = 0 and νσ,K .τσ,K = sin(αD ), then we get:
(
2mD 1
nk+1 k+1
K – nL =
k+1 k+1 ∗
k+1 k+1
mσ sin(αD ) 2mD mσ (nK – nL ).νσ,K + mσ (nK∗ – nL∗ ).νσ ,K
∗ ∗ .τσ,K
2mD D k+1
(28)
= mσ sin(αD ) ∇ n .τσ,K .
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 11
similarly νσ,K .τσ∗ ,K∗ = 0 and νσ∗ ,K∗ .τσ∗ ,K∗ = sin(αD ) gives:
(
2mD 1
nk+1 k+1
K∗ – nL∗ =
k+1 k+1 ∗
k+1 k+1
mσ∗ sin(αD ) 2mD mσ (nK – nL ).νσ,K + mσ (nK∗ – nL∗ ).νσ ,K
∗ ∗ .τσ ∗ ,K∗
2mD D k+1
(29)
= mσ∗ sin(αD ) ∇ n .τσ∗ ,K∗ .
We have νK,σ .τK,σ = sin(αD ) and νK∗ ,σ∗ .τK∗ ,σ∗ = sin(αD ), then
N
X T –1 X N
X T –1 X
T2 = 2 δt mD (∇D nk+1 )2 + 2 δt mD (∇D nk+1 )2 .
k=0 σ∈E k=0 σ ∗ ∈E ∗
That’s give
NT –1 NT –1
! NT –1
1X X
D k+1 2 1X X X
T2 = 4 δt mD (∇ n ) + δt mD (∇D nk+1 )2 ≥ δt∥∇D nk+1 ∥22,D . (30)
2 2 ∗ ∗
k=0 σ∈E k=0 σ ∈E k=0
implies that
∗
For all σ ∈ EK , and for all σ ∈ EK∗
(∇D S.nσ,K )+ = –(∇D S.nσ,L )–
(∇D S.n ∗ ∗ )+ = –(∇D S.n ∗ ∗ )– .
σ ,K σ ,L
Then,
N T –1
X X
mσ (∇D Sk+1 .νσ,K )+ nk+1 D k+1
.νσ,K )+ nk+1
k+1 k+1
T3 =
δt K – (∇ S L (nK – nL )
k=0 σ∈E
NXT –1 X
m∗σ (∇D Sk+1 .νσ∗ ,K∗ )+ nk+1 D k+1
.νσ∗ ,K∗ )+ nk+1
k+1 k+1
+ δt K∗ – (∇ S L∗ (nK∗ – nL∗ ).
k=0 σ ∗ ∈E
That’s gives
N T –1
X X
mσ (∇D Sk+1 .νσ,K )+ nk+1 k+1
k+1 k+1
T3 =
δt K – nL (nK – nL )
k=0 σ∈E
N T –1
(31)
X X
m∗σ (∇D Sk+1 .νσ∗ ,K∗ )+ nk+1 nk+1 (nk+1 nk+1
+ δt – – L∗ ) ≥0
K∗ L∗ K∗
k=0 σ ∗ ∈E
Finally, Combining between (27), (30) and (31), one proves the energy estimate (23) follows as required.
12 SOAULHI ET AL .
Step 2:
The second equation in (19) equivalent to :
for all K ∈ M and for all k = 0, 1, ...., N – 1:
X mσ
k+1 k+1 k+1 k+1
mσ (SK – SL ).νσ,K + mσ∗ (SK ∗ – SL∗ ).νσ ∗ ,K∗ .νσ,K
2m
D
σ∈EK
+m Sk+1 – m nk+1 = 0,
K K K K
(32)
for all K∗ ∈ M∗ and for all k = 0, 1, ...., N – 1:
X m∗
σ k+1 k+1 k+1 k+1
mσ (SK – SL ).νσ,K + mσ∗ (SK ∗ – SL∗ ).νσ ∗ ,K∗ .νσ ∗ ,K∗
2mD
σ∈EK∗
k+1 k+1
+mK∗ SK ∗ – mK∗ nK∗ = 0.
k+1 k+1
We multiply the first (resp. second) equation of the DDFV scheme (32) by δtSK (resp. δtSK ∗ ) and summing up over all the
primal (resp. dual) cells and the integers k. Adding together the obtained equations leads to
T4 + T5 = T6 .
