SBV REGULARITY OF GENUINELY NONLINEAR HYPERBOLIC SYSTEMS OF CONSERVATION LAWS IN ONE SPACE DIMENSION

The problem of the presence of Cantor part in the derivative of a solution to a hyperbolic system of conservation laws is considered.An overview of the techniques involved in the proof is given,and a c...     

A moving particle semi‐implicit method for free surface flow: Improvement in inter‐particle force stabilization and consistency restoring

The moving particle semi‐implicit (MPS) method has been widely applied in free surface flows. However, the implementation of MPS remains limited because of compressive instability occurred when the particles are under compressive stress states. This study proposed an inter‐particle force stabilization and consistency restoring MPS (IFS‐CR‐MPS) method to overcome this numerical instability. For inter‐particle force stabilization, a hyperbolic‐shaped quintic kernel function is developed with a non‐negative and smooth second order derivative to satisfy the stability criterion under compressive stress state. Then, a contrastive study is conducted on the contradiction between the common understanding of the conventional MPS hyperbolic‐shaped kernel function and its performance. The result shows that the conventional MPS hyperbolic‐shaped kernel function can easily cause violent repulsive inter‐particle force and then lead to the compressive instability. Therefore, the first order derivative of the modified hyperbolic‐shaped quintic kernel function is recommended as the form of the contribution of the neighbor particles to achieve a more stable inter‐particle repulsive force. For consistency restoring, the Taylor series expansion and the hyperbolic‐shaped quintic kernel are combined to improve the accuracy of the viscosity and pressure calculation. The IFS‐CR‐MPS algorithm is subsequently verified by the inviscid hydrostatic pressure, jet impacting, and viscous droplet impacting problems. These results can be used for choosing kernel function and the contribution of neighbor particles in particle methods. Copyright © 2016 John Wiley & Sons, Ltd.     

Analytical and numerical solution for viscous dissipation effect on the heat transfer in a deformable channel

In this paper, shooting method and homotopy perturbation technique are applied for the flow analysis of temporal energy transport in a deformation channel with isothermal walls. An incompressible viscous fluid fills the space inside the channel. Analytical and numerical solutions are developed for the momentum and energy equations. The viscous dissipation effects are taken into account. Graphs for pertinent flow parameters are sketched and discussed. Comparison between the analytical and numerical solutions indicates an excellent agreement. It is noticed that behaviors of Prandtl and Eckert numbers on the temperature are qualitatively similar. Copyright © 2011 John Wiley & Sons, Ltd.     

Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension

Nonlinear convection–diffusion equations with nonlocal flux and possibly degenerate diffusion arise in various contexts including interacting gases, porous media flows, and collective behavior in biology. Their numerical solution by an explicit finite difference method is costly due to the necessity of discretizing a local spatial convolution for each evaluation of the convective numerical flux, and due to the disadvantageous Courant–Friedrichs–Lewy (CFL) condition incurred by the diffusion term. Based on explicit schemes for such models devised in the study of Carrillo et al. a second‐order implicit–explicit Runge–Kutta (IMEX‐RK) method can be formulated. This method avoids the restrictive time step limitation of explicit schemes since the diffusion term is handled implicitly, but entails the necessity to solve nonlinear algebraic systems in every time step. It is proven that this method is well defined. Numerical experiments illustrate that for fine discretizations it is more efficient in terms of reduction of error versus central processing unit time than the original explicit method. One of the test cases is given by a strongly degenerate parabolic, nonlocal equation modeling aggregation in study of Betancourt et al. This model can be transformed to a local partial differential equation that can be solved numerically easily to generate a reference solution for the IMEX‐RK method, but is limited to one space dimension.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

A coupled immersed boundary‐lattice Boltzmann method with smoothed point interpolation method for fluid‐structure interaction problems

The immersed boundary‐lattice Boltzmann method has been verified to be an effective tool for fluid‐structure interaction simulation associated with thin and flexible bodies. The newly developed smoothed point interpolation method (S‐PIM) can handle the largely deformable solids owing to its softened model stiffness and insensitivity to mesh distortion. In this work, a novel coupled method has been proposed by combining the immersed boundary‐lattice Boltzmann method with the S‐PIM for fluid‐structure interaction problems with large‐displacement solids. The proposed method preserves the simplicity of the lattice Boltzmann method for fluid solvers, utilizes the S‐PIM to establish the realistic constitutive laws for nonlinear solids, and avoids mesh regeneration based on the frame of the immersed boundary method. Both two‐ and three‐dimensional numerical examples have been carried out to validate the accuracy, convergence, and stability of the proposed method in consideration of comparative results with referenced solutions.     

