Elliptic Problems Involving Phase Boundaries Satisfying a Curvature Condition

Two theorems related to equilibrium free-boundary problems arepresented. One arises as a time-independent solution to thephase-field equations. The other is the relevant time-independentproblem for the Stefan model, modified for the surface tensioneffect. It also serves as a preliminary result for the phase-fieldformulation. Under appropriate conditions, we prove that, givenan appropriate positive constant and a smooth function u: R;,where is an annular domain in R², there exists a curve suchthat u(x)=—K(x) for all x , where K is the curvature.Using this result, we prove the existence of solutions to O=²+ ?(—³) + 2u that have a transition layer behaviour (from=—1 to =+1) for small and make the transition on thecurve . This proves there exist solutions to the phase fieldmodel that satisfy a Gibbs-Thompson relation.     

On hearing the shape of a bounded domain with Robin boundary conditions

The asymptotic expansions of the trace of the heat kernel (t)= [sum ]_j=1 exp(-t_j) for small positive t, where {_j} _j=1 arethe eigenvalues of the negative Laplacian -_n = -[sum ]ⁿ_k=1 (/x^k)²in Rⁿ (n = 2 or 3), are studied for a general multiply connectedbounded domain which is surrounded by simply connected boundeddomains _i with smooth boundaries _i (i = 1,...,m), where smoothfunctions Y_i (i = 1,...,m) are assuming the Robin boundary conditions(n_i + Y_i) = 0 on _i. Here /n_i denote differentiations along theinward-pointing normals to _i (i = 1,...,m). Some applicationsof an ideal gas enclosed in the multiply connected bounded containerwith Neumann or Robin boundary conditions are given.     

Injection of Ideal Fluid from a Slot into a Stream: Two Free Boundaries

A fluid is injected from a slot into a stream of another fluid.In a simple model this leads to a two-phase two-free-boundaryproblem with the jump relation |u^–|² – |u⁺|² = on the free boundary {u=0}, and |u| = ¹ on the free boundary{u > – Q}, where u is the stream function and Q isthe flux of the injected fluid. Using the variational theoryof Alt, Caffarelli & Friedman, we prove existence of (,₁, u) such that there is a smooth fit for both free boundaries.     

The Model Plasma Problem: Existence of a Solution Branch

We are interested in the model plasma problem –u = u⁺in ,u = –d on , _au⁺ dx=j where is a bounded domain in with boundary ; here, j isa given positive number, the function u and the positive number are the unknowns of the problem, and d is a real parameter.Using a variant of the implicit function theorem, we can provethe existence of a global solution branch parametrized by d.The method has the advantage that it can be used for analysingthe approximation of the above problem by a finite-element method.     

A Criticality Criterion for Thermal Explosions in Well-stirred Systems with Reactant Consumption

The autonomous differential equations for the temperature andreactant consumption in a first-order well-stirred exothermicreaction are considered. An examination of the phase-plane solutionsallows the qualitative behaviour of the Semenov number as afunction of maximum temperature rise ^* to be established. Inthe limit of infinite adiabatic temperature rise (B) and zeroactivation energy parameter ( = 0), the relationship between and stationary temperature _s is known to be e_¹ = _s. Criticalityarises at the maximum of (_s) and leads to the critical Semenovvalues (_s)_cr = 1, _cr = e^–1. For sufficiently large B,it is shown that the (^*) curve has a bifurcation at ^* = 1, withthe upper branch monotonically increasing and the lower branchmonotonically decreasing for ^* > 1. In the limit B thesebecome respectively the straight line = e^–1, _s 1 andthe unstable branch of = _se^–1, _s 1 and the unstablebranch of = _s e^–. Criticality for finite B is definedas occurring at the bifurcation, namely ^*_cr = 1, with _cr(B)the value of at this point. Values of these Semenoy numbersare obtainable from the numerical calculations of Boddingtonet al. [Proc. R. Soc. Lond. (1983), 390, 13–30]. The newcriterion is applied to an approximate phase-plane solution.The corresponding critical parameter is found to be _cr = e^–1[1+B^–(2–e^–1)+O(B^–1)].     

