Convergence to equilibrium for a fully hyperbolic phase‐field model with Cattaneo heat flux law

We consider a fully hyperbolic phase‐field model in this paper. Our model consists of a damped hyperbolic equation of second order with respect to the phase function χ(t) , which is coupled with a hyperbolic system of first order with respect to the relative temperature θ(t) and the heat flux vector q (t). We prove the well‐posedness of this system subject to homogeneous Neumann boundary condition and no‐heat flux boundary condition. Then, we show that this dynamical system is a dissipative one. Finally, using the celebrated ?ojasiewicz–Simon inequality and by constructing an auxiliary functional, we prove that the solution of this problem converges to an equilibrium as time goes to infinity. We also obtain an estimate of the decay rate to equilibrium. Copyright © 2008 John Wiley & Sons, Ltd.     

A 2D kernel determination problem in a visco-elastic porous medium with a weakly horizontally inhomogeneity

We consider a system of hyperbolic integro-differential equations of SH waves in a visco-elastic porous medium. In this work, it is assumed that the visco-elastic porous medium has weakly horizontally inhomogeneity. The direct problem is the initial-boundary problem: the initial data is equal to zero, and the Neumann-type boundary condition is specified at the half-plane boundary and is an impulse function. As additional information, the oscillation mode of the half-plane line is given. It is assumed that the unknown kernel has the form K(x,t)=K₀(t)+ϵxK₁(t)+…, where ϵ is a small parameter. In this work, we construct a method for finding K₀,K₁ up to a correction of the order of O(ϵ²).     

Conservation laws with a random source

We study the scalar conservation law with a noisy nonlinear source, namely,u _l + f(u)_x = h(u, x, t) + g(u)W(t), whereW(t) is the white noise in the time variable, and we analyse the Cauchy problem for this equation where the initial data are assumed to be deterministic. A method is proposed to construct approximate weak solutions, and we then show that this yields a convergent sequence. This sequence converges to a (pathwise) solution of the Cauchy problem. The equation can be considered as a model of deterministic driven phase transitions with a random perturbation in a system of two constituents. Finally we show some numerical results motivated by two-phase flow in porous media. This research has been supported by VISTA (a research cooperation between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap, Statoil) and NAVF (the Norwegian Research Council for Science and the Humanities).     

Modulated waves in a semiclassical continuum limit of an integrable NLS chain

A one‐dimensional integrable lattice system of ODEs for complex functions Q_n(τ) that exhibits dispersive phenomena in the phase is studied. We consider wave solutions of the local form Q_n(τ) ∼ qexp(i(kn + ωτ + c)), in which q, k, and ω modulate on long time and long space scales t = ετ and x = εn. Such solutions arise from initial data of the form Q_n(0) = q(nε) exp(iϕ(nε)/ε), the phase derivative ϕ′ 0 giving the local value of the phase difference k. Formal asymptotic analysis as ε → 0 yields a first‐order system of PDEs for q and ϕ′ as functions of x and t. A certain finite subchain of the discrete system is solvable by an inverse spectral transform. We propose formulae for the asymptotic spectral data and use them to study the limiting behavior of the solution in the case of initial data |Q_n| < 1, which yield hyperbolic PDEs in the formal limit. We show that the hyperbolic case is amenable to Lax‐Levermore theory. The associated maximization problem in the spectral domain is solved by means of a scalar Riemann‐Hilbert problem for a special class of data for all times before breaking of the formal PDEs. Under certain assumptions on asymptotic behaviors, the phase and amplitude modulation of the discrete systems is shown to be governed by the formal PDEs. Modulation equations after breaking time are not studied. Full details of the WKB theory and numerical results are left to a future exposition. © 2000 John Wiley & Sons, Inc.     

The mixed problem for laplace's equation in a class of lipschitz domains

In the focusing problem for the radially symmetric porous medium equation, one starts with initial data supported outside a ball centered at the origin, and studies the flow unitl the focusing thim, i.e., until the moment when the support of the solution reaches the origin. For any fixed focusing time, say t = 0, there exists a one-parameter family {g_c(r,t)} of self-similar solutions to the focusing problem. We prove that if V(r,t) is a radially symmetric porous medium pressure such that supp V(·,t₀) = [a,b]?R⁺ for some t₀<0 and V focuses at t = 0, then there exist a c^*?R⁺ such that (in the appropriate technical sense) V is approximated by g_c* for (r,t) near (0,0).     

