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Department of Scientic Computing, Florida State University, Tallahassee, FL 32306, United States
Department of Mathematics, University of Pittsburgh, Pittsburgh, PA 15260, United States
a r t i c l e
i n f o
a b s t r a c t
Article history:
Received 26 April 2010
Available online 16 November 2010
Submitted by J. Guermond
Keywords:
Large eddy simulation
Magnetohydrodynamics
Deconvolution
We investigate the mathematical properties of a model for the simulation of large eddies
in turbulent, electrically conducting, viscous, incompressible ows. We prove existence and
uniqueness of solutions for the simplest (zeroth) closed MHD model (1.7), we show that its
solutions converge to the solution of the MHD equations as the averaging radii converge
to zero, and derive a bound on the modeling error. Furthermore, we show that the model
preserves the properties of the 3D MHD equations: the kinetic energy and the magnetic
helicity are conserved, while the cross helicity is approximately conserved and converges
to the cross helicity of the MHD equations, and the model is proven to preserve the Alfvn
waves, with the velocity converging to that of the MHD, as 1 , 2 tend to zero. We perform
computational tests that verify the accuracy of the method and compare the conserved
quantities of the model to those of the averaged MHD.
2010 Elsevier Inc. All rights reserved.
1. Introduction
Magnetically conducting uids arise in important applications including plasma physics, geophysics and astronomy. In
many of these, turbulent MHD (magnetohydrodynamics [2]) ows are typical. The diculties of accurately modeling and
simulating ows are magnied many times over in the MHD case. They are evinced by the more complex dynamics of the
ow due to the coupling of NavierStokes and Maxwell equations via the Lorentz force and Ohms law.
The ow of an electrically conducting uid is affected by Lorentz forces, induced by the interaction of electric currents
and magnetic elds in the uid. The Lorentz forces can be used to control the ow and to attain specic engineering design goals such as ow stabilization, suppression or delay of ow separation, reduction of near-wall turbulence and skin
friction, drag reduction and thrust generation. There is a large body of literature dedicated to both experimental and theoretical investigations on the inuence of electromagnetic force on ows (see e.g. [23,35,36,22,52,16,53,24,46,8]). The MHD
equations are related to engineering problems such as plasma connement, controlled thermonuclear fusion, liquid-metal
cooling of nuclear reactors, electromagnetic casting of metals, MHD sea water propulsion. The MHD effects arising from the
macroscopic interaction of liquid metals with applied currents and magnetic elds are exploited in metallurgical processes
to control the ow of metallic melts: the electromagnetic stirring of molten metals [37], electromagnetic turbulence control
in induction furnaces [54], electromagnetic damping of buoyancy-driven ow during solidication [41], and the electromagnetic shaping of ingots in continuous casting [43].
The turbulent ow of an electrically and magnetic conducting uid is more complex than the turbulent ow of a nonconducting uid and has more parameter regimes. The invariants of 3D MHD are the total energy (velocity and magnetic
*
1
2
Corresponding author.
E-mail address: alabovsky@fsu.edu (A. Labovsky).
Partially supported by the US Air Force Oce of Scientic Research under grant number FA9550-08-1-0415.
Partially supported by Air Force grant FA9550-09-1-0058.
517
eld), the magnetic and cross helicity (see [14,28]). Although the kinetic helicity is a rugged invariant for 3D Euler ows,
it is not one for MHD systems, but still an important quantity (see [39]). The magnetic helicity is not conserved when a
mean magnetic eld is present, see e.g. [34,47,48,7,38]. Note that a strong alignment of the vorticity with the Lorentz force
or the velocity and the curl of the Lorentz force is likely to produce a sizabile change in u ( u ). Also, a ow that is
instantaneously nonhelical and/or irrotational will not remain so if ( j B ) has a nonzero projection on the velocity.
The mathematical description of the problem proceeds as follows. Assuming the uid to be viscous and incompressible,
the governing equations are the NavierStokes and pre-Maxwell equations, coupled via the Lorentz force and Ohms law (see
e.g. [45]). Let = (0, L )3 be the ow domain, and u (t , x), p (t , x), B (t , x) be the velocity, pressure, and the magnetic eld of
the ow, drived by the velocity body force f and magnetic eld force curl g. Then u , p , B satisfy the MHD equations:
ut + uu T
Bt +
Rem
u = 0,
1
Re
u +
( B B ) S B B T + p = f ,
B = 0,
(1.1)
u (0, x) = u 0 (x),
B (0, x) = B 0 (x)
in ,
(1.2)
(t , x + L ei ) = (t , x),
i = 1, 2, 3,
(t , x) dx = 0,
(1.3)
for = u , u 0 , p , B , B 0 , f , g.
Here Re, Rem , and S are nondimensional constants that characterize the ow: the Reynolds number, the magnetic
Reynolds number and the coupling number, respectively. For derivation of (1.1), physical interpretation and mathematical
analysis, see [12,10,26,44,21] and the references therein.
