Threshold Solutions and Sharp Transitions for Nonautonomous Parabolic Equations on $${\mathbb{R}^N}$$

This paper is devoted to a class of nonautonomous parabolic equations of the form u _t = Δu + f(t, u) on \mathbbR^N{\mathbb{R}^N} . We consider a monotone one-parameter family of initial data with compact support, such that for small values of the parameter the corresponding solutions decay to zero, whereas for large values they exhibit a different behavior (either blowup in finite time or locally uniform convergence to a positive constant steady state). We are interested in the set of intermediate values of the parameter for which neither of these behaviors occurs. We refer to such values as threshold values and to the corresponding solutions as threshold solutions. We prove that the transition from decay to the other behavior is sharp: there is just one threshold value. We also describe the behavior of the threshold solution: it is global, bounded, and asymptotically symmetric in the sense that all its limit profiles, as t → ∞, are radially symmetric about the same center. Our proofs rely on parabolic Liouville theorems, asymptotic symmetry results for nonlinear parabolic equations, and theorems on exponential separation and principal Floquet bundles for linear parabolic equations.     

Stability of elastic systems under a stochastic parametric excitation

An efficient method to investigate the stability of elastic systems subjected to the parametric force in the form of a random stationary colored noise is suggested. The method is based on the simulation of stochastic processes, numerical solution of differential equations, describing the perturbed motion of the system, and the calculation of top Liapunov exponents. The method results in the estimation of the almost sure stability and the stability with respect to statistical moments of different orders. Since the closed system of equations for moments of desired quantities y _j (t) cannot be obtained, the statistical data processing is applied. The estimation of moments at the instant t _n is obtained by statistical average of derived from the solution of equations for the large number of realizations. This approach allows us to evaluate the influence of different characteristics of random stationary loads on top Liapunov exponents and on the stability of system. The important point is that results found for filtered processes, are principally different from those corresponding to stochastic processes in the form of Gaussian white noises.     

3-D kinematical conservation laws (KCL): Evolution of a surface in – in particular propagation of a nonlinear wavefront

3-D KCL are equations of evolution of a propagating surface (or a wavefront) Ω_t in 3-space dimensions and were first derived by Giles, Prasad and Ravindran in 1995 assuming the motion of the surface to be isotropic. Here we discuss various properties of these 3-D KCL. These are the most general equations in conservation form, governing the evolution of Ω_t with singularities which we call kinks and which are curves across which the normal n to Ω_t and amplitude w on Ω_t are discontinuous. From KCL we derive a system of six differential equations and show that the KCL system is equivalent to the ray equations of Ω_t. The six independent equations and an energy transport equation (for small amplitude waves in a polytropic gas) involving an amplitude w (which is related to the normal velocity m of Ω_t) form a completely determined system of seven equations. We have determined eigenvalues of the system by a very novel method and find that the system has two distinct nonzero eigenvalues and five zero eigenvalues and the dimension of the eigenspace associated with the multiple eigenvalue 0 is only 4. For an appropriately defined m, the two nonzero eigenvalues are real when m>1 and pure imaginary when m<1. Finally we give some examples of evolution of weakly nonlinear wavefronts.     

A higher-order eulerian scheme for coupled advection-diffusion transport

A new accurate high-order numerical method is presented for the coupled transport of a passive scalar (concentration) by advection and diffusion. Following the method of characteristics, the pure advection problem is first investigated. Interpolation of the concentration and its first derivative at the foot of the characteristic is carried out with a fifth-degree polynomial. The latter is constructed by using as information the concentration and its first and second derivatives at computational points on current time level t in Eulerian co-ordinates. The first derivative involved in the polynomial is transported by advection along the characteristic towards time level t + Δt in the same way as is the concentration itself. Second derivatives are obtained at the new time level t + Δt by solving a system of linear equations defined only by the concentrations and their derivatives at grid nodes, with the assumption that the third-order derivatives are continuous. The approximation of the method is of sixth order. The results are extended to coupled transport by advection and diffusion. Diffusion of the concentration takes place in parallel with advection along the characteristic. The applicability and precision of the method are demonstrated for the case of a Gaussian initial distribution of concentrations as well as for the case of a steep advancing concentration front. The results of the simulations are compared with analytical solutions and some existing methods.     

