Abstract
In this paper we study the existence of stationary solutions for the Muskat problem with a large surface tension coefficient. Ehrnstrom, Escher and Matioc studied in Mats Ehrnström (Methods Appl Anal 20:33-46, 2013) that there exists solutions to this problem for surface tensions below a finite value. In these notes we go beyond this value considering large surface tension. Also by numerical simulation we show some examples that explains the behavior of solutions.
We’re sorry, something doesn't seem to be working properly.
Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.
1 Introduction
We consider two incompressible fluids with different densities and equal viscosity in a porous medium, separated by a curve \(z=(z_1,z_2)\). The dynamic of this two phase-flow can be modelled by Incompressible Porous Media equation (IPM) which is given by the Darcy’s law, the mass conservation equation and the incompressibility condition
where v is the incompressible velocity, p is the pressure, \(\mu \) is the dynamic viscosity, \(\kappa \) is the permeability of the medium, \(\rho \) is the liquid density and \(\mathrm {g}\) is the acceleration due to gravity. Without loss of generality, we set \(\mu /\kappa =1.\) The initial density, which takes only two constant values is defined by
for \(x=(x_1,x_2)\in {\mathbb {R}}^2\) (see Fig. 1).
The research on the Muskat problem has been very intense due to the many applications (see [16, 20, 23] and [18]), one of the characteristic of this problem is that some scenarios are unstable and leads to an ill-posed problem, this scenario is when the heavier fluid is above the other one. In the stable scenario when the heavier fluid is in the lower part, the problem is locally well-posed. This arises from the linear stability analysis of the equation for the interface evolution (see [2,3,4] and [22]). Such linear stability is characterized by the sign of the Rayleigh–Taylor function
for a curve \(z=(z_1,z_2)\) that parameterizes the interface between the fluids. In the stable case as mathematical case is a challenging example of a free boundary problem driven by a nonlinear and non-local parabolic equation. In the unstable case recent investigations have show that the method of convex integration yields infinitely many weak solutions (see [5] and [6]). There is little doubt that the most important open questions is to understand a selection principle for such weak solutions. Recently the case of stationary IPM has been studied from this perspective in [15] by Hitruhin and Lindberg.
If we consider surface tension, there is a jump discontinuity of the pressure across the interface which is modeled to be equal to the local curvature times the surface tension coefficient
In this case we have viscous fingering, a phenomenon known in porous media as a result of an instability of the interface when a lower density fluid penetrates a more viscous fluid, the result is the formation of patterns of type finger in the interface. The free boundary problem is well posed (see [7] and [11]), since capillarity eliminates instabilities in Rayleigh-Taylor condition and this problem has been studied extensively (see [1, 10, 14, 17, 21] and [13]). For further results on the Muskat problem with and without surface tension see the survey [12].
In this work we give a description of the stationary solutions for the Muskat problem with surface tension, looking for \(2\pi \) periodic solutions, this can be achieved by reducing the Muskat equation (2) to an ordinary differential equation (5). Using the Darcy’s Law we compute the vorticity
The Muskat equation is given by
Therefore steady-state solutions of (2) are solutions of the equation
and a solution of (3) is a steady-state solutions of (2) and therefore a steady-state solutions of the Muskat problem. In this work we take by simplicity equal viscosities, if we consider different viscosities the stationary equation obtained is the same as in the case of equal viscosities. For a treatment of the case with different viscosities see [19], Sect. 6. From here, a curve \(z:{\mathbb {R}}\rightarrow {\mathbb {R}}^2\) is a steady-state solution of (2) if satisfies
where we consider that \(z_2,\) the second component of the curve, is a odd function. Ehrnstrom, Escher and Matioc in [8] found a finite limit value with the property that if the surface tension coefficient remains below this value the curve remains \(2\pi \) periodic and when the surface tension coefficient approaches to this finite value from below, the maximal slope of the curve tends to infinity.
The equation (3) in the stable case \(\rho _->\rho _+ \) has only trivial solution (see [9]). In this notes we consider the unstable case, when \(\rho _+>\rho _-,\) that is, when the heavier fluid occupies the upper part and we are interesting in describing a solution with the following initial data
We take
and recall the definition of the beta function
The main result of this notes is the following theorem:
Theorem 1
Given
there exists \(\lambda ^*>0\) greater than \(\lambda _*\) such that for each \(\lambda \in (\lambda ^*,\lambda _*]\) there exists a unique \(\alpha (\lambda )\in [0,\infty )\) and a periodic solution curve of the steady-state equation (3) that does not self-intersect.