Stable blow-up dynamics in the -critical and -supercritical generalized Hartree equation

We study stable blow-up dynamics in the generalized Hartree equation with radial symmetry, which is a Schrödinger-type equation with a nonlocal, convolution-type nonlinearity: First, we consider the -critical case in dimensions and obtain that a generic blow-up has a self-similar structure and exhibits not only the square root blowup rate , but also the log-log correction (via asymptotic analysis and functional fitting), thus, behaving similarly to the stable blow-up regime in the -critical nonlinear Schrödinger equation. In this setting, we also study blow-up profiles and show that generic blow-up solutions converge to the rescaled , a ground state solution of the elliptic equation . We also consider the -supercritical case in dimensions . We derive the profile equation for the self-similar blow-up and establish the existence and local uniqueness of its solutions. As in the NLS -supercritical regime, the profile equation exhibits branches of nonoscillating, polynomially decaying (multi-bump) solutions. A numerical scheme of putting constraints into solving the corresponding ordinary differential equation is applied during the process of finding the multi-bump solutions. Direct numerical simulation of solutions to the generalized Hartree equation by the dynamic rescaling method indicates that the is the profile for the stable blow-up. In this supercritical case, we obtain the blow-up rate without any correction. This blow-up happens at the focusing level , and thus, numerically observable (unlike the -critical case). In summary, we find that the results are similar to the behavior of stable self-similar blowup solutions in the corresponding settings for the nonlinear Schrödinger equation. Consequently, one may expect that the form of the nonlinearity in the Schrödinger-type equations is not essential in the stable formation of singularities.     

Integrated Digital Image Correlation considering gray level and blur variations: Application to distortion measurements of IR camera

The acquisition of images with different modalities may involve different alterations with respect to an ideal model. Inhomogeneous brightness and contrast, blur due to non-ideal focusing, distortions are common. It is proposed herein to account for such effects for instance by registering a calibration target image with an actual optical image to measure lens distortions. An Integrated Digital Image Correlation (I-DIC) algorithm is proposed to account for the above artifacts and the algorithm is detailed. The resolution and uncertainty of the technique are first investigated on synthetic images, and then applied to the measurement of distortions for infrared (IR) images. The procedure is shown to reduce drastically the residual level assessing the validity of the image formation model, but more importantly allowing for a much improved registration of images.     

Reflection of plane waves in generalized thermoelasticity of type III with nonlocal effect

The generalized thermoelasticity theory based upon the Green and Naghdi model III of thermoelasticity as well as the Eringen's nonlocal elasticity model is used to study the propagation of harmonic plane waves in a nonlocal thermoelastic medium. We found two sets of coupled longitudinal waves, which are dispersive in nature and experience attenuation. In addition to the coupled waves, there also exists one independent vertically shear-type wave, which is dispersive but experiences no attenuation. All these waves are found to be influenced by the elastic nonlocality parameter. Furthermore, the shear-type wave is found to face a critical frequency, while the coupled longitudinal waves may face critical frequencies conditionally. The problem of reflection of the thermoelastic waves at the stress-free insulated and isothermal boundary of a homogeneous, isotropic nonlocal thermoelastic half-space has also been investigated. The formulae for various reflection coefficients and their respective energy ratios are determined in various cases. For a particular material, the effects of the angular frequency and the elastic nonlocal parameter have been shown on phase speeds and the attenuation coefficients of the propagating waves. The effect of the elastic nonlocality on the reflection coefficients and the energy ratios has been observed and depicted graphically. Finally, analysis of the various results has been interpreted.