Stochastic Motion by Mean Curvature

We prove the existence of a continuously time‐varying subset K(t) of R ⁿ such that its boundary ∂K(t), which is a hypersurface, has normal velocity formally equal to the (weighted) mean curvature plus a random driving force. This is the first result in such generality combining curvature motion and stochastic perturbations. Our result holds for any C ² convex surface energy. The K(t) can have topological changes. The randomness is introduced by means of stochastic flows of diffeomorphisms generated by Brownian vector fields which are white in time but smooth in space. We work in the context of geometric measure theory, using sets of finite perimeter to represent K(t). The evolution is obtained as a limit of a time‐stepping scheme. Variational minimizations are employed to approximate the curvature motion. Stochastic calculus is used to prove global energy estimates, which in turn give a tightness statement of the approximating evolutions. (Accepted December 22, 1997)     

Kinetics of a Model Weakly Ionized Plasma in the Presence of Multiple Equilibria

We study, globally in time, the velocity distribution f(v,t) of a spatially homogeneous system that models a system of electrons in a weakly ionized plasma, subjected to a constant external electric field E. The density f satisfies a Boltzmann-type kinetic equation containing a fully nonlinear electron‐electron collision term as well as linear terms representing collisions with reservoir particles having a specified Maxwellian distribution. We show that when the constant in front of the nonlinear collision kernel, thought of as a scaling parameter, is sufficiently strong, then the L ¹ distance between f and a certain time-dependent Maxwellian stays small uniformly in t. Moreover, the mean and variance of this time‐dependent Maxwellian satisfy a coupled set of nonlinear ordinary differential equations that constitute the “hydrodynamical” equations for this kinetic system. This remains true even when these ordinary differential equations have non‐unique equilibria, thus proving the existence of multiple stable stationary solutions for the full kinetic model. Our approach relies on scale‐independent estimates for the kinetic equation, and entropy production estimates. The novel aspects of this approach may be useful in other problems concerning the relation between the kinetic and hydrodynamic scales globally in time. (Accepted September 3, 1996)     

The creep deformation of vibrating structures

In a recent paper [1] it was shown that the evaluation of certain bounding solutions for a structure subjected to cyclic loading was equivalent to assuming that the cycle time Δt was short compared with a stress redistribution time. Comparisons between values which are likely to occur in creep design situations indicated that Δt may often be assumed to be small and the bounding solution may be expected to closely approximate the actual stress history. In this paper the solution for the limiting case when Δt → 0 is evaluated for a class of constitutive relationships which may be expressed in terms of a finite number of state variables. Strain-hardening viscous, visco-elastic and Bailey-Orowan equations are discussed and particular solutions for which the residual stresses remain constant in time are derived. The solution for a non-linear visco-elastic model indicates that, for the stationary cyclic state, the constitutive equation need only predict the creep strain over a discrete number of cycles and need not predict the strains during a cycle. This observation should considerably simplify creep analysis.The solution of a simple example demonstrates the similarity between the predicting of the various constitutive relationships for isothermal problems. In fact they provide virtually identical solutions when expressed in terms of reference stress histories. The finite element solution of a plate containing a hole and subjected to variable edge loading is also presented for a viscous material. The solutions show behaviour which is similar to that of the two bar structure.     

Energy Transport in Stochastically Perturbed Lattice Dynamics

We consider lattice dynamics with a small stochastic perturbation of order ${\varepsilon}We consider lattice dynamics with a small stochastic perturbation of order e{\varepsilon} and prove that for a space–time scale of order e^-1{\varepsilon^{-1}} the local spectral density (Wigner function) evolves according to a linear transport equation describing inelastic collisions. For an energy and momentum conserving chain, the transport equation predicts a slow decay, as 1/?t{1/\sqrt t} , for the energy current correlation in equilibrium. This is in agreement with previous studies using a different method.     

