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.     

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.     

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.     

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).     

A Variation on a Theorem of Galvin and Hajnal

Let be a singular cardinal of regular uncountable cofinality. Let {(): < } be a continuous increasing sequence withlimit , and let =₍₎₊₍₎, < be regular cardinals. Let I be a normal ideal on , and assume that the reduced product_</I admits a cofinal -scale of ordinal functions. Then ₊, where =||||_I is the I-norm of .     

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)].     

Spreading speed and travelling wave solutions of a partially sedentary population

In this paper, we extend the population genetics model of Weinberger(1978, Asymptotic behavior of a model in population genetics.Nonlinear Partial Differential Equations and Applications (J.Chadam ed.). Lecture Notes in Mathematics, vol. 648. New York:Springer, pp. 47–98.) to the case where a fraction ofthe population does not migrate after the selection process.Mathematically, we study the asymptotic behaviour of solutionsto the recursion u_n+1 = Q_g[u_n], where In the above definition of Q_g, K is a probabilitydensity function and f behaves qualitatively like the Beverton–Holtfunction. Under some appropriate conditions on K and f, we showthat for each unit vector R^d, there exists a c^*_g() which hasan explicit formula and is the spreading speed of Q_g in thedirection . We also show that for each c c^*_g(), there existsa travelling wave solution in the direction which is continuousif gf '(0) 1.     

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     

Thermodynamic Inequalities in Continuum Mechanics

The constitutive relations for the transport of heat, stress,electric charge, etc., in a continuum must be chosen so thatthe second law of thermodynamics is not violated; the constraintstake the form of inequalities, typically requiring the entropygenerated within a material element to be non-negative. Thepaper is concerned with this concept—its history, thephysical principles on which it depends, how to apply it whensecond-order or non-linear effects are important and how itis widely misused in modern continuum mechanics. The history is reduced to the contributions of five leadingthermodynamicists—Clausius, Maxwell, Gibbs, Boltzmannand Duhem. The object here was to try to discover which formof the inequality one should regard as being fundamental. Oneimportant conclusion is that entropy S must be defined simultaneouslywith the identification of the inequality, and that in generalthis cannot be done until the constitutive equations are known.The empirical element enters with the notion of irreversibility,which is given a precise meaning with the aid of the motionreversed parity (x), a variable x having = +1 or = –1if, when time and motions are reversed, x x or x –x.The macroscopic parity of x, _*(x), is obtained by first replacingx by the constitutive equation for x. The entropy production rate has both irreversible (f) and reversible(r) parts. It is shown that the reciprocal relations followfrom the requirement that the macroscopic parity of (i) mustbe +1. Continuum thermodynamics is based on various principles extractedfrom theory developed for uniform systems, the example chosento illustrate the ideas being the simple monatomic gas. Second-orderconstitutive relations are introduced, and the expressions forentropy and its production rate per unit volume, , obtained.It is shown that the stability condition 0 cannot, in general,be satisfied merely by imposing constraints on the constitutiverelations. To second-order = ₁ + ₂, where ₁ is the usual bilinearform, and the terms in ₂ have an additional derivative. Thesecond-order term ₂ can have both signs, and is not dissipative.The relation between this fact and the frame-dependence of constitutiverelations is explained. The final section illustrates the errors frequently found inthe thermodynamic arguments appearing in books and papers onrational continuum mechanics. The principle of these is that 0 is interpreted as being a constraint on the constitutiverelations alone. Another is the idea that the balance equationscan be set aside as constraints by regarding them as mere definitionsof a heat source and a body force, an error based partly onthe misconception that constitutive relations should be frame-indifferent.Finally, an inequality due to Glansdorff & Prigogine isexamined and found to be in error.     

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.     

Computer extended series solution for unsteady flow in a contracting or expanding pipe

Unsteady flow in a semi-infinite contracting or expanding pipeis reinvestigated using long series analysis. The proposed seriesmethod is useful in analysing the problem for a moderately largeconstant ( = aa/, where a = a(t), the radius of the pipe isa function of time, a(t) is the velocity of the wall, and iskinematic viscosity). For positive values of (expansion ofthe pipe) accuracy of the series representing shear stress andpressure gradient is increased from = 2.89 to = 6.0 by extractingthe singularity followed by completion of the series. For negativevalues of (contraction of the pipe), we revert the series whichresults into the increase of the region of validity of the transposedseries from = -25.0 to = -2.89. Later we use Padé approximantsfor summing them. Also, the asymptotic solution for large valuesof is obtained and it agrees closely with pure numerical valuesof shear stress at the wall and pressure gradient.     

