Boundary Conditions for Coupled Quasilinear Wave Equations with Application to Isolated Systems

We consider the initial-boundary value problem for systems of quasilinear wave equations on domains of the form [0, T] × Σ, where Σ is a compact manifold with smooth boundaries ∂Σ. By using an appropriate reduction to a first order symmetric hyperbolic system with maximal dissipative boundary conditions, well posedness of such problems is established for a large class of boundary conditions on ∂Σ. We show that our class of boundary conditions is sufficiently general to allow for a well posed formulation for different wave problems in the presence of constraints and artificial, nonreflecting boundaries, including Maxwell’s equations in the Lorentz gauge and Einstein’s gravitational equations in harmonic coordinates. Our results should also be useful for obtaining stable finite-difference discretizations for such problems.     

Well Posed Constraint-Preserving Boundary Conditions for the Linearized Einstein Equations

In this paper we address the problem of specifying boundary conditions for Einstein's equations when linearized around Minkowski space using the generalized Einstein-Christoffel symmetric hyperbolic system of evolution equations. The boundary conditions we work out guarantee that the constraints are satisfied provided they are satisfied on the initial slice and ensures a well posed initial-boundary value formulation. We consider the case of a manifold with a non-smooth boundary, as is the usual case of the cubic boxes commonly used in numerical relativity. The techniques discussed should be applicable to more general cases, as linearizations around more complicated backgrounds, and may be used to establish well posedness in the full non-linear case.     

Riemann?CHilbert Approach to the Elastodynamic Equation: Part I

We develop the Riemann?CHilbert (RH) approach to scattering problems in elastic media. The approach is based on the RH method introduced in the 1990s by Fokas (A unified approach to boundary value problems, CBMS-SIAM, 2008) for studying boundary problems for linear and integrable nonlinear PDEs. A suitable Lax pair formulation of the elastodynamic equation is obtained. The integral representations derived from this Lax pair are applied to Rayleigh wave propagation in an elastic half space and quarter space. The latter problem is reduced to the analysis of a certain underdetermined RH problem. We show that the problem can be re-formulated as a well-determined vector Riemann?CHilbert problem with a shift posed on a torus.     

瞬态热传导问题的一阶对称SPH方法模拟

为提高传统光滑粒子动力学(smoothed particle hydrodynamics, SPH)方法模拟瞬态热传导问题的精度和稳定性,本文提出了一种一阶对称光滑粒子动力学(first order symmetric SPH, FO-SSPH)方法.该方法将具有二阶热传导方程分解成两个一阶偏微分方程,然后基于梯度离散和Taylor级数展开思想,对一阶核梯度形式进行修正,并将得到的局部矩阵对称化.数值结果表明:与传统SPH方法相比,FO-SSPH方法精度高、数值稳定性好; 该方法能较准确地直接施加混合边值 关键词： 瞬态热传导 光滑粒子动力学 非线性     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.     

The Equations of Magnetohydrodynamics: On the Interaction Between Matter and Radiation in the Evolution of Gaseous Stars

We prove existence of global-in-time weak solutions to the equations of magnetohydrodynamics, specifically, the Navier-Stokes-Fourier system describing the evolution of a compressible, viscous, and heat conducting fluid coupled with the Maxwell equations governing the behaviour of the magnetic field. The result applies to any finite energy data posed on a bounded spatial domain in R ³, supplemented with conservative boundary conditions.The work supported by Grant A1019302 of GA AV CR     

A spectral FC solver for the compressible Navier–Stokes equations in general domains I: Explicit time-stepping

We present a Fourier continuation (FC) algorithm for the solution of the fully nonlinear compressible Navier–Stokes equations in general spatial domains. The new scheme is based on the recently introduced accelerated FC method, which enables use of highly accurate Fourier expansions as the main building block of general-domain PDE solvers. Previous FC-based PDE solvers are restricted to linear scalar equations with constant coefficients. The FC methodology presented in this text thus constitutes a significant generalization of the previous FC schemes, as it yields general-domain FC solvers for nonlinear systems of PDEs. While not restricted to periodic boundary conditions and therefore applicable to general boundary value problems on arbitrary domains, the proposed algorithm inherits many of the highly desirable properties arising from rapidly convergent Fourier expansions, including high-order convergence, essentially spectrally accurate dispersion relations, and much milder CFL constraints than those imposed by polynomial-based spectral methods—since, for example, the spectral radius of the FC first derivative grows linearly with the number of spatial discretization points. We demonstrate the accuracy and optimal parallel efficiency of the algorithm in a variety of scientific and engineering contexts relevant to fluid-dynamics and nonlinear acoustics.     

