Averaging Theory of Arbitrary Order for Piecewise Smooth Differential Systems and Its Application

The averaging theory for studying periodic orbits of smooth differential systems has a long history. Whereas the averaging theory for piecewise smooth differential systems appeared only in recent years, where the unperturbed systems are smooth. When the unperturbed systems are only piecewise smooth, there is not an existing averaging theory to study existence of periodic orbits of their perturbed systems. Here we establish such a theory for one dimensional perturbed piecewise smooth periodic differential equations. Then we show how to transform planar perturbed piecewise smooth differential systems to one dimensional piecewise smooth periodic differential equations when the unperturbed planar piecewise smooth differential systems have a family of periodic orbits. Finally as application of our theory we study limit cycle bifurcation of planar piecewise differential systems which are perturbation of a \(\Sigma \)-center.     

On the formation of hidden chaotic attractors and nested invariant tori in the Sprott A system

We consider the well-known Sprott A system, which depends on a single real parameter a and, for \(a=1\), was shown to present a hidden chaotic attractor. We study the formation of hidden chaotic attractors as well as the formation of nested invariant tori in this system, performing a bifurcation analysis by varying the parameter a. We prove that, for \(a=0\), the Sprott A system has a line of equilibria in the z-axis, the phase space is foliated by concentric invariant spheres with two equilibrium points located at the south and north poles, and each one of these spheres is filled by heteroclinic orbits of south pole–north pole type. For \(a\ne 0\), the spheres are no longer invariant algebraic surfaces and the heteroclinic orbits are destroyed. We do a detailed numerical study for \(a>0\) small, showing that small nested invariant tori and a limit set, which encompasses these tori and is the \(\alpha \)- and \(\omega \)-limit set of almost all orbits in the phase space, are formed in a neighborhood of the origin. As the parameter a increases, this limit set evolves into a hidden chaotic attractor, which coexists with the nested invariant tori. In particular, we find hidden chaotic attractors for \(a<1\). Furthermore, we make a global analysis of Sprott A system, including the dynamics at infinity via the Poincaré compactification, showing that for \(a>0\), the only orbit which escapes to infinity is the one contained in the z-axis and all other orbits are either homoclinic to a limit set (or to a hidden chaotic attractor, depending on the value of a), or contained on an invariant torus, depending on the initial condition considered.     

Periodic solutions of <Emphasis Type="Italic">n</Emphasis>-dofs autonomous vibro-impact oscillators with one lasting contact phase

In the continuum structural mechanics framework, a unilateral contact condition between two flexible bodies does not generate impulsive contact forces. However, finite-dimensional systems, derived from a finite element semi-discretization in space for instance, and undergoing a unilateral contact condition, require an additional impact law: Unilateral contact occurrences then become impacts of zero duration unless (i) the impact law is purely inelastic, or (ii) the pre-impact velocity is zero. This contribution explores autonomous periodic solutions with one contact phase per period and zero pre-impact velocity [case (ii)], for any n-dof mechanical systems involving linear free-flight dynamics together with a linear unilateral contact constraint. A recent work has shown that such solutions seem to be limits of periodic trajectories with k impacts per period as k increases. Minimal analytic equations governing the existence of such solutions are proposed, and it is proven that, generically, they occur only for discrete values of the period. It is also shown that the graphs of such periodic solutions have two axes of symmetry in time. Results are illustrated on a spring–mass system and on a 4-dof two-dimensional system made of 1D finite elements. Animations of SPPs with up to 30 dofs are provided.     

Multiple Brake Orbits and Homoclinics in Riemannian Manifolds

Let (M, g) be a complete Riemannian manifold, \({\Omega\subset M}\) an open subset whose closure is homeomorphic to an annulus. We prove that if ?Ω is smooth and it satisfies a strong concavity assumption, then there are at least two distinct geodesics in \({\overline\Omega=\Omega\cup\partial\Omega}\) starting orthogonally to one connected component of ?Ω and arriving orthogonally onto the other one. Using the results given in Giambò et al. (Adv Differ Equ 10:931–960, 2005), we then obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating from a nondegenerate maximum point of the potential energy, and a proof of the existence of two distinct brake orbits for a class of Hamiltonian systems. Under a further symmetry assumption, the result is improved by showing the existence of at least dim(M) pairs of geometrically distinct geodesics as above, brake orbits and homoclinic orbits. In our proof we shall use recent deformation results proved in Giambò et al. (Nonlinear Anal Ser A: Theory Methods Appl 73:290–337, 2010).     

