On a nonlinear hyperbolic variational equation: I. Global existence of weak solutions

We study the nonlinear hyperbolic partial differential equation, (u _t+uu_x)_x=1/2u _x ² . This partial differential equation is the canonical asymptotic equation for weakly nonlinear solutions of a class of hyperbolic equations derived from variational principles. In particular, it describes waves in a massive director field of a nematic liquid crystal.Global smooth solutions of the partial differential equation do not exist, since their derivatives blow up in finite time, while weak solutions are not unique. We therefore define two distinct classes of admissible weak solutions, which we call dissipative and conservative solutions. We prove the global existence of each type of admissible weak solution, provided that the derivative of the initial data has bounded variation and compact support. These solutions remain continuous, despite the fact that their derivatives blow up.There are no a priori estimates on the second derivatives in any L ^p space, so the existence of weak solutions cannot be deduced by using Sobolev-type arguments. Instead, we prove existence by establishing detailed estimates on the blowup singularity for explicit approximate solutions of the partial differential equation.We also describe the qualitative properties of the partial differential equation, including a comparison with the Burgers equation for inviscid fluids and a number of illustrative examples of explicit solutions. We show that conservative weak solutions are obtained as a limit of solutions obtained by the regularized method of characteristics, and we prove that the large-time asymptotic behavior of dissipative solutions is a special piecewise linear solution which we call a kink-wave.     

The Acoustic Limit for the Boltzmann Equation

The acoustic equations are the linearization of the compressible Euler equations about a spatially homogeneous fluid state. We first derive them directly from the Boltzmann equation as the formal limit of moment equations for an appropriately scaled family of Boltzmann solutions. We then establish this limit for the Boltzmann equation considered over a periodic spatial domain for bounded collision kernels. Appropriately scaled families of DiPerna-Lions renormalized solutions are shown to have fluctuations that converge entropically (and hence strongly in L ¹) to a unique limit governed by a solution of the acoustic equations for all time, provided that its initial fluctuations converge entropically to an appropriate limit associated to any given L ² initial data of the acoustic equations. The associated local conservation laws are recovered in the limit. Accepted: October 22, 1999     

On a nonlinear hyperbolic variational equation: II. The zero-viscosity and dispersion limits

We consider viscosity and dispersion regularizations of the nonlinear hyperbolic partial differential equation (u _t+uu_x)_x=1/2u _x ² with the simplest initial data such that u _x blows up in finite time. We prove that the zero-viscosity limit selects a unique global weak solution of the partial differential equation without viscosity. We also present numerical experiments which indicate that the zero-dispersion limit selects a different global weak solution of the same initial-value problem.     

Asymptotic Behavior of Global Classical Solutions to the Mixed Initial-Boundary Value Problem for Quasilinear Hyperbolic Systems with Small BV Data

In this paper, we investigate the asymptotic behavior of global classical solutions to the mixed initial-boundary value problem with small BV data for linearly degenerate quasilinear hyperbolic systems with general nonlinear boundary conditions in the half space {(t,x)|t≥0,x≥0}. Based on the existence result on the global classical solution, we prove that when t tends to the infinity, the solution approaches a combination of C ¹ traveling wave solutions, provided that the C ¹ norm of the initial and boundary data is bounded and the BV norm of the initial and boundary data is sufficiently small. Applications to quasilinear hyperbolic systems arising in physics and mechanics, particularly to the system describing the motion of the relativistic string in the Minkowski space-time R ¹⁺ⁿ , are also given.     

The semigroup generated by 2 × 2 conservation laws

Consider the Cauchy problem for a strictly hyperbolic 2×2 system of conservation laws in one space dimension: {ie1-01} assuming that each characteristic field is either linearly degenerate or genuinely nonlinear. This paper develops a new algorithm, based on wave-front tracking, which yields a Cauchy sequence of approximate solutions, converging to a unique limit depending continuously on the initial data. The solutions that we obtain constitute a semigroup S, defined on a set {ie1-02} of integrable functions with small total variation. For some Lipschitz constant L, we have the estimate {ie1-03}     

A weighted least squares method for first-order hyperbolic systems

The paper presents a generalization of the classical L²-norm weighted least squares method for the numerical solution of a first-order hyperbolic system. This alternative least squares method consists of the minimization of the weighted sum of the L² residuals for each equation of the system. The order of accuracy of global conservation of each equation of the system is shown to be inversely proportional to the weight associated with the equation. The optimal relative weights between the equations are then determined in order to satisfy global conservation of the energy of the physical system. As an application of the algorithm, the shallow water equations on an irregular domain are first discretized in time and then solved using Laplace modification and the proposed least squares method.     

