Nonlinear development of acoustical instabilities in supersonic jets

In contrast with the roll-up of fluid interfaces through Kelvin-Helmholtz instability, recent numerical simulations with small amplitude perturbations of supersonic jets reveal another very different coherent mode of nonlinear acoustical instability of jets through the appearance of regular zig-zag shock patterns which traverse the interior of the jet and amplify as time evolves. In this paper, through a combination of appropriate ideas from linear and nonlinear high frequency geometric optics, the authors develop a quantitative theory which predicts the nonlinear development of zig-zag modes with a structure like those observed in the numerical simulations. The perturbation analysis is developed via a systematic application of nonlinear small amplitude high frequency geometric optics to the complex free surface problem defined by the perturbed jet; this procedure automatically yields simplified asymptotic equations which are analyzed explicitly and lead to the development of regular amplifying “zig-zag” shock structures in the jet. For a given streamwise period, Mach number, and jet width, the asymptotic theory gives explicit criteria for the number and structure of different regular zig-zag shock patterns which amplify with time. For Mach numbers M < 1, there are no amplifying acoustic zig-zig modes while for M > 1, there are a finite number of such modes depending on Mach number, jet width, and streamwise period. Explicit criteria to select the most destabilizing of these nonlinear eigenmodes are developed as well as several new quantitative predictions regarding the nonlinear development of acoustical instabilities in supersonic jets including the phenomenon of “super-resonance” for special values of the streamwise period.     

Localized nonlinear vector matter waves in two-component Bose–Einstein condensates with spatially modulated nonlinearities

Exact localized nonlinear vector matter waves in the form of soliton–soliton and vortex–vortex pairs in two-component Bose–Einstein condensates with spatially modulated nonlinearity coefficients and harmonic trapping potentials are reported. It is shown that there exists an infinite number of exact vector pairs sharing the same chemical potential with soliton–soliton ones for odd integer n while vortex–vortex ones for even integer n  . The stability of the vector pairs found is investigated by means of direct numerical simulations and a linear stability analysis; the results show that the stable vortex–vortex pairs (±l,±l)$(\pm l,\pm l)$ with large topological charges can be supported by the spatially modulated interaction when the harmonic trapping potential is presented in this system.     

Soliton interactions and their dynamics in a higher-order nonlinear self-dual network equation

Under investigation in this paper is a higher-order nonlinear self-dual network equation, which may simulate the wave propagation in a ladder type electric circuit. By means of the N-fold Darboux transformation and symbolic computation, the N-soliton solutions in determinant form are obtained. Based on the asymptotic and graphic analysis, the elastic interaction phenomena between/among two-, three- and four-soliton solutions are discussed, and some important physical quantities are accurately analyzed. Numerical simulations are used to explore the dynamical stability of one- and two-soliton solutions. Results might be helpful for understanding the propagation and interaction properties of electrical signals in a ladder type nonlinear self-dual network.     

Asymptotic solutions of Fokker-Planck equations for nonlinear irreversible processes and generalized Onsager-Machlup theory

Fokker-Planck equations for nonlinear processes are solved asymptotically in the limit k→0 where k is the Boltzmann constant. It is shown that the leading asymptotic solutions for conditional (two-gate) distribution functions simply correspond to generalizations of the Onsager-Machlup theory to nonlinear processes. The asumptotic solution method used in the paper is similar to the well-known W.K.B. method in quantum mechanics. A stability criterion of nonlinear irreversible processes is also considered and compared with the Glansdorff-Prigogine stability criterion.     

A statistical limit in the solution of the nonlinear Schrödinger equation under deterministic initial conditions

We investigate the semiclassical limit for the nonlinear Schrödinger equation in the case of a defocusing medium under oscillating nonperiodic initial conditions specified on the entire x axis. We formulate a system of integral conservation laws in terms of an infinite number of spatially averaged densities explicitly calculated from the initial conditions. We study the direct scattering problem and show that the scattering phase is a uniformly distributed random variable. The evolution of this system leads to the development of nonlinear oscillations, which become statistical in nature on long time scales. A modified inverse scattering method based on constructing a maximizer of the N-soliton solution in the continuum limit for N → is used to obtain an asymptotic solution. Using the maximizer, we found an infinite set of conserved averaged densities in the statistical state. This allowed us to couple the initial state with the limiting statistical steady (for t → ∞) state and, thus, to unambiguously determine the level spectrum in the statistical limit.     

