arXiv subjects

Pascal Noble

Publications and source records attributed to Pascal Noble.

At least 19 recordsLinked to original sources

arXiv2025

A Particle method for stationary transport equations

We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles trajectories are computed using the ``time-dependent'' equations, and then the approximation is based on a quadrature method using the particle locations as quadrature points. We prove the convergence of the scheme under suitable regularity assumptions on the data and the solution, together with a ``characteristic completeness'' assumption (the characteristic curves fullfill the whole computational domain). We also provide an error estimate. The scheme is tested numerically on a two dimensional linear equation and we present a numerical study of convergence. Finally, we use this method to carry out numerical simulations of a landscape evolution model, where an erodible topography evolves under the effects of water erosion and sedimentation. The scheme is then useful to deal with wet/dry areas.

math.NA↗

arXiv2025

Physics-informed, boundary-constrained Gaussian process regression for the reconstruction of fluid flow fields

Gaussian process regression techniques have been used in fluid mechanics for the reconstruction of flow fields from a reduction-of-dimension perspective. A main ingredient in this setting is the construction of adapted covariance functions, or kernels, to obtain such estimates. In this paper, we present a general method for constraining a prescribed Gaussian process on an arbitrary compact set. The kernel of the pre-defined process must be at least continuous and may include other information about the studied phenomenon. This general boundary-constraining framework can be implemented with high flexibility for a broad range of engineering applications. From this, we derive physics-informed kernels for simulating two-dimensional velocity fields of an incompressible (divergence-free) flow around aerodynamic profiles. These kernels allow to define Gaussian process priors satisfying the incompressibility condition and the prescribed boundary conditions along the profile in a continuous manner. We describe an adapted numerical method for the boundary-constraining procedure parameterized by a measure on the compact set. The relevance of the methodology and performances are illustrated by numerical simulations of flows around a cylinder and a NACA 0412 airfoil profile, for which no observation at the boundary is needed at all.

physics.flu-dyn↗

arXiv2023

Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems

In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising covariance expressions tailored to this equation: we now explore the potential applications of these formulas.We first study the particular cases of stationarity and radial symmetry, for which significant simplifications arise. We next show that the true-angle multilateration method for point source localization, as used in GPS systems, is naturally recovered by our GPR formulas in the limit of the small source radius. Additionally, we show that this GPR framework provides a new answer to the ill-posed inverse problem of reconstructing initial conditions for the wave equation from a limited number of sensors, and simultaneously enables the inference of physical parameters from these data. We finish by illustrating this ``physics informed'' GPR on a number of practical examples.

math.AP↗

arXiv2023

Characterization of the second order random fields subject to linear distributional PDE constraints

Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D}\subset \mathbb{R}^d$. In this article, we characterize the measurable second order random fields $U = (U(x))_{x\in\mathcal{D}}$ whose sample paths all verify the partial differential equation (PDE) $L(u) = 0$, solely in terms of their first two moments. When compared to previous similar results, the novelty lies in that the equality $L(u) = 0$ is understood in the sense of distributions, which is a powerful functional analysis framework mostly designed to study linear PDEs. This framework enables to reduce to the minimum the required differentiability assumptions over the first two moments of $(U(x))_{x\in\mathcal{D}}$ as well as over its sample paths in order to make sense of the PDE $L(U_{\omega})=0$. In view of Gaussian process regression (GPR) applications, we show that when $(U(x))_{x\in\mathcal{D}}$ is a Gaussian process (GP), the sample paths of $(U(x))_{x\in\mathcal{D}}$ conditioned on pointwise observations still verify the constraint $L(u)=0$ in the distributional sense. We finish by deriving a simple but instructive example, a GP model for the 3D linear wave equation, for which our theorem is applicable and where the previous results from the literature do not apply in general.

