Exploring numerical blow-up phenomena for the Keller–Segel–Navier–Stokes equations

Jesús Bonilla; Juan Vicente Gutiérrez-Santacreu

doi:10.1515/jnma-2023-0016

Published by De Gruyter October 16, 2023

Exploring numerical blow-up phenomena for the Keller–Segel–Navier–Stokes equations

Jesús Bonilla and Juan Vicente Gutiérrez-Santacreu

From the journal Journal of Numerical Mathematics

https://doi.org/10.1515/jnma-2023-0016

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Abstract

The Keller–Segel–Navier–Stokes system governs chemotaxis in liquid environments. This system is to be solved for the organism and chemoattractant densities and for the fluid velocity and pressure. It is known that if the total initial organism density mass is below 2π there exist globally defined generalised solutions, but what is less understood is whether there are blow-up solutions beyond such a threshold and its optimality.

Motivated by this issue, a numerical blow-up scenario is investigated. Approximate solutions computed via a stabilised finite element method founded on a shock capturing technique are such that they satisfy a priori bounds as well as lower and L¹(Ω) bounds for the organism and chemoattractant densities. In particular, these latter properties are essential in detecting numerical blow-up configurations, since the non-satisfaction of these two requirements might trigger numerical oscillations leading to non-realistic finite-time collapses into persistent Dirac-type measures.

Our findings show that the existence threshold value 2π encountered for the organism density mass may not be optimal and hence it is conjectured that the critical threshold value 4π may be inherited from the fluid-free Keller–Segel equations. Additionally it is observed that the formation of singular points can be neglected if the fluid flow is intensified.

Keywords: Keller–Segel equations; Navier–Stokes equations; stabilized finite-element approximation; shock detector; lower and a priori bounds; blowup

MSC 2010: 35Q35; 65N30; 92C17

Funding statement: JVGS was partially supported by the Spanish Grant No. PGC2018-098308-B-I00 from Ministerio de Ciencias e Innovación — Agencia Estatal de Investigación with the participation of FEDER and by the Andalusian Grant No. P20_01120 from Junta de Andalucía (Consejería de Economía, Conocimiento, Empresas y Universidad).

Acknowledgment

JVGS would like to thank Dr. Juan Carlos Dana and Dr. Víctor Álvarez from University of Seville for their valuable discussions on existence and uniqueness of approximate solutions.

Los Alamos National Laboratory, an affirmative action/equal opportunity employer, is operated by Triad National Security, LLC for the National Nuclear Security Administration of U.S. Department of Energy under contract 89233218CNA000001. Los Alamos National Laboratory strongly supports academic freedom and a researcher’s right to publish; as an institution, however, the Laboratory does not endorse the viewpoint of a publication or guarantee its technical correctness LA-UR-23-20373.

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A Existence and uniqueness of numerical solutions

For the sake of completeness we sketch the proof of the existence and uniqueness of numerical solutions defined by the nonlinear system (2.5)–(2.8). In order to simplify the argument it is assumed that uhm is given, since including the Navier–Stokes subsystem does not introduce any additional difficulty. Additionally, it is considered that (4.2), (4.3), and (4.19) hold.

From now on we will make use of the notation introduced throughout this paper and the inverse inequalities (2.1) without being previously mentioned.

A.1 Existence

Let us consider the continuous mapping P : N_h × C_h → N_h × C_h defined as follows. Given (nhm,chm,uhm) ∈ N_h × C_h × U_h, we want to find P(n_h, c_h) ∈ N_h × C_h such that

(P(nh,ch),(n¯h,c¯h))=(P1(nh,ch),n¯h)+((P2(nh,ch),c¯h))

where

(P1(nh,ch),n¯h)=1k(nh−nhm,n¯h)h−(nhuhm,∇n¯h)∗+(∇nh,∇n¯h)−(nh∇ch,∇n¯h)∗+(Bn(nh,uhm)nh,n¯h)

and

(P2(nh,ch),c¯h)=1k(ch−chm,c¯h)+(uhm⋅∇ch,c¯h)+12(∇⋅uhmch,c¯h)+(∇ch,∇c¯h)+(ch,c¯h)+(Bc(ch,uhm)ch,c¯h)−(nh,c¯h)h.