Large time behavior and asymptotic stability of the 2D Euler and linearized Euler equations

We study the asymptotic behavior and the asymptotic stability of the 2D Euler equations and of the 2D linearized Euler equations close to parallel flows. We focus on flows with spectrally stable profiles U(y) and with stationary streamlines y=y₀ (such that U^′(y₀)=0), a case that has not been studied previously. We describe a new dynamical phenomenon: the depletion of the vorticity at the stationary streamlines. An unexpected consequence is that the velocity decays for large times with power laws, similarly to what happens in the case of the Orr mechanism for base flows without stationary streamlines. The asymptotic behaviors of velocity and the asymptotic profiles of vorticity are theoretically predicted and compared with direct numerical simulations. We argue on the asymptotic stability of this ensemble of flow profiles even in the absence of any dissipative mechanisms.     

A moving boundary model motivated by electric breakdown: II. Initial value problem

An interfacial approximation of the streamer stage in the evolution of sparks and lightning can be formulated as a Laplacian growth model regularized by a ‘kinetic undercooling’ boundary condition. Using this model we study both the linearized and the full nonlinear evolution of small perturbations of a uniformly translating circle. Within the linear approximation analytical and numerical results show that perturbations are advected to the back of the circle, where they decay. An initially analytic interface stays analytic for all finite times, but singularities from outside the physical region approach the interface for t→∞, which results in some anomalous relaxation at the back of the circle. For the nonlinear evolution numerical results indicate that the circle is the asymptotic attractor for small perturbations, but larger perturbations may lead to branching. We also present results for more general initial shapes, which demonstrate that regularization by kinetic undercooling cannot guarantee smooth interfaces globally in time.     

Diffraction in the semiclassical approximation to Feynman's path integral representation of the Green function

We derive the semiclassical approximation to Feynman's path integral representation of the energy Green function of a massless particle in the shadow region of an ideal obstacle in a medium. The wavelength of the particle is assumed to be comparable to or smaller than any relevant length of the problem. Classical paths with extremal length partially creep along the obstacle and their fluctuations are subject to non-holonomic constraints. If the medium is a vacuum, the asymptotic contribution from a single classical path of overall length L to the energy Green function at energy E is that of a non-relativistic particle of mass E/c² moving in the two-dimensional space orthogonal to the classical path for a time τ=L/c. Dirichlet boundary conditions at the surface of the obstacle constrain the motion of the particle to the exterior half-space and result in an effective time-dependent but spatially constant force that is inversely proportional to the radius of curvature of the classical path. We relate the diffractive, classically forbidden motion in the “creeping” case to the classically allowed motion in the “whispering gallery” case by analytic continuation in the curvature of the classical path. The non-holonomic constraint implies that the surface of the obstacle becomes a zero-dimensional caustic of the particle's motion. We solve this problem for extremal rays with piecewise constant curvature and provide uniform asymptotic expressions that are approximately valid in the penumbra as well as in the deep shadow of a sphere.     

Autocorrelation functions in the generalized Boltzmann-Enskog model

The purpose of this paper is to study the asymptotic properties of time autocorrelation functions for the generalized nonlinear Boltzmann-Enskog model, which contains a long-range component of the interaction between the particles. On the basis of the analysis of non-linear features of the Boltzmann-Enskog kinetic equation, the role of nonlinear effects is directly revealed at the approach to an equilibrium state. It is shown that autocorrelation functions have power asymptotics t ^?3/2, and the effects that are related to the inclusion of the long-range component lead to a change in the coefficient at t ^?3/2. These results establish a closed expression for the determination of coefficients in the asymptotic expansion of the autocorrelation functions of rate and thermal diffusion.     

A nonlinear PSE method for two-fluid shear flows with complex interfacial topology

A nonlinear stability method is developed for laminar two-fluid shear flows which undergo changes in the interface topology. The method is based on the nonlinear parabolized stability equations (PSE) and incorporates a scalar-based interface capturing (IC) scheme in order to track complex deformations of the fluid interface. In doing so, the formulation retains the flexibility and physical insight of instability-wave based methods, while providing hydrodynamic modeling capabilities similar to direct numerical calculations: the new formulation, referred to as the IC-PSE, can capture the nonlinear physical mechanisms responsible for generating large-scale, two-fluid structures, without incurring heavy computational costs. This approach is valid for spatially developing, laminar two-fluid shear flows which are convectively unstable, and can naturally account for the growth of finite amplitude interfacial waves, along with changes to the interfacial topology. We demonstrate the accuracy of the IC-PSE against direct Navier–Stokes calculations for two-fluid mixing layers with density and viscosity stratification. The comparisons show that the IC-PSE can predict the dynamics of the instability waves and capture the formation of Kelvin–Helmholtz vortex rolls and large scale liquid structures, at an order of magnitude less computational cost than direct calculations. The role of surface tension in the IC-PSE formulation is shown to be valid for flows in which Re/We ? 1, and the method accurately predicts the formation and non-linear evolution of flow structures in this limit. This is demonstrated for spatially developing mixing layers which lead to vortex roll-up and ligaments, prior to droplet formation. The pinch-off process itself is a high surface tension phenomenon and in not considered herein. The method also accurately captures the effect of interfacial waves on the mean flow, and the topology changes during the non-linear evolution of the two-fluid structures.     