General hyperbolic difference formulas for linear and quasilinear hyperbolic equations

The method of non-standard finite elements was used to develop multilevel difference schemes for linear and quasilinear hyperbolic equations with Dirichlet boundary conditions. A closed form equation of kth-order accuracy in space and time (O(Δt^k, Δx^k)) was developed for one-dimensional systems of linear hyperbolic equations with Dirichlet boundary conditions. This same equation is also applied to quasilinear systems. For the quasilinear systems a simple iteration technique was used to maintain the kth-order accuracy. Numerical results are presented for the linear and non-linear inviscid Burger's equation and a system of shallow water equations with Dirichlet boundary conditions.     

A two-body continuous-discrete filter

In the theory of classical mechanics, the two-body central forcing problem is formulated as a system of the coupled nonlinear second-order deterministic differential equations. The uncertainty introduced by the small, unmodeled stochastic acceleration is not assumed in the particle dynamics. The small, unmodeled stochastic acceleration produces an additional random force on a particle. Estimation algorithms for a two-body dynamics, without introducing the stochastic perturbation, may cause inaccurate estimation of a particle trajectory. Specifically, this paper examines the effect of the stochastic acceleration on the motion of the orbiting particle, and subsequently, the stochastic estimation algorithm is developed by deriving the evolutions of conditional means and conditional variances for estimating the states of the particle-earth system. The theory of the nonlinear filter of this paper is developed using the Kolmogorov forward equation “between the observations" and a functional difference equation for the conditional probability density “at the observation." The effectiveness of the nonlinear filter is examined on the basis of its ability to preserve perturbation effect felt by the orbiting particle and the signal-to-noise ratio. The Kolmogorov forward equation, however, is not appropriate for the numerical simulations, since it is the equation for the evolution of “the conditional probability density." Instead of the Kolmogorov equation, one derives the evolutions for the moments of the state vector, which in our case consists of positions and velocities of the orbiting body. Even these equations are not appropriate for the numerical implementations, since they are not closed in the sense that computing the evolution of a given moment involves the knowledge of higher order moments. Hence, we consider the approximations to these moment evolution equations. This paper makes a connection between classical mechanics, statistical mechanics and the theory of the nonlinear stochastic filtering. The results of this paper will be of use to astrophysicists, engineers and applied mathematicians, who are interested in applications of the nonlinear filtering theory to the problems of celestial and satellite mechanics. Simulation results are introduced to demonstrate the usefulness of an analytic theory developed, in this paper.     

Extended Lagrangian formalism and the corresponding energy relations

In this paper an extended Lagrangian formalism for the rheonomic systems with the nonstationary constraints is formulated, with the aim to examine more completely the energy relations for such systems in any generalized coordinates, which in this case always refer to some moving frame of reference. Introducing new quantities, which change according to the law τ_a=φ_a(t), it is demonstrated that these quantities determine the position of this moving reference frame with respect to an immobile one. In the transition to the generalized coordinates qⁱ they are taken as the additional generalized coordinates q^a=τ_a, whose dependence on time is given a priori. In this way the position of the considered mechanical system relative to this immobile frame of reference is determined completely.Based on this and using the corresponding d'Alembert–Lagrange's principle, an extended system of the Lagrangian equations is obtained. It is demonstrated that they give the same equations of motion qⁱ=qⁱ(t) as in the usual Lagrangian formulation, but substantially different energy relations. Namely, in this formulation two different types of the energy change law dE/dt and the corresponding conservation laws are obtained, which are more general than in the usual formulation. So, under certain conditions the energy conservation law has the form E=T+U+P=const, where the last term, so-called rheonomic potential expresses the influence of the nonstationary constraints.Afterwards, a detailed analysis of the obtained results and their connection with the usual formulation of mechanics are given. It is demonstrated that so formulated energy relations are in full accordance with the corresponding ones in the usual vector formulation, when they are expressed in terms of the rheonomic potential. Finally, the obtained results are illustrated by several simple, but characteristic examples.     