In [8], Ehrnstrom, Escher and Matioc consider the parameter \(\lambda >\lambda _*\) and in this case the curve is locally the graph of a function (x, f(x)), instead of that we consider a curve (g(y), y) and we are able to show that there exists \(2\pi \) periodic solutions for the case \(\lambda ^*<\lambda <\lambda _*,\) moreover we show that if \(\lambda <\lambda ^*\) the solutions there are no longer periodic. The proof in the main theorem is obtained by analyzing a explicit formula (7) for the period. Moreover we describe some numerical examples that indicates \(\lambda ^*\sim \lambda _*/7.\)
2 Steady-state solutions
In this section we study the period of the steady-state solution with the conditions (4), under such conditions the curve z is a graph respect to a function h, that is, \(z(y)=(h(y),y)\) and the curve is a steady-state solution if the function h satisfies
To prove the main theorem we have three previous lemmas, the first about the existence of \(2\pi \) periodic solutions, the second related to the function \(\lambda \mapsto \alpha \) and the third on the intersection of the solution curves. We leave at the end of the section the proof of the main theorem.
The idea is integrate the equation (5) directly over the interval [0, y] to determine conditions in the parameters \(\lambda \) and \(\alpha .\) After the integration we have the next equation
In order to simplify the notations we put \(\displaystyle {\beta :=\frac{\alpha }{(1+\alpha ^2)^{1/2}}.}\) Taking squares and since \(h'\) and \((\lambda /2)y^2-\beta \) has the same sign, we have
We observe from equation (6) that there exists a zero for \(h'\) and a positive value where \(h'\) explodes, that is
also at this point the curve is no longer the graph of the function h. We define the period of the solution curve as the integral
Lemma 1
If \(\lambda \in ( 0,\lambda _*],\) the period (7) of the solution curve satisfies
Proof
Taking the change of variable \(\tau =s/\sqrt{2\lambda ^{-1}(1+\beta )}\), we get the next expression for the period
where \(g_\tau (\alpha )=(1+\beta )\tau ^2-\beta .\) The derivatives respect to \(\beta \) and \(\alpha \) of \(g_\tau \) and \(\beta \) respectively are
Then from the chain rule the derivative respect to \(\alpha \) is
hence
and therefore the period \(T(\lambda ,\alpha )\) is decreasing with respect to \(\alpha .\) Now, if we want to determine the pair \((\lambda ,\alpha )\) such that \(T(\lambda ,\alpha )=\pi /2,\) we will determine conditions on \(\lambda \) observing its behavior as \(\alpha \) goes to zero and infinity. We will see explicitly that the following inequalities are satisfied
For the first inequality, we compute \(T(\lambda ,0)\) from (8), that is
When \(\alpha =0,\) \(\beta = 0\) and we have
Therefore, if we take
we get
The next step is compute the limit when \(\alpha \rightarrow \infty \) in equation (7). We observe for a fixed \(\lambda <\lambda _*\) the limit in the integral satisfies
We can see in the last integral, that for a fixed \(\lambda <\lambda _*\)
moreover \(T(\lambda ,\alpha )\rightarrow -\infty ,\) because the first integral goes to \(-\infty .\) \(\square \)
The value \(\lambda _*\) is the critical value found by Ehrnstrom, Escher and Matioc. When the parameter \(\lambda \in (\lambda _*,1]\) the steady solution correspond to a curve parameterized by the graph (x, f(x)) with \(f(0)=0\) and \(f'(0)=\alpha \) (see [8]). The next lemma provides a relation between \(\lambda \) and \(\alpha .\)
Lemma 2
Let \(\lambda \in (0,\lambda _*],\) then there exists a unique \(\alpha (\lambda )\in [0,\infty )\) such that \(T(\lambda ,\alpha (\lambda ))=\pi /2\) and the mapping \(\alpha :(0,\lambda _*]\rightarrow [0,\infty )\) is smooth, bijective and decreasing.
