Generalized Forchheimer Equations for Porous Media. Part V. Luan Hoang†,∗ , Akif Ibragimov† , Thinh Kieu† and Zeev Sobol‡ † Department of Mathematics and Statistics, Texas Tech University Department, Swansea University ∗ http://www.math.ttu.edu/∼lhoang/ luan.hoang@ttu.edu Project on Generalized Forchheimer Flows: also with Eugenio Aulisa (TTU), Lidia Bloshanskaya (TTU), Tuoc Phan (Tennessee) ‡ Mathematics Applied Mathematics Seminars Texas Tech University March 20, 2013 Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 1 Outline 1 Introduction 2 Bounds for the solutions 3 Dependence on the boundary data Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 2 Introduction Fluid flows in porous media with velocity u and pressure p: Darcy’s Law: αu = −∇p, the “two term” law αu + β|u| u = −∇p, the “three term” law Au + B |u| u + C|u|2 u = −∇p. the “power” law au + c n |u|n−1 u = −∇p, Here α, β, a, c, n, A, B, and C are empirical positive constants. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 3 General Forchheimer equations Generalizing the above equations as follows g (|u|)u = −∇p. Let G (s) = sg (s). Then G (|u|) = |∇p| ⇒ |u| = G −1 (|∇p|). Hence u=− ∇p g (G −1 (|∇p|)) where K (ξ) = Kg (ξ) = ⇒ u = −K (|∇p|)∇p, 1 1 = , −1 g (s) g (G (ξ)) sg (s) = ξ. We derived a non-linear equation of Darcy type from Forchheimer equations. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 4 IBVP for pressure Let ρ be the density. Continuity equation dρ + ∇ · (ρu) = 0. dt For slightly compressible fluid: 1 dρ = ρ, dp κ where κ 1. Then dp = κ∇ · K (|∇|)∇p + K (|∇p|)|∇p|2 . dt Since κ 1, we neglect the last terms, after scaling the time variable: dp = ∇ · K (|∇|)∇p . dt Consider the equation on a bounded domain U in R3 with boundary Γ. Dirichlet boundary data: u = ψ(x, t) is known on Γ. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 5 Historical remarks Darcy-Dupuit: 1865 Forchheimer: 1901 Other nonlinear models: 1940s–1960s Incompressible fluids: Payne, Straughan and collaborators since 1990’s, Celebi-Kalantarov-Ugurlu since 2005 (Brinkman-Forchheimer) Derivation of non-Darcy, non-Forchheimer flows: Marusic-Paloka and Mikelic 2009 (homogenization for Navier–Stokes equations), Balhoff et. al. 2009 (computational) Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 6 Works on generalized Forchheimer flows A. Single-phase flows. 1990’s Numerical study L2 -theory (for slightly compressible flows): Aulisa-Bloshanskaya-Ibragimov-LH (2009), Ibragimov-LH: Dirichlet B.C. (2011), Ibragimov-LH Flux B.C. (2012), Aulisa-Bloshanskaya-Ibragimov total flux, productivity index (2011, 2012). Lα -theory : Ibragimiv-Kieu-Sobol-LH (this talk). L∞ -theory : Kieu-Phan-LH (in progress). B. Multi-phase flows. One-dimensional case: Ibragimov-Kieu-LH (2013). Multi-dimensional case: Ibragimov-Kieu-LH (in preparation). Note: there are more works on Forchheimer flows (2-terms or 3 terms). Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 7 Class FP(N, α ~) We introduce a class of “Forchheimer polynomials” Definition A function g (s) is said to be of class FP(N, α ~ ) if g (s) = a0 s α0 + a1 s α1 + a2 s α2 + . . . + aN s αN = N X aj s α j , j=0 where N > 0, 0 = α0 < α1 < α2 < . . . < αN , and a0 , aN > 0, a1 , . . . , aN−1 ≥ 0. Notation: αN = deg(g ), ~a = (a0 , a1 , . . . , aN ), a= αN ∈ (0, 1), αN + 1 Luan Hoang - Texas Tech b= a αN = ∈ (0, 1). 2−a αN + 2 Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 8 Degeneracy - The Degreee Condition Lemma Let g (s,~a) be in class FP(N, α ~ ). One has for any ξ ≥ 0 that C1 (~a) C2 (~a) ≤ K (ξ,~a) ≤ , a (1 + ξ) (1 + ξ)a C3 (~a)(ξ 2−a − 1) ≤ K (ξ,~a)ξ 2 ≤ C2 (~a)ξ 2−a . Degree Condition (DC) deg(g ) ≤ 4 n(2 − a) ⇐⇒ 2 ≤ (2 − a)∗ = . n−2 n − (2 − a) Under the (DC), the Sobolev space W 1,2−a (U) is continuously embedded into L2 (U). (NDC) 4 n(2 − a) deg(g ) > ⇐⇒ 2 > (2 − a)∗ = . n−2 n − (2 − a) Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 9 Definitions and notations Let p̄(x, t) = p(x, t) − Ψ(x, t) where Ψ(x, t) is an extension of ψ(x, t) from ∂U to U. Z 2−a Z 1 Z r0 (1−a) r0 2 r0 r0 G1 (t) = |∇Ψ(x, t)| dx + |Ψt (x, t)| dx + |Ψt (x, t)| dx U ZU ZU 2 2 G2 (t) = |∇Ψt (x, t)| dx + |Ψt (x, t)| dx, U U Z G3 (t) = G1 (t) + G2 (t), G4 (t) = G3 (t) + |Ψtt |2 dx, U where r0 = n(2−a) (2−a)(n+1)−n . For any α > 0, we define na nαN = , 2−a αN + 2 ( max{α, α∗ } in the NDC case α b = max{α, 2, α∗ } = max{α, 2} in the DC case. α∗ = Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 10 Estimates of solutions - I: for p For α > 0 and t ≥ 0, we define Z Z α(2−a) A(α, t) = |∇Ψ| 2 dx + |Ψt |α dx, U Z B(α, t) = e −c5 (α)t t ≥ 0, U |p̄(x, 0)|α dx + U t Z e −c5 (α)(t−τ ) A(α, τ )dτ. 0 Theorem Let α > 0. Then Z |p̄(x, t)|α dx ≤ C (1 + B(b α, t)) U for all t ≥ 0, and Z lim sup t→∞ Luan Hoang - Texas Tech U |p̄|α dx ≤ C (1 + lim sup A(b α, t)). t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 11 Ideas of proof α Let γ0 = α−a . Multiplying equation of p̄ by |p̄|α−1 sgn(p̄), integrating over U, and many other calculations give Z Z 1 Z d γ α α−2 2−a |p̄|α dx 0 +Cε (1+A(α, t)). dx+ε |p| dx ≤ −C |∇p̄| |p| dt U U U Poincaré-Sobolev inequality: for α ≥ max{2, α∗ }, applying the imbedding α(2−a) α−a from the Sobolev space W̊ 1,2−a (U) into L α−a (U) to function |u| 2−a gives Z Z 1 γ 2−a α−2 |∇u| |u| dx ≥ c2 |u|α dx 0 . U