The Modulational Instability for a Generalized Korteweg–de Vries Equation

We study the spectral stability of a family of periodic standing wave solutions to the generalized Korteweg–de Vries in a neighborhood of the origin in the spectral plane using what amounts to a rigorous Whitham modulation theory calculation. In particular we are interested in understanding the role played by the null directions of the linearized operator in the stability of the traveling wave to perturbations of long wavelength. A study of the normal form of the characteristic polynomial of the monodromy map (the periodic Evans function) in a neighborhood of the origin in the spectral plane leads to two different instability indices. The first, an orientation index, counts modulo 2 the total number of periodic eigenvalues on the real axis. This index is a generalization of the one which governs the stability of the solitary wave. The second, a modulational instability index, provides a necessary and sufficient condition for the existence of a long-wavelength instability. This index is essentially the quantity calculated by Hǎrǎguş and Kapitula in the small amplitude limit. Both of these quantities can be expressed in terms of the map between the constants of integration for the ordinary differential equation defining the traveling waves and the conserved quantities of the partial differential equation. These two indices together provide a good deal of information about the spectrum of the linearized operator. We sketch the connection of this calculation to a study of the linearized operator—in particular we perform a perturbation calculation in terms of the Floquet parameter. This suggests a geometric interpretation attached to the vanishing of the orientation index previously mentioned.     

Nonlinear Wave Propagation in a Disordered Medium

In this paper we consider the problem of solitary wave propagation in a weakly disordered potential. Through a series of careful numerical experiments we have observed behavior which is in agreement with the theoretical predictions of Kivshar et al., Bronski, and Gamier. In particular we observe numerically the existence of two regimes of propagation. In the first regime the mass of the solitary wave decays exponentially, while the velocity of the solitary wave approaches a constant. This exponential decay is what one would expect from known results in the theory of localization for the linear Schrödinger equation. In the second regime, where nonlinear effects dominate, we observe the anomalous behavior which was originally predicted by Kivshar et al. In this regime the mass of the solitary wave approaches a constant, while the velocity of the solitary wave displays an anomalously slow decay. For sufficiently small velocities (when the theory is no longer valid) we observe phenomena of total reflection and trapping.     

Bose-Einstein condensates in standing waves: the cubic nonlinear Schrödinger equation with a periodic potential

We present a new family of stationary solutions to the cubic nonlinear Schr?dinger equation with an elliptic function potential. In the limit of a sinusoidal potential our solutions model a quasi-one-dimensional dilute gas Bose-Einstein condensate trapped in a standing light wave. Provided that the ratio of the height of the variations of the condensate to its dc offset is small enough, both trivial phase and nontrivial phase solutions are shown to be stable. Recent developments allow for experimental investigation of these predictions.     

An Explicit Family of Probability Measures for Passive Scalar Diffusion in a Random Flow

We explore the evolution of the probability density function (PDF) for an initially deterministic passive scalar diffusing in the presence of a uni-directional, white-noise Gaussian velocity field. For a spatially Gaussian initial profile we derive an exact spatio-temporal PDF for the scalar field renormalized by its spatial maximum. We use this problem as a test-bed for validating a numerical reconstruction procedure for the PDF via an inverse Laplace transform and orthogonal polynomial expansion. With the full PDF for a single Gaussian initial profile available, the orthogonal polynomial reconstruction procedure is carefully benchmarked, with special attentions to the singularities and the convergence criteria developed from the asymptotic study of the expansion coefficients, to motivate the use of different expansion schemes. Lastly, Monte-Carlo simulations stringently tested by the exact formulas for PDF’s and moments offer complete pictures of the spatio-temporal evolution of the scalar PDF’s for different initial data. Through these analyses, we identify how the random advection smooths the scalar PDF from an initial Dirac mass, to a measure with algebraic singularities at the extrema. Furthermore, the Péclet number is shown to be decisive in establishing the transition in the singularity structure of the PDF, from only one algebraic singularity at unit scalar values (small Péclet), to two algebraic singularities at both unit and zero scalar values (large Péclet).     

