Stability of transonic shocks in supersonic flow past a wedge

In this paper we study the stability of transonic shocks in steady supersonic flow past a wedge. We take the potential flow equation as the mathematical model to describe the compressible flow. It is known that in generic case such a problem admits two possible location of shock, connecting the flow ahead it and behind it. They can be distinguished as supersonic-supersonic shock and supersonic-subsonic shock (or transonic shock). Both these possible shocks satisfy the Rankine-Hugoniot conditions and entropy condition. In this paper we prove that the transonic shock is also stable under perturbation of the coming flow provided the pressure at infinity is well controlled.     

A note on minimization problems and multistep methods

Summary. We use the qualitative properties of the solution flow of the gradient equation to compute a local minimum of a real-valued function . Under the regularity assumption of all equilibria we show a convergence result for bounded trajectories of a consistent, strictly stable linear multistep method applied to the gradient equation. Moreover, we compare the asymptotic features of the numerical and the exact solutions as done by Humphries, Stuart (1994) and Schropp (1995) for one-step methods. In the case of -stable formulae this leads to an efficient solver for stiff minimization problems. Received July 10, 1995 / Revised version received June 27, 1996     

Subsonic solutions for compressible transonic potential flows

We establish an existence theorem for transonic isentropic potential flows where the subsonic region is bounded by the sonic line and thus the governing equation may become degenerate on the boundary partly or entirely. It has been conjectured by experiments and numerical studies that the self-similar multidimensional flow changes its type, namely, hyperbolic far from the origin (supersonic region) and elliptic near the origin (subsonic region). Furthermore, the potential equation has a different nonlinearity compared to other transonic problems such as the unsteady transonic small disturbance equation, the nonlinear wave equation, and the pressure gradient equation. Namely, the coefficients of the potential equation depend on the gradients while others are independent of the gradients. We provide techniques to handle the gradients, establish interior and boundary gradient estimates for the potential flow in a convex region, and answer the conjecture, that is, the flow is strictly elliptic and the region is subsonic.     

A global subsonic solution to an interacting transonic shock for the self-similar nonlinear wave equation

We present the existence of the subsonic solution to a two-dimensional Riemann problem governed by a self-similar nonlinear wave equation where the boundary of the subsonic region consists of a transonic shock and the sonic circle. Thus the governing equation becomes a free boundary problem on the transonic shock and degenerates on the sonic circle. By utilizing the barrier methods and iterative methods, we show the well-posedness of the transonic shock in the entire subsonic region and thus establish the global solution. This result does not rely on any smallness of Riemann data.     

On global transonic shocks for the steady supersonic Euler flows past sharp 2-D wedges

In this paper, under certain downstream pressure condition at infinity, we study the globally stable transonic shock problem for the perturbed steady supersonic Euler flow past an infinitely long 2-D wedge with a sharp angle. As described in the book of Courant and Friedrichs [R. Courant, K.O. Friedrichs, Supersonic Flow and Shock Waves, Interscience, New York, 1948] (pages 317-318): when a supersonic flow hits a sharp wedge, it follows from the Rankine-Hugoniot conditions and the entropy condition that there will appear a weak shock or a strong shock attached at the edge of the sharp wedge in terms of the different pressure states in the downstream region, which correspond to the supersonic shock and the transonic shock respectively. It has frequently been stated that the strong shock is unstable and that, therefore, only the weak shock could occur. However, a convincing proof of this instability has apparently never been given. The aim of this paper is to understand this open problem. More concretely, we will establish the global existence and stability of a transonic shock solution for 2-D full Euler system when the downstream pressure at infinity is suitably given. Meanwhile, the asymptotic state of the downstream subsonic solution is determined.     