Denote the modied pressure P := 2S | B |2 + p. If whitea1 , whitea2 denote two local, spacing averaging operators
that commute with the differentiation, then averaging (1.1) gives the following non-closed equations for u 1 , B 2 , P 1 in
(0, T ) :
ut 1 + uu T 1
2
Bt +
1
Re m
1
Re
u 1 S B B T 1 + P 1 = f 1 ,
u 2 = 0,
B 2 = 0.
(1.4)
Note that we have replaced the term ( B u ) with its equivalent ( Bu ) (u B ), using the continuity equation. The
usual closure problem which we study here arises because uu T 1 = u 1 u T 1 , B B T 1 = B 1 B T 1 , u B T 2 = u 1 B T 2 . To isolate
the turbulence closure problem from the dicult problem of wall laws for near wall turbulence, we study (1.1) hence (1.4)
subject to (1.3). The closure problem is to replace the tensors uu T 1 , B B T 1 , u B T 2 with tensors T (u 1 , u 1 ), T ( B 2 , B 2 ),
T (u 1 , B 2 ), respectively, depending only on u 1 , B 2 and not u , B. There are many closure models proposed in large eddy
simulation reecting the centrality of closure in turbulence simulation. Calling w , q, W the resulting approximations to
u 1 , P 1 , B 2 , we are led to considering the following model
T
wt + T (w , w )
Wt +
Re m
w = 0,
1
Re
w S T ( W , W ) + q = f 1 ,
curl(curl W ) + T ( W , w ) T ( w , W ) = curl g 2 ,
W = 0.
(1.5)
With any reasonable averaging operator, the true averages u 1 , B 2 , P 1 are smoother than u , B , P . We consider the simplest,
accurate closure model that is exact on constant ows (i.e., u 1 = u , B 2 = B) is
uu T 1 u 1 u T 1 1 =: T u 1 , u 1 ,
B B T 1 B 2 B T 2 1 =: T B 2 , B 2 ,
u B T 2 u 1 B T 2 2 =: T u 1 , B 2 ,
leading to
(1.6)
518
w t + w w T 1
Wt +
Rem
w = 0,
1
Re
w S W W T 1 + q = f 1 ,
(1.7a)
curl(curl W ) + W w T 2 w W T 2 = curl g 2 ,
(1.7b)
W = 0,
(1.7c)
subject to w (x, 0) = u 0 (x), W (x, 0) = B 0 (x) and periodic boundary conditions (with zero means).
The rst to introduce a regularization of the 3D NavierStokes equations was Leray [29], who proved that its solution
converges to the weak solution of the 3D NSE. Recently such analysis was done for numerous regularizations in [27]. For
the MHD turbulence, Linshiz and Titi [32] studied the NS- regularization of the momentum equation, with no averaging
of the other MHD systems couple equations. The Lagrangian-averaged magnetohydrodynamics- model proposed in [19] is
also conserving the Alfvn waves.
In this report we show that the LES MHD model (1.7) has the mathematical properties (conservation of kinetic energy,
magnetic helicity, approximate conservation of the cross helicity, preservation of Alfvn waves) expected of a model derived
from the MHD equations by an averaging operation.
The model considered can be developed for quite general averaging operators, see e.g. [1,42,25,9,30,31]. The choice of
averaging operator in (1.7) is a differential lter due to Germano [17]. Let the > 0 denote the averaging radius, related to
the nest computationally feasible mesh. (We use different lengthscales for the NavierStokes and Maxwell equations, see
e.g. [40] for the treatment of large eddy simulation of stratied ows). Given L 20 (), H 2 () L 20 () is the unique
solution of
A := 2 + =
in ,
(1.8)
subject to periodic boundary conditions. Under periodic boundary conditions, this averaging operator commutes with differentiation, and with this averaging operator, the model (1.6) has consistency O ( 2 ), i.e.,
uu T 1 = u 1 u T 1 + O 1 2 ,
B B T 1 = B 2 B T 2 1 + O 2 2 ,
u B T 2 = u 1 B T 2 2 + O 1 2 + 2 2 ,
for smooth u , B. We prove that the model (1.7) has a unique, weak solution w , W that converges in the appropriate sense
w u, W B, as 1 , 2 0.
In Section 2 we address the question of global existence and uniqueness of the solution for the closed MHD model.
Section 2.3 treats the limit consistency of the model and veriability. The conservation of the kinetic energy and helicity
for the approximate deconvolution model is presented in Section 3. Section 4 shows that the model preserves the Alfvn
waves, with the velocity tending to the velocity of Alfvn waves in the MHD, as the radii 1 , 2 tend to zero. Finally,
Section 5 presents the computational results: we apply the LES-MHD model to the two-dimensional Chorins problem and
verify the predicted accuracy of the model. We also compare the conserved quantities: plot the energy of the model vs. the
energy of the averaged MHD.
