Riemann problem for kinematical conservation laws and geometrical features of nonlinear wavefronts

A pair of kinematical conservation laws (KCL) in a ray coordinatesystem (,t) are the basic equations governing the evolutionof a moving curve in two space dimensions. We first study elementarywave solutions and then the Riemann problem for KCL when themetric g, associated with the coordinate designating differentrays, is an arbitrary function of the velocity of propagationm of the moving curve. We assume that m>1 (m is appropriatelynormalized), for which the system of KCL becomes hyperbolic.We interpret the images of the elementary wave solutions inthe (,t)-plane to the (x,y)-plane as elementary shapes of themoving curve (or a nonlinear wavefront when interpreted in aphysical system) and then describe their geometrical properties.Solutions of the Riemann problem with different initial datagive the shapes of the nonlinear wavefront with different combinationsof elementary shapes. Finally, we study all possible interactionsof elementary shapes.     

Solvability of symmetric word equations in positive definite letters

Let S(X, B) be a symmetric (‘palindromic’) wordin two letters X and B. A theorem due to Hillar and Johnsonstates that for each pair of positive definite matrices B andP, there is a positive definite solution X to the word equationS(X, B)=P. They also conjectured that these solutions are finiteand unique. In this paper, we resolve a modified version ofthis conjecture by showing that the Brouwer degree of such anequation is equal to 1 (in the case of real matrices). It followsthat, generically, the number of solutions is odd (and thusfinite) in the real case. Our approach allows us to addressthe more subtle question of uniqueness by exhibiting equationswith multiple real solutions, as well as providing a secondproof of the result of Hillar and Johnson in the real case.     

Observability of Nonlinear Systems

We consider the observability of systems of the form = Ax +Nx, y = Fx, where A is a linear operator and N and F are nonlinear.We show that if the system is linearized about an equilibriumpoint x_e and the linearized system is continuously initiallyobservable, then the nonlinear system is continuously initiallyobservable in some neighbourhood of x_e. We then look at conditionsunder which solutions of the nonlinear system can be extendedfor all time and consider the problem of stabilizing the systemby feedback controls such that the solutions are eventuallyin the observability neighbourhood of x_e. Finally, we applythese ideas to two systems: a wave equation and a diffusionequation with nonlinear perturbations and nonlinear observations.     

Spurious solutions of numerical methods for initial value problems

It is well known that some numerical methods for initial valueproblems admit spurious limit sets. Here the existence and behaviourof spurious solutions of Runge-Kutta, linear multistep and predictor-correctormethods are studied in the limit as the step-size h0. In particular,it is shown that for ordinary differential equations definedby globally Lipschitz vector fields, spurious fixed points andperiod 2 solutions cannot exist for h arbitrarily small, whilstfor locally Lipschitz vector fields, spurious solutions mayexist for h arbitrarily small, but must become unbounded ash0. The existence of spurious solutions is also studied forvector fields merely assumed to be continuous, and an exampleis given, showing that in this case spurious solutions may remainbounded as h0. It is shown that if spurious fixed points orperiod 2 solutions of continuous problems exist for h arbitrarilysmall, then as h0 spurious solutions either converge to steadysolutions of the underlying differential equation or divergeto infinity. A necessary condition for the bifurcation spurioussolutions from h=0 is derived. To prove the above results forimplicit Runge-Kutta methods, an additional assumption on theiteration scheme used to solve the nonlinear equations definingthe method is needed; an example of a Runge-Kutta method whichgenerates a bounded spurious solution for a smooth problem withh arbitrarily small is given, showing that such an assumptionis necessary. It is also shown that an Adams-Bashforth/Adams-Moultonpredictor-corrector method in PC^m implementation can generatespurious fixed point solutions for any m.     

Asymptotic simplification for a reaction-diffusion problem with a nonlinear boundary condition

We study non-negative solutions of the porous medium equationwith a source and a nonlinear flux boundary condition, u_t =(u^m)_xx + u^p in (0, ), x (0, T); – (u^m)_x (0, t) = u^q (0,t) for t (0, T); u (x, 0) = u₀ (x) in (0, ), where m > 1,p, q > 0 are parameters. For every fixed m we prove thatthere are two critical curves in the (p, q-plane: (i) the criticalexistence curve, separating the region where every solutionis global from the region where there exist blowing-up solutions,and (ii) the Fujita curve, separating a region of parametersin which all solutions blow up from a region where both globalin time solutions and blowing-up solutions exist. In the caseof blow up we find the blow-up rates, the blow-up sets and theblow-up profiles, showing that there is a phenomenon of asymptoticsimplification. If 2q < p + m the asymptotics are governedby the source term. On the other hand, if 2q > p + m theevolution close to blow up is ruled by the boundary flux. If2q = p + m both terms are of the same order.     