Proof
From lemma 1 we have \(T(\lambda ,\infty )<\pi /2\le T(\lambda , 0)\) for \(\lambda \in (0,\lambda _*].\) Also we known that \(T(\lambda ,\alpha )\) is smooth respect to \(\lambda \) and \(\alpha ,\) hence for \(\lambda \in (0,\lambda _*]\) there exists a unique \(\alpha (\lambda )\in (0,\infty )\) such that \(T(\lambda ,\alpha (\lambda ))=\pi /2.\) Choose the pair \((\lambda ,\alpha (\lambda ))\in (0,\lambda _*]\times [0,\infty )\) such that \(T(\lambda ,\alpha (\lambda ))=\pi /2,\) then
because \(\partial _\alpha T,\partial _\lambda T<0\) we have \(\alpha '(\lambda )<0.\) From (10) we get \(\lim _{\lambda \rightarrow \lambda _*}\alpha (\lambda )=0,\) and from (11), \(\lim _{\lambda \rightarrow 0}\alpha (\lambda )=\infty .\) This complete the proof. \(\square \)
To complete the proof of the main theorem we need to know if the curves solutions has intersections. We know from (7) that the function h has a minimum at the point \(y=\sqrt{2\lambda ^{-1}\beta },\) define
which is the value of h at \(\sqrt{2\lambda ^{-1}\beta }.\) Now we want to determine if the fact that \(\lambda \in (0,\lambda _*]\) is enough to have
this property is important because we want that the solution curve has not intersections. Taking the change of variable \(\tau =s/\sqrt{2\lambda ^{-1}\beta }\) we can rewrite the integral as
we have the next lemma.
Lemma 3
There exists \(\lambda ^*<\lambda _*\) positive such that if \(\lambda \in (\lambda ^*,\lambda _*]\) then \(I(\lambda ,\alpha (\lambda ))>-\pi /2\) and \(I(\lambda ^*,\alpha (\lambda ^*))=-\pi /2\) .
Proof
We observe
because \(0<\tau <1,\) then \(I(\lambda ,\alpha )\) is increasing with respect to \(\lambda .\) Take the pair \((\lambda ,\alpha (\lambda ))\in \mathbb (0,\lambda _*]\times [0,\infty ),\) such that \(T(\lambda ,\alpha (\lambda ))=\pi /2.\) Now we have
then we have
the last inequality is due to \(\lim _{\lambda \rightarrow \lambda _*}\alpha (\lambda )=0.\) Hence from \(\lim _{\lambda \rightarrow 0}\alpha (\lambda ) =\infty ,\) we get
therefore with respect to \(\lambda \) we have
The continuity of I over \((0,\lambda _*]\) implies that there exists \(\lambda ^*>0\) such that \(I(\lambda ^*)=-\pi /2.\) We take \(\lambda \in (\lambda ^*,\lambda _*]\) then by lemma 1, there exists \(\alpha (\lambda )\in [0,\infty )\) such that \(T(\lambda ,\alpha (\lambda ))=\pi /2.\) Since \(I(\lambda )\) is increasing with respect to \(\lambda \) and \(I(\lambda ^*)=-\pi /2\) we have
which means that
\(\square \)
Now we can proceed to the proof of the main result 1.
Proof
[of the main theorem 1] Take \(\lambda \in (0,\lambda _*],\) then from lemmas 1 and 2 we find \(\alpha (\lambda )\) such that \(T(\lambda )=\pi /2.\) Now if \(\lambda >\lambda ^*\) by lemma 3 we have value \(I(\lambda )>-\pi /2.\) Hence by reflections we can construct a curve \(2\pi \) periodic which does not have self intersections and is solution of the steady equation (3). \(\square \)
3 Numerical examples
In this section we show some numerical examples of steady-state solutions for different values of \(\lambda .\) The Figs. 2, 3, 4 and 5 explains the behavior of the solution curves when \(\lambda \) approaches to the value \(\lambda ^*\). The limit curve \(z_{\lambda ^*}\) (Fig. 4) remains \(2\pi \) periodic but has self-intersections, also for \(\lambda _*/16 \) (Fig. 5) we observe that the curve solution has self-intersections, then we can infer that \(\lambda _*/16<\lambda ^*.\)
Remark 1
It remains to have a analytical proof of the value \(\lambda ^*\) that lead us to an explicit value for \(\lambda ^*.\)
References
Ambrose, David M.: The zero surface tension limit of two-dimensional interfacial Darcy flow. J. Math. Fluid Mech. 16(1), 105–143 (2014)
Córdoba, Antonio, Córdoba, Diego, Gancedo, Francisco: Interface evolution: the Hele–Shaw and Muskat problems. Ann. of Math. 173(1), 477–542 (2011)
Córdoba, Antonio, Córdoba, Diego, Gancedo, Francisco: Porous media: the Muskat problem in three dimensions. Anal. PDE 6(2), 447–497 (2013)