2. Well-posedness of the LES-MHD model
2.1. Notations and preliminaries
We shall use the standard notations for function spaces in the space periodic case (see [51]). Let H m
p () denote the
space of functions (and their vector-valued counterparts also) that are locally in H m (R3 ), are periodic of period L and have
zero mean, i.e. satisfy (1.3). We recall the solenoidal space D() = { C (): periodic with zero mean, = 0},
and the closures of D() in the usual L 2 () and H 1 () norms:
H = H 20 (), = 0 in D()
2
V = H 21 (), = 0 in D()
2
t
w (t ) dx +
1
Re
w ( ) + w ( ) w ( )1 S W ( ) W ( )1 dx d
=
t
u 0 dx +
1
f ( )1 dx d ,
0
t
W (t ) dx +
Rem
=
519
W ( ) + w ( ) W ( )2 W ( ) w ( )2 dx d
t
B 0 2 dx +
curl g ( )2 dx d ,
(2.1)
t [0, T ), , D().
Also, it is easy to show that for any u , v H 1 () with u = v = 0, the following identity holds
(u v ) = v u u v .
(2.2)
t
E (t ) +
t
( ) d = E (0) +
0
P( ) d ,
0
where
E (t ) =
1 2
2
2 1
2 2 2 S
W (t , )2 + S W (t , )2 ,
w (t , )0 + w (t , )0 +
0
0
2
2
1 2
w (t , )2 + 1 w (t , )2 + 2 S W (t , )2 + S W (t , )2 ,
(t ) =
0
0
0
0
Re
Re
Rem
Rem
2
1
P(t ) = f (t ), w (t ) + S curl g (t ), W (t ) .
The proof, using the semigroup approach proposed in [6] for the NavierStokes equations, is given in Appendix A, along
with a regularity result.
Remark 2.1. The modied pressure is recovered from the weak solution via the classical DeRham theorem (see [29]).
2.3. Accuracy of the model
We address now the question of consistency, i.e., we show that when 1 , 2 go to zero, the solution of the closed model
(1.7) converges to a weak solution of the MHD equations (1.1).
Theorem 2.3. For any two sequences 1n , 2n 0 as n , the corresponding solution of (1.7) satises
( w 1n , W 2n , q1n ) (u , B , P ),
4
where (u , B , P ) L (0, T ; H ) L 2 (0, t ; V ) L 3 (0, T ; L 2 ()) is a weak solution of the MHD equations (1.1). The sequences
4
3
{ w 1n }nN , { W 2n }nN converge strongly to u , B in L (0, T ; L 2 ()) and weakly in L 2 (0, T ; H 1 ()), respectively, while {q1n }nN con4
u = u 1 u 1 ,T uu T ,
B = B 2 B 2 ,T B B T ,
Bu = B 2 u 1 ,T Bu T ,
(2.3)
where u , B is a solution of the MHD equations obtained as a limit of a subsequence of the sequence w 1 , W 2 . We prove
that u 1 w L (0, T ; L 2 ( Q )) , B 2 W L (0, T ; L 2 ( Q )) are bounded by u L 2 ( Q T ) , B L 2 ( Q T ) , Bu L 2 ( Q T ) .
520
e (t )2 + S E (t )2 +
0
t
e (s)2 + S curl E (s)2 ds
0
0
1
Re
Rem
t
C (t )
where (t ) = exp{Re3
2
2
t
0
u 40 ds, Re3m
u 40 ds + Rem Re2
t
0
(2.4)
B 40 }.
et + u 1 u 1 , T w w T 1
Et +
1
Re m
curl curl E +
1
Re
e + S B 2 B 2 ,T W W T 1 + P 1 q = u1 + S B1 ,
B 2 u 1 , T
2
2 T
,
W w T 2 u 1 B 2 ,T w W T 2 = Bu
Bu
along with the corresponding conservation of mass equation and homogeneous boundary conditions. Taking the inner product with A 1 e , S A 2 E, respectively, we obtain after some calculation that
d
2
2 S
1
S
e 20 + S E 20 + 12 e 20 + S 22 curl E 20 + e 20 +
curl E 20 + 1 e 20 + 2 curl curl E 20
dt
Re
Rem
Re
Rem
2
e u 1 e S E B 2 e S Eu 1 E + Se B 2 E dx + Re u + S B 20 + Rem Bu Bu T 0
3/2
1/2
1/2
1/2
1/2
3/2
C e 0 e 0 u 1 0 + 2S E 0 E 0 B 2 0 e 0 + S E 0 E 0 u 1 0
2
+ Re u + S B 20 + Rem Bu Bu T 0 .
Using Youngs and Gronwalls inequality we deduce
e (t )2 + S E (t )2 +
0
t
e (s)2 + S curl E (s)2 ds
0
0
1
Re
Rem
t
C (t )
2
2
where
(t ) = exp Re
t
3
4
u 1 ds, Re3
t
4
u 1 ds + Rem Re2
t
4
B 2 ds .
0
Finally we give bounds on the consistency errors (2.3) as 1 , 2 0 in L 1 ((0, T ) ) and L 2 ((0, T ) ).