Global transonic conic shock wave for the symmetrically perturbed supersonic flow past a cone

In this paper, we are concerned with the global existence and stability of a steady transonic conic shock wave for the symmetrically perturbed supersonic flow past an infinitely long conic body. The flow is assumed to be polytropic, isentropic and described by a steady potential equation. Theoretically, as indicated in [R. Courant, K.O. Friedrichs, Supersonic Flow and Shock Waves, Interscience Publishers, Inc., New York, 1948], it follows from the Rankine-Hugoniot conditions and the entropy condition that there will appear a weak shock or a strong shock attached at the vertex of the sharp cone in terms of the different pressure states at infinity behind the shock surface, which correspond to the supersonic shock and the transonic shock respectively. In the references [Shuxing Chen, Zhouping Xin, Huicheng Yin, Global shock wave for the supersonic flow past a perturbed cone, Comm. Math. Phys. 228 (2002) 47-84; Dacheng Cui, Huicheng Yin, Global conic shock wave for the steady supersonic flow past a cone: Polytropic case, preprint, 2006; Dacheng Cui, Huicheng Yin, Global conic shock wave for the steady supersonic flow past a cone: Isothermal case, Pacific J. Math. 233 (2) (2007) 257-289] and [Zhouping Xin, Huicheng Yin, Global multidimensional shock wave for the steady supersonic flow past a three-dimensional curved cone, Anal. Appl. 4 (2) (2006) 101-132], the authors have established the global existence and stability of a supersonic shock for the perturbed hypersonic incoming flow past a sharp cone when the pressure at infinity is appropriately smaller than that of the incoming flow. At present, for the supersonic symmetric incoming flow, we will study the global transonic shock problem when the pressure at infinity is appropriately large.     

Subsonic solutions to compressible transonic potential problems for isothermal self-similar flows and steady flows

We establish boundary and interior gradient estimates, and show that no supersonic bubble appears inside of a subsonic region for transonic potential flows for both self-similar isothermal and steady problems. We establish an existence result for the self-similar isothermal problem, and improve the Hopf maximum principle to show that the flow is strictly elliptic inside of the subsonic region for the steady problem.     

On transonic shocks in a conic divergent nozzle with axi-symmetric exit pressures

In this paper, we establish the existence and stability of a 3-D transonic shock solution to the full steady compressible Euler system in a class of de Laval nozzles with a conic divergent part when a given variable axi-symmetric exit pressure lies in a suitable scope. Thus, for this class of nozzles, we have solved such a transonic shock problem in the axi-symmetric case described by Courant and Friedrichs (1948) in Section 147 of [8]: Given the appropriately large exit pressure pe(x), if the upstream flow is still supersonic behind the throat of the nozzle, then at a certain place in the diverging part of the nozzle a shock front intervenes and the gas is compressed and slowed down to subsonic speed so that the position and the strength of the shock front are automatically adjusted such that the end pressure at the exit becomes pe(x).     

Transonic shock wave in an infinite nozzle asymptotically converging to a cylinder

We construct a single transonic shock wave pattern in an infinite nozzle asymptotically converging to a cylinder, which is close to a uniform transonic shock wave. In other words, suppose there is a uniform transonic shock wave in an infinite cylinder nozzle which can be constructed easily, if we perturbed the supersonic incoming flow and the infinite nozzle a little bit, we can obtain a transonic wave near the uniform one. As a consequence, we can show that the uniform transonic wave is stable with respect to the perturbation of the incoming flow and nozzle wall. Based on the theory of [G.Q. Chen, M. Feldman, Existence and stability of multi-dimensional transonic flows through an infinite nozzle of arbitrary cross-sections, Arch. Ration. Mech. Anal. 184 (2007) 185-242], the crucial parts of this paper are to derive the uniform Schauder estimates of the linear elliptic equation for the infinite nozzle asymptotically converging to a cylinder.     

Uniqueness of transonic shock solutions in a duct for steady potential flow

We study the uniqueness of solutions with a transonic shock in a duct in a class of transonic shock solutions, which are not necessarily small perturbations of the background solution, for steady potential flow. We prove that, for given uniform supersonic upstream flow in a straight duct, there exists a unique uniform pressure at the exit of the duct such that a transonic shock solution exists in the duct, which is unique modulo translation. For any other given uniform pressure at the exit, there exists no transonic shock solution in the duct. This is equivalent to establishing a uniqueness theorem for a free boundary problem of a partial differential equation of second order in a bounded or unbounded duct. The proof is based on the maximum/comparison principle and a judicious choice of special transonic shock solutions as a comparison solution.     