The Moments Sliding Vector Field on the Intersection of Two Manifolds

In this work, we consider a special choice of sliding vector field on the intersection of two co-dimension 1 manifolds. The proposed vector field, which belongs to the class of Filippov vector fields, will be called moments vector field and we will call moments trajectory the associated solution trajectory. Our main result is to show that the moments vector field is a well defined, and smoothly varying, Filippov sliding vector field on the intersection \(\Sigma \) of two discontinuity manifolds, under general attractivity conditions of \(\Sigma \). We also examine the behavior of the moments trajectory at first order exit points, and show that it exits smoothly at these points. Numerical experiments illustrate our results and contrast the present choice with other choices of Filippov sliding vector field.     

Effective viscosity of a dilute emulsion of spherical drops containing soluble surfactant

The effective viscosity of a dilute emulsion of spherical drops containing a soluble surfactant is calculated under a linear creeping flow. It is assumed that convection of surfactant is small relative to diffusion, and thus the Peclet number, Pe, is small. We calculate the effective viscosity of the emulsion to \(\mathcal {O}(Pe\phi \mu )\), where ? is the small volume fraction of the dispersed drops and μ is the viscosity of the surfactant-free suspending fluid. This \(\mathcal {O}(Pe\phi \mu )\) contribution is a sensitive function of the bulk and interfacial surfactant transport. Specifically, soluble surfactant molecules diffuse from the bulk to the interface and then adsorb to the interface. The ratio of the time scale for bulk diffusion to the time scale for adsorption to the interface is quantified by a Damkohler number, Da. The adsorption of surfactant to the interface may cause a significant decrease in the bulk concentration, which is known as depletion. The impact of depletion is characterized by two parameters: h, which is a dimensionless depletion depth; and k, which is the ratio of the desorption time scale to the adsorption time scale. We analytically determine how the \(\mathcal {O}(Pe\phi \mu )\) contribution to the effective viscosity depends on h, k, and Da. Surprisingly, for certain regimes in the h ? k ? Da parameter space, we predict the effective viscosity of the emulsion to be greater than Einstein’s result for the viscosity of a suspension of rigid spheres. Large Marangoni stresses driven by convective transport of soluble surfactant molecules are responsible for this result.     

Decay of Almost Periodic Solutions¶of Conservation Laws

We consider the asymptotic behavior of solutions of systems of inviscid or viscous conservation laws in one or several space variables, which are almost periodic in the space variables in a generalized sense introduced by Stepanoff and Wiener, which extends the original one of H. Bohr. We prove that if u(x,t) is such a solution whose inclusion intervals at time t, with respect to ?>0, satisfy l _epsiv;(t)/t→0 as t→∞, and such that the scaling sequence u ^T (x,t)=u(T x,T t) is pre-compact as t→∞ in L _loc ¹(? ^{d +1} ₊, then u(x,t) decays to its mean value \(\), which is independent of t, as t→∞. The decay considered here is in L ¹ _loc of the variable ξ≡x/t, which implies, as we show, that \(\) as t→∞, where M _x denotes taking the mean value with respect to x. In many cases we show that, if the initial data are almost periodic in the generalized sense, then so also are the solutions. We also show, in these cases, how to reduce the condition on the growth of the inclusion intervals l _?(t) with t, as t→∞, for fixed ? > 0, to a condition on the growth of l _?(0) with ?, as ?→ 0, which amounts to imposing restrictions only on the initial data. We show with a simple example the existence of almost periodic (non-periodic) functions whose inclusion intervals satisfy any prescribed growth condition as ?→ 0. The applications given here include inviscid and viscous scalar conservation laws in several space variables, some inviscid systems in chromatography and isentropic gas dynamics, as well as many viscous 2 × 2 systems such as those of nonlinear elasticity and Eulerian isentropic gas dynamics, with artificial viscosity, among others. In the case of the inviscid scalar equations and chromatography systems, the class of initial data for which decay results are proved includes, in particular, the L ^∞ generalized limit periodic functions. Our procedures can be easily adapted to provide similar results for semilinear and kinetic relaxations of systems of conservation laws.     

