Bidimensional shallow water model with polynomial dependence on depth through vorticity

In this paper, we obtain a bidimensional shallow water model with polynomial dependence on depth. With this aim, we introduce a small non-dimensional parameter ε and we study three-dimensional Euler equations in a domain depending on ε (in such a way that, when ε becomes small, the domain has small depth). Then, we use asymptotic analysis to study what happens when ε approaches to zero. Asymptotic analysis allows us to obtain a new bidimensional shallow water model that not only computes the average velocity (as the classical model does) but also provides the horizontal velocity at different depths. This represents a significant improvement over the classical model. We must also remark that we obtain the model without making assumptions about velocity or pressure behavior (only the usual ansatz in asymptotic analysis). Finally, we present some numerical results showing that the new model is able to approximate the non-constant in depth solutions to Euler equations, whereas the classical model can only obtain the average velocity.     

Blowup for the compressible isothermal Euler equations with non-vacuum initial data

ABSTRACT

In this paper, we study the compressible isothermal Euler equations with non-vacuum initial data. First, we prove the property of finite propagation to this Cauchy problem by using local energy estimates. Second, we establish the blowup results of the multi-dimensional case in radial symmetry and the one-dimensional case in non-radial symmetry by making assumptions on the initial velocity. Third, we present the blowup results of the three-dimensional case in non-radial symmetry by making assumptions on the initial momentum.     

Global properties of a discrete viral infection model with general incidence rate

In this paper, we propose a discrete viral infection model with a general incidence rate. The discrete model is derived from a continuous case by using a 'mixed' Euler method, which is a mixture of both forward and backward Euler methods. We prove that the mixed Euler method preserves the qualitative properties of the corresponding continuous system, such as positivity, boundedness, and global behaviors of solutions. Furthermore, the model and mathematical results presented in another previous study are extended and generalized. Copyright © 2015 John Wiley & Sons, Ltd.     

Solutions of the Equation of a Spinorial Yamabe-type Problem on Manifolds of Bounded Geometry

We consider a spinorial Yamabe-type problem on open manifolds of bounded geometry. The aim is to study the existence of solutions to the associated Euler–Lagrange-equation. We show that under suitable assumptions such a solution exists. As an application, we prove that existence of a solution implies the conformal Hijazi inequality for the underlying spin manifold.     

ON LOCAL STRUCTURAL STABILITY OF ONE-DIMENSIONAL SHOCKS IN RADIATION HYDRODYNAMICS

In this paper, we are concerned with the local structural stability of one-dimensional shock waves in radiation hydrodynamics described by the isentropic Euler-Boltzmann equations. Even though in this radiation hydrodynamics model, the radiative effects can be understood as source terms to the isentropic Euler equations of hydrodynamics, in general the radiation field has singularities propagated in an angular domain issuing from the initial point across which the density is discontinuous. This is the major difficulty in the stability analysis of shocks. Under certain assumptions on the radiation parameters, we show there exists a local weak solution to the initial value problem of the one dimensional Euler-Boltzmann equations, in which the radiation intensity is continuous, while the density and velocity are piecewise Lipschitz continuous with a strong discontinuity representing the shock-front. The existence of such a solution indicates that shock waves are structurally stable, at least local in time, in radiation hydrodynamics.     

A random Euler scheme for Carathéodory differential equations

We study a random Euler scheme for the approximation of Carathéodory differential equations and give a precise error analysis. In particular, we show that under weak assumptions, this approximation scheme obtains the same rate of convergence as the classical Monte–Carlo method for integration problems.     

Analysis of two frictional viscoplastic contact problems with damage

In this work we study two quasistatic frictional contact problems arising in viscoplasticity including the mechanical damage of the material, caused by excessive stress or strain and modelled by an inclusion of parabolic type. The variational formulation is provided for both problems and the existence of a unique solution is proved for each of them. Then a fully discrete scheme is introduced using the finite element method to approximate the spatial domain and the Euler scheme to discretize the time derivatives. Error estimates are derived and, under suitable regularity assumptions, the linear convergence of the algorithm is deduced. Finally, some numerical examples are presented to show the performance of the method.     

Piezoelectric energy harvesting from vibrations of a beam subjected to multi-moving loads

This study is intended to investigate piezoelectric energy harvesting from vibrations of a beam induced by multi-moving loads. Various multi-moving loads are analyzed by considering various parameters. The system of equations for electro-mechanical materials is derived by using the generalized Hamilton's principle under the assumptions of the Euler–Bernoulli beam theory. The electromechanical behavior of piezoelectric harvesters in a unimorph configuration is analyzed using finite element method. The Newmark's explicit integration technique is adopted for the transient analysis. The predictions of the results of the finite element models are verified by that of the available solutions. The effects of piezoelectric bonding location, velocity and number of moving loads as well as time lags between moving loads on the produced power are investigated. The numerical results show that the investigated parameters have significant effects on the energy harvesting from a vibration of beams under the action of multi-moving loads.     