Solution to the initial boundary-value problem for the regularized Buckley-Leverett system

We solve the initial boundary-value problem for the regularized Buckley-Leverett system, which describes the flow of two immiscible incompressible fluids through a porous medium. This is the case of the flow of water and oil in an oil reservoir. The system is formed by a hyperbolic equation and an elliptic equation coupled by a vector field which represents the total velocity of the mixture. The regularization is done by means of a filter acting on the velocity field. We consider the critical situation in which we inject pure water into the reservoir. At this critical value for the water saturation, the spatial components of the characteristics of the hyperbolic equation vanish and this motivates the use of a new technique to prove the achievement of the boundary condition for the hyperbolic equation. We treat the case of a horizontal plane reservoir. We also prove that the time averages of the saturation component of the solution converge to one, as the time interval increases indefinitely, for almost all points of the reservoir, with a rate of convergence which depends only on the flux function.     

Runge–Kutta methods and Banach algebras

The equations defining both the exact and the computed solution to an initial value problem are related to a single functional equation, which can be regarded as prototypical. The functional equation can be solved in terms of a formal Taylor series, which can also be generated using an iteration process. This leads to the formal Taylor expansions of the solution and approximate solutions to initial value problems. The usual formulation, using rooted trees, can be modified to allow for linear combinations of trees, and this gives an insight into the nature of order conditions for explicit Runge–Kutta methods. A short derivation of the family of fourth order methods with four stages is given.     

Iterative refinement for constrained and weighted linear least squares

We present an algorithm for mixed precision iterative refinement on the constrained and weighted linear least squares problem, the CWLSQ problem. The approximate solution is obtained by solving the CWLSQ problem with the weightedQR factorization [6]. With backward errors for the weightedQR decomposition together with perturbation bounds for the CWLSQ problem we analyze the convergence behaviour of the iterative refinement procedure.In the unweighted case the initial convergence rate of the error of the iteratively refined solution is determined essentially by the condition number. For the CWLSQ problem the initial convergence behaviour is more complicated. The analysis shows that the initial convergence is dependent both on the condition of the problem related to the solution,x, and the vector =Wr, whereW is the weight matrix andr is the residual.We test our algorithm on two examples where the solution is known and the condition number of the problem can be varied. The computational test confirms the theoretical results and verifies that mixed precision iterative refinement, using the system matrix and the weightedQR decomposition, is an effective way of improving an approximate solution to the CWLSQ problem.     

Instability of standing wave, global existence and blowup for the Klein-Gordon-Zakharov system with different-degree nonlinearities

This paper discusses the Klein-Gordon-Zakharov system with different-degree nonlinearities in two and three space dimensions. Firstly, we prove the existence of standing wave with ground state by applying an intricate variational argument. Next, by introducing an auxiliary functional and an equivalent minimization problem, we obtain two invariant manifolds under the solution flow generated by the Cauchy problem to the aforementioned Klein-Gordon-Zakharov system. Furthermore, by constructing a type of constrained variational problem, utilizing the above two invariant manifolds as well as applying potential well argument and concavity method, we derive a sharp threshold for global existence and blowup. Then, combining the above results, we obtain two conclusions of how small the initial data are for the solution to exist globally by using dilation transformation. Finally, we prove a modified instability of standing wave to the system under study.     

Computation and analysis for a constrained entropy optimization problem in finance

In [T. Coleman, C. He, Y. Li, Calibrating volatility function bounds for an uncertain volatility model, Journal of Computational Finance (2006) (submitted for publication)], an entropy minimization formulation has been proposed to calibrate an uncertain volatility option pricing model (UVM) from market bid and ask prices. To avoid potential infeasibility due to numerical error, a quadratic penalty function approach is applied. In this paper, we show that the solution to the quadratic penalty problem can be obtained by minimizing an objective function which can be evaluated via solving a Hamilton–Jacobian–Bellman (HJB) equation. We prove that the implicit finite difference solution of this HJB equation converges to its viscosity solution. In addition, we provide computational examples illustrating accuracy of calibration.     