Initial Layers and Uniqueness of¶Weak Entropy Solutions to¶Hyperbolic Conservation Laws

We consider initial layers and uniqueness of weak entropy solutions to hyperbolic conservation laws through the scalar case. The entropy solutions we address assume their initial data only in the sense of weak-star in L ^∞ as t→0₊ and satisfy the entropy inequality in the sense of distributions for t>0. We prove that, if the flux function has weakly genuine nonlinearity, then the entropy solutions are always unique and the initial layers do not appear. We also discuss applications to the zero relaxation limit for hyperbolic systems of conservation laws with relaxation. Accepted: October 26, 1999     

Well-Posedness in Smooth Function Spaces for the Moving-Boundary Three-Dimensional Compressible Euler Equations in Physical Vacuum

We prove well-posedness for the three-dimensional compressible Euler equations with moving physical vacuum boundary, with an equation of state given by p(ρ) =  C _γ ρ ^γ for γ > 1. The physical vacuum singularity requires the sound speed c to go to zero as the square-root of the distance to the moving boundary, and thus creates a degenerate and characteristic hyperbolic free-boundary system wherein the density vanishes on the free-boundary, the uniform Kreiss–Lopatinskii condition is violated, and manifest derivative loss ensues. Nevertheless, we are able to establish the existence of unique solutions to this system on a short time-interval, which are smooth (in Sobolev spaces) all the way to the moving boundary, and our estimates have no derivative loss with respect to initial data. Our proof is founded on an approximation of the Euler equations by a degenerate parabolic regularization obtained from a specific choice of a degenerate artificial viscosity term, chosen to preserve as much of the geometric structure of the Euler equations as possible. We first construct solutions to this degenerate parabolic regularization using a higher-order version of Hardy’s inequality; we then establish estimates for solutions to this degenerate parabolic system which are independent of the artificial viscosity parameter. Solutions to the compressible Euler equations are found in the limit as the artificial viscosity tends to zero. Our regular solutions can be viewed as degenerate viscosity solutions. Our methodology can be applied to many other systems of degenerate and characteristic hyperbolic systems of conservation laws.     

Non-existence of Entire Solutions of Degenerate Elliptic Inequalities with Weights

Non-existence results for non-negative distribution entire solutions of singular quasilinear elliptic differential inequalities with weights are established. Such inequalities include the capillarity equation with varying gravitational field h, as well as the general p-Poisson equation of radiative cooling with varying heat conduction coefficient g and varying radiation coefficient h. Since we deal with inequalities and positive weights, it is not restrictive to assume h radially symmetric. Theorem 1 extends in several directions previous results and says that solely entire large solutions can exist, while Theorem 2 shows that in the p-Laplacian case positive entire solutions cannot exist. The results are based on some qualitative properties of independent interest. An erratum to this article can be found at     

L 2-Stability Theory of the Boltzmann Equation near a Global Maxwellian

We present three a priori L ²-stability estimates for classical solutions to the Boltzmann equation with a cut-off inverse power law potential, when initial datum is a perturbation of a global Maxwellian. We show that L ²-stability estimates of classical solutions depend on Strichartz type estimates of perturbations and the non-positive definiteness of the linearized collision operator. Several well known classical solutions to the Boltzmann equation fit our L ²-stability framework.     

Motion of a Graph by <Emphasis Type="Italic">R</Emphasis>-Curvature

We show the existence of weak solutions to the partial differential equation which describes the motion by R-curvature in R ^d , by the continuum limit of a class of infinite particle systems. We also show that weak solutions of the partial differential equation are viscosity solutions and give the uniqueness result on both weak and viscosity solutions.     