Planar Vector Fields with a Given Set of Orbits

We determine all the \({\mathcal{C}^1}\) planar vector fields with a given set of orbits of the form y ? y(x) = 0 satisfying convenient assumptions. The case when these orbits are branches of an algebraic curve is also study. We show that if a quadratic vector field admits a unique irreducible invariant algebraic curve \({g(x, y) = \sum_{j=0}^S a_j(x) y^{S-j}= 0}\) with S branches with respect to the variable y, then the degree of the polynomial g is at most 4S.     

Hydrodynamic properties of squirmer swimming in power-law fluid near a wall

Hydrodynamic properties of squirmer swimming in power-law fluid near a wall considering the interaction between squirmer and wall are numerically studied with an immersed boundary-lattice Boltzmann method. The power-law index, Reynolds number, initial orientation angle of squirmer, and initial distance of squirmer from the wall are all taken into account to investigate the swimming characteristics for pusher (β?<?0), neutral squirmer (β?=?0), and puller (β?>?0) (three kinds of swimmer types) near the no-slip boundary. Four new kinds of swimming modes are found. Results show that, for the pushers and pullers, the wall displays an increasing attraction with increasing power-law index n, which differs from the neutral squirmer who always departs from the wall after the first collision with the wall. Both the initial orientation angle and initial distance from the wall only affect the moving situations rather than the moving modes of the squirmers. However, the squirmers depart from the wall as the Reynolds number increases and chaotic orbits appear for some squirmers at Re?=?5. Several typical flow fields are analyzed and the power consumption and torque for different kinds of flows are also studied. It is found that, as the absolute value of β increases, the power consumption generally increases in shear-thinning (n?=?0.4), Newtonian (n?=?1), and shear-thickening (n?=?1.6) fluids. Moreover, the pushers (β?<?0) and the pullers (β?>?0) expend almost the same power if the absolute value of β remains the same. In addition, the power consumption of the squirmers is highly dependent on the power-law index n.     

On relations for general two-dimensional ideal plasticity problems under the full plasticity condition

Relations for two-dimensional ideal plasticity problems under the full plasticity condition are determined with material anisotropy, inhomogeneity, and compressibility properties taken into account. These properties are determined by the direction cosines of the principal stress, the coordinates of points in space, and the mean stress.For the yield strength we take a function of the form k = k(σ, n ₁, n ₂, n ₃, x, y, z). The desired relations are determined for the general plane ideal plasticity problem. The relations thus obtained are generalized to the cases of axisymmetric and spherical plasticity problems.     

Stable Manifolds for Impulsive Equations Under Nonuniform Hyperbolicity

For impulsive differential equations, we establish the existence of invariant stable manifolds under sufficiently small perturbations of a linear equation. We consider the general case of nonautonomous equations for which the linear part has a nonuniform exponential dichotomy. One of the main advantages of our work is that our results are optimal, in the sense that for vector fields of class C ¹ outside the jumping times, we show that the invariant manifolds are also of class C ¹ outside these times. The novelty of our proof is the use of the fiber contraction principle to establish the smoothness of the invariant manifolds. In addition, using the same approach we can also consider linear perturbations.     