U Using this, Z Z 1 Z 1 d γ γ |p̄|α dx 0 + ε |p̄|α dx 0 + Cε (1 + A(α, t)). |p|α dx ≤ −C dt U U U Selecting ε sufficiently small, we obtain Z Z 1 d γ |p|α dx ≤ −C |p̄|α dx 0 + C (A(α, t) + 1). dt U U Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 12 Differential inequality Then we use the following estimates. Lemma Let φ : [0, ∞) → [0, ∞) be continuous, strictly increasing. Suppose y (t) ≥ 0 is a continuous function on [0, ∞) such that y 0 ≤ −h(t)φ−1 (y (t)) + f (t), t > 0, where h(t) > 0, f (t) ≥ 0 for t ≥ 0 are continuous functions on [0, ∞). f (t) (i) If M(t) = Env h(t) on [0, ∞) then y (t) ≤ y (0) + φ(M(t)) for all t ≥ 0. (ii) If R∞ 0 h(τ )dτ = ∞ then f (t) lim sup y (t) ≤ φ lim sup . t→∞ t→∞ h(t) Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 13 Estimates of solutions - II: for ∇p Improving L2 -theory. Previously, Z Z Z d H(|∇p|)dx ≤ −d5 H(|∇p|)dx + C p̄ 2 dx + CG3 (t), dt U U U where H(∇p) ≈ K (|∇p|)|∇p|2 ≈ |∇p|2−a ± 1. Theorem If t ≥ 0 then Z Z b 2−a −d5 t |∇p(x, t)| dx ≤ C + Ce |p̄(x, 0)|2 + |∇p(x, 0)|2−a dx U U Z t +C e −d5 (t−τ ) (A(b 2, τ ) + G3 (τ ))dτ, 0 where d5 > 0. Consequently, Z lim sup |∇p(x, t)|2−a dx ≤ C lim sup(1 + A(b 2, t) + G3 (t)). t→∞ Luan Hoang - Texas Tech U t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 14 Estimates of solutions - III: for pt Theorem If t ≥ t0 > 0 then Z Z b 2−a 2 −d7 t |∇p(x, t)| + |p̄t (x, t)| dx ≤ C + Ce |p̄(x, 0)|2 dx U U Z t0 o nZ + Ce Ct0 t0−1 e −d7 t G3 (τ )dτ |p̄(x, 0)|2 + |∇p(x, 0)|2−a dx + U 0 Z t +C e −d7 (t−τ ) (A(b 2, τ ) + G4 (τ ))dτ, 0 where d7 > 0. Consequently, Z |∇p(x, t)|2−a + |p̄t (x, t)|2 dx ≤ C lim sup(1 + A(b 2, t) + G4 (t)). lim sup t→∞ U Luan Hoang - Texas Tech t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 15 Estimates of solutions - IV: for mixed terms d dt Z α Z |p| dx ≤ −C |∇p̄| U Integrate in time or 2−a α−2 |p| dx+ε Z U R U |p̄|α dx 1 γ0 +Cε (1+A(α, t)). U |∇p̄|2−a |p|α−2 dx ≤ α R U |p̄t ||p|α−1 dx + . . . Corollary If α ≥ max{2, α∗ } and t > 0 then Z tZ |∇p(x, τ )|2−a |p̄(x, τ )|α−2 dx dτ 0 U Z t Z α ≤C |p̄(x, 0)| dx + (1 + A(α, τ ))dτ , U 0 Z 2−a α−2 |∇p(x, t)| |p̄(x, t)| dx U Z Z 2(α−1) 2 ≤ C 1 + A(α, t) + |p̄(x, t)| dx + |p̄t (x, t)| dx . U Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) U TTU - Mar. 20, 2013 16 Dependence on the boundary data • Let N ≥ 1, the exponent vector α ~ and coefficient vector ~a be fixed. • Let pk = pk (x, t) (for i = 1, 2) be the solution with initial data pk (x, 0) and boundary data ψk . • Let Ψ1 , Ψ2 be extensions of ψ1 , ψ2 , and Φ = Ψ1 − Ψ2 . • Let p̄k = pk − Ψk for k = 1, 2, and z = p1 − p2 , z̄ = p̄1 − p̄2 = z − Φ. Then ( ∂z̄ ∂t = ∇ · (K (|∇p1 |)∇p1 ) − ∇ · (K (|∇p2 |)∇p2 ) + Φt in U × (0, ∞), z̄(x, t) = 0 on Γ × (0, ∞). Goal. Estimating z̄(x, t) in terms of z̄(x, 0) and Φ. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 17 Main differential inequalities for z̄ Define N(λ, t) = P2 k=1 R λ U |p̄k (x, t)| dx 1/λ for λ > 0, and N(0, t) = 1. Lemma Let α ≥ 2. (i) In the DC case, for t > 0, Z hZ i a d α |z̄(x, t)| dx ≤ −c6 |z̄(x, t)|α dx M1 (t)− 2−a + CF (α, t)D(α, t) dt U U where Z M1 (t) = 1 + |∇p1 (x, t)|2−a + |∇p2 (x, t)|2−a dx, U 1−a F (α, t) = 1 + N(α, t)α−1 + N(γ1 , t)α−2 M1 (t) 2−a , def with γ1 = γ1 (α) == 2(α − 2)(2 − a), and ( k∇Φ(·, t)kL2(2−a) + k∇Φ(·, t)k2Lα + kΦt (·, t)kLα D(α, t) = k∇Φ(·, t)kL2−a + k∇Φ(·, t)k2L2 + kΦt (·, t)kL2 Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) if α > 2, if α = 2. TTU - Mar. 20, 2013 18 Lemma (cont.) (ii) In the NDC case, Z hZ iθ 2−θ1 d − α |z̄(x, t)| dx ≤ −c7 |z̄(x, t)|α dx M2 (α, t) θ1 +CF (α, t)D(α, t) dt U U for all t > 0, where Z M2 (α, t) = 1 + |∇p1 (x, t)|2−a + |∇p2 (x, t)|2−a U + |p̄1 (x, t)|θ2 α + |p̄2 (x, t)|θ2 α dx. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 19 Monotonicity Multiplying the equation of z̄ by |z̄|α−1 sgn(z̄), ... Z 1 d |z̄|α dx α dt U Z = −(α − 1) (K (|∇p1 |)∇p1 − K (|∇p2 |)∇p2 ) · (∇p1 − ∇p2 )|z̄|α−2 dx + . . U Notation. ∨ for max. Lemma (Degenerate monotonicity) For any y , y 0 ∈ Rn , one has K (|y |)y − K (|y 0 |)y 0 · y − y 0 ≥ (1 − a)K (|y | ∨ |y 0 |)|y − y 0 |2 . d dt Z α Z |z̄| dx ≤ −C U Luan Hoang - Texas Tech K (|∇p1 | ∨ |∇p2 |)|∇z̄|2 |z̄|α−2 dx + . . . U Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 20 Weighted Poincaré–Sobolev inequality Lemma Let ξ(x) ≥ 0 on U and u(x) = 0 on ∂U. Assume α ≥ 2. (i) In the DC case, Z Z hZ ih i a 2−a |u|α dx ≤ c3 K (ξ)|∇u|2 |u|α−2 dx 1 + ξ 2−a dx . U U U (ii) In the NDC case, given two numbers θ and θ1 that satisfy θ> then Z α |u| dx ≤ c4 U where θ2 = n 2 2n o and max 1, ≤ θ1 < 2 − a, (2 − a)∗ nθ + 2 hZ 2 K (ξ)|∇u| |u| α−2 dx i1 h θ Z 1+ U θ1 (θ−1)(2−a) 2(2−a−θ1 ) Luan Hoang - Texas Tech ξ 2−a + |u|θ2 α dx i 2−θ1 θθ1 , U > 0. Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 21 Dependence - Ia. DC case. Theorem (i) Assume (DC) and α ≥ 2. Then Z α |z̄(x, t)| dx ≤ e −c8 Rt 0 −a M 1 (τ ) 2−a dτ Z U |z̄(x, 0)|α dx U t Z +C e −c8 Rt τ −a M 1 (s) 2−a ds F (α, τ )D(α, τ )dτ 0 R∞ a for all t ≥ 0, where c8 = c8 (α) > 0. Moreover, if 0 M̃1 (t)− 2−a dt = ∞ then Z h i a lim sup |z̄(x, t)|α dx ≤ C lim sup F̃ (α, t)M̃1 (t) 2−a D(α, t) . t→∞ Luan Hoang - Texas Tech U t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 22 Dependence - Ib. NDC case. Theorem (cont.) (ii) Assume (NDC) and α ≥ α∗ . Then Z |z̄(x, t)|α dx ≤ U Z i 1 h 2−θ1 θ θ1 