Gearhart–Prüss Theorem and Linear Stability for Riemann Solutions of Conservation Laws

We study the spectral and linear stability of Riemann solutions with multiple Lax shocks for systems of conservation laws. Using a self-similar change of variables, Riemann solutions become stationary solutions for the system u _t + (Df(u) − x I)u _x = 0. In the space of O((1 + |x|)^−η) functions, we show that if , then λ is either an eigenvalue or a resolvent point. Eigenvalues of the linearized system are zeros of the determinant of a transcendental matrix. On some vertical lines in the complex plane, called resonance lines, the determinant can be arbitrarily small but nonzero. A C ⁰ semigroup is constructed. Using the Gearhart–Prüss Theorem, we show that the solutions are O(e ^{γ t} ) if γ is greater than the real parts of the eigenvalues and the coordinates of resonance lines. We study examples where Riemann solutions have two or three Lax-shocks. Dedicated to Professor Pavol Brunovsky on his 70th birthday.     

An experimental—Numerical evaluation of the<Emphasis Type="Italic">T</Emphasis><Stack><Subscript>ε</Subscript><Superscript>*</Superscript></Stack> integral for a three-dimensional crack front

TheT _ε ^* integral was calculated on the surface of single edge notched, three-point bend (SE(B)) specimens using experimentally obtained displacements. Comparison was made withT _ε ^* calculated with the measured surface displacements andT _ε ^* calculated at several points through the thickness of a finite element (FE) model of the SE(B) specimen. Good comparison was found between the surfaceT _ε ^* calculated from displacements extracted from the FE model and the surfaceT _ε ^* calculated from experimentally obtained displacements. The computedT _ε ^* integral was also observed to decrease as the crack front was traversed from the surface to the mid-plane of the specimen. Mid-planeT _ε ^* values tend to be approximately 10% of the surface values.     

Three views of viscoelasticity for Cox–Merz materials

A slight rearrangement of the classical Cox and Merz rule suggests that the shear stress value of steady shear flow, , and complex modulus value of small amplitude oscillatory shear, G^∗(ω) = (G^′2 + G^″2)^1/2, are equivalent in many respects. Small changes of material structure, which express themselves most sensitively in the steady shear stress, τ, show equally pronounced in linear viscoelastic data when plotting these with G^∗ as one of the variables. An example is given to demonstrate this phenomenon: viscosity data that cover about three decades in frequency get stretched out over about nine decades in G^∗ while maintaining steep gradients in a transition region. This suggests a more effective way of exploiting the Cox–Merz rule when it is valid and exploring reasons for lack of validity when it is not. The τ −G^∗ equivalence could also further the understanding of the steady shear normal stress function as proposed by Laun.     

Hyperbolic sets,transversal homoclinic trajectories,and symbolic dynamics for C1-maps in banach spaces

In an earlier paper we generalized the notion of a hyperbolic set and proved that the Shadowing Lemma remains valid, for C¹-maps which need not be invertible. Here we establish the existence of (generalized) hyperbolic structures along transversal homoclinic trajectories of C¹-maps. The hyperbolic structure and shadowing are then used to give a new proof of a result due to Hale and Lin (and ilnikov) on symbolic dynamics forall trajectories sufficiently close to a transversal homoclinic trajectory. The result is applied to a Poincaré map without continuous inverse, which is associated with a periodic orbit of an autonomous differential delay equation.     

Small Delay Inertial Manifolds Under Numerics: A Numerical Structural Stability Result

In this paper we formulate a numerical structural stability result for delay equations with small delay under Euler discretization. The main ingredients of our approach are the existence and smoothness of small delay inertial manifolds, the C ¹-closeness of the small delay inertial manifolds and their numerical approximation and M.-C. Li's recent result on numerical structural stability of ordinary differential equations under the Euler method.     