Spectral decompositions in nonlinear coupled diffusion

The solutions of a coupled, linear and nonlinear diffusion equationin a semi-infinite medium are derived using series methods.In addition, perturbation techniques allied to the spectraldecomposition of matrices are used to simplify the analysisand to find semianalytic solutions. The discussion is motivatedby the transmission of heat, moisture, and solute through thestrongly nonlinear medium of soil. Under boundary conditionsrepresenting the daily or seasonal fluctuations, it is shownusing spectral decomposition, despite the nonlinearities, howthe period of oscillation is preserved on passage through themedium. It is also shown how n³ partial differential equationsmay be solved for each of the n coupled variables to determineclosed forms for the first- and second-order perturbation effects.Examples of the solutions are given for the case of the coupledtransport of heat and moisture in soil.     

Numerical flow-box theorems under structural assumptions

The numerical flow-box theorem says that locally, in the vicinityof nonequilibria, discretized solutions of an autonomous ordinarydifferential equation are exact solutions of a modified equationnearby: for stepsize h sufficiently small the original discretizationoperator is the time–h map of the solution operator ofthe modified equation. It is shown that the very same resultholds true in the following categories of differential equationsand discretizations: I/ preserving a finite number of first integrals; V/ preserving the volume form; S/ preserving the canonical symplectic form.     

Mobius Transformations and Periodic Solutions of Complex Riccati Equations

In this paper we are going to study the solutions of a complexT-periodic Riccati equation andwe are going to determine all the possible dynamics of thistype of equation. Also, we can say that generically there aretwo different T-periodic solutions. 1991 Mathematics SubjectClassification 34C35.     

Existence Theorems for the Linear, Space-inhomogeneous Transport Equation

This paper studies existence problems in L¹ for the linear,space-inhomogeneous Boltzmann equation with periodic or (perfectly)absorbing boundary conditions under realistic assumptions onthe cross-sections. By an iteration technique, solutions arefirst constructed to an integral equation variant of the transportequation in the case of bounded impact parameters and an L¹type of cross-sections. They are then used to study the existenceof solutions of a measure form of the transport equation inthe case of unbounded impact parameters. These solutions conservemass. Estimates of their higher moments are also given. In particularthe results hold for inverse kth-power forces with 3 < k 5.     

A Variational Method For The Existence of Bounded Solutions of a Sublinear Forced Oscillator

We prove that, for every bounded and measurable forcing p(t),the differential equation has bounded solutions with arbitrarily large amplitude. In generalit is not possible to say that all solutions are bounded, asshown by an example due to Littlewood. The proof is based on a variational method which can be seenas a dual version of Nehari's method for boundary value problemson compact intervals. 2000 Mathematics Subject Classification34C11, 34B14, 49J35.     

Frames and the Feichtinger conjecture

We show that the conjectured generalization of the Bourgain-Tzafriri restricted-invertibility theorem is equivalent to the conjecture of Feichtinger, stating that every bounded frame can be written as a finite union of Riesz basic sequences. We prove that any bounded frame can at least be written as a finite union of linearly independent sequences. We further show that the two conjectures are implied by the paving conjecture. Finally, we show that Weyl-Heisenberg frames over rational lattices are finite unions of Riesz basic sequences.

     

Perturbation Solutions of the Whittaker-Hill Equation

When the Helmholtz equation ²V+k²V = 0 is separated in the generalparaboloidal co-ordinate system, the three ordinary differentialequations obtained each take, after a suitable change of variable,the form of the Whittaker-Hill equation. For the case k²<0,a considerable amount is known about the periodic solutionsof this equation. For k²>0, however, very little is so farknown. In this paper solutions of the Whittaker-Hill equationfor small positive k² are derived. These are the first explicitsolutions to be obtained for the case k²>0, and they couldbe employed to solve the Dirichlet or Neumann problem for ageneral paraboloid when k² is small. Three limiting cases arenoted, involving the reduction of the solutions to Mathieu functionsand the reduction of the co-ordinate system to the rotation-paraboloidalsystem.     

Linear Equations in Zp

A lower and an upper bound are proved for the maximum size ofa subset of Z/pZ containing no solutions of a fixed linear equation.2000 Mathematics Subject Classification 11B50, 11B75, 11P99.     