Exact solutions of semiclassical non-characteristic Cauchy problems for the sine-Gordon equation

The use of the sine-Gordon equation as a model of magnetic flux propagation in Josephson junctions motivates studying the initial-value problem for this equation in the semiclassical limit in which the dispersion parameter ε tends to zero. Assuming natural initial data having the profile of a moving −2π kink at time zero, we analytically calculate the scattering data of this completely integrable Cauchy problem for all ε>0 sufficiently small, and further we invert the scattering transform to calculate the solution for a sequence of arbitrarily small ε. This sequence of exact solutions is analogous to that of the well-known N-soliton (or higher-order soliton) solutions of the focusing nonlinear Schrödinger equation. We then use plots obtained from a careful numerical implementation of the inverse-scattering algorithm for reflectionless potentials to study the asymptotic behavior of solutions in the semiclassical limit. In the limit ε↓0 one observes the appearance of nonlinear caustics, i.e. curves in space-time that are independent of ε but vary with the initial data and that separate regions in which the solution is expected to have different numbers of nonlinear phases.In the appendices, we give a self-contained account of the Cauchy problem from the perspectives of both inverse scattering and classical analysis (Picard iteration). Specifically, Appendix A contains a complete formulation of the inverse-scattering method for generic L¹-Sobolev initial data, and Appendix B establishes the well-posedness for L^p-Sobolev initial data (which in particular completely justifies the inverse-scattering analysis in Appendix A).     

Exact vortex solitons in a quasi-two-dimensional Bose–Einstein condensate with spatially inhomogeneous cubic–quintic nonlinearity

The exact vortex soliton solutions of the quasi-two-dimensional cubic–quintic Gross–Pitaevskii equation with spatially inhomogeneous nonlinearities are constructed by similarity transformation. It is demonstrated that spatially inhomogeneous cubic–quintic nonlinearity can support exact vortex solitons in which there are two quantum numbers S and m. The radius structures and density distributions of these vortex solitons are studied, and it is shown that the number of ring structure of the vortex solitons increases by one with increasing the “radial quantum number” m by one.     

Bifurcation to fully nonlinear synchronized structures in slowly varying media

The selection of fully nonlinear extended oscillating states is analyzed in the context of one-dimensional nonlinear evolution equations with slowly spatially varying coefficients on a doubly infinite domain. Two types of synchronized structures referred to as steep and soft global modes are shown to exist. Steep global modes are characterized by the presence of a sharp stationary front at a marginally absolutely unstable station and their frequency is determined by the corresponding linear absolute frequency, as in Dee–Langer propagating fronts. Soft global modes exhibit slowly varying amplitude and wave number over the entire domain and their frequency is determined by the application of a saddle point condition to the local nonlinear dispersion relation. The two selection criteria are compared and shown to be mutually exclusive. The onset of global instability first gives rise to a steep global mode via a saddle-node bifurcation as soon as local linear absolute instability is reached somewhere in the medium. As a result, such self-sustained structures may be observed while the medium is still globally stable in a strictly linear approximation. Soft global modes only occur further above global onset and for sufficiently weak advection. The entire bifurcation scenario and state diagram are described in terms of three characteristic control parameters. The complete spatial structure of nonlinear global modes is analytically obtained in the framework of WKBJ approximations.     

Network evolution by nonlinear preferential rewiring of edges

The mathematical framework for small-world networks proposed in a seminal paper by Watts and Strogatz sparked a widespread interest in modeling complex networks in the past decade. However, most of research contributing to static models is in contrast to real-world dynamic networks, such as social and biological networks, which are characterized by rearrangements of connections among agents. In this paper, we study dynamic networks evolved by nonlinear preferential rewiring of edges. The total numbers of vertices and edges of the network are conserved, but edges are continuously rewired according to the nonlinear preference. Assuming power-law kernels with exponents α and β, the network structures in stationary states display a distinct behavior, depending only on β. For β>1, the network is highly heterogeneous with the emergence of starlike structures. For β<1, the network is widely homogeneous with a typical connectivity. At β=1, the network is scale free with an exponential cutoff.     