Córdoba, Diego, Gancedo, Francisco: Contour dynamics of incompressible 3-D fluids in a porous medium with different densities. Comm. Math. Phys. 273(2), 445–471 (2007)
De Lellis, Camillo, Székelyhidi, László., Jr.: The Euler equations as a differential inclusion. Ann. of Math. 170(3), 1417–1436 (2009)
De Lellis, Camillo, Székelyhidi, László., Jr.: On admissibility criteria for weak solutions of the Euler equations. Arch. Ration. Mech. Anal. 195(1), 225–260 (2010)
Duchon, Jean, Robert, Raoul: Évolution d’une interface par capillarité et diffusion de volume. I. Existence locale en temps. Ann. Inst. H. Poincaré Anal. Non Linéaire 1(5), 361–378 (1984)
Ehrnström, Mats, Escher, Joachim, Matioc, Bogdan-Vasile.: Steady-state fingering patterns for a periodic Muskat problem. Methods Appl. Anal. 20(1), 33–46 (2013)
Escher, Joachim, Matioc, Bogdan-Vasile.: Multidimensional Hele–Shaw flows modelling Stokesian fluids. Math. Methods Appl. Sci. 32(5), 577–593 (2009)
Escher, Joachim, Matioc, Bogdan-Vasile.: On the parabolicity of the Muskat problem: well-posedness, fingering, and stability results. Z. Anal. Anwend. 30(2), 193–218 (2011)
Escher, Joachim, Simonett, Gieri: Classical solutions of multidimensional Hele–Shaw models. SIAM J. Math. Anal. 28(5), 1028–1047 (1997)
Gancedo, Francisco: A survey for the Muskat problem and a new estimate. SeMA J. 74(1), 21–35 (2017)
Gancedo, Francisco, Garcia-Juarez, Eduardo, Patel, Neel, Strain, Robert: Global regularity for gravity unstable muskat bubbles. ArXiv e-prints (2020)
Gancedo, Francisco, Granero-Belinchón, Rafael, Scrobogna, Stefano: Surface tension stabilization of the Rayleigh–Taylor instability for a fluid layer in a porous medium. Ann. Inst. H. Poincaré Anal. Non Linéaire 37(6), 1299–1343 (2020)
Hitruhin, Lauri, Lindberg, Sauli: Lamination convex hull of stationary incompressible porous media equations. SIAM J. Math. Anal. 53(1), 491–508 (2021)
Homsy, G.M.: Viscous fingering in porous media. Annua. Rev. Fluid Mech. 19(1), 271–311 (1987)
Hou, Thomas Y., Lowengrub, John S., Shelley, Michael J.: Removing the stiffness from interfacial flows with surface tension. J. Comput. Phys. 114(2), 312–338 (1994)
Manickam, O., Homsy, G.M.: Fingering instabilities in vertical miscible displacement flows in porous media. J. Fluid Mech. 288, 75–102 (1995)
Matioc, Bogdan-Vasile.: Well-posedness and stability results for some periodic Muskat problems. J. Math. Fluid Mech. 22(3), 31–45 (2020)
Muskat, Morris: Two fluid systems in porous media. The encroachment of water into an oil sand. Physics 5(9), 250–264 (1934)
Otto, Felix: Viscous fingering: an optimal bound on the growth rate of the mixing zone. SIAM J. Appl. Math. 57(4), 982–990 (1997)
Siegel, Michael, Caflisch, Russel E., Howison, Sam: Global existence, singular solutions, and ill-posedness for the Muskat problem. Comm. Pure Appl. Math. 57(10), 1374–1411 (2004)
Wooding, R.A., Morel-Seytoux, H.J.: Multiphase fluid flow through porous media. Annu Rev. Fluid Mech. 8(1), 233–274 (1976)
Acknowledgements
The author thanks Ángel Castro and Daniel Faraco his thesis directors for his suggestion to address this problem and for their comments and discussions in the preparation of this work.
Funding
Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work is supported by the Spanish Ministry of Economy under the ICMAT Severo Ochoa Grant PRE2018-084508, by the Europa Excelencia program ERC2018-092824, the ERC Advanced Grant 788250, the ERC Advanced Grant 834728 and by the MTM2017-85934-C3-2-P and partially supported by the MTM2017-89976-P.
Rights and permissions
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
About this article
Cite this article
Sánchez, O. Steady-state solutions for the Muskat problem. Collect. Math. 74, 313–321 (2023). https://doi.org/10.1007/s13348-021-00348-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13348-021-00348-z