math.AP↗

arXiv2022

Well-posedness and stability analysis of a landscape evolution model

In this paper, we consider a system of partial differential equations modeling the evolution of a landscape. A ground surface is eroded by the flow of water over it, either by sedimentation or dilution. The system is composed by three evolution equations on the elevation of the ground surface, the fluid height and the concentration of sediment in the fluid layer. We first consider the well-posedness of the system and show that it is well posed for short time and under the assumption that the initial fluid height does not vanish. Then, we focus on pattern formation in the case of a film flow over an inclined erodible plane. For that purpose, we carry out a spectral stability analysis of constant state solutions in order to determine instability conditions and identify a mechanism for pattern formations. These patterns, which are rills and gullies, are the starting point of the formation of rivers and valleys in landscapes. Finally, we make some numerical simulations of the full system in order to validate the spectral instability scenario, and determine the resulting patterns.

math.AP↗

arXiv2022

Spectral instability of small-amplitude periodic waves of the electronic Euler-Poisson system

The present work shows that essentially all small-amplitude periodic traveling waves of the electronic Euler-Poisson system are spectrally unstable. This instability is neither modulational nor co-periodic, and thus requires an unusual spectral analysis and, beyond specific computations, newly devised arguments. The growth rate with respect to the amplitude of the background waves is also provided when the instability occurs.

math.AP↗

arXiv2021

Stochastic Processes Under Linear Differential Constraints : Application to Gaussian Process Regression for the 3 Dimensional Free Space Wave Equation

Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new necessary and sufficient condition for all the trajectories of $U$ to verify the partial differential equation (PDE) $T(U) = 0$. This condition is formulated in terms of the covariance kernel of $U$. When compared to previous similar results, the novelty lies in that the equality $T(U) = 0$ is understood in the \textit{sense of distributions}, which is a relevant framework for PDEs. This theorem provides precious insights during the second part of this article, devoted to performing "physically informed" machine learning for the homogeneous 3 dimensional free space wave equation. We perform Gaussian process regression (GPR) on pointwise observations of a solution of this PDE. To do so, we propagate Gaussian processes (GP) priors over its initial conditions through the wave equation. We obtain explicit formulas for the covariance kernel of the propagated GP, which can then be used for GPR. We then explore the particular cases of radial symmetry and point source. For the former, we derive convolution-free GPR formulas; for the latter, we show a direct link between GPR and the classical triangulation method for point source localization used in GPS systems. Additionally, this Bayesian framework provides a new answer for the ill-posed inverse problem of reconstructing initial conditions for the wave equation with a limited number of sensors, and simultaneously enables the inference of physical parameters from these data. Finally, we illustrate this physically informed GPR on a number of practical examples.

math.ST↗

arXiv2019

Augmented Skew-Symetric System for Shallow-Water System with Surface Tension Allowing Large Gradient of Density

In this paper, we introduce a new extended version of the shallow water equations with surface tension which is skew-symmetric with respect to the L2 scalar product and allows for large gradients of fluid height. This result is a generalization of the results published by P. Noble and J.-P. Vila in [SIAM J. Num. Anal. (2016)] and by D. Bresch, F. Couderc, P. Noble and J.P. Vila in [C.R. Acad. Sciences Paris (2016)] which are restricted to quadratic forms of the capillary energy respectively in the one dimensional and two dimensional setting.This is also an improvement of the results by J. Lallement, P. Villedieu et al. published in [AIAA Aviation Forum 2018] where the augmented version is not skew-symetric with respect to the L2 scalar product. Based on this new formulation, we propose a new numerical scheme and perform a nonlinear stability analysis.Various numerical simulations of the shallow water equations are presented to show differences between quadratic (w.r.t the gradient of the height) and general surface tension energy when high gradients of the fluid height occur.

math.AP↗

arXiv2019

Discrete transparent boundary conditions for the two-dimensional leap-frog scheme

We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with a Cartesian grid. For the two-dimensional leapfrog scheme, we explain why our strategy provides with explicit numerical boundary conditions on the four sides of the rectangle and why it does not require prescribing any condition at the four corners of the computational domain. The stability of the numerical boundary condition on each side of the rectangle is analyzed by means of the so-called normal mode analysis. Numerical investigations for the full problem on the rectangle show that strong instabilities may occur when coupling stable strategies on each side of the rectangle. Other coupling strategies yield promising results.