Take n̄_h = n_h and c̄_h = c_h to get

(P1(nh,ch),nh)=1k∥nh∥h2−1k(nhm,nh)h−(nhuhm,∇nh)∗+∥∇nh∥L2(Ω)2−(nh∇ch,∇nh)∗+(Bn(nh,uhm)nh,nh)

and

(P2(nh,ch),ch)=1k∥ch∥L2(Ω)2−1k(chm,ch)+∥∇ch∥L2(Ω)2+∥ch∥L2(Ω)2+(Bc(ch,uhm)ch,ch)−(nh,ch)h.

We want to prove that there exists L > 0 such that (P(n_h, c_h), (n_h, c_h)) > 0 holds for all (n_h, c_h) ∈ N_h × C_h satisfying ∥(nh,ch)∥2:=∥nh∥L2(Ω)2+∥ch∥L2(Ω)2=L2. To bound P₁, we write

(nhuhm,∇nh)∗=∑i∈I∑j∈I∗(Ωai)(−(nj+1)(ni+1)log⁡(nj+1)−log⁡(ni+1)nj−ni+nj+1)(ni−nj)(φajuhm,∇φai)−∑i∈I∑j∈I∗(Ωai)(nj+1)(ni−nj)(φajuhm,∇φai)=∑i∈I∑j∈I∗(Ωai)(−(nj+1)(ni+1)log⁡(nj+1)−log⁡(ni+1)nj−ni+nj+1)(ni−nj)(φajuhm,∇φai)−((nh+1)uhm,∇nh).

The mean value theorem implies that

−(nj+1)(ni+1)log⁡(nj+1)−log⁡(ni+1)nj−ni+nj+1⩽|nj−ni|

and hence

(nhuhm,∇nh)∗⩽∑i∈I∑j∈I∗(Ωai)(ni−nj)2|(φajuhm,∇φai)|−(nhuhm,∇nh):=S1+S2.

Now let T_ij ∈ 𝓣_h be such that a_i, a_j ∈ T_ij and denote h_ij = |a_i – a_j|. Then

nj−ni=hij∇nh|Tij⋅rij=∫Eij∇nh|Tij⋅rijdσ

where E_ij ∈ 𝓔_h such that a_i, a_j ∈ E_ij. Cauchy–Schwarz’ inequality and an inverse inequality [19, Lem. 2.1] give

|nj−ni|⩽C∥∇nh∥L2(Tij).

Thus

S1⩽∑i∈I∑j∈I∗(Ωai)(ni−nj)2|(φajuhm,∇φai)|⩽Ch∑i∈I∑j∈I∗(Ωai)∥∇nh∥L2(Tij)2∥φaj∥L∞(Ω)∥uhm∥L∞(Ω)∥φai∥L∞(Ω)⩽Ch∥uhm∥L∞(Ω)∥∇nh∥L2(Ω)2⩽Ch2∥uhm∥L2(Ω)∥nh∥L2(Ω)2.

Furthermore

S2=(nhuhm,∇nh)⩽∥uhm∥L∞(Ω)∥nh∥L2(Ω)∥∇nh∥L2(Ω)⩽Ch2∥uhm∥L2(Ω)∥nh∥L2(Ω)2.

Therefore

(nhuhm,∇nh)∗⩽Ch2∥uhm∥L2(Ω)∥nh∥L2(Ω)2.

Additionally, on noting that rε(s)⩽2s for all s > 0, it follows that

(nh∇ch,∇n¯h)∗=∑i<j∈Irε(ni)rε(nj)(cj−ci)(n¯i−n¯j)(∇φaj,∇φai)⩽∥nh∥L∞(Ω)∥∇nh∥L2(Ω)∥∇ch∥L2(Ω)⩽Ch4∥nh∥L1(Ω)∥nh∥L2(Ω)∥ch∥L2(Ω).