Birkhoff Normal Form for Some Nonlinear PDEs

 We consider the problem of extending to PDEs Birkhoff normal form theorem on Hamiltonian systems close to nonresonant elliptic equilibria. As a model problem we take the nonlinear wave equation

Bi-periodic behaviour in the diffusive autocatalator

We consider a reaction-diffusion system, consisting of two coupled PDEs with equal diffusion coefficients, describing autocatalysis under isothermal conditions in a slab. With enforced symmetric boundary conditions only stationary or simple periodic behaviour occurs. When the symmetry is broken by enforcing non-symmetric boundary conditions we have obtained bi-periodic solutions. We have also obtained oscillations essentially confined to one half of the spatial domain.     

Lees–Edwards Boundary Conditions for Lattice Boltzmann

Lees–Edwards boundary conditions (LEbc) for Molecular Dynamics simulations⁽¹⁾ are an extension of the well known periodic boundary conditions and allow the simulation of bulk systems in a simple shear flow. We show how the idea of LEbc can be implemented in isothermal lattice Boltzmann simulations and how LEbc can be used to overcome the problem of a maximum shear rate that is limited to less then 1/L _y (with L _y the transverse system size) in traditional lattice Boltzmann implementations of shear flow. The only previous Lattice Boltzmann implementation of LEbc⁽²⁾ requires a specific fourth order equilibrium distribution. In this paper we show how LEbc can be implemented with the usual quadratic equilibrium distributions.     

Computation of discrete transparent boundary conditions for the 2D Helmholtz equation

We present a family of non-local transparent boundary conditions for the 2D Helmholtz equation. The whole domain, on which the Helmholtz equation is defined, is decomposed into an interior and an exterior domain. The corresponding interior Helmholtz problem is formulated as a variational problem in a standard manner, representing a boundary value problem, whereas the exterior problem is posed as an initial value problem in the radial variable. This problem is then solved approximately by means of the Laplace transformation. The derived boundary conditions are asymptotically correct, model inhomogeneous exterior domains and are simple to implement.     

A search for the simplest chaotic partial differential equation

A numerical search for the simplest chaotic partial differential equation (PDE) suggests that the Kuramoto-Sivashinsky equation is the simplest chaotic PDE with a quadratic or cubic nonlinearity and periodic boundary conditions. We define the simplicity of an equation, enumerate all autonomous equations with a single quadratic or cubic nonlinearity that are simpler than the Kuramoto-Sivashinsky equation, and then test those equations for chaos, but none appear to be chaotic. However, the search finds several chaotic, ill-posed PDEs; the simplest of these, in the discrete approximation of finitely many, coupled ordinary differential equations (ODEs), is a strikingly simple, chaotic, circulant ODE system.     

On Stable Wall Boundary Conditions for the Hermite Discretization of the Linearised Boltzmann Equation

We define certain criteria, using the characteristic decomposition of the boundary conditions and energy estimates, which a set of stable boundary conditions for a linear initial boundary value problem, involving a symmetric hyperbolic system, must satisfy. We first use these stability criteria to show the instability of the Maxwell boundary conditions proposed by Grad (Commun Pure Appl Math 2(4):331–407, 1949). We then recognise a special block structure of the moment equations which arises due to the recursion relations and the orthogonality of the Hermite polynomials; the block structure will help us in formulating stable boundary conditions for an arbitrary order Hermite discretization of the Boltzmann equation. The formulation of stable boundary conditions relies upon an Onsager matrix which will be constructed such that the newly proposed boundary conditions stay close to the Maxwell boundary conditions at least in the lower order moments.     

Initial boundary value problems for Einstein’s field equations and geometric uniqueness

While there exist now formulations of initial boundary value problems for Einstein’s field equations which are well posed and preserve constraints and gauge conditions, the question of geometric uniqueness remains unresolved. For two different approaches we discuss how this difficulty arises under general assumptions. So far it is not known whether it can be overcome without imposing conditions on the geometry of the boundary. We point out a natural and important class of initial boundary value problems which may offer possibilities to arrive at a fully covariant formulation.     

Boundary-induced phase transitions in a space-continuous traffic model with non-unique flow-density relation

The Krauss-model is a stochastic model for traffic flow which is continuous in space. For periodic boundary conditions it is well understood and known to display a non-unique flow-density relation (fundamental diagram) for certain densities. In many applications, however, the behaviour under open boundary conditions plays a crucial role. In contrast to all models investigated so far, the high flow states of the Krauss-model are not metastable, but also stable. Nevertheless we find that the current in open systems obeys an extremal principle introduced for the case of simpler discrete models. The phase diagram of the open system will be completely determined by the fundamental diagram of the periodic system through this principle. In order to allow the investigation of the whole state space of the Krauss-model, appropriate strategies for the injection of cars into the system are needed. Two methods solving this problem are discussed and the boundary-induced phase transitions for both methods are studied. We also suggest a supplementary rule for the extremal principle to account for cases where not all the possible bulk states are generated by the chosen boundary conditions. Received 16 September 2002 / Received in final form 4 November 2002 Published online 31 December 2002     