math.AP↗

arXiv2018

BD Entropy and Bernis-Friedman Entropy

In this note, we propose in the full generality a link between the BD entropy introduced by D. Bresch andB. Desjardins for the viscous shallow-water equations and the Bernis-Friedman (called BF) dissipative entropyintroduced to study the lubrications equations. Dierent dissipative entropies are obtained playing with the dragterms on the viscous shallow water equations. It helps for instance to prove global existence of nonnegativeweak solutions for the lubrication equations starting from the global existence of nonnegative weak solutions forappropriate viscous shallow-water equations.

math.AP↗

arXiv2018

Spectral Stability of Inviscid Roll Waves

We carry out a systematic analytical and numerical study of spectral stability of discontinuous roll wave solutions of the inviscid Saint Venant equations, based on a periodic Evans-Lopatinski determinant analogous to the periodic Evans function of Gardner in the (smooth) viscous case, obtaining a complete spectral stability diagram useful in hydraulic engineering and related applications. In particular, we obtain an explicit low-frequency stability boundary, which, moreover, matches closely with its (numerically-determined) counterpart in the viscous case. This is seen to be related to but not implied by the associated formal first-order Whitham modulation equations.

math.AP↗

arXiv2016

Discrete transparent boundary conditions for the mixed KDV-BBM equation

In this paper, we consider artificial boundary conditions for the linearized mixed Korteweg-de Vries (KDV) Benjamin-Bona-Mahoney (BBM) equation which models water waves in the small amplitude, large wavelength regime. Continuous (respectively discrete) artificial boundary conditions involve non local operators in time which in turn requires to compute time convolutions and invert the Laplace transform of an analytic function (respectively the Z-transform of an holomor-phic function). In this paper, we propose a new, stable and fairly general strategy to carry out this crucial step in the design of transparent boundary conditions. For large time simulations, we also introduce a methodology based on the asymptotic expansion of coefficients involved in exact direct transparent boundary conditions. We illustrate the accuracy of our methods for Gaussian and wave packets initial data.

math.AP↗

arXiv2015

Note on the stability of viscous roll-waves

In this note, we announce a complete classification of stability of periodic roll-wave solutions of the viscous shallow-water equations, from their onset at Froude number $F\approx 2$ up to the infinite-Froude limit. For intermediate Froude numbers, we obtain numerically a particularly simple power-law relation between $F$ and the boundaries of the region of stable periods, that appears potentially useful in hydraulic engineering applications. In the asymptotic regime $F\to 2$ (onset), we provide an analytic expression of the stability boundaries whereas in the limit $F\to\infty$, we show that roll-waves are always unstable.

physics.flu-dyn↗

arXiv2015

Relative entropy for compressible Navier-Stokes equations with density dependent viscosities and applications

Recently, A. Vasseur and C. Yu have proved the existence of global entropy-weak solutions to the compressible Navier-Stokes equations with viscosities $\nu(\varrho)=\mu\varrho$ and $\lambda(\varrho)=0$ and a pressure law under the form $p(\varrho)=a\varrho^\gamma$ with $a>0$ and $\gamma>1$ constants. In this note, we propose a non-trivial relative entropy for such system in a periodic box and give some applications. This extends, in some sense, results with constant viscosities initiated by E. Feiersl, B.J. Jin and A. Novotny. We present some mathematical results related to the weak-strong uniqueness, convergence to a dissipative solution of compressible or incompressible Euler equations. As a by-product, this mathematically justifies the convergence of solutions of a viscous shallow water system to solutions of the inviscid shall-water system.

math.AP↗

arXiv2015

New Extended Formulations of Euler-Korteweg Equations Based on a Generalization of the Quantum Bohm Identity

In this note, we propose an original extended formulation of Euler-Korteweg systems based on a generalization of the quantum Bohm potential identity. This new formulation allows to propose a useful construction of a numerical scheme with entropy stability property under a hyperbolic CFL condition. We also comment the use of the identity for compressible Navier-Stokes equations with degenerate viscosities.

