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Strong local convergence of consistent finite-volume face fluxes
Statement
Assume the Axiom of Countable Choice . Let be reconstructions from Piecewise-constant finite-volume state and face-flux reconstructions for schemes using a continuous consistent flux for a continuous physical flux as in Conservative two-point finite-volume schemes for scalar laws. Suppose , strongly in , and for every bounded interval and there is such that almost everywhere on for every . Then is locally essentially bounded up to the initial face and, for every bounded interval and ,
Facts & Assumptions
Given: , , strong local convergence, and local uniform bounds on every cylinder .
says every countable family of nonempty sets has a choice function (The Axiom of Countable Choice ()).
The state and face-flux reconstructions satisfy almost everywhere, and . (Piecewise-constant finite-volume state and face-flux reconstructions, Conservative two-point finite-volume schemes for scalar laws)
Assuming , if then as . ( in as , for )
Under , bounded measurable sets in have finite Lebesgue measure. For any measurable sequence , disjointifying by and gives by countable additivity and monotonicity; hence Lebesgue measure is countably subadditive. Therefore a bounded measurable function restricted to a bounded rectangle belongs to . (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure, Measures on sigma-algebras, Measures are monotone)
Every closed box in Euclidean and every closed bounded interval in is compact. (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line)
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)
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)
Under , translation is an isometry of : . This follows from translation invariance of Lebesgue measure (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation).
Assuming , every rectangle in with any choice of included or excluded faces is measurable and has measure equal to its area. (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Proof
Fix a closed bounded interval and , with common state bound on . For , let . If had positive measure, then , where . By countable subadditivity in [F3], some has positive measure. Since almost everywhere on , it follows that for every , contradicting strong convergence on . Thus almost everywhere on . Taking for sufficiently large integers covers ; any bounded interval is contained in a closed bounded one, so is locally essentially bounded up to .
Fix and a compact rectangle . Enlarge its spatial interval by ; step 1.1 bounds there. The cutoff on this enlarged bounded rectangle and elsewhere is bounded and measurable, so [F3] makes . For all large , . By [F2], : the cutoff agrees with on and on . Also is contained in one fixed compact enlargement for all large , so strong local convergence gives . The equality follows by applying [F7] to the restriction of to the compact set . The triangle inequality gives in .
Let be as in step 2.1, and choose a common bound on the enlarged rectangle. The square is a nonempty closed box, hence compact by [F4]. Continuity of and [F5] bound on ; [F6] makes it uniformly continuous there. Put and . Steps 1.1–2.1 show both converge to in measure on , and all three values lie in almost everywhere. For , the set where either input error is at least has measure at most times the sum of the two errors. Since has finite measure by [F3], uniform continuity makes arbitrarily small in integral off this set, while boundedness of controls its integral on the set. Thus in . By [F1], in .
On , for all sufficiently large we have , so the local state bound on the interval enlarged by bounds both flux inputs uniformly in ; step 1.1 bounds . Continuity of on the compact square and continuity of on the compact interval bound and there by one constant. The integral of over this strip is at most a constant times by [F8]. Step 3.1 gives convergence on . Letting first and then proves convergence on .
Depends on
- Conservative two-point finite-volume schemes for scalar laws
- Piecewise-constant finite-volume state and face-flux reconstructions
- $\|\tau_h f - f\|_p \to 0$ in $L^p(\mathbb{R}^n)$ as $h \to 0$, for $1 \le p < \infty$
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Measures on sigma-algebras
- Measures are monotone
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
Used by
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Sources
- H. De Sterck and P. Ullrich, Introduction to Computational PDEs, Chapter 3, complete chapter, PDF pp. 81–106 (standard reference, not scraped)
- Benjamin Seibold, MIT OpenCourseWare 18.336, Lecture 19: Finite Volume Methods, complete six-page note (standard reference, not scraped)