Numerical Evaluation of Fourier Integrals

A method is developed for evaluating Fourier integrals of theform A() = ¹_–1f(x) e^fax dx, 0. The method consists of expanding the function f in a seriesof Chebyshev polynomials and expressing the integral A() asa series of the Bessel functionsJ_r+(), r= 0, 1, 2,.... A partialsum A_N() of the series provides an approximant to A(). The principalfeature of the method is that one set of N+1 evaluations off(x) suffices for the calculation of A_N() for all , and alsothe truncation error A()–A_N() is essentially independentof . Numerical tests show that the method is accurate, economicaland reliable. An application to the inversion of Fourier andLaplace transforms is briefly described.     

The Critical Conditions in a Reactive Slab with Slowly Varying Surface Temperature

Liouville's non-linear partial differential equation is consideredfor an infinite rectangular strip domain with a slowly varyingboundary condition. The equation describes a layer of chemicallyreactive material under conditions where the resistance to surfaceheat transfer is negligible and the ambient temperature variesslowly along the surface. Symmetrical heating by a zero orderexothermic reaction is assumed. If is a small dimensionlesstemperature difference between regions where the surface temperatureis effectively constant, a perturbation series solution in may be determined provided the Frank-Kamenetskii parameter satisfies _c(). It is shown that a plausible value for thecritical parameter is _c() = _c(0) e^–e,where _c(0) = 0.878.The corresponding critical temperature distribution is shownto have a dependence on different from that for subcriticalcases.     

Asymptotic Solution of Hyperbolic Systems with Constant Coefficients

An integral representation of the exact solution of the initialvalue problem for the hyperbolic equation of the form is derived. Here A^o, A^v, B, and Care constant m x m matrices, u(t, X; ) is an m-component columnvector, and is a positive parameter. Various conditions areimposed on the coefficient matrices that permit the applicationof the method of stationary phase in several variables to theintegral representation of the exact solution. The leading termof the asymptotic expansion as of the exact solution is obtainedfor several types of initial data and source functions whichdepend on the parameter .     

An analogue of Berry's conjecture for the phase in fractal obstacle scattering

In this paper, the authors consider the high-frequency asymptoticsof the phase s() of acoustic waves scattered by an obstacleRⁿ with fractal boundary. Under certain conditions, it is provedthat if is –Minkowski measurable with –Minkowskimeasure µ then there exists a positive constant C_n, dependingonlyon n and such that where     

The Magnetogasdynamic Boundary Layer on a Thermally Insulated Flat Plate

This paper examines the effect of compressibility on the flowin the boundary layer on a semi-infinite, thermally insulatedflat plate placed at zero incidence to a uniform stream of electricallyconducting gas, with an aligned magnetic field at large distancesfrom the plate. The present discussion is limited to small values of the conductivityparameter = 4µv, and the Prandtl number is taken to beunity. The latter assumption permits a simplification of theanalysis, and the former allows the dependence of the flow onthe parameters ß = µH²/4U² and M = U/cto beadequately illustrated without excessive computation. A seriessolution valid for small values of the conductivity parameterand for Mach numbers not too large is derived. Values of ß = 0.3 and 0.5, = 0.01 and 0.1 are consideredand for those values the skin friction decreases with increasingMach number, similar to the case when ß = 0. The analysissuggests that for larger values of ß the skin frictionmight even increase with the Mach number initially. This iscertainly the case with the tangential component of the magneticfield, which for ß = 0.5 exhibits a maximum at approximatelyunit Mach number. The reason for this behaviour lies in thefact that, in view of the temperature changes taking place inthe flow, the electrical conductivity and thereby the localvalue of can change by more than an order of magnitude. Thishas the effect of giving results which are akin to those forarbitrary large in incompressible flow even though the valueof based on the main stream gas properties remains low.     

The Decay of Eddy-currents in Thin Sheets and Related Water-wave Problems

The decay of the eddy-currents that are induced in a thin, uniform,imperfectly-conducting sheet by switching off the source ofan external magnetic field is investigated. For the two-dimensionalproblem of an infinite strip the (non-dimensional) decay constants_n and eddy-current distributions i_n(x) are the eigenvalues andeigenfunctions of the integral equation with the constraint. For the circular disc the corresponding equation is where and K and E are complete elliptic integrals. For both problemsthe initial eddy-currents have inverse-square-root singularitiesat the edges but during their decay the eddy currents are finiteat the edges and the normal magnetic fields have logarithmicsingularities there. Numerical results are given for variousinitial-value problems. The eddy current problems are closely related to water-waveproblems in which there is a strip-shaped or circular aperturein a horizontal rigid dock. If _n and _n are the decay constantsand magnetic scalar potentials for the strip and _n and _n theangular frequencies and velocity potentials for the normal modesin the strip-shaped aperture, then _n =_n² and _n and _n are thereal and imaginary parts respectively of a holomorphic function.The velocities in the normal modes are deduced from the solutionof the eddy-current problem and are found to agree with resultsgiven in Miles (1972). For circular geometries the eigenvaluesand eigenfunctions of the axisymmetric eddy-current problemare the same as those of the water-wave problem that has angularvariation eⁱ; where (, , z) are cylindrical polar co-ordinateslocated at the centre of the basin.     