Finite-size scaling studies of one-dimensional reaction-diffusion systems. Part I. Analytical results

We consider two single-species reaction-diffusion models on one-dimensional lattices of lengthL: the coagulation-decoagulation model and the annihilation model. For the coagulation model the system of differential equations describing the time evolution of the empty interval probabilities is derived for periodic as well as for open boundary conditions. This system of differential equations grows quadratically withL in the latter case. The equations are solved analytically and exact expressions for the concentration are derived. We investigate the finite-size behavior of the concentration and calculate the corresponding scaling functions and the leading corrections for both types of boundary conditions. We show that the scaling functions are independent of the initial conditions but do depend on the boundary conditions. A similarity transformation between the two models is derived and used to connect the corresponding scaling functions.     

Characteristic integrals in 3D and linear degeneracy

Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that, for a class of second order linearly degenerate dispersionless integrable PDEs, the corresponding characteristic integrals are parametrised by points on the Veronese variety.     

A KAM Theorem for Hamiltonian Partial Differential Equations with Unbounded Perturbations

We establish an abstract infinite dimensional KAM theorem dealing with unbounded perturbation vector-field, which could be applied to a large class of Hamiltonian PDEs containing the derivative ? _x in the perturbation. Especially, in this range of application lie a class of derivative nonlinear Schrödinger equations with Dirichlet boundary conditions and perturbed Benjamin-Ono equation with periodic boundary conditions, so KAM tori and thus quasi-periodic solutions are obtained for them.     

Coupled flow-polymer dynamics via statistical field theory: Modeling and computation

Field-theoretic models, which replace interactions between polymers with interactions between polymers and one or more conjugate fields, offer a systematic framework for coarse-graining of complex fluids systems. While this approach has been used successfully to investigate a wide range of polymer formulations at equilibrium, field-theoretic models often fail to accurately capture the non-equilibrium behavior of polymers, especially in the early stages of phase separation. Here the “two-fluid” approach serves as a useful alternative, treating the motions of fluid components separately in order to incorporate asymmetries between polymer molecules. In this work we focus on the connection of these two theories, drawing upon the strengths of each of the approaches in order to couple polymer microstructure with the dynamics of the flow in a systematic way. For illustrative purposes we work with an inhomogeneous melt of elastic dumbbell polymers, though our methodology will apply more generally to a wide variety of inhomogeneous systems. First we derive the model, incorporating thermodynamic forces into a two-fluid model for the flow through the introduction of conjugate chemical potential and elastic strain fields for the polymer density and stress. The resulting equations are composed of a system of fourth order PDEs coupled with a non-linear, non-local optimization problem to determine the conjugate fields. The coupled system is severely stiff and with a high degree of computational complexity. Next, we overcome the formidable numerical challenges posed by the model by designing a robust semi-implicit method based on linear asymptotic behavior of the leading order terms at small scales, by exploiting the exponential structure of global (integral) operators, and by parallelizing the non-linear optimization problem. The semi-implicit method effectively removes the fourth order stability constraint associated with explicit methods and we observe only a first order time-step restriction. The algorithm for solving the non-linear optimization problem, which takes advantage of the form of the operators being optimized, reduces the overall simulation time by several orders of magnitude. We illustrate the methodology with several examples of phase separation in an initially quiescent flow.     

Two-dimensional Euler flows in slowly deforming domains

We consider the evolution of an incompressible two-dimensional perfect fluid as the boundary of its domain is deformed in a prescribed fashion. The flow is taken to be initially steady, and the boundary deformation is assumed to be slow compared to the fluid motion. The Eulerian flow is found to remain approximately steady throughout the evolution. At leading order, the velocity field depends instantaneously on the shape of the domain boundary, and it is determined by the steadiness and vorticity-preservation conditions. This is made explicit by reformulating the problem in terms of an area-preserving diffeomorphism g_Λ which transports the vorticity. The first-order correction to the velocity field is linear in the boundary velocity, and we show how it can be computed from the time derivative of g_Λ.The evolution of the Lagrangian position of fluid particles is also examined. Thanks to vorticity conservation, this position can be specified by an angle-like coordinate along vorticity contours. An evolution equation for this angle is derived, and the net change in angle resulting from a cyclic deformation of the domain boundary is calculated. This includes a geometric contribution which can be expressed as the integral of a certain curvature over the interior of the circuit that is traced by the parameters defining the deforming boundary.A perturbation approach using Lie series is developed for the computation of both the Eulerian flow and geometric angle for small deformations of the boundary. Explicit results are presented for the evolution of nearly axisymmetric flows in slightly deformed discs.