Turbulent Energy Spectrum via an Interaction Potential

For a large system of identical particles interacting by means of a potential, we find that a strong large scale flow velocity can induce motions in the inertial range via the potential coupling. This forcing lies in special bundles in the Fourier space, which are formed by pairs of particles. These bundles are not present in the Boltzmann, Euler and Navier–Stokes equations, because they are destroyed by the Bogoliubov–Born–Green–Kirkwood–Yvon formalism. However, measurements of the flow can detect certain bulk effects shared across these bundles, such as the power scaling of the kinetic energy. We estimate the scaling effects produced by two types of potentials: the Thomas–Fermi interatomic potential (as well as its variations, such as the Ziegler–Biersack–Littmark potential), and the electrostatic potential. In the near-viscous inertial range, our estimates yield the inverse five-thirds power decay of the kinetic energy for both the Thomas–Fermi and electrostatic potentials. The electrostatic potential is also predicted to produce the inverse cubic power scaling of the kinetic energy at large inertial scales. Standard laboratory experiments confirm the scaling estimates for both the Thomas–Fermi and electrostatic potentials at near-viscous scales. Surprisingly, the observed kinetic energy spectrum in the Earth atmosphere at large scales behaves as if induced by the electrostatic potential. Given that the Earth atmosphere is not electrostatically neutral, we cautiously suggest a hypothesis that the atmospheric kinetic energy spectra in the inertial range are indeed driven by the large scale flow via the electrostatic potential coupling.

     

Moving gap solitons in periodic potentials

We address the existence of moving gap solitons (traveling localized solutions) in the Gross–Pitaevskii equation with a small periodic potential. Moving gap solitons are approximated by the explicit solutions of the coupled‐mode system. We show, however, that exponentially decaying traveling solutions of the Gross–Pitaevskii equation do not generally exist in the presence of a periodic potential due to bounded oscillatory tails ahead and behind the moving solitary waves. The oscillatory tails are not accounted in the coupled‐mode formalism and are estimated by using techniques of spatial dynamics and local center‐stable manifold reductions. Existence of bounded traveling solutions of the Gross–Pitaevskii equation with a single bump surrounded by oscillatory tails on a large interval of the spatial scale is proven by using these techniques. Copyright © 2008 John Wiley & Sons, Ltd.     

Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion

We study the ergodicity of stochastic reaction–diffusion equation driven by subordinate Brownian motion. After establishing the strong Feller property and irreducibility of the system, we prove the tightness of the solution’s law. These properties imply that this stochastic system admits a unique invariant measure according to Doob’s and Krylov–Bogolyubov’s theories. Furthermore, we establish a large deviation principle for the occupation measure of this system by a hyper-exponential recurrence criterion. It is well known that S(P)DEs driven by $\alpha$-stable type noises do not satisfy Freidlin–Wentzell type large deviation, our result gives an example that strong dissipation overcomes heavy tailed noises to produce a Donsker–Varadhan type large deviation as time tends to infinity.     

Steady compressible Navier–Stokes equations with large potential forces via a method of decomposition

We investigate the steady compressible Navier–Stokes equations near the equilibrium state v = 0, ρ = ρ₀ (v the velocity, ρ the density) corresponding to a large potential force. We introduce a method of decomposition for such equations: the velocity field v is split into a non-homogeneous incompressible part u (div (ρ₀u) = (0) and a compressible (irrotational) part ∇ϕ. In such a way, the original complicated mixed elliptic–hyperbolic system is split into several ‘standard’ equations: a Stokes-type system for u, a Poisson-type equation for ϕ and a transport equation for the perturbation of the density σ = ρ − ρ₀. For ρ₀ = const. (zero potential forces), the method coincides with the decomposition of Novotny and Padula [21]. To underline the advantages of the present approach, we give, as an example, a ‘simple’ proof of the existence of isothermal flows in bounded domains with no-slip boundary conditions. The approach is applicable, with some modifications, to more complicated geometries and to more complicated boundary conditions as we will show in forthcoming papers. © 1998 B.G. Teubner Stuttgart–John Wiley & Sons Ltd.     

On a 2+1‐Dimensional Whitham–Broer–Kaup System: A Resonant NLS Connection

It is established that the Whitham–Broer–Kaup shallow water system and the “resonant” nonlinear Schrödinger equation are equivalent. A symmetric integrable 2+1‐dimensional version of the Whitham–Broer–Kaup system is constructed which, in turn, is equivalent to a recently introduced resonant Davey–Stewartson I system incorporating a Madelung–Bohm type quantum potential. A bilinear representation is adopted and resonant solitonic interaction in this new 2+1‐dimensional Kaup–Broer system is exhibited.     