On the convergence on nonrectangular grids

The convergence properties of a full discrete approximations to the convection-diffusion equation is the subject of this paper. The full discrete scheme considered is of Lagrangian type: Euler Implicit on time and centered finite difference on space, and is defined using nonrectangular grids. We analyse this scheme under smoothness conditions on nonrectangular space-time grid. The main result establish the convergence of the approximations and we prove that the assumptions on the discrete spatial nodes movement are achieved if we consider the equidistribution principle.     

Local Structure of The Set of Steady-State Solutions to The 2d Incompressible Euler Equations

It is well known that the incompressible Euler equations can be formulated in a very geometric language. The geometric structures provide very valuable insights into the properties of the solutions. Analogies with the finite-dimensional model of geodesics on a Lie group with left-invariant metric can be very instructive, but it is often difficult to prove analogues of finite-dimensional results in the infinite-dimensional setting of Euler’s equations. In this paper we establish a result in this direction in the simple case of steady-state solutions in two dimensions, under some non-degeneracy assumptions. In particular, we establish, in a non-degenerate situation, a local one-to-one correspondence between steady-states and co-adjoint orbits.     

A new shallow water model with polynomial dependence on depth

In this paper, we study two‐dimensional Euler equations in a domain with small depth. With this aim, we introduce a small non‐dimensional parameter ε related to the depth and we use asymptotic analysis to study what happens when ε becomes small. We obtain a model for ε small that, after coming back to the original domain, gives us a shallow water model that considers the possibility of a non‐constant bottom, and the horizontal velocity has a dependence on z introduced by the vorticity when it is not zero. This represents an interesting novelty with respect to shallow water models found in the literature. We stand out that we do not need to make a priori assumptions about velocity or pressure behaviour to obtain the model. The new model is able to approximate the solutions to Euler equations with dependence on z (reobtaining the same velocities profile), whereas the classic model just obtains the average velocity. Copyright © 2007 John Wiley & Sons, Ltd.     

Volatility Targeting Using Delayed Diffusions

ABSTRACT

A target volatility strategy (TVS) is a risky asset-riskless bond dynamic portfolio allocation which makes use of the risky asset historical volatility as an allocation rule with the aim of maintaining the instantaneous volatility of the investment constant at a target level. In a market with stochastic volatility, we consider a diffusion model for the value of a target volatility fund (TVF) which employs a system of stochastic delayed differential equations (SDDEs) involving the asset realized variance. First we prove that under some technical assumptions, contingent claim valuation on a TVF is approximately of Black-Scholes type, which is consistent with and supports the standing market practice. In second place, we develop a computational framework using recent results on Markovian approximations of SDDEs systems, which we then implement in the Heston variance model using an ad hoc Euler scheme. Our framework allows for efficient numerical valuation of derivatives on TVFs, whose typical purpose is the assessment of the guarantee costs of such funds for insurers.     

Numerical modeling of the pressure coefficient of the circular cylinder

The article examines the possibilities of numerical solution of chimney load from the effect of wind. The shear-stress transport (SST) k-ω turbulence model in ANSYS Fluent software is used to evaluate the task of the flow around the circumference of the rough cylinder. Calculations are performed on two different meshes that lead to the solution using wall function and near wall modeling. These two solution approaches in terms of defining wall roughness are presented in the paper by evaluating of the time dependence of the mean pressure coefficient distribution at the circumference, drag coefficient, and lift coefficient. The accuracy of the calculations is verified with parameters determined according to valid standards.     

Hybrid evolutionary algorithm with Hermite radial basis function interpolants for computationally expensive adjoint solvers

In this paper, we present an evolutionary algorithm hybridized with a gradient-based optimization technique in the spirit of Lamarckian learning for efficient design optimization. In order to expedite gradient search, we employ local surrogate models that approximate the outputs of a computationally expensive Euler solver. Our focus is on the case when an adjoint Euler solver is available for efficiently computing the sensitivities of the outputs with respect to the design variables. We propose the idea of using Hermite interpolation to construct gradient-enhanced radial basis function networks that incorporate sensitivity data provided by the adjoint Euler solver. Further, we conduct local search using a trust-region framework that interleaves gradient-enhanced surrogate models with the computationally expensive adjoint Euler solver. This ensures that the present hybrid evolutionary algorithm inherits the convergence properties of the classical trust-region approach. We present numerical results for airfoil aerodynamic design optimization problems to show that the proposed algorithm converges to good designs on a limited computational budget.     