With
N
XT –1 X X mσ
k+1 k+1 k+1 k+1 k+1
T = δt [mσ (SK – SL ).νσ,K + mσ∗ (SK ∗ – SL∗ ).νσ ∗ ,K∗ ].νσ,K SK
4
2mD
k=0 K∈M σ∈EK
N T –1
X X X mσ ∗ k+1 k+1 k+1 k+1 k+1
+ δt [mσ (SK – SL ).νσ,K + mσ∗ (SK ∗ – SL∗ ).νσ ∗ ,K∗ ].νσ ∗ ,K∗ SK∗ .
2mD
k=0 K∗ ∈M∗ σ ∗ ∈EK∗
N
XT –1 X N
X T –1 X
k+1 k+1 k+1 k+1
T5 = δt mK SK SK + δt mK∗ SK ∗ SK∗ .
Then
N
X T –1 X N
XT –1 X
D k+1 2
T4 = 2 δt mD (∇ S ) +2 δt mσ∗ mD (∇D Sk+1 )2 .
k=0 σ∈E k=0 σ ∗ ∈E ∗
That’s give
NT –1 NT –1
! N T –1
1X X 1X X X
T4 = 4 δt mD (∇D Sk+1 )2 + δt mσ∗ mD (∇D Sk+1 )2 ≥ δt∥∇D Sk+1 ∥22,D . (33)
2 2 ∗ ∗
k=0 σ∈E k=0 σ ∈E k=0
Let
N
X T –1
Finally, using (33), (34), (35) and (23) we get the proof of (24).
For give an a priori estimate on the discrete time derivation of the approximate density, let first define the discrete time derivation
∂t,T nh,δt ∈ Hh,δt by:
k+1 k k+1 k
nK – nK nK∗ – nK∗
For a given function nh,δt ∈ HT δt ; ∂t,T nk+1h,δt = ; . (36)
δt K∈M δt K∗ ∈M∗
Proposition 1. Let Ω be an open bounded polygonal subset of R2 and let Tm be a family of discretisation of Ω × (0, T),
and (δtm )m≥1 be a sequence of time steps such that δtTm is an integer and δtm → 0 as m → +∞. The scheme (19) defines a
sequence of approximation solution (nm = nhm ,δtm , Sm = Shm ,δtm ) ∈ HTm ,δtm × HTm ,δtm , then, there exists n ∈ L∞ (0, T; H 1 (Ω)), S ∈
L∞ (0, T; L2 (Ω)), such that we have the following convergence results when m → ∞
nm → n,
strongly in L2 (QT ),
∇hm n ⇀ ∇n, weakly in (L2 (Q ))2 ,
m T
2
Sm ⇀ S, weakly in L (QT ),
∇ Sm ⇀ ∇S, weakly in (L2 (QT ))2 .
hm
T7 = T8 – T9 .
14 SOAULHI ET AL .
With
1
X X
T7 = 1
2 mK (nk+1 k
K – nK )φK + mK∗ (nk+1 k
K∗ – nK∗ )φK∗ ,
2
K∈M K∗ ∈M∗
δt
X X X X
T8 = δt
mσ ∇D nk+1
T .νσ,K φK + mσ∗ ∇D nk+1
T .νσ ∗ ,K∗ φK∗ ,
2
2
K∈M σ∈EK K∗ ∈M∗
K∗ σ ∗ ∈E
X X
δt D k+1 + k+1 D k+1 – k+1
T9 = m ((∇ S .ν ) n – (∇ S T .νσ,K ) nL ).νσ,K φK
2 σ T σ,K K
K∈M
Xσ∈EK X
+ δt2 mσ∗ ((∇D STk+1 .νσ∗ ,K∗ )+ nk+1 D k+1 – k+1
K∗ – (∇ ST .νσ ∗ ,K∗ ) nL∗ ).νσ ∗ ,K∗ φK∗ .