Finite difference methods for a nonlinear and strongly coupled heat and moisture transport system in textile materials

In this paper, we study heat and moisture transport through porous textile materials with phase change, described by a degenerate, nonlinear and strongly coupled parabolic system. An uncoupled finite difference method with semi-implicit Euler scheme in time direction is proposed for the system. We prove the existence and uniqueness of the solution of the finite difference system. The optimal error estimates in both discrete L ² and H ¹ norms are obtained under the condition that the mesh sizes τ and h are smaller than a positive constant, which depends solely upon physical parameters involved. Numerical results are presented to confirm our theoretical analysis and compared with experimental data.     

The Navier-Stokes equations with regularization

We consider the initial boundary value problem for the nonstationary Navier-Stokes equations in a bounded three dimensional domain Ω with a sufficiently smooth compact boundary ∂Ω. These equations describe the motion of a viscous incompressible fluid contained in Ω for 0 < t < T and represent a system of nonlinear partial differential equations concerning four unknown functions: the velocity vector v = (v₁ (t, x), v₂ (t, x), v₃ (t, x)) and the kinematic pressure function p = p(t, x) of the fluid at time t ∈ (0, T) in x ∈ Ω. The purpose of this paper is to construct a regularized Navier-Stokes system, which can be solved globally in time. Our construction is based on a coupling of the Lagrangian and the Eulerian representation of the fluid flow. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Resonant destabilization of a floating homogeneous ice layer

We show that a homogeneous elastic ice layer of finite thickness and infinite horizontal extension floating on the surface of a homogeneous water layer of finite depth possesses a countable unbounded set of of resonant frequencies. The water is assumed to be compressible, the viscous effects are neglected in the model. Responses of this water-ice system to spatially localized harmonic in time perturbations with the resonant frequencies grow at least as ?t\sqrt{t} in the two-dimensional (2-D) case and at least as lnt in the three-dimensional (3-D) case, when time t?￥.t\to\infty. The analysis is based on treating the 3-D linear stability problem by applying the Laplace-Fourier transform and reducing the consideration to the 2-D case. The dispersion relation for the 2-D problem D(k,w) = 0,{D}(k,\omega) = 0, obtained previously by Brevdo and Il'ichev [10], is treated analytically and also computed numerically. Here k is a wavenumber, and w\omega is a frequency. It is proved that the system D(k,w) = 0, D_k(k,w) = 0{D}(k,\omega) = 0, {D}_k(k,\omega) = 0 possesses a countable unbounded set of roots (k, w) = (0,w_n), n ? \Bbb Z(k, \omega) = (0,\omega_n), n\in\Bbb Z with Im w_n = 0.\rm{Im}\ \omega_n = 0. Then the analysis of Brevdo [6], [7], [8], [9], which showed the existence of resonances in a homogeneous elastic waveguide, is applied to show that similar resonances exist in the present water-ice model. We propose a resonant mechanism for ice-breaking. It is based on destabilizing the floating ice layer by applying localized harmonic perturbations, with a moderate amplitude and at a resonant frequency.     

The directed polymer in a random environment

A continuous space/time approximation of the well known ‘directed polymer’ problem is considered. Connection between the ‘Helmholtz Free Energy’ and the ‘Two Walker problem’ is shown. Rigorous proof of the superdiffusive mean squared displacement exponent of 4/3 is given when there is one space dimension and one time dimension. Asymptotically diffusive behaviour of c(k)tis shown when there are one ‘time’ and two ‘space’ dimensions. For higher dimensions, the behaviour is diffusive and the mean squared displacement is asymptotically t d. These results hold for all temperature, because the phase transition in the discrete model is no longer present in the continuous model; the renormalization procedure has set the transition temperature to k _crit =0The joint distribution is also shown to be asymptotically sub-Gaussian for all dimensions and all temperatures (in the sense that the p ^thmoments as a function of pincrease more slowly than the moments of a Gaussian distribution). The ‘Helmholtz Free Energy’ is also calculated for this model and the quenched and annealed free energies are shown to be identical for all temperature     

A second-order,chaos-free,explicit method for the numerical solution of a cubic reaction problem in neurophysiology