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.     

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.     

Asymptotic Error Formulae for Numerical Quadrature

A method, due to Fox, is used to derive asymptotic error formulaefor numerical procedures having the form (z+h, h).–(z,h)=(f,z,h).These procedures correspond to numerical quadrature for theintegrand (/h)(f,z,0)and compact expressions are given for determiningthe order of convergence as h 0, and the leading term in theerror. It is shown that a natural generalization of the Euler-Maclaurinexpansion is available. These results are applied to the particularcase where the Pt are polynomials in the differentiation operator.A related interpolation problem is also studied, and it is shownthat in certain cases higher order quadrature formulae are possiblewhen this interpolation problem is not poised.     

REAL HYPERSURFACES IN A EUCLIDEAN COMPLEX SPACE FORM

Let M be an orientable connected and compact real hypersurfaceof the complex space form C^{(n + 1)/2}. If the mean curvature and the function f = g(A, ) of hypersurface M satisfy the inequalityn²² (n² – 1) + f², where is the characteristic vectorfield, A is the shape operator and (n – 1) is the infimumof the Ricci curvatures of hypersurface M, then it is shownthat is a constant and M is the sphere Sⁿ(²) in C^{(n + 1)/2}.     

A Mathematical Theory of Full-wave Rectification

The results of a systematic asymptotic analysis of two basicfull-wave rectifier circuits are presented in this paper. Thephysical circuits are modelled by two systems of nonlinear differentialequations which are both singularly perturbed in the limit RC.Here is the angular frequency of the source, R is the resistanceof the load, and C is the capacitance of the circuit. The methodof multiple scales is used to construct the asymptotic behaviourof the solutions as RC. The results contain transient, ripple,and steady-state information. The latter two components simplifyand yield the standard results when the diodes' forward impedanceis small. The analysis of more complicated full-wave rectifiersfollows from the procedure described.     

On a Penalty-Perturbation Theory for Plate Problems

A penalty-perturbation method previously proposed by Westbrook(J. Inst. Maths Applics (1974) 14, 79–82) for the solutionsof static bending problems for elastic plates is analysed here.The method replaces the single fourth-order biharmonic equationby a system of three second-order equations which is "singularly"perturbed with respect to a small penalty parameter . The existenceof solutions of the perturbed problem for each > 0 is establishedand the behaviour of these solutions as 0 0 is studied. Inparticular, the results show that while these solutions arecontinuous in at = 0, analyticity in at = 0 is lost exceptin special cases.     

On the Slow Rotation of a Sphere about a Diameter Parallel to a Nearby Plane Wall

A method using a matched asymptotic expansions technique ispresented for obtaining the Stokes flow solution for a rigidspherical body of radius a rotating uniformly about a diameterparallel to a fixed plane wall when the minimum clearance ais very much smaller than a. An inner solution is constructedwhich is valid for the region in the neighbourhood of the nearestpoints of the sphere and the wall where the flow is stronglysheared with large velocity gradients and pressure; in thisregion the leading term of the asymptotic expansion of the solutionsatisfies the equations of lubrication theory. A matching outersolution is constructed which is valid in the remainder of thefluid where the flow is weakly sheared and it is possible toassume = 0. The forces and couples acting on the sphere andthe wall are shown to be of the form (₀+₁) log +ß₀+0(,where ₀, ₁ and ß₀ are constants which have been determinedexplicitly. By use of these results it is shown that the problemwhen the sphere rolls on the wall is not well posed.     

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.     

On a Functional Differential Equation

This paper considers some analytical and numerical aspects ofthe problem defined by an equation or systems of equations ofthe type (d/dt)y(t) = ay(t)+by(t), with a given initial conditiony(0) = 1. Series, integral representations and asymptotic expansions fory are obtained and discussed for various ranges of the parametersa, b and (> 0), and for all positive values of the argumentt. A perturbation solution is constructed for |1–| <<1, and confirmed by direct computation. For > 1 the solutionis not unique, and an analysis is included of the eigensolutionsfor which y(0) = 0. Two numerical methods are analysed and illustrated. The first,using finite differences, is applicable for < 1, and twotechniques are demonstrated for accelerating the convergenceof the finite-difference solution towards the true solution.The second, an adaptation of the Lanczos method, is applicablefor any > 0, though an error analysis is available onlyfor < 1. Numerical evidence suggests that for > 1 themethod still gives good approximations to some solution of theproblem.