A Criticality Criterion for Thermal Explosions in Well-stirred Systems with Reactant Consumption: Addendum

OUR attention has been drawn to the fact that the criticalitycondition ^* = 1 of Adler & Herbert (1985), for well-stirredreactive systems, has been derived previously (Gray, 1975).It arises from an examination of trajectories in the temperaturereactant phase plane when a tube stability argument is employed.Using the criterion ^* = 1, values of the critical Semenov numberhave also been obtained numerically (Gray & Jones, 1981). Our work on criticality for systems with reactant consumptioncame about by trying to reconcile the inflection criterion ofBoddington et al. (1983), for finite B, with the correspondingmaximum criterion in the limit B . Our contribution was to showthat the Semenov number versus maximum temperature ^* curvehas a bifurcation at ^* = 1 for all B. Both Gray's work and ourown are attempting to resolve the same problem; the approachesare, however, quite distinct and complement each other     

Optimal Parameter Choice in the {theta}-Method for Parabolic Equations

The general first-order method, known as the -method, is appliedto the semi-discrete form of a parabolic equation. It is shownthat to every required local accuracy there corresponds a valueof the parameter that is optimal in the sense of allowing thelargest step for which the error remains bounded below . Anasymptotic formula for in terms of is obtained, showing thatthe maximum step-size for the optimal -method is more than twiceas large as that for the Crank-Nicolson method. A numericalexample is given, showing good agreement between theory andpractice.     

The large deformation of nonlinearly elastic rings in a two-dimensional compressible flow

The nonlinear nonlocal system of the equilibrium equations ofan elastic ring under the action of an external two-dimensionaluniformly subsonic potential barotropic steady-state gas flowis considered. The configurations of the elastic ring are identifiedby a pair of functions (, ). The simple curve represents theshape of the ring and the real-valued function identifies theorientation of the material sections of the ring. The pressurefield on the ring depends nonlocally on , and on two parametersU and P which represent the pressure and the velocity at infinity.The system is shown to be equivalent to a fixed-point problem,which is then treated with continuation methods. It is shownthat the solution branch ensuing from certain equilibrium states((₀, ₀), 0, P₀) in the solution-parameter space of ((₀, ₀),0, P₀) either approaches the boundary of the admissible ((,), U,p)'s in a well-defined sense, or is unbounded, or is homotopicallynontrivial in the sense that there exists a continuous map from the branch to a two-dimensional sphere which is not homotopicin the sphere to a constant, while restricted to the branchminus ((₀, ₀), 0, P₀) is homotopic to a constant in the sphere.Furthermore, by fixing the pressure parameter at P₀ and by consideringthe one-parameter problem in ((, ), U), the following holds.Every hyperplane in the solution-parameter space of the ((,), U)'s which contains the equilibrium state ((₀, ₀), 0) anddoes not include a welldetermined one-dimensional subspace intersectsthe solution branch above at a point different from ((₀, ₀),0).     

On the behaviour of blow-up interfaces for an inhomogeneous filtration equation

We study the asymptotic behaviour of blow-up interfaces of thesolutions to the one-dimensional nonlinear filtration equationin inhomogeneous media where m>1 isa constant and (x) = |x|^– (for |x| 1, with > 2) isa bounded, positive, smooth, and symmetric function. The initialdata are assumed to be smooth, bounded, compactly supported,symmetric, and monotone. It is known that due to the fast decayof the density (x) as |x| the support of the solution increasesunboundedly in a finite time T. We prove that as tT^– theinterface behaves like O((T – t)^–b), where the exponentb > 0 (which depends on m and only) is given by a uniqueself-similar solution of the second kind satisfying the equation|x|^– u_t = (u^m)_xx. The corresponding rescaled profilesalso converge. We establish the stability of the self-similarsolution of the second kind for the exponential density (x)=e^–|x|for |x| 1. We give a formal asymptotic analysis of the blow-upbehaviour for the non-self-similar density (x) = e^–|x|2.Several exact self-similar solutions and their correspondingasymptotics are constructed.     