Compiling the above bounds, we find

(P1(nh,ch),nh)⩾1k(1−C[∥nh∥L1(Ω)h4+∥uhm∥L2(Ω)h2])∥nh∥L2(Ω)2−1k(nhm,nh)h+Ch4∥nh∥L1(Ω)∥ch∥L2(Ω)2

where we used the bounds ∥n_h∥_L²(Ω) ⩽ ∥n_h∥_h ⩽ C ∥n_h∥_L²(Ω) from [8, Prop. 2.3].

For P₂, we have

(P2(nh,ch),ch)⩾1k(1−kC2)∥ch∥L2(Ω)2−1k(chm,ch)−C2∥nh∥L2(Ω)2.

Finally,

(P(nh,ch),(n¯h,c¯h))⩾1k(1−kC[1+∥nh∥L1(Ω)h4+∥uhm∥L2(Ω)h2])∥nh∥L2(Ω)2+1k(1−Ck[1+∥nh∥L1(Ω)h4])∥ch∥L2(Ω)2−1k(nhm,nh)h−1k(chm,ch).

Letting k be small enough such that

1−kC[1+∥nh∥L1(Ω)h4+∥uhm∥L2(Ω)h2]⩽12

we find

(P(nh,ch),(n¯h,c¯h))⩾12k∥(nh,ch)∥2−1kC∥(nhm,chm)∥∥(nh,ch)∥=12k∥(nh,ch)∥(∥(nh,ch)∥−2C∥(nhm,chm)∥).

Thus, selecting L=3C∥(nhm,chm)∥ and applying Brouwer’s fixed point theorem [26, Lem. 4.1] is enough to insure existence.

A.2 Uniqueness

It is assumed that there exist two different pair solutions (n_h, c_h) and (ñ_h, ñ_h). For concreteness we will only focus on the two more troublesome terms: (nhuhm,∇n¯h)∗ and (nh∇ch,∇n¯h)∗, and (Bn(nh,uhm)nh,n¯h).

We first compare the convective terms:

(nhuhm,∇n¯h)∗−(n~huhm,∇n¯h)∗=∑i,j∈I(γijc(nh)−γjic(n~h))(n¯i−n¯j)(φajuhm,∇φai).

From the definition of γijc in (2.17), we have four possible combinations. The case when n_i ≠ n_j and ñ_i ≠ ñ_j is only treated because the others have quite a similarity. By the mean value theorem, we write

γijc(nh)−γjic(n~h)=|(n~j+1)(n~i+1)ϑ~(n~i+1)+(1−ϑ~)(n~j+1)−(nj+1)(ni+1)ϑ(ni+1)+(1−ϑ)(nj+1)|⩽|(n~j+1)(n~i+1)ϑ~(n~i+1)+(1−ϑ~)(n~j+1)−(ni+1)|+|ni−n~i|+|(n~i+1)−(nj+1)(ni+1)ϑ(ni+1)+(1−ϑ)(nj+1)|:=T1+T2+T3

for ϑ, ϑ̃ ∈ (0, 1). The term T₁ is bounded as

T1=|(n~j+1)(n~i+1)ϑ~(n~i+1)+(1−ϑ~)(n~j+1)−(ni+1)(nj+1)ϑ~(nj+1)+(1−ϑ~)(nj+1)|⩽1ϑ~(n~i+1)+(1−ϑ~)(n~j+1)((n~j+1)|n~i−ni|+(ni+1)|n~j−nj|)+(nj+1)(ni+1)|1ϑ~(n~i+1)+(1−ϑ~)(n~j+1)−1ϑ~(nj+1)+(1−ϑ~)(nj+1)|⩽max{∥nh+1∥L∞(Ω),∥n~h+1∥L∞(Ω)}(|n~i−ni|+|n~j−nj|)+∥nh+1∥L∞(Ω)(|n~i−ni|+|n~j−nj|)⩽Ch2∥nh0+1∥L1(Ω)(|n~i−ni|+|n~j−nj|)

where in the second inequality we used Young’s inequality a^ϑ̃ b^1–ϑ̃ ⩽ ϑ̃ a + (1 – ϑ̃) b. Thus

and hence

(nhuhm,∇n¯h)∗−(n~huhm,∇n¯h)∗⩽Ch3∥uhm∥L∞(Ω)∥nh0+1∥L1(Ω)∑i,j∈I∥∇n¯h∥L2(Tij)∥nh−n~h∥L2(Tij).=Ch3∥uhm∥L∞(Ω)∥nh0+1∥L1(Ω)∥nh−n~h∥L2(Ω)∥∇n¯h∥L2(Ω)⩽Ch5∥uhm∥L2(Ω)∥nh0+1∥L1(Ω)∥nh−n~h∥L2(Ω)∥n¯h∥L2(Ω).