A Variational Approach to the Fredholm Alternative for the p-Laplacian near the First Eigenvalue

We are concerned with the existence of a weak solution to the degenerate quasi-linear Dirichlet boundary value problem

Nonuniform Exponential Dichotomies and Lyapunov Regularity

The notion of exponential dichotomy plays a central role in the Hadamard–Perron theory of invariant manifolds for dynamical systems. The more general notion of nonuniform exponential dichotomy plays a similar role under much weaker assumptions. On the other hand, for nonautonomous linear equations v′ = A(t)v with global solutions, we show here that this more general notion is in fact as weak as possible: namely, any such equation possesses a nonuniform exponential dichotomy. It turns out that the construction of invariant manifolds under the existence of a nonuniform exponential dichotomy requires the nonuniformity to be sufficiently small when compared to the Lyapunov exponents. Thus, it is crucial to estimate the deviation from the uniform exponential behavior. This deviation can be measured by the so-called regularity coefficient, in the context of the classical Lyapunov–Perron regularity theory. We obtain here lower and upper sharp estimates for the regularity coefficient, expressed solely in terms of the matrices A(t).     

Invertibility and dichotomy of differential operators on a half-line

A linear ordinary differential operator with bounded coefficients satisfying certain homogeneous initial conditions is shown to be invertible onL _n ² (0, ) if and only if the underlying system of differential equations has a dichotomy. Moreover, in that case the operator is proved to be a direct sum of two infinitesimal generators ofC ₀-semigroups, one of which has support on the negative half-line and the other on the positive half-line. The effect of perturbations of the initial values on the dichotomy is also described.     

Some bounded results of θ(t)-type singular integral operators

Let B be a Banach space in UMD with an unconditional basis. The boundedness of the θ(t)-type singular integral operators in L _B ^p (R ⁿ), (1≤p<+∞) and H _B ¹ (R ⁿ) spaces are discussed. Foundation item: the Education Commission of Shandong Province (J98P51) Biography: Zhao Kai (1960-)     

Towards Sensitizing the Nonlinear v 2 − f Model to Turbulence Structures

In this paper a one-way coupling between the nonlinear v ² − f model by Pettersson Reif (Flow Turbul Combust 76:241–256, 2006) and an algebraic structure-based model have been investigated. Comparisons with available experimental and numerical data indicate that the compatibility between the two models is good and that their joint performance is satisfactory in the cases considered here. A full coupling between the models seems therefore a potentially viable route towards a significant advancement of engineering turbulence models and their predictive capabilities.     

Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions

Several approaches have been considered to model the heavy tails and asymmetric effect on stocks returns volatility. The most commonly used models are the Exponential Generalized AutoRegressive Conditional Heteroskedasticity (EGARCH), the Threshold GARCH (TGARCH), and the Asymmetric Power ARCH (APARCH) which, in their original form, assume a Gaussian distribution for the innovations. In this paper we propose the estimation of all these asymmetric models on empirical distributions of the Standard & Poor’s (S&P) 500 and the Financial Times Stock Exchange (FTSE) 100 daily returns, assuming the Student’s t and the stable Paretian with (α < 2) distributions for innovations. To the authors’ best knowledge, analysis of the EGARCH and TGARCH assuming innovations with α-stable distribution have not yet been reported in the literature. The results suggest that this kind of distributions clearly outperforms the Gaussian case. However, when α-stable and Student’s t distributions are compared, a general conclusion should be avoided as the goodness-of-fit measures favor the α-stable distribution in the case of S&P 500 returns and the Student’s t distribution in the case of FTSE 100.     