Operator method for solving the plane elasticity problem for a strip with periodic cuts

In the present paper, we use the conformal mapping z/c = ζ?2a sin ζ (a, c?const, ζ = u + iv) of the strip {|v| ≤ v ₀, |u| < ∞} onto the domain D, which is a strip with symmetric periodic cuts. For the domain D, in the orthogonal system of isometric coordinates u, v, we solve the plane elasticity problem. We seek the biharmonic function in the form F = C ψ ₀ + S ψ*₀ + x(C ψ ₁ ? S ψ ₂) + y(C ψ ₂ + S ψ ₁), where C(v) and S(v) are the operator functions described in [1] and ψ ₀(u), …, ψ ₂(u) are the desired functions. The boundary conditions for the function F posed for v = ±v ₀ are equivalent to two operator equations for ψ ₁(u) and ψ ₂(u) and to two ordinary differential equations of first order for ψ ₀(u) and ψ*₀(u) [2]. By finding the functions ψ _j (u) in the form of trigonometric series with indeterminate coefficients and by solving the operator equations, we obtain infinite systems of linear equations for the unknown coefficients. We present an efficient method for solving these systems, which is based on studying stable recursive relations. In the present paper, we give an example of analysis of a specific strip (a = 1/4, v ₀ = 1) loaded on the boundary v = v ₀ by a normal load of intensity p. We find the particular solutions corresponding to the extension of the strip by the longitudinal force X ^∞ and to the transverse and pure bending of the strip due to the transverse force Y ^∞ and the constant moment M ^∞, respectively. We also present the graphs of normal and tangential stresses in the transverse cross-section x = 0 and study the stress concentration effect near the cut bottom.     

Inverse problem of fracture mechanics for a compound cylinder

We consider the plane problem of fracture mechanics for a compound cylinder. We assume that the sleeve (internal cylinder) is reinforced with negative allowance by the external cylinder and that near the sleeve surface there are N arbitrarily located rectilinear cracks of length 2l _k (k = 1, 2, ..., N). A minimax criterion is used to determine the negative allowance in the junction theoretically minimizing the fracture parameters (the stress intensity coefficients) of the compound cylinder. A simplified method for minimizing the fracture parameters of the compound cylinder is considered separately.     

Steady Nearly Incompressible Vector Fields in Two-Dimension: Chain Rule and Renormalization

Given bounded vector field \({b : {\mathbb{R}^{d}} \to {\mathbb{R}^{d}}}\), scalar field \({u : {\mathbb{R}^{d}} \to {\mathbb{R}}}\), and a smooth function \({\beta : {\mathbb{R}} \to {\mathbb{R}}}\), we study the characterization of the distribution \({{\rm div}(\beta(u)b)}\) in terms of div b and div(ub). In the case of BV vector fields b (and under some further assumptions), such characterization was obtained by L. Ambrosio, C. De Lellis and J. Malý, up to an error term which is a measure concentrated on the so-called tangential set of b. We answer some questions posed in their paper concerning the properties of this term. In particular, we construct a nearly incompressible BV vector field b and a bounded function u for which this term is nonzero. For steady nearly incompressible vector fields b (and under some further assumptions), in the case when d = 2, we provide complete characterization of div(\({\beta(u)b}\)) in terms of div b and div(ub). Our approach relies on the structure of level sets of Lipschitz functions on \({{\mathbb{R}^{2}}}\) obtained by G. Alberti, S. Bianchini and G. Crippa. Extending our technique, we obtain new sufficient conditions when any bounded weak solution u of \({\partial_t u + b \cdot \nabla u=0}\) is renormalized, that is when it also solves \({\partial_t \beta(u) + b \cdot \nabla \beta(u)=0}\) for any smooth function \({\beta \colon{\mathbb{R}} \to {\mathbb{R}}}\). As a consequence, we obtain new a uniqueness result for this equation.     

Parameterization of Invariant Manifolds for Periodic Orbits (II): A Posteriori Analysis and Computer Assisted Error Bounds

In this paper we develop mathematically rigorous computer assisted techniques for studying high order Fourier–Taylor parameterizations of local stable/unstable manifolds for hyperbolic periodic orbits of analytic vector fields. We exploit the numerical methods developed in Castelli et al. (SIAM J Appl Dyn Syst 14(1):132–167, 2015) in order to obtain a high order Fourier–Taylor series expansion of the parameterization. The main result of the present work is an a-posteriori theorem which provides mathematically rigorous error bounds. The hypotheses of the theorem are checked with computer assistance. The argument relies on a sequence of preliminary computer assisted proofs where we validate the numerical approximation of the periodic orbit, its stable/unstable normal bundles, and the jets of the manifold to some desired order M. We illustrate our method by implementing validated computations for two dimensional manifolds in the Lorenz equations in \(\mathbb {R}^3\) and a three dimensional manifold of a suspension bridge equation in \(\mathbb {R}^4\).     