Proposition 2.5. Assuming ( f , curl g ) L 2 (0, T ; V
), then
Rem
1
S
C ( T ),
1/2
1 Re1/2 +2 Rem C ( T ),
Rem
2
2
2
2
C ( T ) = u 0 0 + S B 0 0 + Re f L 2 (0,T ; H 1 ()) +
curl g L 2 (0,T ; H 1 ()) .
S
(2.5)
521
u 1 u 2 2 u 1 u 1 u 2 2 u 2 ,
0
0
0
hence by (2.3) and CauchySchwarz inequality we have
u L 1 (0,T ; L 1 ()) u + u 1 L 2 (0,T ; L 2 ()) u 1 u L 2 (0,T ; L 2 ())
B L 1 (0,T ; L 1 ()) B + B 2 L 2 (0,T ; L 2 ()) B 2 B L 2 (0,T ; L 2 ())
22 B L 2 ( Q ) u L 2 ( Q ) + 21 u L 2 ( Q ) B L 2 ( Q ) .
The classical energy estimates for the MHD system (1.1) (the a priori estimates can be found, e.g., in [44]) yield (2.5).
Assuming more regularity on (u , B ) leads to the sharper bounds on the consistency errors.
Remark 2.2. Let (u , B ) L 2 (0, T ; H 2 ()). Then
u L 1 (0,T ; L 1 ()) C 12 ,
B L 1 (0,T ; L 1 ()) C 22 ,
Bu L 1 (0,T ; L 1 ()) C 12 + 22 ,
where C = C ( T , Re, Rem , (u , B ) L 2 (0, T ; L 2 ()) , (u , B ) L 2 (0, T ; H 2 ()) ).
Proof. The result is obtained as in the proof of Proposition 2.5, using the bounds
u 1 u 2
12 u L 2 (0,T ; L 2 ()) ,
L (0, T ; L 2 ())
B 2 B 2
2 B 2
,
2
2
L (0, T ; L ())
L (0, T ; L ())
(u , B ) L 4 (0, T ) L 2 0, T ; H 2 () ,
u L 2 ( Q ) C 1 ,
B L 2 ( Q ) C 2 ,
Bu L 2 ( Q ) C (1 + 2 ),
u L 2 ( Q ) 2u L 4 ( Q ) u 1 u L 4 ( Q )
T
3/2
u 1 u
2 u 4
L (Q )
u 1 u 32 dt
L ()
L 2 ()
T
2
3/2
1/4
414 u L 2 () u 3L 2 () dt
u L 4 ( Q )
0
1/4
522
Similarly we deduce
Bu L 2 ( Q ) u L 4 ( Q ) B 2 B L 4 ( Q ) + B L 4 ( Q ) u 2 u L 4 ( Q )
22 u L 4 ( Q ) B L 2 (0,T ; H 1 ()) B L 2 (0,T ; H 2 ())
+ 21 B L 4 ( Q ) u L 2 (0,T ; H 1 ()) u L 2 (0,T ; H 2 ()) .
(u , B ) L 4 (0, T ) L 4 0, T ; H 2 () .
Then
u L 2 ( Q ) C 12 ,
B L 2 ( Q ) C 22 ,
Bu L 2 ( Q ) C 12 + 22 ,
1
(u (x) u (x) + S B (x) B (x)) dx, the cross helicity H C = 2 (u (x) B (x)) dx and the magnetic helicity H M = 12 (A(x)
2
B (x)) dx (where A is the vector potential, B = A) are the three invariants of the MHD equations (1.1) (see e.g. [14]).
We introduce the following characteristic quantities of the model
E LES =
1
2
H C ,LES =
( A 1 w , w ) + S ( A 2 W , W ) ,
( A 1 w , A 2 W ),
2
1
2
2
1
H M ,LES =
A 2 W , A , where A = A
2 A.
2
The next result is devoted to proving that these quantities are conserved by (1.7) with the periodic boundary conditions and
1
1
f = g = 0, Re
= Re
= 0. Also, note that
m
E LES E ,
H C ,LES H C ,
H M ,LES H M ,
as 1,2 0.
(3.1a)
C ( T ) max i2 ,
i =1,2
1
Re
(3.1c)
1
Re m
( v ) u , w = (u v , w ) ( w v , u )
we obtain
1 d
2 dt
( A 1 w , w ) + S ( A 2 W , W ) = S ( W W , w ) S ( w W , W ) + S ( W w , W ),
1 d
2 dt
(3.1b)
( A 1 w , w ) + S ( A 2 W , W ) = 0.
(3.2)
523
To prove (3.1b), multiply (1.7a), (1.7b) by A 1 W and A 2 w, respectively, and use the identity (u v , w ) = (u w , v )
to get
A 1 w
,W
t
A 2 W
, w = 0.
t
(3.3)
w = A 1 w + 12 w ,
Then (3.3) gives
A 1 w
, A 2 W
t
W = A 2 W + 22 W .
A 2 W
A 1 w 2
A 2 W 2
, A 1 w =
, 2 W +
, 1 w .