Prediction of Flow and Heat Transfer through Stationary and Rotating Ribbed Ducts Using a Non-linear <Emphasis Type="Italic">k</Emphasis>−<Emphasis Type="Italic">ε</Emphasis> Model

The present paper deals with the prediction of three-dimensional fluid flow and heat transfer in rib-roughened ducts of square cross-section, which are either stationary, or rotate in orthogonal mode. The main objective is to assess how a recently developed variant of a cubic non-linear k−ε model (proposed by Craft et al. Flow Turbul Combust 63:59–80, 1999) can predict three-dimensional flow and heat transfer characteristics through stationary and rotating ribbed ducts. The present paper discusses turbulent air flow and heat transfer through two different configurations, namely: (I) a stationary square duct with “in-line” normal and (II) a square duct with normal ribs in a “staggered” arrangement under stationary and rotating conditions, with the axis of rotation normal to the flow direction and parallel to the ribs. In this paper the flow and thermal predictions of the linear k−ε model (EVM) are also included, as a set of baseline predictions. The mean flow predictions show that both linear and non-linear k−ε models can successfully reproduce most of the measured data for stream-wise and cross-stream velocity components. Moreover, the non-linear model is able to produce better results for the turbulent stresses. The heat transfer predictions show that both EVM and NLEVM2, the more recent variant of the non-linear k−ε, with the algebraic length-scale correction term, overestimate the measured Nusselt numbers for both geometries examined. While the EVM with the differential length-scale correction term underestimates heat transfer levels, the Nusselt number predictions with the NLEVM2 and the ‘NYP’ term are in close agreements with the measured data. Comparisons with our earlier work, Iacovides and Raisee (Int J Heat Fluid Flow, 20:320–328, 1999), show that the NLEVM2 thermal predictions are of similar quality to those of a second-moment closure.     

On the Influence of the Kinetic Energy¶on the Stability of Equilibria¶of Natural Lagrangian Systems

Natural Lagrangian systems (T,Π) on R ² described by the equation are considered, where is a positive definite quadratic form in and Π(q) has a critical point at 0. It is constructively proved that there exist a C ^∞ potential energy Π and two C ^∞ kinetic energies T and such that the equilibrium q(t)≡ 0 is stable for the system (T,Π) and unstable for the system . Equivalently, it is established that for C ^∞ natural systems the kinetic energy can influence the stability. In the analytic category this is not true. Accepted: October 20, 1999     

New Explicit Expression of Barnett-Lothe Tensors for Anisotropic Linear Elastic Materials

The three Barnett-Lothe tensors H, L, S appear often in the Stroth formalism of two-dimensional deformations of anisotropic elastic materials [1–3]. They also appear in certain three-dimensional problems [4, 5]. The algebraic representation of H, L, S requires computation of the eigenvalues p^v(v=1,2,3) and the normalized eigenvectors (a, b). The integral representation of H, L, S circumvents the need for computing p ^v(v=1,2,3) and (a, b), but it is not simple to integrate the integrals except for special materials. Ting and Lee [6] have recently obtained an explicit expression of H for general anisotropic materials. We present here the remaining tensors L, S using the algebraic representation. They key to our success is the obtaining of the normalization factor for (a, b) in a simple form. The derivation of L and S then makes use of (a, b) but the final result does not require computation of (a, b), which makes the result attractive to numerical computation. Even though the tensor H given in [6] is in terms of the elastic stiffnesses C^μ v while the tensors L, S presented here are in terms of the reduced elastic compliances s′ _μv , the structure of L, S is similar to that of H. Following the derivation of H, we also present alternate expressions of L, S that remain valid for the degenerate cases p ₁ p ₂ and p₁=p₂ = p ₃. One may want to compute H, L, S using either C _μv or s′ _μv v, but not both. We show how an expression in C^μ v can be converted to an expression in s′ _μv v, and vice versa. As an application of the conversion, we present explicit expressions of the extic equation for p in C^μ v and s′ _μv v. This revised version was published online in August 2006 with corrections to the Cover Date.     