On the stabilizing effect of convection in three‐dimensional incompressible flows

We investigate the stabilizing effect of convection in three‐dimensional incompressible Euler and Navier‐Stokes equations. The convection term is the main source of nonlinearity for these equations. It is often considered destabilizing although it conserves energy due to the incompressibility condition. In this paper, we show that the convection term together with the incompressibility condition actually has a surprising stabilizing effect. We demonstrate this by constructing a new three‐dimensional model that is derived for axisymmetric flows with swirl using a set of new variables. This model preserves almost all the properties of the full three‐dimensional Euler or Navier‐Stokes equations except for the convection term, which is neglected in our model. If we added the convection term back to our model, we would recover the full Navier‐Stokes equations. We will present numerical evidence that seems to support that the three‐dimensional model may develop a potential finite time singularity. We will also analyze the mechanism that leads to these singular events in the new three‐dimensional model and how the convection term in the full Euler and Navier‐Stokes equations destroys such a mechanism, thus preventing the singularity from forming in a finite time. © 2008 Wiley Periodicals, Inc.     

A priori estimates for solutions to the relativistic Euler equations with a moving vacuum boundary

We study the relativistic Euler equations on the Minkowski spacetime background. We make assumptions on the equation of state and the initial data that are relativistic analogs of the well-known physical vacuum boundary condition, which has played an important role in prior work on the non-relativistic compressible Euler equations. Our main result is the derivation, relative to Lagrangian (also known as co-moving) coordinates, of local-in-time a priori estimates for the solution. The solution features a fluid-vacuum boundary, transported by the fluid four-velocity, along which the hyperbolicity of the equations degenerates. In this context, the relativistic Euler equations are equivalent to a degenerate quasilinear hyperbolic wave-map-like system that cannot be treated using standard energy methods.     

Three‐Dimensional Surface Water Waves Governed by the Forced Benney–Luke Equation

This paper studies the propagation of three‐dimensional surface waves in water with an ambient current over a varying bathymetry. When the ambient flow is near the critical speed, under the shallow water assumptions, a forced Benney–Luke (fBL) equation is derived from the Euler equations. An asymptotic approximation of the water's reaction force over the varying bathymetry is derived in terms of topographic stress. Numerical simulations of the fBL equation over a trough are compared to those using a forced Kadomtsev–Petviashvilli equation. For larger variations in the bathymetry that upstream‐radiating three‐dimensional solitons are observed, which are different from the upstream‐radiating solitons simulated by the forced Kadomtsev–Petviashvilli equation. In this case, we show the fBL equation is a singular perturbation of the forced Kadomtsev–Petviashvilli equation which explains the significant differences between the two flows.     

Minimization problems in L1(R3)

In this paper, minimization problems in L¹($\text{R}$³) are considered. These problems arise in astrophysics for the determination of equilibrium configurations of axially symmetric rotating fluids (rotating stars). Under nearly optimal assumptions a minimizer is proved to exist by a direct variational method, which heavily uses the symmetry of the problem in order to get some compactness. Finally, by looking directly at the Euler equation, we give some existence results (of solutions of the Euler equation) even if the infimum is not finite.     

Averaging theorems for conservative systems and the weakly compressible Euler equations

A generic averaging theorem is proven for systems of ODEs with two-time scales that cannot be globally transformed into the usual action-angle variable normal form for such systems. This theorem is shown to apply to certain Fourier-space truncations of the non-isentropic slightly compressible Euler equations of fluid mechanics. For the full Euler equations, we derive formally the generic limit equations and analyze some of their properties. In the one-dimensional case, we prove a generic converic convergence result for the full Euler equations, analogous to the result for ODEs. By making use of special properties of the one-dimensional equations, we prove convergence to the solution of a more complicated set of averaged equations when the genericity assumptions fail.     

Numerical approximation of a stochastic age-structured population model in a polluted environment with Markovian switching

In this paper, a stochastic age-structured population model with Markovian switching is investigated in a polluted environment. Both the stochastic disturbance of environment and the Markovian switching are incorporated into the model. By Itô formula and several assumptions, the boundedness in the qth moment of exact solutions of model are proved. Furthermore, making use of truncated Euler–Maruyama (EM) method, the strong convergence criterion of numerical approximation in the qth moment is established, and the rate of convergence is estimated. Numerical simulations are carried out to illustrate the theoretical results. Our results indicate that the truncated EM method can be used for stochastic age-structured population system in a polluted environment.