+
t
t
t
Hence
d
dt
(3.4)
( A 1 w , A 2 W ) = 22
A 1 w
, W
t
+ 12
A 2 W
, w ,
t
(3.5)
(3.6)
1 d
2 dt
A 2 A 2 , A
2
+ w W , A 2 W w , A 2 = 0.
(3.7)
2
2
w, A
= 0,
(3.8)
2
w A , A
2
A 2 , w .
(3.9)
4. Alfvn waves
In this section we prove that our model possesses a very important property of the MHD, namely the ability of the
magnetic eld to transmit transverse inertial waves Alfvn waves. We follow the argument typically used to prove the
existence of Alfvn waves in MHD, see, e.g., [13].
Using the density and permeability , we write the equations of the model (1.7) in the form
w t + w w T 1 + p 1 =
( W ) W
( w ),
= ( w W ) 2 ( W ),
t
w = 0,
W = 0,
1
,
Re
(4.1a)
(4.1b)
(4.1c)
1
.
Rem
where =
=
Assume a uniform, steady magnetic eld W 0 , perturbed by a small velocity eld w. We denote the perturbations in
current density and magnetic eld by j model and W p , with
W p = j model .
(4.2)
model = w .
(4.3)
Since w w is quadratic in the small quantity w, it can be neglected in the NavierStokes equation (4.1a), and therefore
w
1
+ p 1 =
( W p ) W 0 1 ( w ).
t
(4.4)
Wp
= ( w W 0 ) 2 ( W p ).
t
(4.5)
524
w
1
1
+ p 1 = j model W 0 + w .
t
(4.6)
Taking the curl of (4.6), using the identity (2.2) and W 0 = 0, we obtain from (4.3) that
model
1
1
= W 0 j model + model .
t
(4.7)
j model
= W 0 model 2 + j model .
t
(4.8)
We now eliminate j model from (4.7) by taking the time derivative of (4.7) and substituting for
j model
using (4.8). This yields
t
1
model
2 model
1
1
2
= W0
W 0 model + j model
+
.
t
t2
1
The linearity of A
1 implies
2 model
1
model
1
2 1
=
W
+ W 0 ( j model ) +
.
0
0
model
2
t
t
(4.9)
To eliminate the term containing j model from (4.9), we take the Laplacian of (4.7):
1
model
1
= W 0 ( j model ) + 2 model .
t
(4.10)
model
2 model
1
2 1
=
W
+ ( + )
2 model .
0
0
model
t
t2
(4.11)
model 0 e i(kx t ) ,
(4.12)
2 model
= 2 model ,
t2
model
= i model ,
t
model
= i k2 model ,
t
2 (model ) = k4 model .
2 model =
W 0 W 0 model
2
+ ( + )i k2 model k4 model .
(4.13)
= W 0 model + O 22 ,
2
W 0 W 0 model 1 = ( W 0 )2 model + O 12 + O 22 ,
W 0 model
therefore
2 model =
( W 0 )2 model + ( + )i k2 model k4 model + O 12 + 22 .
(4.14)
(4.15)
525
2 =
W 02 k2
+ ( + )i k2 k4 + O 12 + 22 .
( + )k2
2
i
W 02 k2
( )2k4
4
+ O 12 + 22 .
= v a k ,
v a = v a + O 12 + 22 ,
= v a k
k2
2
i,
f =
1
2
1
2
sin(2 x)e4
t /Re
xe 2t
the solution is
u=
cos( x) sin( y )e 2
t /Re
Although the theoretical results were obtained only for the periodic boundary conditions, we apply the LES-MHD model
to the problem with Dirichlet boundary conditions.
The results presented were obtained using the software FreeFEM++. The velocity and magnetic eld are sought in the
nite element space of piecewise quadratic polynomials, and the pressure in the space of piecewise linears. In order to draw
conclusions about the convergence rate, we take the time step t = h2 and compare the models solution ( w , W ) to the
average (u , B ) of the true solution. According to Theorem 2.4 and Remark 2.3, the second order accuracy is expected.
The computational results in Table 5.1 verify the claimed accuracy of the model.
526
Table 5.1
Approximating the average solution, Re = 105 , Rem = 105 .
h
w u L 2 (0, T ;L 2 ())
1/4
1/8
1/16
1/32
1/64
0.0247837
0.0245241
0.0131042
0.00434599
0.00120907
rate
W B L 2 (0, T ;L 2 ())
rate
0.0152
0.9042
1.5923
1.8458
0.0253257
0.0268628
0.0132399
0.00412013
0.001116
0.085
1.0207
1.6841
1.8844
Table 5.2
Wave propagation test problem, Re = 104 , Rem = 104 .
h
w u L 2 (0, T ;L 2 ())
1/4
1/8
1/16
1/32
1/64
0.0128497
0.00860029
0.00390914
0.0012649
0.000346
rate
W B L 2 (0, T ;L 2 ())
0.58
1.14
1.63
1.87
0.0114325
0.0051792
0.00187599
0.00055774
0.00014841
rate
w u L 2 (0, T ; H 1 ())
rate
1.14
1.47
1.75
1.91
0.120428
0.0866042
0.0490398
0.018325
0.005388
0.48
0.82
1.42
1.77
Since the ow is not ideal (nonzero power input, nonzero viscosity/magnetic diffusivity, non-periodic boundary conditions), the energy is not conserved. But we expect the energy of the model to approximate the energy of the averaged
MHD.