Nonstationary pandom vibpation analysis of linear elastic structures with finite element method

At present, the finite element method is an efficient method for analyzing structural dynamic problems. When the physical quantities such as displacements and stresses are resolved in the spectra and the dynamic matrices are obtained in spectral resolving form, the relative equations cannot be solved by the vibration mode resolving method as usual. For solving such problems, a general method is put forward in this paper. The excitations considered with respect to nonstationary processes are as follows: P(t)={P_i(t)},P_i(t)=a_i(t)P_i(t), a_i(t) is a time function already known. We make Fourier transformation for the discretized equations obtained by finite element method, and by utilizing the behaviour of orthogonal increment of spectral quantities in random process^[1], some formulas of relations about the spectra of excitation and response are derived. The cross power spectral denisty matrices of responses can be found by these formulas, then the structrual safety analysis can be made. When a_i(t)=l (i= 1,2,…n), the. method stated in this paper will be reduced to that which is used in the special case of stationary process.     

Damped artificial compressibility iteration scheme for implicit calculations of unsteady incompressible flow

Peyret (J. Fluid Mech., 78, 49–63 (1976)) and others have described artificial compressibility iteration schemes for solving implicit time discretizations of the unsteady incompressible Navier-Stokes equations. Such schemes solve the implicit equations by introduing derivatives with respect to a pseudo-time variable τ and marching out to a steady state in τ. The pseudo-time evolution equation for the pressure p takes the form ?p/? = ?a²??.u, where a is an artificial compressibility parameter and u is the fluid velocity vector. We present a new scheme of this type in which convergence is accelerated by a new procedure for setting a and by introducing an artificial bulk viscosity b into the momentum equation. This scheme is used to solve the non-linear equations resulting from a fully implicit time differencing scheme for unsteady incompressible flow. We find that the best values of a and b are generally quite different from those in the analogous scheme for steady flow (J. D. Ramshaw and V. A. Mousseau, Comput. Fluids, 18, 361–367 (1990)), owing to the previously unrecognized fact that the character of the system is profoundly altered by the pressence of the physical time derivative terms. In particular, a Fourier dispersion analysis shows that a no longer has the significance of a wave speed for finite values of the physical time step δt,. Inded, if on sets a ? |u| as usual, the artificial sound waves cease to exist when δt is small and this adversely affects the iteration convergence rate. Approximate analytical expressions for a and b are proposed and the benefits of their use relative to the conventional values a ～ |u| and b = 0 are illustrated in simple test calculations.     

Correlation between the gel time and quiescent/quasi-quiescent crystallization onset time of poly(butene-1) as determined from rheological methods

A comparison between two quantities concerning quiescent crystallization of polymer melts, namely the quiescent crystallization onset time (t _on,q) and gel time (t _gel), is performed using rheological methods. It was found that t _gel as measured from the evolution of loss angle (tan δ) occurs slightly earlier than t _on,q, defined as the time required for the viscosity to reach twice its steady-state value. The change of viscosity with time was measured with Small Amplitude Oscillatory Shear (SAOS) method. Two alternative methods to measure t _on,q are studied: by continuous shear at a very small shear rate and by creep method. A very good agreement from all the three methods was achieved, indicating the robust nature of this quantity. Finally, the gel times for different PB-1 samples are considered. When the difference in crossover angular frequencies (ω _x ) of the samples is taken into account in performing t _gel experiments, it can be shown that the temperature dependence of t _gel for the samples are the same. However, for samples having high molecular weight t _gel measurements are problematic. In this case, t _on,q serves as an easier tool to compare the crystallization behaviour of different samples.     