Semi-hyperbolic patches of solutions to the two-dimensional nonlinear wave system for Chaplygin gases

Semi-hyperbolic patches are the regions in which one family out of two nonlinear families of characteristics starts on sonic curves and ends on transonic shock waves. This type of region appears frequently in the two-dimensional Riemann problem for the Euler equations and its simplified models and a few other situations. We construct a semi-hyperbolic patch of solution to the two-dimensional nonlinear wave system with Chaplygin gas equation of state by approaching the problem as a Goursat-type boundary value problem which has a sonic curve as the degenerate boundary.     

Global solutions of nonconcave hyperbolic conservation laws with relaxation arising from traffic flow

We establish global solutions of nonconcave hyperbolic equations with relaxation arising from traffic flow. One of the characteristic fields of the system is neither linearly degenerate nor genuinely nonlinear. Furthermore, there is no dissipative mechanism in the relaxation system. Characteristics travel no faster than traffic. The global existence and uniqueness of the solution to the Cauchy problem are established by means of a finite difference approximation. To deal with the nonconcavity, we use a modified argument of Oleinik (Amer. Math. Soc. Translations 26 (1963) 95). It is also shown that the zero relaxation limit of the solutions exists and is the unique entropy solution of the equilibrium equation.     

Transonic shocks for steady Euler flows with cylindrical symmetry

In this paper, we prove the existence of transonic shocks adjacent to a uniform one for the full Euler system for steady compressible fluids with cylindrical symmetry in a cylinder, and consequently show the stability of such uniform transonic shocks. Mathematically we solve a free boundary problem for a quasi-linear elliptic–hyperbolic composite system. This reveals that the boundary conditions and equations interact in a subtle way. The key point is to “separate” in a suitable way the elliptic and hyperbolic parts of the system. The approach developed here can be applied to deal with certain multidimensional problems concerning stability of transonic shocks for the full Euler system.     

On the coupled BEM and FEM for a nonlinear exterior Dirichlet problem in R2

Summary In this paper we apply the coupling of boundary integral and finite element methods to solve a nonlinear exterior Dirichlet problem in the plane. Specifically, the boundary value problem consists of a nonlinear second order elliptic equation in divergence form in a bounded inner region, and the Laplace equation in the corresponding unbounded exterior region, in addition to appropriate boundary and transmission conditions. The main feature of the coupling method utilized here consists in the reduction of the nonlinear exterior boundary value problem to an equivalent monotone operator equation. We provide sufficient conditions for the coefficients of the nonlinear elliptic equation from which existence, uniqueness and approximation results are established. Then, we consider the case where the corresponding operator is strongly monotone and Lipschitz-continuous, and derive asymptotic error estimates for a boundary-finite element solution. We prove the unique solvability of the discrete operator equations, and based on a Strang type abstract error estimate, we show the strong convergence of the approximated solutions. Moreover, under additional regularity assumptions on the solution of the continous operator equation, the asymptotic rate of convergenceO (h) is obtained.The first author's research was partly supported by the U.S. Army Research Office through the Mathematical Science Institute of Cornell University, by the Universidad de Concepción through the Facultad de Ciencias, Dirección de Investigación and Vicerretoria, and by FONDECYT-Chile through Project 91-386.     

On the numerical solution of a logarithmic integral equation of the first kind for the Helmholtz equation

Summary We describe a quadrature method for the numerical solution of the logarithmic integral equation of the first kind arising from the single-layer approach to the Dirichlet problem for the two-dimensional Helmholtz equation in smooth domains. We develop an error analysis in a Sobolev space setting and prove fast convergence rates for smooth boundary data.