Indeed, Fig. 5.1 shows that the graph of the models energy is hardly distinguishable from that of the averaged MHD.
Finally, we introduce another test problem the two-dimensional wave propagation with the nonlinear magnetic eld
increasing in time. Consider the MHD ow in = (0, 1) (0, 1), with the Reynolds number and magnetic Reynolds number
Re = 104 , Rem = 104 (see Table 5.2), the nal time T = 1/8. We construct the solution as
u=
2
0.75 + 0.25 cos(2 (x t )) sin(2 ( y t ))e 8 t
2
0.75 0.25 sin(2 (x t )) cos(2 ( y t ))e 8 t
p=
B=
1
2
cos 4 (x t ) + cos 4 ( y t ) e 16 t ,
64
y 3 et
x3 et
527
Appendix A
We use the semigroup approach, based on the machinery of nonlinear differential equations of accretive type in Banach
spaces.
We dene the operator A L ( V , V
) by setting
A ( w 1 , W 1 ), ( w 2 , W 2 ) =
1
Re
w1 w2 +
S
Rem
(A.1)
B0 ( w 1 , W 1 ), ( w 2 , W 2 ), ( w 3 , W 3 ) =
w 2 w 1T 1 w 3 S W 2 W 1T 1 w 3
+ W 2 w 1T 2 W 3 w 2 W 1T 2 W 3 dx
(A.2)
B( w 1 , W 1 ), ( w 2 , W 2 ) = B0 ( w 1 , W 1 ), ( w 1 , W 1 ), ( w 2 , W 2 )
for all ( w i , W i ) V .
The following properties of the trilinear form B0 hold (see [33,44,20,15])
B0 ( w 1 , W 1 ), ( w 2 , W 2 ), ( A 1 w 2 , S A 2 W 2 ) = 0,
B0 ( w 1 , W 1 ), ( w 2 , W 2 ), ( A 1 w 3 , S A 2 W 3 ) = B0 ( w 1 , W 1 ), ( w 3 , W 3 ), ( A 1 w 2 , S A 2 W 2 ) ,
for all ( w i , W i ) V . Also
B0 ( w 1 , W 1 ), ( w 2 , W 2 ), ( w 3 , W 3 ) C ( w 1 , W 1 ) ( w 2 , W 2 )
m
m
1
2 +1
w 3 1 , W 3 2
m3
(A.3)
(A.4)
m1 + m2 + m3
m1 + m2 + m3 >
d
2
d
2
if mi =
if mi =
for all i = 1, . . . , d,
2
d
for any of i = 1, . . . , d.
( w , W ) + A ( w , W )(t ) + B ( w , W )(t ) = f 1 , curl g 2 ,
( w , W )(0) = u 01 , B 02 ,
d
t (0, T ),
dt
(A.5)
BN ( w , W ) =
B( w , W )
2
N
( w , W )1
if ( w , W )1 N ,
(A.6)
B( w , W ) if ( w , W )1 > N .
B N ( w 1 , W 1 ) B N ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
= B0 ( w 1 w 2 , W 1 W 2 ), ( w 1 , W 1 ), ( w 1 w 2 , W 1 W 2 )
+ B0 ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 ), ( w 1 w 2 , W 1 W 2 )
C ( w 1 w 2 , W 1 W 2 ) ( w 1 , W 1 ) w 1 w 2 1 , W 1 W 2 2
2
1/2
2
2
( w 1 w 2 , W 1 W 2 ) + C N ( w 1 w 2 , W 1 W 2 ) ,
1
528
B N ( w 1 , W 1 ) B N ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
B0 ( w 1 w 2 , W 1 W 2 ), ( w 1 , W 1 ), ( w 1 w 2 , W 1 W 2 )
( w 1 , W 1 )21
N2
N2
+
B0 ( w 2 , W 2 ), ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
2
2
( w 1 , W 1 )1 ( w 2 , W 2 )1
3/2
1/2
C N ( w 1 w 2 , W 1 W 2 )1 ( w 1 w 2 , W 1 W 2 )0
2
+ C N ( w 1 w 2 , W 1 W 2 )1
2
2
( w 1 w 2 , W 1 W 2 )1 + C N ( w 1 w 2 , W 1 W 2 )0 .
N2
B N ( w 1 , W 1 ) B N ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
=
N2
( w 1 , W 1 )21
1
B0 ( w 1 w 2 , W 1 W 2 ), ( w 1 , W 1 ), ( w 1 w 2 , W 1 W 2 )
N2
( w 1 , W 1 )21
B0 ( w 2 , W 2 ), ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
3/2
1/2
C N ( w 1 w 2 , W 1 W 2 )1 ( w 1 w 2 , W 1 W 2 )0
+ C N ( w 1 w 2 , W 1 W 2 ) ( w 1 w 2 , W 1 W 2 )
2
1/2
2
2
( w 1 w 2 , W 1 W 2 )1 + C N ( w 1 w 2 , W 1 W 2 )0 .