Mixed finite element analysis of a thermally nonlinear coupled problem

In Loula and Zhou [Comput Appl Math 20 (2001), 321–339], a thermally coupled nonlinear elliptic system modeling a large class of engineering problems was considered, and some mathematical and numerical analyses (C⁰ Lagrangian finite elements combined with a fixed point algorithm) were given. To continue our work, we propose in this article a mixed method for the potential equation and present the corresponding analyses and numerical implementations. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A stabilization strategy for a reaction–diffusion system modelling a class of spatially structured epidemic systems (think globally,act locally)

A two-component reaction–diffusion system modelling a class of spatially structured epidemic systems is considered. The system describes the spatial spread of infectious diseases mediated by environmental pollution. The internal zero stabilization is investigated. We provide necessary conditions of stabilizability and sufficient conditions of stabilizability. In the affirmative case a simple feedback stabilizing control is indicated. It shows that it is possible to diminish exponentially the epidemic process, just by reducing the concentration of the pollutant in a nonempty and sufficiently large subset of the spatial domain (think globally, act locally).     

Study on numerical simulation methods of the railway vehicle-track dynamic interaction

A very efficient numerical simulation method of the railway vehicle–track dynamic interaction is described. When a vehicle runs at high speed on the railway track, contact forces between a wheel and a rail vary dynamically due to the profile irregularities existing on the surface of the rail. A large variation of contact forces causes undesired deteriorations of a track and its substructures. Therefore these dynamic contact forces are of main concern of the railway engineers. However it is very difficult to measure such dynamic contact forces directly. So it is important to develop an appropriate numerical simulation model and identify structural factors having a large influence on the variation of contact forces. When a contact force is expressed by the linearized Hertzian contact spring model, the equation of motions of the system is expressed as a second–order linear time–variant differential equation which has a time–dependent stiffness coefficient. Applying a well–known Newmark direct integration method, a numerical simulation is reduced to solving iteratively a time–variant, large–scale sparse, symmetric positive–definite linear system. In this study, by defining a special vector named a contact point one, it is shown that this time–variant stiffness coefficient can be expressed simply as a product of the contact point vector and its transpose and so the Sherman–Morrison–Woodbury formula applied for updating the inverse of the coefficient matrix. As a result, the execution of numerical simulation can be carried out very efficiently. A comparison of the computational time is given. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Well posedness,large deviations and ergodicity of the stochastic 2D Oldroyd model of order one

In this work, we establish the unique global solvability of the stochastic two dimensional viscoelastic fluid flow equations, arising from the Oldroyd model for the non-Newtonian fluid flows perturbed by multiplicative Gaussian noise. A local monotonicity property of the linear and nonlinear operators and a stochastic generalization of the Minty–Browder technique are exploited in the proofs. The Laplace principle for the strong solution of the stochastic system is established in a suitable Polish space using a weak convergence approach. The Wentzell–Freidlin large deviation principle is proved using the well known results of Varadhan and Bryc. The large deviations for shot time are also considered. We also establish the existence of a unique ergodic and strongly mixing invariant measure for the stochastic system with additive Gaussian noise, using the exponential stability of strong solutions.     

Positivity and time behavior of a linear reaction–diffusion system,non-local in space and time

We consider a general linear reaction–diffusion system in three dimensions and time, containing diffusion (local interaction), jumps (nonlocal interaction) and memory effects. We prove a maximum principle and positivity of the solution and investigate its asymptotic behavior. Moreover, we give an explicit expression of the limit of the solution for large times. In order to obtain these results, we use the following method: We construct a Riemannian manifold with complicated microstructure depending on a small parameter. We study the asymptotic behavior of the solution to a simple diffusion equation on this manifold as the small parameter tends to zero. It turns out that the homogenized system coincides with the original reaction–diffusion system. Using this and the facts that the diffusion equation on manifolds satisfies the maximum principle and its solution converges to a easily calculated constant, we can obtain analogous properties for the original system. Copyright © 2008 John Wiley & Sons, Ltd.     

Evolution of a quantum system of many particles interacting via the generalized Yukawa potential

We study the evolution of a system of N particles that have identical masses and charges and interact via the generalized Yukawa potential. The system is placed in a bounded region. The evolution of such a system is described by the Bogoliubov–Born–Green–Kirkwood–Yvon (BBGKY) chain of quantum kinetic equations. Using semigroup theory, we prove the existence of a unique solution of the BBGKY chain of quantum kinetic equations with the generalized Yukawa potential.     