Global Existence of Solutions in H4 for a Nonlinear Thermoviscoelastic Equations with Non-monotone Pressure

We consider a one-dimensional continuous model of nutron star, which is described by a compressible thermoviscoelastic system with a non-monotone equation of state, due to the effective Skyrme nuclear interaction between particles. We will prove that, despite a possible destabilizing influence of the pressure, which is non-monotone and not always positive, the presence of viscosity and a sufficient thermal dissipation can yield the global existence of solutions in H ⁴ with a mixed free boundary problem for our model.      

On the effect of gravity on the bifurcation of rectangular closed-loop thermosyphon

Closed-loop thermosyphons are systems in which heat is transferred from a source to a sink by means of a natural convective flow, i.e. without the help of mechanical pumping. In fact, the dynamics of such systems strongly depend both on the thermal boundary conditions and on the gravitational field in which they operate. While the effect of variations of the boundary conditions has been extensively analysed in the last decades, the dependence on gravity has never been explicitly studied.The aim of this paper is to examine the effect of variations of gravity as well as that of thermal boundary conditions on the dynamics of natural circulation loops. Such an analysis might point out some useful applications for the cooling of a generic source in reduced gravity conditions.To this purpose an experimental campaign was performed on a natural circulation operating under a gravity field varying in the range between 10^–2 g and 1.8 g, with g = 9.81 ms^–2. The dynamical behaviour detected during the experiment was used for the validation of a mathematical model, previously validated under terrestrial gravity conditions. Model simulations were found to satisfactorily reproduce the dynamics of the system under variable gravity. This proved the possibility to use the model for the construction of bifurcation diagrams describing the behaviours of natural circulation loops under variations of both the gravitational field and the thermal boundaries.     

General hyperbolic difference formulas for linear and quasilinear hyperbolic equations

The method of non-standard finite elements was used to develop multilevel difference schemes for linear and quasilinear hyperbolic equations with Dirichlet boundary conditions. A closed form equation of kth-order accuracy in space and time (O(Δt^k, Δx^k)) was developed for one-dimensional systems of linear hyperbolic equations with Dirichlet boundary conditions. This same equation is also applied to quasilinear systems. For the quasilinear systems a simple iteration technique was used to maintain the kth-order accuracy. Numerical results are presented for the linear and non-linear inviscid Burger's equation and a system of shallow water equations with Dirichlet boundary conditions.     

On the non-classical problem of thermal conduction on anisotropic layers in R3

We propose a solution methodology for boundary problems of parabolic and hyperbolic thermal conduction on anisotropic layers in R³. We study the wave nature of heat transfer with pulse thermal effects in bounded bodies with cavity. We compare the solutions of the parabolic and hyperbolic equations of thermal conduction and we show that the assumption on the wave nature of energy transfer is justified under the conditions for high-speed processes.     

Asymptotic Behavior for a Nonlocal Diffusion Equation in Domains with Holes

The paper deals with the asymptotic behavior of solutions to a non-local diffusion equation, u _t  = J*u−u := Lu, in an exterior domain, Ω, which excludes one or several holes, and with zero Dirichlet data on . When the space dimension is three or more this behavior is given by a multiple of the fundamental solution of the heat equation away from the holes. On the other hand, if the solution is scaled according to its decay factor, close to the holes it behaves like a function that is L-harmonic, Lu = 0, in the exterior domain and vanishes in its complement. The height of such a function at infinity is determined through a matching procedure with the multiple of the fundamental solution of the heat equation representing the outer behavior. The inner and the outer behaviors can be presented in a unified way through a suitable global approximation.     

Homogenization of Periodic Systems with Large Potentials

We consider the homogenization of a system of second-order equations with a large potential in a periodic medium. Denoting by the period, the potential is scaled as ^–2. Under a generic assumption on the spectral properties of the associated cell problem, we prove that the solution can be approximately factorized as the product of a fast oscillating cell eigenfunction and of a slowly varying solution of a scalar second-order equation. This result applies to various types of equations such as parabolic, hyperbolic or eigenvalue problems, as well as fourth-order plate equation. We also prove that, for well-prepared initial data concentrating at the bottom of a Bloch band, the resulting homogenized tensor depends on the chosen Bloch band. Our method is based on a combination of classical homogenization techniques (two-scale convergence and suitable oscillating test functions) and of Bloch waves decomposition.     