B N ( w 1 , W 1 ) B N ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
2
2
( w 1 w 2 , W 1 W 2 )1 + C N ( w 1 w 2 , W 1 W 2 )0 .
(A.7)
B N ( w 1 , W 1 ) B N ( w 2 , W 2 ), ( w 3 , W 3 ) B0 ( w 1 w 2 , W 1 W 2 ), ( w 1 , W 1 ), ( w 3 , W 3 )
+ B0 ( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 ), ( w 3 , W 3 )
C N ( w 1 w 2 , W 1 W 2 ) ( w 3 , W 3 ) .
1
(A.8)
N = A + BN ,
D ( N ) = D (A ).
Here we used (A.4) with m1 = 1, m2 = 1/2, m3 = 0 and interpolation results (see e.g. [18,50,15]) to show that
B N ( w , W ) C ( w , W )3/2 A ( w , W )1/2 C N A ( w , W )1/2 .
0
1
0
0
(A.9)
Lemma A.1. There exists N > 0 such that N + N I is m-accretive (maximal monotone) in H H .
Proof. By (A.7) we have that
( N + )( w 1 , W 1 ) ( N + )( w 2 , W 2 ), ( w 1 w 2 , W 1 W 2 )
2
( w 1 w 2 , W 1 W 2 )1 , for all ( w i , W i ) D ( N ),
2
F N ( w , W ) = A ( w , W ) + B N ( w , W ) + N ( w , W ),
with
for all ( w , W ) D (F N ),
(A.10)
529
D (F N ) = ( w , W ) V ; A ( w , W ) + B N ( w , W ) H .
By (A.8) and (A.10) we see that F N is monotone, coercive and continuous from V to V
. We infer that F N is maximal
monotone from V to V
and the restriction to H is maximal monotone on H with the domain D (F N ) D (A ) (see e.g.
[11,4]).
Moreover, we have D (F N ) = D (A ). For this we use the perturbation theorem for nonlinear m-accretive operators and
split F N into a continuous and an -m-accretive operator on H
F N1 = 1
A,
D F N1 = D (A ),
F N2 = A + B N () + N I ,
D F N2 = ( w , W ) V , F N2 ( w , W ) H .
2
F ( w , W ) A ( w , W ) + B N ( w , W ) + N ( w , W )
N
0
0
0
0
2
C2
A ( w , W )0 + N ( w , W )0 + N ,
2
for all ( w , W ) D F N1 = D (A ),
Proof of Theorem 2.2. As a consequence of Lemma A.1 (see, e.g., [4,5]) we have that for (u 0 1 , B 0 2 ) D (A ) and
( f 1 , curl g 2 ) W 1,1 ([0, T ], H ) the equation
d
dt
( w , W ) + A ( w , W )(t ) + B N ( w , W )(t ) = f 1 , curl g 2 ,
t (0, T ),
( w , W )(0) = (u 0 1 , B 0 2 ),
(A.11)
L (0, T ; D (A )).
( w , W ) + N ( w , W ) = ( w , W )
by ( w , W ) it follows by (A.3), (A.7) that
( w , W )2 + 2 ( w , W )2 ( w , W )2
0
and by (A.6)
( w w , W W )
1/2
1/2
= ( w , W )1 N ( w , W )0 ( w , W )1 .
u 0 n1 , B 0 n2 u 0 1 , B 0 2
1
2
f n , curl g n
f , curl g
1
in H ,
2
in L 2 0, T ; V
,
n
as n . Let ( w nN , W N
) W 1, ([0, T ]; H ) be the solution to problem (A.11) where ( w , W )(0) = (u 0 n1 , B 0 n2 ) and
w n w m , W n W m 2 + w n w m , W n W m 2
N
N
N
N
N
N
N
N
0
1
2
2
1
2
n
m 2
2 ,
2C N w nN w m
+ f n1 f m
, curl g n2 g m
N, WN WN
1
0
530
n
1
2
2
w w m , W n W m (t )2 e 2C N t u 0 n1 u 0 m
, B 0 n2 B 0 m
N
N
N
N
0
0
+
2e 2C N t
t
1
2
1
2
fn fm
( )1 d .
