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Strong local convergence of consistent finite-volume face fluxes

Statement

Assume the Axiom of Countable Choice ACω. Let (Um,Qm) be reconstructions from Piecewise-constant finite-volume state and face-flux reconstructions for schemes using a continuous consistent flux F for a continuous physical flux f as in Conservative two-point finite-volume schemes for scalar laws. Suppose hm→0, Um→u strongly in Lloc1(R×(0,T)), and for every bounded interval I⊂R and T′<T there is MI,T′<∞ such that ∣Um∣≤MI,T′ almost everywhere on I×[0,T′] for every m. Then u is locally essentially bounded up to the initial face and, for every bounded interval I and T′<T, ∥Qm−f(u)∥L1(I×(0,T′))⟶0.

Facts & Assumptions

Given: ACω, hm→0, strong local L1 convergence, and local uniform bounds on every cylinder I×[0,T′].

[A1]

ACω says every countable family of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

[F1]

The state and face-flux reconstructions satisfy Qm(x,t)=F(Um(x,t),Um(x+hm,t)) almost everywhere, and F(a,a)=f(a). (Piecewise-constant finite-volume state and face-flux reconstructions, Conservative two-point finite-volume schemes for scalar laws)

[F2]

Assuming ACω, if v∈L1(R2) then ∥τzv−v∥L1(R2)→0 as z→0. (∥τhf−f∥p→0 in Lp(Rn) as h→0, for 1≤p<∞)

[F3]

Under ACω, bounded measurable sets in R2 have finite Lebesgue measure. For any measurable sequence (Er), disjointifying by F1=E1 and Fr=Er∖⋃k<rEk gives λ2(⋃rEr)=∑rλ2(Fr)≤∑rλ2(Er) by countable additivity and monotonicity; hence Lebesgue measure is countably subadditive. Therefore a bounded measurable function restricted to a bounded rectangle belongs to L1. (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure, Measures on sigma-algebras, Measures are monotone)

[F5]

A continuous real-valued function on a nonempty compact metric space is bounded. (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value)

[F6]

A continuous map on a compact metric space is uniformly continuous. (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous)

[F7]

Under ACω, translation is an isometry of L1(R2): ∥τzv∥1=∥v∥1. This follows from translation invariance of Lebesgue measure (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation).

[F8]

Assuming ACω, every rectangle in R2 with any choice of included or excluded faces is measurable and has measure equal to its area. (A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included)

Proof

1.1F3givenalgebra

Fix a closed bounded interval I and T′<T, with common state bound M on I×[0,T′]. For 0<ϵ<T′, let K=I×[ϵ,T′]. If E={(x,t)∈K:∣u(x,t)∣>M} had positive measure, then E=⋃r≥1Er, where Er={(x,t)∈K:∣u(x,t)∣≥M+1/r}. By countable subadditivity in [F3], some Er has positive measure. Since ∣Um∣≤M almost everywhere on K, it follows that ∥Um−u∥L1(K)≥r−1∣Er∣>0 for every m, contradicting strong L1 convergence on K. Thus ∣u∣≤M almost everywhere on K. Taking ϵ=1/r for sufficiently large integers r covers I×(0,T′); any bounded interval is contained in a closed bounded one, so u is locally essentially bounded up to t=0.

2.1A1F2F3F7givenstep 1.1algebra

Fix 0<ϵ<T′ and a compact rectangle K⊂R×[ϵ,T′]. Enlarge its spatial interval by 1; step 1.1 bounds u there. The cutoff v=u on this enlarged bounded rectangle and v=0 elsewhere is bounded and measurable, so [F3] makes v∈L1(R2). For all large m, hm<1. By [F2], ∥u(⋅+hm,⋅)−u∥L1(K)→0: the cutoff agrees with u on K and on K+hm. Also K+hm is contained in one fixed compact enlargement K′ for all large m, so strong local convergence gives ∥Um(⋅+hm,⋅)−u(⋅+hm,⋅)∥L1(K)=∥Um−u∥L1(K+hm)≤∥Um−u∥L1(K′)→0. The equality follows by applying [F7] to the restriction of Um−u to the compact set K+hm. The triangle inequality gives Um(⋅+hm,⋅)→u in L1(K).

3.1A1F1F3F4F5F6step 1.1step 2.1algebra

Let K be as in step 2.1, and choose a common bound M on the enlarged rectangle. The square S=[−M,M]2 is a nonempty closed box, hence compact by [F4]. Continuity of F and [F5] bound F on S; [F6] makes it uniformly continuous there. Put am=Um(x,t) and bm=Um(x+hm,t). Steps 1.1–2.1 show both converge to u in measure on K, and all three values lie in [−M,M] almost everywhere. For δ>0, the set where either input error is at least δ has measure at most δ−1 times the sum of the two L1 errors. Since K has finite measure by [F3], uniform continuity makes ∣F(am,bm)−F(u,u)∣ arbitrarily small in integral off this set, while boundedness of F controls its integral on the set. Thus F(am,bm)→F(u,u)=f(u) in L1(K). By [F1], Qm→f(u) in L1(K).

4.1F1F4F5F8step 1.1step 3.1givenalgebra∎

On I×(0,ϵ), for all sufficiently large m we have hm<1, so the local state bound on the interval enlarged by 1 bounds both flux inputs uniformly in m; step 1.1 bounds u. Continuity of F on the compact square [−M,M]2 and continuity of f on the compact interval [−M,M] bound Qm and f(u) there by one constant. The integral of ∣Qm−f(u)∣ over this strip is at most a constant times λ2(I×(0,ϵ))=∣I∣ϵ by [F8]. Step 3.1 gives convergence on I×[ϵ,T′]. Letting first m→∞ and then ϵ↓0 proves convergence on I×(0,T′].

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