Multipole fast algorithm for the least‐squares approach of the method of fundamental solutions for three‐dimensional harmonic problems

In this article we describe an improvement in the speed of computation for the least‐squares method of fundamental solutions (MFS) by means of Greengard and Rokhlin's FMA. Iterative solution of the linear system of equations is performed for the equations given by the least‐squares formulation of the MFS. The results of applying the method to test problems from potential theory with a number of boundary points in the order of 80,000 show that the method can achieve fast solutions for the potential and its directional derivatives. The results show little loss of accuracy and a major reduction in the memory requirements compared to the direct solution method of the least squares problem with storage of the full MFS matrix. The method can be extended to the solution of overdetermined systems of equations arising from boundary integral methods with a large number of boundary integration points. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 828–845, 2003.     

Saturation effects in ac + dc driven Frenkel–Kontorova model

Properties of the Shapiro steps in different commensurate structures of the ac + dc driven Frenkel–Kontorova model with asymmetric deformable substrate potential have been examined. Deviation from the sinusoidal potential produces appearance of large subharmonic steps. In general, different commensurate structures respond differently to the applied force and have different velocities. The results have shown that after shape parameter gets some critical value, there is no difference in the behavior of Shapiro steps for different commensurate structures. The step size and the critical depinning force for different commensurate structures saturate to the same values, due to reduction of degrees of freedom with the large deformation of potential.     

Structural,continuity, and asymptotic properties of a branching particle system

We delineate a connection between the stochastic evolution of the cluster structure of a specific branching–diffusing particle system and a certain previously unknown structure-invariance property of a related class of distributions. Thus, we demonstrate that a Pólya–Aeppli sum of i.i.d.r.v.’s with a common zero-modified geometric distribution also follows a Pólya–Aeppli law. The consideration of these classes is motivated by and applied to studying subtle properties of this branching–diffusing particle system, which belongs to the domain of attraction of a continuous Dawson–Watanabe superprocess. We illustrate this structure-invariance property by considering the Athreya–Ney-type representation of the cluster structure of our particle system. Also, we apply this representation to prove the continuity in mean square of a related real-valued stochastic process. In contrast to other works in this field, we impose the condition that the initial random number of particles follows a Pólya–Aeppli law – a condition that is consistent with stochastic models that emerge in such varied fields as population genetics, ecology, insurance risk, and bacteriophage growth. Our results extend some recent work of Vinogradov. Specifically, we resolve the issue of noninvariance of the initial field and manage to avoid related anomalies that arose in earlier studies. Also, we demonstrate that under natural additional assumptions, our particle system must have evolved from a scaled Poisson field starting at a specified time. In some sense, this result provides a partial justification for assuming that the system had originated at a certain time in the past from a Poisson field of particles. We demonstrate that the corresponding high-density limit of our branching–diffusing particle system inherits an analogous backward-evolution property. Several of our results illustrate a general convergence theorem of Jørgensen et al. to members of the power-variance family of distributions. Finally, combining a Poisson mixture representation for the branching particle system considered with certain sharp analytical methods gives us an explicit representation for the leading error term of the high-density approximation as a linear combination of related Bessel functions. This refines a theorem of Vinogradov on the rate of convergence.     

Stability properties of the Euler–Korteweg system with nonmonotone pressures

Abstract

We establish a relative energy framework for the Euler–Korteweg system with non-convex energy. This allows us to prove weak-strong uniqueness and to show convergence to a Cahn–Hilliard system in the large friction limit. We also use relative energy to show that solutions of Euler–Korteweg with convex energy converge to solutions of the Euler system in the vanishing capillarity limit, as long as the latter admits sufficiently regular strong solutions.     

A comparison of abstract versions of deflation,balancing and additive coarse grid correction preconditioners

In this paper we consider various preconditioners for the conjugate gradient (CG) method to solve large linear systems of equations with symmetric positive definite system matrix. We continue the comparison between abstract versions of the deflation, balancing and additive coarse grid correction preconditioning techniques started in (SIAM J. Numer. Anal. 2004; 42 :1631–1647; SIAM J. Sci. Comput. 2006; 27 :1742–1759). There the deflation method is compared with the abstract additive coarse grid correction preconditioner and the abstract balancing preconditioner. Here, we close the triangle between these three methods. First of all, we show that a theoretical comparison of the condition numbers of the abstract additive coarse grid correction and the condition number of the system preconditioned by the abstract balancing preconditioner is not possible. We present a counter example, for which the condition number of the abstract additive coarse grid correction preconditioned system is below the condition number of the system preconditioned with the abstract balancing preconditioner. However, if the CG method is preconditioned by the abstract balancing preconditioner and is started with a special starting vector, the asymptotic convergence behavior of the CG method can be described by the so‐called effective condition number with respect to the starting vector. We prove that this effective condition number of the system preconditioned by the abstract balancing preconditioner is less than or equal to the condition number of the system preconditioned by the abstract additive coarse grid correction method. We also provide a short proof of the relationship between the effective condition number and the convergence of CG. Moreover, we compare the A‐norm of the errors of the iterates given by the different preconditioners and establish the orthogonal invariants of all three types of preconditioners. Copyright © 2008 John Wiley & Sons, Ltd.     