Oscillations and Waves in a Nonlinear System with the 1/<Emphasis Type="Italic">f</Emphasis> Spectrum

Numerical methods are used to study a spatially distributed system of two nonlinear stochastic equations that simulate interacting phase transitions. Conditions for self-oscillations and waves are determined. The 1/f and 1/k spectra of extreme fluctuations are formed when waves emerge and move under the action of white noise. The distribution of the extreme fluctuations corresponds to the maximum entropy, which is proven by the stability of the 1/f and 1/k spectra. The formation and motion of waves under external periodic perturbation are accompanied by spatiotemporal chaotic resonance in which the domain of periodic pulsations is extended under the action of white noise.     

Nonlinear Landau-Zener tunneling of Bose-Einstein condensate in a spatially magnetic modulated trap

We study tunneling of a Bose-Einstein condensates confined in a effective double-well potential (a single well with a spatially magnetic modulated scattering length, actually), called pseudo double-well trap, in which the interaction of atoms characterized by the s-wave scattering length a _s can be widely tuned with a magnetic-field Feshbach resonance. As a result, corresponding to different nonlinear parameters, the energy levels of the nonlinear Schrödinger equation can have complex structures in their dependence on the bias between the wells. We discuss the emergence of looped levels, which lead to a breakdown of adiabaticity that the Landau-Zener transition probability does not vanish even in the adiabatic limit. Moreover, we also find that the Landau-Zener tunneling in the pseudo trap show many striking properties distinguished from that of the real trap model (where the barrier is created by the external potential). Possible experimental observation in an opticallyinduced photonic lattices in a photorefractive material is suggested.     

The onset of convection in a couple stress fluid saturated porous layer using a thermal non-equilibrium model

The stability of a couple stress fluid saturated horizontal porous layer heated from below and cooled from above when the fluid and solid phases are not in local thermal equilibrium is investigated. The Darcy model is used for the momentum equation and a two-field model is used for energy equation each representing the solid and fluid phases separately. The linear stability theory is employed to obtain the condition for the onset of convection. The effect of thermal non-equilibrium on the onset of convection is discussed. It is shown that the results of the thermal non-equilibrium Darcy model for the Newtonian fluid case can be recovered in the limit as couple stress parameter C→0. We also present asymptotic analysis for both small and large values of the inter phase heat transfer coefficient H. We found an excellent agreement between the exact solutions and asymptotic solutions when H is very small.     

Marginally Trapped Tubes Generated from Nonlinear Scalar Field Initial Data

We show that the maximal future development of asymptotically flat spherically symmetric black hole initial data for a self-gravitating nonlinear scalar field, also called a Higgs field, contains a connected, achronal, spherically symmetric marginally trapped tube which is asymptotic to the event horizon of the black hole, provided the initial data is sufficiently small and decays like O(r^-\frac12){O(r^{-\frac{1}{2}})}, and the potential function V is nonnegative with bounded second derivative. This result can be loosely interpreted as a statement about the stability of ‘nice’ asymptotic behavior of marginally trapped tubes under certain small perturbations of Schwarzschild.     

On the development of a high-order compact scheme for exhibiting the switching and dissipative solution natures in the Camassa–Holm equation

In this paper a two-step iterative solution algorithm for solving the Camassa–Holm equation, which involves only the first-order derivative term, is presented. In each set of the u − P and u − m differential equations, one is governed by the inviscid nonlinear convection–reaction equation for the time-evolving fluid velocity component along the horizontal direction. The other equation is known as the inhomogeneous Helmholtz equation. The resulting reduction of differential order facilitates us to develop the flux discretization scheme in a stencil with comparatively fewer points. For accurately predicting the unidirectional propagation of the shallow water wave, the modified equation analysis for eliminating several leading discretization error terms and the Fourier analysis for minimizing a particular type of wave-like error are employed. In this study, the fifth-order spatially accurate combined compact upwind scheme is developed in a three-point stencil for approximating the first-order derivative term. For the purpose of retaining a long-term accurate Hamiltonian and multi-symplectic geometric structures in Camassa–Holm equation, the time integrator (or time-stepping scheme) chosen in this study should conserve symplecticity. Another main emphasis of conducting the present calculation of Camassa–Holm equation is to shed light on the conservation of Hamiltonians up to the time before wave breaking. We also intended to elucidate the switching scenario by virtue of the peakon–peakon interaction problem and the dissipative scenario after the time of head-on collision in the peakon–antipeakon interaction problem.