Next we handle the chemotaxis terms. In doing so, we use the property rε′(s)⩽32ε for all s > 0 to the coefficients γjich:

Then

(nh∇ch,∇n¯h)∗−(n~h∇c~h,∇n¯h)∗=∑i<j∈Iγjich(nh)(cj−ci)(n¯i−n¯j)(∇φaj,∇φai)−∑i<j∈Iγjich(n~h)(c~j−c~i)(n¯i−n¯j)(∇φaj,∇φai)=∑i<j∈Iγjich(n~h)(cj−c~j+ci−c~i)(n¯i−n¯j)(∇φaj,∇φai)+∑i<j∈I(γjich(nh)−γjich(n~h))(cj−ci)(n¯i−n¯j)(∇φaj,∇φai)⩽Cεh4∥nh∥L1(Ω)∥ch−c~h∥L2(Ω)∥n¯h∥L2(Ω)+Cεh5∥nh∥L1(Ω)∥ch∥L1(Ω)∥nh−n~h∥L2(Ω)∥n¯h∥L2(Ω).

For the stabilising terms we need to face the difference of the coefficients νijn. Indeed,

νijn(nh)−νijn(n~h)=max{αai(nh)fijn(nh),αaj(nh)fjin(nh),0}−max{αai(n~h)fijn(n~h),αaj(n~h)fjin(n~h),0}⩽max{αai(nh)fijn(nh)−αai(n~h)fijn(n~h),αaj(nh)fjin(nh)−αaj(n~h)fjin(n~h),0}.

We now proceed in this way. Define fijn=f¯ijn/(nj−ni) and write

αai(nh)fijn(nh)−αai(n~h)fijn(n~h)=fij(nh)(αai(nh)−αai(n~h))+αai(n~h)(fijn(nh)−fijn(n~h))=fijn(nh)(αai(nh)−αai(n~h))+αai(n~h)nj−ni(f¯ijn(nh)−f¯ijn(n~h)).+αai(n~h)f¯ijn(n~h)(1nj−ni−1n~i−n~j).

Following the proof of [2, Thm. 6.1] and noting that |fijn|⩽1, by the mean value theorem, leads to

(Bn(nh,uhm)nh,n¯h)−(Bn(n~h,uhm)n~h,n¯h)⩽Cq1h2(1+h∥uhm∥L∞(Ω))∥nh−n~h∥L2(Ω)∥n¯h∥L2(Ω)⩽Cq1h2(1+∥uhm∥L2(Ω))∥nh−n~h∥L2(Ω)∥n¯h∥L2(Ω).

Then we have

∥nh−n~h∥L2(Ω)⩽kCh5∥uhm∥L2(Ω)∥nh+1∥L1(Ω)∥nh−n~h∥L2(Ω)+kCεh4∥nh∥L1(Ω)∥ch−c~h∥L2(Ω)+kCεh5∥ch∥L1(Ω)∥nh−n~h∥L2(Ω)+kCq1h2(1+∥uhm∥L2(Ω))∥nh−n~h∥L2(Ω).

Furthermore,

∥ch−c~h∥L2(Ω)⩽Cqk(1+Ch2∥uhm∥L2(Ω)+Ch2)∥ch−c~h∥L2(Ω).

Summing the above two inequalities and choosing k to be small enough yields uniqueness.

Received: 2023-01-29

Revised: 2023-10-05

Accepted: 2023-10-16

Published Online: 2023-10-16

Published in Print: 2024-06-25

Exploring numerical blow-up phenomena for the Keller–Segel–Navier–Stokes equations

Abstract

Acknowledgment

References

A Existence and uniqueness of numerical solutions

A.1 Existence

A.2 Uniqueness

Journal and Issue

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