α, t) D(α, t) |z̄(x, 0)|α dx+C Env F (α, t)M 2 (θd 2 U for all t ≥ 0. Moreover, if Z 0 − M̃2 (t) 2−θ1 θ1 dt = ∞ then α |z̄(x, t)| dx ≤ C lim sup F̃ (α, t)M̃2 (θd 2 α, t) lim sup t→∞ R∞ U Luan Hoang - Texas Tech 2−θ1 θ1 1 θ D(α, t) . t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 23 Dependence - Ic Corollary Let α ≥ max{2, α∗ }. Assume the functions Ψk (k = 1, 2) satisfy sup {k∇Ψk (·, t)kL∞ , k(Ψk )t (·, t)kL∞ , k∇(Ψk )t (·, t)kL∞ } < ∞, [0,∞) lim k∇Φ(·, t)kLγ = lim kΦt (·, t)kLα = 0, t→∞ t→∞ where γ = max{α, 2(2 − a)}. Then Z lim |z̄(x, t)|α dx = 0. t→∞ U Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 24 Gradient Lemma In the NDC case, we have for all t > 0 that hZ 2−a |∇z| dx i 2 2−a 1 ≤ CM1 (t) 2−a k∇Φ(·, t)kL2−a U a 1 + CM1 (t) 2−a M3 (t) 2 hZ |z̄|α∗ dx i 1 α∗ , U where Z M3 (t) = |(p̄1 )t (x, t)|2 + |(p̄2 )t (x, t)|2 dx + U Luan Hoang - Texas Tech Z |Φt (x, t)|2 dx. U Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 25 Dependence II. Finite time. Theorem Assume (NDC). (i) Then Z |∇z(x, t)|2−a dx 2 2−a 1 ≤ C M 1 (t) 2−a k∇Φ(·, t)kL2−a U a 1 + C M 1 (t) 2−a M 3 (t) 2 D(t) for all t ≥ 1, where i 1 h 2−θ1 θα∗ θ D(t) = kz̄(·, 0)kLα∗ + Env F (α∗ , t)M 2 (θd . 2 α∗ , t) 1 D(α∗ , t) Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 26 Dependence III. Asymptotics (a) Theorem (ii) Let η1 = 1 + Ā(µ1 ) + lim supt→∞ G4 (t). If η1 < ∞ then lim sup t→∞ Z |∇z(x, t)|2−a dx U 2 2−a 1 ≤ C η12−a lim sup k∇Φ(·, t)kL2−a t→∞ o 1 n θα∗ + C η1µ3 lim sup k∇Φ(·, t)kL2(2−a) + k∇Φ(·, t)k2Lα∗ + kΦt (·, t)kLα∗ . t→∞ Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 27 Case η1 = ∞ Assume (NDC) and η1 = ∞. Define for t ≥ 0, R t −d (t−τ ) 7 1 + Ā(µ ) + G4 (τ )dτ 1 0 e µ1 µ −2a + Ã(µ1 , t) 1) 1 1 + β̄(µ R t −d (t−τ ) ω(t) = + 0e 7 (Ã(µ1 , τ ) + G4 (τ ))dτ Rt 1 + Env Ã(µ1 , t) + 0 e −d7 (t−τ ) G4 (τ )dτ Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) if Ā(µ1 ) < ∞, if Ā(µ1 ) = ∞, β̄(µ1 ) < ∞, if Ā(µ1 ) = ∞, β̄(µ1 ) = ∞. TTU - Mar. 20, 2013 28 Dependence III. Asymptotics (b) Theorem R∞ Assume (NDC) and η1 = ∞. If 0 ω(t)−µ4 dt = ∞ and def η2 == lim sup[(ω(t)µ5 )0 ]+ < ∞ t→∞ then lim sup t→∞ Z |∇z(x, t)|2−a dx 2 2−a 1 ≤ C lim sup ω(t) 2−a k∇Φ(·, t)kL2−a t→∞ U h + C lim sup ω(t)µ6 D(t) t→∞ Luan Hoang - Texas Tech i 1 θα∗ 1 θα∗ + C η2 h lim sup ω(t)µ7 D(t) i 1 θ 2 α∗ . t→∞ Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 29 Dependence on the Forchheimer polynomial Collaborator Thinh Kieu will present this topic next week in this Applied Math Seminar. Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 30 THANK YOU FOR YOUR ATTENTION! Luan Hoang - Texas Tech Generalized Forchheimer Equations (V) TTU - Mar. 20, 2013 31