A second order explicit method is developed for the numerical solution of the initialvalue problem w′(t) ≡ dw(t)/dt = ?(w), t > 0, w(0) = W⁰, in which the function ?(w) = αw(1 ? w) (w ? a), with α and a real parameters, is the reaction term in a mathematical model of the conduction of electrical impulses along a nerve axon. The method is based on four first-order methods that appeared in an earlier paper by Twizell, Wang, and Price [Proc. R. Soc. (London) A 430 , 541–576 (1990)]. In addition to being chaos free and of higher order, the method is seen to converge to one of the correct steady-state solutions at w = 0 or w = 1 for any positive value of α. Convergence is monotonic or oscillatory depending on W⁰, α, a, and l, the parameter in the discretization of the independent variable t. The approach adopted is extended to obtain a numerical method that is second order in both space and time for solving the initial-value boundary-value problem ?u/?t = κ?²u/?x² + αu(1 ? u)(u ? a) in which u = u(x,t). The numerical method so developed obtained the solution by solving a single linear algebraic system at each time step. © 1993 John Wiley & Sons, Inc.     

On a Two-Point Boundary Value Problem for Second Order Singular Equations

The problem on the existence of a positive in the interval ]a, b[ solution of the boundary value problem is considered, where the functions f and satisfy the local Carathéodory conditions. The possibility for the functions f and g to have singularities in the first argument (for t = a and t = b) and in the phase variable (for u = 0) is not excluded. Sufficient and, in some cases, necessary and sufficient conditions for the solvability of that problem are established.     

Grow-up of critical solutions for a non-local porous medium problem with Ohmic heating source

We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation ${u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2}We investigate the behaviour of solution u = u(x, t; λ) at λ =  λ* for the non-local porous medium equation u_t = (uⁿ)_xx + lf(u)/(ò_-1¹ f(u)dx)²{u_t = (u^n)_{xx} + {\lambda}f(u)/({\int_{-1}^1} f(u){\rm d}x)^2} with Dirichlet boundary conditions and positive initial data. The function f satisfies: f(s),−f ′ (s) > 0 for s ≥ 0 and s ^n-1 f(s) is integrable at infinity. Due to the conditions on f, there exists a critical value of parameter λ, say λ*, such that for λ > λ* the solution u = u(x, t; λ) blows up globally in finite time, while for λ ≥ λ* the corresponding steady-state problem does not have any solution. For 0 < λ < λ* there exists a unique steady-state solution w = w(x; λ) while u = u(x, t; λ) is global in time and converges to w as t → ∞. Here we show the global grow-up of critical solution u* =  u(x, t; λ*) (u* (x, t) → ∞, as t → ∞ for all x ? (-1,1){x\in(-1,1)}.     

Solution of mixed problems with boundary elastic-force control for the telegraph equation

In terms of a finite-energy generalized solution of the telegraph equation, for any time interval T, we consider the problem on the boundary elastic-force control u _x (0, t) = μ(t) at the endpoint x = 0 for the process described by the Klein-Gordon-Fock equation under the condition that the other endpoint x = l is either fixed, or free, or is controlled by an elastic force. For any time interval T, we obtain the solution u(x, t) in closed form.     

The kinetics equations in a multiplying medium with free boundaries

We study a mathematical model of neutron multiplication in a slab ??, by taking into account temperature feedback effects and considering one group of delayed neutrons. The thickness 2a of ?? is time dependent because of temperature variations due to the energy released by fissions. Starting from a quite detailed picture of the physical phenomena occurring in ??, we derive a system of three coupled ordinary differential equations for the total number of neutrons F? = F?(t), for the total number of precursors ? = ?(t), and for the half-thickness of ??, a = a(t). We finally examine some stability properties of such a system of ordinary differential equations.     

Global solutions with shock waves to the generalized Riemann problem for a class of quasilinear hyperbolic systems of balance laws II

This work is a continuation of our previous work. In the present paper, we study the existence and uniqueness of global piecewise C¹ solutions with shock waves to the generalized Riemann problem for general quasilinear hyperbolic systems of conservation laws with linear damping in the presence of a boundary. It is shown that the generalized Riemann problem for general quasilinear hyperbolic systems of conservation laws with linear damping with nonlinear boundary conditions in the half space {(t, x) | t ≥ 0, x ≥ 0} admits a unique global piecewise C¹ solution u = u (t, x) containing only shock waves with small amplitude and this solution possesses a global structure similar to that of a self‐similar solution u = U (x /t) of the corresponding homogeneous Riemann problem, if each characteristic field with positive velocity is genuinely nonlinear and the corresponding homogeneous Riemann problem has only shock waves but no rarefaction waves and contact discontinuities. This result is also applied to shock reflection for the flow equations of a model class of fluids with viscosity induced by fading memory. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Solution representations for a wave equation with weak dissipation