Intermittency and Regularity Issues in 3<Emphasis Type="Italic">D</Emphasis> Navier-Stokes Turbulence

Two related open problems in the theory of 3D Navier-Stokes turbulence are discussed in this paper. The first is the phenomenon of intermittency in the dissipation field. Dissipation-range intermittency was first discovered experimentally by Batchelor and Townsend over fifty years ago. It is characterized by spatio-temporal binary behaviour in which long, quiescent periods in the velocity signal are interrupted by short, active ‘events’ during which there are violent fluctuations away from the average. The second and related problem is whether solutions of the 3D Navier-Stokes equations develop finite time singularities during these events. This paper shows that Leray’s weak solutions of the three-dimensional incompressible Navier-Stokes equations can have a binary character in time. The time-axis is split into ‘good’ and ‘bad’ intervals: on the ‘good’ intervals solutions are bounded and regular, whereas singularities are still possible within the ‘bad’ intervals. An estimate for the width of the latter is very small and decreases with increasing Reynolds number. It also decreases relative to the lengths of the good intervals as the Reynolds number increases. Within these ‘bad’ intervals, lower bounds on the local energy dissipation rate and other quantities, such as ||u(·, t)||_∞ and ||∇u(·, t)||_∞, are very large, resulting in strong dynamics at sub-Kolmogorov scales. Intersections of bad intervals for n≧1 are related to the potentially singular set in time. It is also proved that the Navier-Stokes equations are conditionally regular provided, in a given ‘bad’ interval, the energy has a lower bound that is decaying exponentially in time.Final version 17 March 05. Original version November 03.     

Unsteady supersonic flow over an oscillatory aerofoil using a second-order TVD scheme

The unsteady flow over an oscillatory NACA0012 aerofoil has been simulated by the calculation with Euler equations. The equations are discretized by an implicit Euler in time, and a second-order space-accurate TVD scheme based on flux vector splitting with van Leer's limiter. Modified eigenvalues are proposed to overcome the slope discontinuities of split eigenvalues at Mach = 0·0 and ± 1·0, and to generate a bow shock in front of the aerofoil. A moving grid system around the aerofoil is generated by Sorenson's boundary fitted co-ordinates for each time step. The calculations have been done for two angles of attack θ = 5·0° sin (ωt) and θ = 3·0° + 3·0° sin (ωt) for the free-stream Mach numbers 2·0 and 3·0. The results show that pressure and Mach cells flow along characteristic lines. To examine unsteady effects, the responses of wall pressure and normal force coefficients are analysed by a Fourier series expansion.     

On the admissibility and existence of unsteady retarded plane Poiseuille flow of Simple Fluids with Fading Memory. I. Admissibility

The retarded histories of unsteady plane parallel (Poiseuille) flows of Simple Fluids with Fading Memory between two parallel plates of infinite extent at a finite distance apart are shown to be admissible, in the sense that they satisfy the equations of motion at arbitrary time t = 0 to any order of approximation in the retardation parameter according to the scheme of approximation of Coleman & Noll [2]. The result obtained by Coleman & Mizel [6] for second-order fluids is reinterpreted in the above context.     

Elastic waves in an infinite medium in the case of plane strain

Summary The paper shows the use of integral transformations for solving the equations of motion of an infinite elastic medium in the case of a plane strain. We take into account general body forces depending both on the coordinates x, y and on the time t.     

Peristaltic flow of a nanofluid in a non-uniform tube

The present analysis discusses the peristaltic flow of a nanofluid in a diverging tube. This is the first article on the peristaltic flow in nanofluids. The governing equations for nanofluid are modelled in cylindrical coordinates system. The flow is investigated in a wave frame of reference moving with velocity of the wave c. Temperature and nanoparticle equations are coupled so Homotopy perturbation method is used to calculate the solutions of temperature and nanoparticle equations, while exact solutions have been calculated for velocity profile and pressure gradient. The solution depends on Brownian motion number N _b , thermophoresis number N _t , local temperature Grashof number B _r and local nanoparticle Grashof number G _r . The effects of various emerging parameters are investigated for five different peristaltic waves. It is observed that the pressure rise decreases with the increase in thermophoresis number N _t . Increase in the Brownian motion parameter N _b and the thermophoresis parameter N _t temperature profile increases. Streamlines have been plotted at the end of the article.