K∗ ∈M∗ σ ∗ ∈EK∗
Then, we have
δt X X δt X X
|T8 | = mσ ∇D nk+1
T .νσ,K φK + mσ∗ ∇D nk+1
T .νσ ∗ ,K∗ φK∗
2 2 ∗ ∗ ∗
K∈M σ∈EK K ∈M σ ∈EK∗
δt X δt X
≤ mσ ∇D nk+1
T .νσ,K (φK – φL ) + mσ∗ ∇D nk+1
T .νσ ∗ ,K∗ (φK∗ – φL∗ )
2 2 ∗
σ∈E σ ∈E
δt X D k+1 D δt X
≤ 2mD ∇ nT ∇ φT + 2mD ∇D nk+1 D
T ∇ φT
2 2 ∗ ∗
σ∈E σ ∈E
X
D k+1 D
≤ δt 2mD ∇ nT ∇ φT
D∈D
≤ 2δt∥nk+1
T ∥1,T ∥φT ∥∞,T ,
|T8 | ≤ 2δt∥nk+1
T ∥1,1,T ∥φT ∥1,∞,T ,
Now, let’s apply the same idea as in the demonstration of T3 > 0 (proof of lemma6), then there exists C3 > 0 such that:
X
|T9 | = | δt2 mσ ((∇D STk+1 .νσ,K )+ nk+1 D k+1 – k+1
K – (∇ ST .νσ,K ) nL ).νσ,K (φK – φL )
σ∈E
X
δt
mσ∗ ((∇D STk+1 .νσ∗ ,K∗ )+ nk+1 D k+1 – k+1
+ K∗ – (∇ ST .νσ ∗ ,K∗ ) nL∗ ).νσ ∗ ,K∗ (φK∗ – φL∗ )|
2
σ ∗X∈E
= | δt2 mσ (∇D Sk+1 .νσ,K )+ nk+1 k+1
K – nL (φK – φL )
Xσ∈E
δt ∗ D k+1 + k+1 k+1
+ 2 m σ (∇ S .νσ ∗ ,K∗ ) n K ∗ – nL∗ (φK∗ – φL∗ )|
∗ ∈E
σ
≤ C3 δt∥∇D nk+1 D k+1
T ∥2,D ∥∇ ST ∥2,D ∥φT ∥∞,T
≤ C3 δt∥∇D nk+1 D k+1
T ∥1,2,D ∥∇ ST ∥1,2,D ∥φT ∥1,∞,T .
Then we get
N
X T –1
k=0
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 15
With C4 > 0 depending only on Ω. employing Holder’s inequality and the a priori estimate lemma 6, we get:
N
XT –1
T7 ≤ C4 ∥φ∥1,∞∗,T .
k=0
With c and c′ depend on Ω. Using, (37), (38)and lemmas (3-4), with the application of theorem 3.4 recalled in 24 , we get nm
converge in L1 (0, T, L1 (Ω)) to a function n then
∞ 2 2 2 q p
nm → n weakly – ∗ in L (0, T; L (Ω)), and weakly in L (0, T; L (Ω)) and strongly in L (0, T; L (Ω)) with q < ∞ and p < 2.
φ
bD .νσK = φσ .νσK and φ
bD .νσ∗ K∗ = φσ .νσ∗ K∗ .
The definition of φ
bD , the fact that φ has a compact support, and the Stokes formula leads to
Z Z Z
X 1 X 1 X
mD ∇D nTm .φ bD = – nK div(φ(x))dx – nK div(φ(x))d(x) = – nm (x)div(φ(x))dx. (40)
2 K 2 ∗ K∗ Ω
D∈Dm K∈Mm ∗ K ∈Mm
Sm → S weakly in L2 (QT ),
Theorem 3. The nonnegative functions n and S defined in Lemma (1) satisfy the poisson and continuity equations in the sense
of (6) and (5) with Neumann condition.