Stress Singularities in Viscoelastic Media 2. Plane-Strain Stress Singularities at Corners

The stress singularities that evolve at the corner of a notchedviscoelastic angular plate subject to mode I deformation isdiscussed when prescribed, but arbitrary, displacements aresymmetrically applied to both radial edges of the sector. Thesolution procedure, based on Laplace and Mellin transforms (withtransform parameters p and s, respectively), leads to an eigenvalueproblem in the complex p-plane, which is dependent on Poisson'sratio and characterizes the singular behaviour of the stressfields. Although simple solutions to the transcendental eigenequationare not available, the real-time evolution of the stress concentrationsis obtained by monitoring a particular branch of the eigenvalueequation as it moves in the complex p-plane. A correspondingpath is traced in an appropriately cut strip in the s-plane,in which solutions to the eigenequation are single-valued. Analyticcontinuation in the p-plane thus allows the Laplace and Mellininversions to be performed and the real-time behaviour of theplane-stress components to be expressed as contour integralswithin the strips in the complex s-plane. Cast in this form,the stress components are evaluated numerically when the viscoelasticmaterial is represented as a standard linear solid. Their dependenceon the angular variation within the plate, the applied load,and the effects of the viscoelastic material properties is exhibitedfor a number of situations, and in each case contrasted withshort- and long-time asymptotic curves based on Tauberian theorems.     

Buckling of an axisymmetric vesicle under compression: the effects of resistance to shear

We consider the axisymmetric deformation of an initially spherical,porous vesicle with incompressible membrane having finite resistanceto in-plane shearing, as the vesicle is compressed between parallelplates. We adopt a thin-shell balance-of-forces formulationin which the mechanical properties of the membrane are describedby a single dimensionless parameter, C, which is the ratio ofthe membrane's resistance to shearing to its resistance to bending.This results in a novel free-boundary problem which we solvenumerically to obtain vesicle shapes as a function of plateseparation, h. For small deformations, the vesicle contactseach plate over a small circular area. At a critical value ofplate separation, h_TC, there is a transcritical bifurcationfrom which a new branch of solutions emerges, representing buckledvesicles which contact each plate along a circular curve. Forthe values of C investigated, we find that the transcriticalbifurcation is subcritical and that there is a further saddle-nodebifurcation (fold) along the branch of buckled solutions ath = h_SN (where h_SN > h_TC). The resulting bifurcation structureis commensurate with a hysteresis loop in which a sudden transitionfrom an unbuckled solution to a buckled one occurs as h is decreasedthrough h_TC and a further sudden transition, this time froma buckled solution to an unbuckled one, occurs as h is increasedthrough h_SN. We find that h_SN and h_TC increase with C, thatis, vesicles that resist shear are more prone to buckling.     

C*-Algebras Characterized by Ergodic Actions of the n-Torus

Using basic harmonic analysis on the n-torus, it is shown thatthe non-commutative n-tori are the only primitive C*-algebras(up to isomorphism) on which the n-torus Tⁿ acts freely andergodically. An explicit construction recovers the generatingunitaries in a natural way from the action. 2000 MathematicsSubject Classification 46L55.     

Equilibrium attractivity of Runge-Kutta methods

For dissipative differential equations y' = f (y) it is knownthat contractivity of the exact solution is reproduced by algebraicallystable Runge–Kutta methods. In this paper we investigatewhether a different property of the exact solution also holdsfor Runge–Kutta solutions. This property, called equilibriumattractivity, means that the norm of the righthand side f neverincreases. It is a property dual to algebraic stability sinceneither is sufficient for the other, in general. We derive sufficientalgebraic conditions for Runge–Kutta methods and proveequilibrium attractivity of the high-order algebraically stableRadau-IIA and Lobatto-IIIC methods and the Lobatto-IIIA collocationmethods (which are not algebraically stable). No smoothnessassumptions on f and no stepsize restrictions are required but,except for some simple cases, f has to satisfy certain additionalproperties which are generalizations of the simple one-sidedLipschitz condition using more than two argument points. Thesemultipoint conditions are discussed in detail.     

Capillary waves past a flat plate in water of finite depth

Free-surface flow past a semi-infinite flat plate in a channelof finite depth is considered. The fluid is assumed to be inviscidand incompressible, and the flow to be two-dimensional and irrotational.Surface tension is included in the dynamic boundary conditionbut the effects of gravity are neglected. It is shown that thereis a three-parameter family of solutions with waves in the farfield and a discontinuity in slope at the separation point.This family includes as particular cases the solutions previouslycomputed by Osborn & Stump (2001, Phys. Fluids, 13, 616–623)and by Andersson & Vanden-Broeck (1996, Proc. R. Soc., 452,1985–1997).