An Instability Index Theory for Quadratic Pencils and Applications

Primarily motivated by the stability analysis of nonlinear waves in second-order in time Hamiltonian systems, in this paper we develop an instability index theory for quadratic operator pencils acting on a Hilbert space. In an extension of the known theory for linear pencils, explicit connections are made between the number of eigenvalues of a given quadratic operator pencil with positive real parts to spectral information about the individual operators comprising the coefficients of the spectral parameter in the pencil. As an application, we apply the general theory developed here to yield spectral and nonlinear stability/instability results for abstract second-order in time wave equations. More specifically, we consider the problem of the existence and stability of spatially periodic waves for the “good” Boussinesq equation. In the analysis our instability index theory provides an explicit, and somewhat surprising, connection between the stability of a given periodic traveling wave solution of the “good” Boussinesq equation and the stability of the same periodic profile, but with different wavespeed, in the nonlinear dynamics of a related generalized Korteweg–de Vries equation.     

Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions

In this paper we prove rigorous large n asymptotics for the Karhunen–Loeve eigenvalues of a fractional Brownian motion. From the asymptotics of the eigenvalues the exact constants for small L ₂ ball estimates for fractional Brownian motions follows in a straightforward way.     

On the stability of time-harmonic localized states in a disordered nonlinear medium

We study the problem of localization in a disordered one-dimensional nonlinear medium modeled by the nonlinear Schrödinger equation. Devillard and Souillard have shown that almost every time-harmonic solution of this random PDE exhibits localization. We consider the temporal stability of such time-harmonic solutions and derive bounds on the location of any unstable eigenvalues. By direct numerical determination of the eigenvalues we show that these time-harmonic solutions are typically unstable, and find the distribution of eigenvalues in the complex plane. The distributions are distinctly different for focusing and defocusing nonlinearities. We argue further that these instabilities are connected with resonances in a Schrödinger problem, and interpret the earlier numerical simulations of Caputo, Newell, and Shelley, and of Shelley in terms of these instabilities. Finally, in the defocusing case we are able to construct a family of asymptotic solutions which includes the stable limiting time-harmonic state observed in the simulations of Shelley.     

On the modulation equations and stability of periodic generalized Korteweg–de Vries waves via Bloch decompositions

In this paper, we consider the relation between Evans-function-based approaches to the stability of periodic travelling waves and other theories based on long-wavelength asymptotics together with Bloch wave expansions. In previous work it was shown by rigorous Evans function calculations that the formal slow modulation approximation resulting in the linearized Whitham averaged system accurately describes the spectral stability to long-wavelength perturbations. To clarify the connection between Bloch-wave-based expansions and Evans-function-based approaches, we reproduce this result without reference to the Evans function by using direct Bloch expansion methods and spectral perturbation analysis. One of the novelties of this approach is that we are able to calculate the relevant Bloch waves explicitly for arbitrary finite-amplitude solutions. Furthermore, this approach has the advantage of being applicable in the more general multi-periodic setting where no conveniently computable Evans function has yet been devised.     

Rigorous Estimates of the Tails of the Probability Distribution Function for the Random Linear Shear Model

In previous work Majda and McLaughlin, and Majda computed explicit expressions for the 2Nth moments of a passive scalar advected by a linear shear flow in the form of an integral over R ^N . In this paper we first compute the asymptotics of these moments for large moment number. We are able to use this information about the large-N behavior of the moments, along with some basic facts about entire functions of finite order, to compute the asymptotics of the tails of the probability distribution function. We find that the probability distribution has Gaussian tails when the energy is concentrated in the largest scales. As the initial energy is moved to smaller and smaller scales we find that the tails of the distribution grow longer, and the distribution moves smoothly from Gaussian through exponential and stretched exponential. We also show that the derivatives of the scalar are increasingly intermittent, in agreement with experimental observations, and relate the exponents of the scalar derivative to the exponents of the scalar.