We consider the Cauchy problem for the weakly dissipative wave equation □v+μ/1+t v_t=0, x∈?ⁿ, t≥0 parameterized by μ>0, and prove a representation theorem for its solutions using the theory of special functions. This representation is used to obtain L_p–L_q estimates for the solution and for the energy operator corresponding to this Cauchy problem. Especially for the L₂ energy estimate we determine the part of the phase space which is responsible for the decay rate. It will be shown that the situation depends strongly on the value of μand that μ=2 is critical. Copyright © 2004 John Wiley & Sons, Ltd.     

Conditions for the Existence of Solutions of a Periodic Boundary-Value Problem for an Inhomogeneous Linear Hyperbolic Equation of the Second Order. I

We consider the periodic boundary-value problem u _tt − u _xx = g(x, t), u(0, t) = u(π, t) = 0, u(x, t + ω) = u(x, t). By representing a solution of this problem in the form u(x, t) = u ⁰(x, t) + ũ(x, t), where u ⁰(x, t) is a solution of the corresponding homogeneous problem and ũ(x, t) is the exact solution of the inhomogeneous equation such that ũ(x, t + ω) u x = ũ(x, t), we obtain conditions for the solvability of the inhomogeneous periodic boundary-value problem for certain values of the period ω. We show that the relation obtained for a solution includes known results established earlier. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 7, pp. 912–921, July, 2005.     

On the path of an inert object impinged on one side by a Brownian particle

A Brownian particle on R impinges at t = 0 on an inertial mass which is free to move but cannot be passed. We assume that for all t≥ 0 the total transfer of momentum by time t is a constant K times the local time that the two objects are in contact by time t. It is proved that, for each K > 0 and initial velocity V(0) of the inertial mass, there is, on the natural filtered probability space of a Brownian motion, a unique (in law) process describing the path of such a mass. If V(t) denotes its velocity, the law of V ^(-1)(t) is obtained explicitly for V(0) = 0, and its properties are examined. Received: 22 August 2000 / Revised version: 31 January 2001 / Published online: 9 October 2001     

On the unsteady Poiseuille flow in a pipe

We show that in an unsteady Poiseuille flow of a Navier–Stokes fluid in an infinite straight pipe of constant cross-section, σ, the flow rate, F(t), and the axial pressure drop, q(t), are related, at each time t, by a linear Volterra integral equation of the second type, where the kernel depends only upon t and σ. One significant consequence of this result is that it allows us to prove that the inverse parabolic problem of finding a Poiseuille flow corresponding to a given F(t) is equivalent to the resolution of the classical initial-boundary value problem for the heat equation.     

Remark on the phase shift in the Kuzmak-Whitham ansatz

We consider one-phase (formal) asymptotic solutions in the Kuzmak-Whitham form for the nonlinear Klein-Gordon equation and for the Korteweg-de Vries equation. In this case, the leading asymptotic expansion term has the form X(S(x, t)/h+Φ(x, t), I(x, t), x, t) +O(h), where h ≪ 1 is a small parameter and the phase S}(x, t) and slowly changing parameters I(x, t) are to be found from the system of “averaged” Whitham equations. We obtain the equations for the phase shift Φ(x, t) by studying the second-order correction to the leading term. The corresponding procedure for finding the phase shift is then nonuniform with respect to the transition to a linear (and weakly nonlinear) case. Our observation, which essentially follows from papers by Haberman and collaborators, is that if we incorporate the phase shift Φ into the phase and adjust the parameter Ĩ by setting $ \tilde S $ \tilde S = S +hΦ+O(h ²),Ĩ = I + hI ₁ + O(h ²), then the functions $ \tilde S $ \tilde S (x, t, h) and Ĩ(x, t, h) become solutions of the Cauchy problem for the same Whitham system but with modified initial conditions. These functions completely determine the leading asymptotic term, which is X($ \tilde S $ \tilde S (x, t, h)/h, Ĩ(x, t, h), x, t) + O(h).