Applications of the dual integral formulation in conjunction with fast multipole method to the oblique incident wave problem

In this paper, the dual integral formulation is derived for the modified Helmholtz equation in the propagation of oblique incident wave passing a thin barrier (zero thickness) by employing the concept of fast multipole method (FMM) to accelerate the construction of an influence matrix. By adopting the addition theorem, the four kernels in the dual formulation are expanded into degenerate kernels that separate the field point and the source point. The source point matrices decomposed in the four influence matrices are similar to each other or only to some combinations. There are many zeros or the same influence coefficients in the field point matrices decomposed in the four influence matrices, which can avoid calculating the same terms repeatedly. The separable technique reduces the number of floating‐point operations from O((N)²) to O(N log^a(N)), where N is the number of elements and a is a small constant independent of N. Finally, the FMM is shown to reduce the CPU time and memory requirement, thus enabling us to apply boundary element method (BEM) to solve water scattering problems efficiently. Two‐moment FMM formulation was found to be sufficient for convergence in the singular equation. The results are compared well with those of conventional BEM and analytical solutions and show the accuracy and efficiency of the FMM. Copyright © 2008 John Wiley & Sons, Ltd.     

Coherence Stability and Effect of Random Natural Frequencies in Populations of Coupled Oscillators

We consider the (noisy) Kuramoto model, that is a population of $N$ oscillators, or rotators, with mean-field interaction. Each oscillator has its own randomly chosen natural frequency (quenched disorder) and it is stirred by Brownian motion. In the limit $N \rightarrow \infty $ this model is accurately described by a (deterministic) Fokker–Planck equation. We study this equation and obtain quantitatively sharp results in the limit of weak disorder. We show that, in general, even when the natural frequencies have zero mean the oscillators synchronize (for sufficiently strong interaction) around a common rotating phase, whose frequency is sharply estimated. We also establish the stability properties of these solutions (in fact, limit cycles). These results are obtained by identifying the stable hyperbolic manifold of stationary solutions of an associated non disordered model and by exploiting the robustness of hyperbolic structures under suitable perturbations. When the disorder distribution is symmetric the speed vanishes and there is a one parameter family of stationary solutions, as pointed out by Sakaguchi (Prog Theor Phys 79:39–46, 1988): in this case we provide more precise stability estimates. The methods we use apply beyond the Kuramoto model and we develop here the case of active rotator models, that is the case in which the dynamics of each rotator in absence of interaction and noise is not simply a rotation.     

Analysis and synthesis of oscillator systems described by a perturbed double-well Duffing equation

This paper presents an investigation of limit cycles in oscillator systems described by a perturbed double-well Duffing equation. The analysis of limit cycles is made by the Melnikov theory. Expressing the solutions of the unperturbed Duffing equation by Jacobi elliptic functions allows us to calculate explicitly the Melnikov function, whereupon the final result is a function involving the complete elliptic integrals. The Melnikov function is analyzed with the aid of the Picard–Fuchs and Riccati equations. It has been proved that the considered oscillator system can have two small hyperbolic limit cycles located symmetrically with respect to the y-axis, or one large hyperbolic limit cycle, or two large hyperbolic limit cycles, or one large limit cycle of multiplicity 2. Moreover, we have obtained the conditions under which each of these limit cycles arises. The present work gives the conditions for the arising of limit cycles around the homoclinic trajectory. In this connection, an alternative approach is proposed for obtaining a series expansion of the Melnikov function near the homoclinic trajectory. This approach uses the series expansion of the complete elliptic integrals as the elliptic modulus tends to 1. It is shown that a jumping phenomenon may occur between limit cycles in the analyzed oscillator system. The conditions for the occurrence of this jumping phenomenon are given. A method for the synthesis of an oscillator system with a preliminary assigned limit cycle is also presented in the article. The obtained analytical results are illustrated and confirmed by numerical simulations.