, curl g n2 g m
Hence
n
w N (t ), W N (t ) = lim w nN (t ), W N
(t )
n
n 2 n 2
w (t ) + W (t ) +
N
t
w n (s)2 + S curl W n (s)2 ds
N
N
0
0
1
Re
Rem
t
2
1 2 2 2
1 2
2
C N u0n 0 + B 0n 0 +
f n (s) 1 + curl g n (s) 1 ds ,
0
and
T
t
2
d n
1 2 2 2
2
1 2
2
n
f n (s) 1 + curl g n (s) 1 ds .
dt w N , W N (t ) dt C N u 0 n 0 + B 0 n 0 +
1
n
w nN , W N
(w N , W N )
d
dt
w nN , W N
d
dt
weakly in L 2 (0, T ; V ),
( w N , W N ) weakly in L 2 0, T ; V
,
d
dt
n
w nN , W N
+ N w nN , W Nn = f n1 , curl g n2 ,
a.e. t (0, T ),
n
by ( w nN w , W N
W ), integrate on (s, t ) and get
w n (t ), W n (t ) ( w , W )2 w n (s), W n (s) ( w , W )2
N
N
N
N
0
0
1
2
t
n
f n1 ( ), curl g n2 ( ) N ( w , W ), w nN ( ), W N
( ) ( w , W ) d .
( w N (t ), W N (t )) ( w N (s), W N (s))
, w N (s), W N (s) ( w , W )
ts
1
ts
t
1
f (t 0 ), curl g (t 0 ) = lim
1
f 1 ( ), curl g 2 ( ) N ( w , W ), w N ( ), W N ( ) ( w , W ) d .
t
0 +h
h0
t0
(A.12)
d( w N , W N )
dt
(t 0 ) f , curl g
1
531
(t 0 ) + N ( w , W ), ( w N , W N )(t 0 ) ( w , W ) 0.
d( w N , W N )
dt
(t 0 ) + N ( w N , W N )(t 0 ) = f 1 , curl g 2 (t 0 ).
1
2
t
+
w N (s)2 + 1 2 w N (s)2 + S curl W N (s)2 + 2 2 curl curl W N (s)2 ds
0
0
0
0
1
Re
Rem
2
2
u 0 1 2 + S B 0 2 2 + 1 u 0 1 2 + 2 S curl B 0 2 2
1
t
+
f 1 (s)
w N (s) + S curl g 2 (s) W N (s) ds.
1
1
1
( w N , W N )(t ) C ,
1 2
1
where C 1 ,2 is independent of N. In particular, for N suciently large it follows from (A.6) that B N = B and ( w N , W N ) =
( w , W ) is a solution to (1.7).
In the following we prove the uniqueness of the weak solution. Let ( w 1 , W 1 ) and ( w 2 , W 2 ) be two solutions of system (A.5) and set = w 1 w 2 , = B 1 B 2 . Thus ( , ) is a solution to the problem
d
dt
( , ) + A ( , )(t ) = B ( w 1 , W 1 )(t ) + B ( w 2 , W 2 )(t ) ,
t (0, T ),
1 d
1
S
20 + 1 2 20 + S 20 + S 2 2 20 +
20 + 12 20 +
20 + 22 20
Re
Rem
= B0 ( , ), ( w 1 , W 1 ), ( A 1 , S A 2 )
1/2
3/2
C ( w 1 , W 1 )0 ( , )0 ( , )0
C , ( w 1 , W 1 ) 2 + 1 2 2 + S 2 + S 2 2 2 .
2 dt
Applying the Gronwalls lemma we deduce that ( , ) vanishes for all t [0, T ], and hence the uniqueness of the solution. 2
A.1. Regularity
Theorem A.2. Let m N, (u 0 , B 0 ) V H m1 () and ( f , curl g ) L 2 (0, T ; H m1 ()). Then there exists a unique solution w , W , q
to Eq. (1.7) such that
( w , W ) L 0, T ; H m+1 () L 2 0, T ; H m+2 () ,
q L 2 0, T ; H m () .
Proof. The result is already proved when m = 0 in Theorem 2.2. For any m N , we assume that
( w , W ) L 0, T ; H m () L 2 0, T ; H m+1 ()
(A.13)
so it remains to prove
D m w , D m W L 0, T ; H 1 () L 2 0, T ; H 2 () ,
532
where D m denotes any partial derivative of total order m. We take the mth derivative of (1.7) and have
Dm w
t
D m w + D m ( w w )1 S D m ( W W )1 = D m f 1 ,
Re
1
+
D m W + D m ( w W )2 D m ( W w )2 = D m g 2 ,
Rem
D m w = 0, D m W = 0,
Dm W
D m w (0, ) = D m u 0 1 , D m W (0, ) = D m B 0 2 ,
with periodic boundary conditions and zero mean, and the initial conditions with zero divergence and mean. Taking
A 1 D m w , A 1 D m W as test functions we obtain
D m w 2 + 1 2 D m w 2 + S D m W 2 + S 2 2 D m W 2
1 d
2 dt
1
D m w 2 + 2 D m w 2 + 1 D m W 2 + 2 D m W 2
+
1
2
0
0
0
0
Re
Rem
m m
=
D f D w + g D m W dx X ,
(A.14)
where
X =
D m ( w w ) S D m ( W W ) D m w + D m ( w W ) D m ( W w ) D m W dx.
X =
3
m
| |m
D w i D m D i w j D m w j S D W i D m D i W j D m w j
i , j =1
D w i D m D i W j D m W j D W i D m D i w j D m W j
3/2
1/2
3/2
1/2
1/2
3/2
1/2
533
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