Proof. Let ψ ∈ C ∞ ([0, T] × Ω), we define ψTk+1
m
associated to the discrete values
Z tk+1 Z
k 1 k+1
ψK = ψ(t, x)dxdt, for all K ∈ Mm and ψK = 0, for all K ∈ ∂M, for all k ∈ {0, ..., M – 1},
mK δt tk K
Z tk+1 Z
1
k
ψK ∗ = ψ(t, x)dxdt, for all K∗ ∈ Mm , for all k ∈ {0, ..., M – 1}.
mK∗ δt tk K ∗
F1 + F2 = F3 ,
with N
X T –1 X X
1
mσ ∇hm Smk+1 .νK,σ ψKk+1
F = – δt
1
2
k=0 K∈M σ∈EK
NT –1
X X X
1
mσ∗ ∇hm Smk+1 .νK∗ ,σ∗ ψK
k+1
– 2 δt ∗,
We deduce Z T Z
F1 = ∇hm Sm .∇ψm .
0 Ω
Using lemma 2 we have the uniform convergence of ∇hm ψm to ∇ψ and the proposition 1 gives the weak convergence of ∇hm Sm
to ∇S in (L2 ((0, T) × Ω))2 implies that Z Z T
F1 → ∇S.∇ψ.
0 Ω
Convergence analysis of a discrete duality finite volume scheme for a modified Patlak-Keller-Segel chemotaxis model 17
The uniform convergence of ψm,M and ψm,M∗ to ψ, the weak convergence of Sm,M and Sm,M∗ to S in L∞ (0, T; L2 (Ω)), give
Z TZ
F2 → Sψ. (41)
0 Ω
F4 + F5 + F6 = 0
with
NT –1 X NT –1 X
1X nk+1 – nk 1X nk+1∗ – nk ∗
F4 = mK K,m K,m ψm + mK∗ K ,m K ,m ψm ,
2 δt 2 ∗ ∗
δt
k=0 K∈M k=0 K ∈M
N T –1 X NT –1 X
1 X X 1X X
F5 = – mσ ∇m nm .νσ,K ψK,m
k+1
– mσ∗ ∇m nm .νσ∗ ,K∗ ψK
k+1
∗ ,m ,
2 2
k=0 K∈M σ∈EK k=0 K∗ ∈M∗ σ∈EK∗
N
X T –1 X X
mσ (∇m Sm .νσ,K )+ nk+1 m m – k+1
k+1
F6 = K,m – (∇ S .νσ,K ) nL,m ψK,m +
k=0 K∈M σ∈EK
N
XT –1 X X
mσ∗ (∇m Sm .νσ∗ ,K∗ )+ nk+1 m m – k+1
k+1
K∗ ,m – (∇ S .νσ ∗ ,K∗ ) nL∗ ,m ψK∗ ,m .
k=0 K∗ ∈M∗ σ ∗ ∈EK∗
Firstly we have
"
NT –1 X
#
T –1
1X ψ k+1 – ψKk , k+1 1 NX ψ k+1∗ – ψK
k
∗ ,m
mK K,m mK∗ K ,m
X
F4 = nK,m + nk+1
K∗ ,m
2 δt 2 ∗ ∗
δt
k=1 K∈M k=1 K ∈M
" #
1 X n0K,m 1 1 X n0K∗ ,m 1
+ mK ψ + mK ∗ ψK∗ ,m ,
2 δt K,m 2 ∗ ∗
δt
K∈M K ∈M
than we get
Z T Z Z
ψ(t + δt, x) – ψ(t, x)
F4 = – nm (t, x) dxdt – n0 (x)ψm (δt, x)dx.
0 Ω δt Ω
The function ψ is smooth and then we have the uniform convergence of ψ(.+δt,.)–ψ(.,.)