Probabilistic Analysis of the Upwind Scheme for Transport Equations

We provide a probabilistic analysis of the upwind scheme for d-dimensional transport equations. We associate a Markov chain with the numerical scheme and then obtain a backward representation formula of Kolmogorov type for the numerical solution. We then understand that the error induced by the scheme is governed by the fluctuations of the Markov chain around the characteristics of the flow. We show, in various situations, that the fluctuations are of diffusive type. As a by-product, we recover recent results due to Merlet and Vovelle (Numer Math 106: 129–155, 2007) and Merlet (SIAM J Numer Anal 46(1):124–150, 2007): we prove that the scheme is of order 1/2 in L^￥([0,T],L¹(\mathbb R^d)){L^{\infty}([0,T],L^1(\mathbb R^d))} for an integrable initial datum of bounded variation and of order 1/2−ε, for all ε > 0, in L^￥([0,T] ×\mathbb R^d){L^{\infty}([0,T] \times \mathbb R^d)} for an initial datum of Lipschitz regularity. Our analysis provides a new interpretation of the numerical diffusion phenomenon.     

Global stability of a virus dynamics model with Beddington–DeAngelis incidence rate and CTL immune response

In this paper, the global stability of virus dynamics model with Beddington–DeAngelis infection rate and CTL immune response is studied by constructing Lyapunov functions. We derive the basic reproduction number R ₀ and the immune response reproduction number R ⁰ for the virus infection model, and establish that the global dynamics are completely determined by the values of R ₀. We obtain the global stabilities of the disease-free equilibrium E ₀, immune-free equilibrium E ₁ and endemic equilibrium E ^∗ when R ₀≤1, R ₀>1, R ⁰>1, respectively.     

Scherk-Type Capillary Graphs

This paper concerns the regularity of a capillary graph (the meniscus profile of liquid in a cylindrical tube) over a corner domain of angle α. By giving an explicit construction of minimal surface solutions previously shown to exist (Indiana Univ. Math. J. 50 (2001), no. 1, 411–441) we clarify two outstanding questions. Solutions are constructed in the case α = π/2 for contact angle data (γ₁, γ₂) = (γ, π − γ) with 0 < γ < π. The solutions given with |γ − π/2| < π/4 are the first known solutions that are not C² up to the corner. This shows that the best known regularity (C^{1, ∈}) is the best possible in some cases. Specific dependence of the H?lder exponent on the contact angle for our examples is given. Solutions with γ = π/4 have continuous, but horizontal, normal vector at the corners in accordance with results of Tam (Pacific J. Math. 124 (1986), 469–482). It is shown that our examples are C^{0, β} up to and including the corner for any β < 1. Solutions with |γ − π/2| > π/4 have a jump discontinuity at the corner. This kind of behavior was suggested by numerical work of Concus and Finn (Microgravity sci. technol. VII/2 (1994), 152–155) and Mittelmann and Zhu (Microgravity sci. technol. IX/1 (1996), 22–27). Our explicit construction, however, allows us to investigate the solutions quantitatively. For example, the trace of these solutions, excluding the jump discontinuity, is C^2/3.     

Stability of Discrete Stokes Operators in Fractional Sobolev Spaces

Using a general approximation setting having the generic properties of finite-elements, we prove uniform boundedness and stability estimates on the discrete Stokes operator in Sobolev spaces with fractional exponents. As an application, we construct approximations for the time-dependent Stokes equations with a source term in L ^p (0, T; L ^q (Ω)) and prove uniform estimates on the time derivative and discrete Laplacian of the discrete velocity that are similar to those in Sohr and von Wahl [20]. On long leave from LIMSI (CNRS-UPR 3251), BP 133, 91403, Orsay, France.     

Boundary Layers and KPP Fronts in a Cellular Flow

We study an eigenvalue problem associated with a reaction-diffusion-advection equation of the KPP type in a cellular flow. We obtain upper and lower bounds on the eigenvalues in the regime of a large flow amplitude A ≪ 1. It follows that the minimal pulsating traveling front speed c _*(A) satisfies the upper and lower bounds C ₁ A ^1/4≦ c _*(A)≦ C ₂ A ^1/4. Physically, the speed enhancement is related to the boundary layer structure of the associated eigenfunction – accordingly, we establish an “averaging along the streamlines” principle for the unique positive eigenfunction.