On Properties of the Generalized Wasserstein Distance

The Wasserstein distances W_p (p \({\geqq}\) 1), defined in terms of a solution to the Monge–Kantorovich problem, are known to be a useful tool to investigate transport equations. In particular, the Benamou–Brenier formula characterizes the square of the Wasserstein distance W₂ as the infimum of the kinetic energy, or action functional, of all vector fields transporting one measure to the other. Another important property of the Wasserstein distances is the Kantorovich–Rubinstein duality, stating the equality between the distance W₁(μ, ν) of two probability measures μ, ν and the supremum of the integrals in d(μ ?ν) of Lipschitz continuous functions with Lipschitz constant bounded by one. An intrinsic limitation of Wasserstein distances is the fact that they are defined only between measures having the same mass. To overcome such a limitation, we recently introduced the generalized Wasserstein distances \({W_p^{a,b}}\), defined in terms of both the classical Wasserstein distance W_p and the total variation (or L¹) distance, see (Piccoli and Rossi in Archive for Rational Mechanics and Analysis 211(1):335–358, 2014). Here p plays the same role as for the classic Wasserstein distance, while a and b are weights for the transport and the total variation term. In this paper we prove two important properties of the generalized Wasserstein distances: (1) a generalized Benamou–Brenier formula providing the equality between \({W_2^{a,b}}\) and the supremum of an action functional, which includes a transport term (kinetic energy) and a source term; (2) a duality à la Kantorovich–Rubinstein establishing the equality between \({W_1^{1,1}}\) and the flat metric.     

Asymptotics of the Solutions of the Random Schrödinger Equation

We consider solutions of the Schrödinger equation with a weak time-dependent random potential. It is shown that when the two-point correlation function of the potential is rapidly decaying, then the Fourier transform \({\hat\zeta_\epsilon(t,\xi)}\) of the appropriately scaled solution converges point-wise in ξ to a stochastic complex Gaussian limit. On the other hand, when the two-point correlation function decays slowly, we show that the limit of \({\hat\zeta_\epsilon(t,\xi)}\) has the form \({\hat\zeta_0(\xi){\rm exp}(iB_\kappa(t,\xi))}\) where B _κ (t, ξ) is a fractional Brownian motion.     

Assessment of Five SGS Models for Low-Rem MHD Turbulence

Assessment of three regularization-based and two eddy-viscosity-based subgrid-scale (SGS) turbulence models for large eddy simulations (LES) are carried out in the context of magnetohydrodynamic (MHD) decaying homogeneous turbulence (DHT) with a Taylor scale Reynolds number (Re_λ) of 120 and a MHD transition-to-turbulence Taylor-Green vortex (TGV) problems with a Reynolds number of 3000, through direct comparisons to direct numerical simulations (DNS). Simulations are conducted using the low-magnetic Reynolds number approximation (Re_m<<1). LES predictions using the regularization-based Leray- α,LANS- α, and Clark- α SGS models, along with the eddy viscosity-based non-dynamic Smagorinsky and the dynamic Smagorinsky models are compared to in-house DNS for DHT and previous results for TGV. With regard to the regularization models, this work represents their first application to MHD turbulence. Analyses of turbulent kinetic energy decay rates, energy spectra, and vorticity fields made between the varying magnetic field cases demonstrated that the regularization models performed poorly compared to the eddy-viscosity models for all MHD cases, but the comparisons improved with increase in magnitude of magnetic field, due to a decrease in the population of SGS eddies within the flow field.     

Boundary Stabilization of Stokes System in Exterior Domains

The problem of stabilizing a solution to the 2D Stokes system defined in the exterior of the bounded domain with smooth boundary is investigated, i.e. for a given initial velocity field and prescribed positive number k > 0 one has to construct a control function defined on the boundary such that the solution stabilizes to zero at the rate of 1/t ^k .