δt and ψm (δt, .) respectively to ∂t ψ and ψ(0, .),
and the weak convergence of nm to n in L∞ (0, T, L2 (Ω)) implies that:
Z TZ Z
F4 → – n∂t ψ – n0 ψ(0, .).
0 Ω Ω
Finally, let
F6 = F6,p + F6,d ,
k
with F6,p is the sum of a primal term, and F6,d is the sum of a dual term. Using ψK,m k
– ψL,m = mσ∗ ∇D ψTk m .τK,σ and x+ = x + x– ,
F6,p rewrites
NT –1
1X X
F6,p = δt mσ mσ∗ (∇D STk+1 .νσ,K )nkK ∇D ψTk+1 .τσ,K
2 m m
k=0 D∈D
N T –1
1 X X
+ δt mσ mσ∗ (∇D STk+1 .νσ,K )– (nkK – nkL )∇D ψTk+1 .τσ,K ,
2 m m
k=0 D∈D
RT R
Let set F6∗ = 0 Ω nm,D ∇m Sm .∇m ψm . We have nm,D weakly converge to n in L2 (0, T; L2 (Ω)) and ∇m Sm , ∇m ψm are weakly
converge respectively to ∇S and ∇ψ in (L2 (0, T; L2 (Ω)))2 , then
Z TZ
F6∗ → n∇S.∇ψ.
0 Ω
Now, let us prove that |F6∗ – F6 | tends to 0, we remark that F6∗ can be split into sum of a primal term F6,p
∗ ∗
and a dual term F6,d .
The primal term is
N
X T –1 X mD
∗
F6,p = δt nk+1∗ (∇m STk+1 Nνσ,K )(∇m ψTk+1 .τσ,K ),
sin(θD ) D m m
k=0 D∈D
1 1
since we have ∇m STk+1
m
= m k+1
sin(θD ) (∇ STm .νσ,K ).τσ,K + m k+1
sin(θD ) (∇ STm .νσ ,K ).τσ ,K .
∗ ∗ ∗ ∗ Let
N T –1
∗
X X mD
F6,p – F6,p = δt (∇m STk+1 .νσ,K )(∇m ψTk+1 .τσ,K )(nk+1 k+1
D,m – nK,m )
sin(θD ) m m
k=0 D∈D
NT –1
X X mD
– δt (∇m STk+1 .νσ,K )– (∇m ψTk+1 .τσ,K )(nk+1 k+1
K,m – nL,m ).
sin(θD ) m m
k=0 D∈D
this term tends to 0. Using the same idea in (43) and the lemma 3.3 in 16 , we get
NT –1
X X mD
δt (∇m STk+1 .νσ,K )(∇m ψTk+1 .τσ,K )(nk+1 k+1
D,m – nL,m ) ≤ Chm . (44)
sin(θD ) m m
k=0 D∈D
To close this section, we provide a numerical example that demonstrates the convergence properties of our schemes. For that we
consider the following Keller-segel system:
∂n
∂t – ∆n + div(n∇S) = f1
in [0, T] × Ω,
–∆S + S = n + f
2 in [0, T] × Ω,
(45)
∇n.ν = ∇S.ν = 0 on [0, T] × ∂Ω,
n(., 0) = n0 in Ω.
With Ω = (0, 1), T = 1. We present the numerical results of the convergence of the DDFV scheme applied to a Keller-Segel
system 45 in a general mesh 2.
Let δt = 10–2 and the functions f1 and f2 are calculated using the following analytical solutions :
(
n(x, y, t) = tsin2 (πx)sin2 (πy)
.
S(x, y, t) = x2 (x – 1)2 y2 (y – 1)2
We present in the figure 3, the convergence error in norm L2 , L1 and L∞ for the density n.
AUTHOR CONTRIBUTIONS
ACKNOWLEDGMENTS
FINANCIAL DISCLOSURE
None reported.
CONFLICT OF INTEREST
The authors declare no potential conflict of interests.
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