Turning Point Problems and Resonance

Consider the boundary value problem: ²yⁿ + (xp(x) + ²f(x, ))y'+ g(x, )y = 0, y(a) = A, y(b) = B, where a < 0 < b, p(x)< p(x) < 0, and p, f, and g are analytic. We investigatethe solution of this problem for small positive values of theparameter . If-g(0, 0)/p(0) c where c N = {0, 1, 2, 3,...},then so-called resonance does not occur, and y = o(ⁿ) on closedsubintervals of (a, b), for any n N, with expected boundarylayer behaviour at the end-points. If -g(0, 0)/p(0) = c, c N, then further transformations of dependent and independentvariables may still expose resonance or non-resonance. The setof necessary conditions that is developed is compared to otherauthors' criteria, most notably, Olver's sufficiency condition,and the necessary conditions of Cook & Eckhaus, Lakin, andMatkowsky. Finally, it is proved that these conditions are necessaryfor resonance.     

On Shock Structure in a Solid

The simplest form of longitudinal constitutive equation fora compressible solid which exhibits second order convectiveand dissipative effects is = Am+Bm²+m/t. A constant profile waveform, analogous to that discovered independentlyboth by Taylor and by Rayleigh in 1910 for a compressible fluid,can propagate in such a solid. It is shown that any monotonicwaveform ultimately adopts this profile; the width and timeof formation of the profile are found. The constant profilewaveform appropriate to transverse vibration in an incompressiblesolid is investigated. Both waveforms propagate at the velocitiesgiven by the Rankine-Hugoniot equations in the absence of dissipation.     

Experimental Observation of the Large-Amplitude Solutions of Duffing's and Related Equations

Experiments with a nonlinear electronic model show that certainsimple features of the solutions of where f(u) is an odd monotonic function of u for example u³,repeat in a regular pattern as either is decreased or U isincreased. For fixed U, the position of these features is periodicin 1/ and, when f(u) has the form u|u|^k–1 a quantitativerelation between the period in 1/ and U can be found. The occurrenceof large-amplitude chaotic solutions is found to depend notonly on the nonlinearity of f(u) for large U but also on itsbehaviour near u = 0. For the Duffing equation, which can bereduced to the range of parameters accessible to experiment is 0<1 and0<F5000.     

A Phase-Change Model with a Zone of Coexistence of Phases

A mathematical model for change of phase is presented, accountingfor the presence of regions in which liquid and solid coexist.The basic variables are temperature and solid fraction v. Westart from a relationship of the type =(v), supposed valid inthermodynamical equilibrium. Then for dynamical processes weintroduce a perturbation causing v to be less than its equilibriumvalue in any solidification process. This solid fraction deficiencyis governed by an ordinary differential equation containing_t, in the forcing term. The heat-balance equation is in turncoupled to the ordinary differential equation through the termv_t, ( is latent heat). Some existence and uniqueness resultsare proved and some monotonicity properties are described forpure melting or pure solidification processes.     

Fitted and Unfitted Finite-Element Methods for Elliptic Equations with Smooth Interfaces

This paper considers the finite-element approximation of theelliptic interface problem: -?(u) + cu = f in Rⁿ (n = 2 or3), with u = 0 on , where is discontinuous across a smoothsurface in the interior of . First we show that, if the meshis isoparametrically fitted to using simplicial elements ofdegree k - 1, with k 2, then the standard Galerkin method achievesthe optimal rate of convergence in the H¹ and L² norms overthe approximations _l⁴ of _l where _{l 2}. Second, since itmay be computationally inconvenient to fit the mesh to , weanalyse a fully practical piecewise linear approximation ofa related penalized problem, as introduced by Babuska (1970),based on a mesh that is independent of . We show that, by choosingthe penalty parameter appropriately, this approximation convergesto u at the optimal rate in the H¹ norm over _l⁴ and in the L²norm over any interior domain _l^* satisfying _l^* _l^** _l⁴ for somedomain _l^**. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton BN1 9QH