math.NA↗

arXiv2015

Stability of viscous St. Venant roll-waves: from onset to infinite-Froude number limit

We study the spectral stability of roll-wave solutions of the viscous St. Venant equations modeling inclined shallow-water flow, both at onset in the small-Froude number or "weakly unstable" limit $F\to 2^+$ and for general values of the Froude number $F$, including the limit $F\to +\infty$. In the former, $F\to 2^+$, limit, the shallow water equations are formally approximated by a Korteweg de Vries/Kuramoto-Sivashinsky (KdV-KS) equation that is a singular perturbation of the standard Korteweg de Vries (KdV) equation modeling horizontal shallow water flow. Our main analytical result is to rigorously validate this formal limit, showing that stability as $F\to 2^+$ is equivalent to stability of the corresponding KdV-KS waves in the KdV limit. Together with recent results obtained for KdV-KS by Johnson--Noble--Rodrigues--Zumbrun and Barker, this gives not only the first rigorous verification of stability for any single viscous St. Venant roll wave, but a complete classification of stability in the weakly unstable limit. In the remainder of the paper, we investigate numerically and analytically the evolution of the stability diagram as Froude number increases to infinity. Notably, we find transition at around $F=2.3$ from weakly unstable to different, large-$F$ behavior, with stability determined by simple power law relations. The latter stability criteria are potentially useful in hydraulic engineering applications, for which typically $2.5\leq F\leq 6.0$.

math.AP↗

arXiv2013

Stability of periodic waves in Hamiltonian PDEs

Partial differential equations endowed with a Hamiltonian structure, like the Korteweg--de Vries equation and many other more or less classical models, are known to admit rich families of periodic travelling waves. The stability theory for these waves is still in its infancy though. The issue has been tackled by various means. Of course, it is always possible to address stability from the spectral point of view. However, the link with nonlinear stability -in fact, \emph{orbital} stability, since we are dealing with space-invariant problems-, is far from being straightforward when the best spectral stability we can expect is a \emph{neutral} one. Indeed, because of the Hamiltonian structure, the spectrum of the linearized equations cannot be bounded away from the imaginary axis, even if we manage to deal with the point zero, which is always present because of space invariance. Some other means make a crucial use of the underlying structure. This is clearly the case for the variational approach, which basically uses the Hamiltonian -or more precisely, a constrained functional associated with the Hamiltonian and with other conserved quantities- as a Lyapunov function. When it works, it is very powerful, since it gives a straight path to orbital stability. An alternative is the modulational approach, following the ideas developed by Whitham almost fifty years ago. The main purpose here is to point out a few results, for KdV-like equations and systems, that make the connection between these three approaches: spectral, variational, and modulational.

math.AP↗

arXiv2013

Stability theory for difference approximations of some dispersive shallow water equations and application to thin film flows

In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler equations are discretized with a classical scheme (e.g. Roe, Rusanov or Lax-Friedrichs scheme) whereas the dispersive term is discretized with centered finite differences. We first prove that a certain amount of numerical viscosity is needed for a difference scheme to be stable in the Von Neumann sense. Then we consider the entropy stability of difference approximations. For that purpose, we introduce an additional unknown, the gradient of a function of the density. The Euler-Korteweg system is transformed into a hyperbolic system perturbed by a second order skew symmetric term. We prove entropy stability of Lax-Friedrichs type schemes under a suitable Courant-Friedrichs-Levy condition. We validate our approach numerically on a simple case and then carry out numerical simulations of a shallow water system with surface tension which models thin films down an incline. In addition, we propose a spatial discretization of the Euler-Korteweg system seen as a Hamiltonian system of evolution PDEs. This spatial discretization preserves the Hamiltonian structure and thus is naturally entropy conservative. This scheme makes possible the numerical simulation of the dispersive shock waves of the Euler Korteweg system.

math.NA↗