Robust series linearization of nonlinear advection-diffusion equations

TL;DR

This paper develops a non-perturbative series expansion method for solving nonlinear advection-diffusion PDEs by linearizing around a parameter, with rigorous convergence proofs and applications to turbulence and nonlinear diffusion models.

Contribution

It introduces a hierarchical linearization approach for nonlinear PDEs with proven convergence, extending analysis tools for complex advection-diffusion equations.

Findings

Series converges for arbitrary initial data in certain cases.

Demonstrates convergence beyond perturbative regimes.

Provides numerical evidence of convergence and effects of deformation choices.

Abstract

We consider nonlinear partial differential equations (PDEs) for advection-diffusion processes which are augmented by an auxiliary parameter $\delta$ such that $\delta=0$ corresponds to linear advection-diffusion. We derive potentially non-perturbative series expansions in $\delta$ that provide a process to obtain the solution of the nonlinear PDE through solving a hierarchical system of linear, forced PDEs with the forcing terms dependent on solutions at lower orders in the hierarchy. We rigorously detail our approach for a particular deformation that interpolates between linear advection-diffusion and the canonical Burgers' equation modeling nonlinear advection. In this case, we prove that the series has infinite radius of convergence for arbitrary integrable initial data, analyze the cases of a Dirac-delta initial condition (IC) (i.e., the fundamental solution) in an infinite domain and arbitrary IC in a periodic domain, and demonstrate the approach to turbulent behavior in a scenario with periodic forcing. We then treat models of nonlinear diffusion involving the $p$-Laplacian operator, including generalizations of the Poisson equation in $1$ and $2$ dimensions, and the heat equation in $1+1$ dimensions. We detail series expansions for two different deformations of these equations about their linear (ordinary Laplacian) counterparts, providing numerical evidence for the convergence of the series outside of a perturbative regime and demonstrating that the rate and radius of convergence are affected by choice of deformation. Our results provide a rigorous foundation for using series expansion techniques to study nonlinear advection-diffusion PDEs, opening new pathways for analysis and potential applications for quantum-assisted computational fluid dynamics.