Weighted Hardy's inequality and the Kolmogorov equation perturbed by an inverse-square potential

In this article, we give necessary and sufficient conditions for the existence of a weak solution of a Kolmogorov equation perturbed by an inverse-square potential. More precisely, using a weighted Hardy's inequality with respect to an invariant measure μ, we show the existence of the semigroup solution of the parabolic problem corresponding to a generalized Ornstein–Uhlenbeck operator perturbed by an inverse-square potential in L ²(? ^N ,?μ). In the case of the classical Ornstein–Uhlenbeck operator we obtain nonexistence of positive exponentially bounded solutions of the parabolic problem if the coefficient of the inverse-square function is too large.     

Cycles of two-dimensional systems: Computer calculations,proofs, and experiments

One of the central problems in studying small cycles in the neighborhood of equilibrium involves computation of Lyapunov’s quantities. While Lyapunov’s first and second quantities were computed in the general form in the 1940s–1950s, Lyapunov’s third quantity was calculated only for certain special cases. In the present work, we present general formulas for calculation of Lyapunov’s third quantity. Together with the classical Lyapunov method for calculation of Lyapunov’s quantities, which is based on passing to the polar coordinates, we suggest a method developed for the Euclidian coordinates and for the time domain. The calculation of Lyapunov’s quantities by two different analytic methods involving modern software tools for symbolic computing enables us to justify the formulas obtained for Lyapunov’s third quantity. For quadratic systems in which Lyapunov’s first and second quantities vanish, while the third one does not, large cycles were calculated. In the calculations, the quadratic system was reduced to the Liénard equation, which was used to evaluate the domain of parameters corresponding to the existence of four cycles (three “small” cycles and a “large” one). This domain extends the region of parameters obtained by S.L. Shi in 1980 for a quadratic system with four limit cycles.     

An Asymptotic Analysis of a 2-D Model of Dynamically Active Compartments Coupled by Bulk Diffusion

A class of coupled cell–bulk ODE–PDE models is formulated and analyzed in a two-dimensional domain, which is relevant to studying quorum-sensing behavior on thin substrates. In this model, spatially segregated dynamically active signaling cells of a common small radius \(\epsilon \ll 1\) are coupled through a passive bulk diffusion field. For this coupled system, the method of matched asymptotic expansions is used to construct steady-state solutions and to formulate a spectral problem that characterizes the linear stability properties of the steady-state solutions, with the aim of predicting whether temporal oscillations can be triggered by the cell–bulk coupling. Phase diagrams in parameter space where such collective oscillations can occur, as obtained from our linear stability analysis, are illustrated for two specific choices of the intracellular kinetics. In the limit of very large bulk diffusion, it is shown that solutions to the ODE–PDE cell–bulk system can be approximated by a finite-dimensional dynamical system. This limiting system is studied both analytically, using a linear stability analysis and, globally, using numerical bifurcation software. For one illustrative example of the theory, it is shown that when the number of cells exceeds some critical number, i.e., when a quorum is attained, the passive bulk diffusion field can trigger oscillations through a Hopf bifurcation that would otherwise not occur without the coupling. Moreover, for two specific models for the intracellular dynamics, we show that there are rather wide regions in parameter space where these triggered oscillations are synchronous in nature. Unless the bulk diffusivity is asymptotically large, it is shown that a diffusion-sensing behavior is possible whereby more clustered spatial configurations of cells inside the domain lead to larger regions in parameter space where synchronous collective oscillations between the small cells can occur. Finally, the linear stability analysis for these cell–bulk models is shown to be qualitatively rather similar to the linear stability analysis of localized spot patterns for activator–inhibitor reaction–diffusion systems in the limit of long-range inhibition and short-range activation.     

Decay in time for a one‐dimensional two‐component plasma

The motion of a collisionless plasma is described by the Vlasov–Poisson (VP) system, or in the presence of large velocities, the relativistic VP system. Both systems are considered in one space and one momentum dimension, with two species of oppositely charged particles. A new identity is derived for both systems and is used to study the behavior of solutions for large times. Copyright © 2008 John Wiley & Sons, Ltd.