Solution of Time-Dependent Diffusion Equations with Variable Coefficients Using Multiwavelets

A new numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows for an accurate and efficient treatment of multidimensional problems with variable coefficients, nonlinearities, and general boundary conditions. For space discretization we use the multiwavelet bases introduced by Alpert (1993,SIAM J. Math. Anal.24, 246–262), and then applied to the representation of differential operators and functions of operators presented by Alpert, Beylkin, and Vozovoi (Representation of operators in the multiwavelet basis, in preparation). An important advantage of multiwavelet basis functions is the fact that they are supported only on non-overlapping subdomains. Thus multiwavelet bases are attractive for solving problems in finite (non periodic) domains. Boundary conditions are imposed with a penalty technique of Hesthaven and Gottlieb (1996,SIAM J. Sci. Comput., 579–612) which can be used to impose rather general boundary conditions. The penalty approach was extended to a procedure for ensuring the continuity of the solution and its first derivative across interior boundaries between neighboring subdomains while time stepping the solution of a time dependent problem. This penalty procedure on the interfaces allows for a simplification and sparsification of the representation of differential operators by discarding the elements responsible for interactions between neighboring subdomains. Consequently the matrices representing the differential operators (on the finest scale) have block-diagonal structure. For a fixed order of multiwavelets (i.e., a fixed number of vanishing moments) the computational complexity of the present algorithm is proportional to the number of subdomains. The time discretization method of Beylkin, Keiser, and Vozovoi (1998, PAM Report 347) is used in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.     

The Riemann-Hilbert Formalism for Certain Linear and Nonlinear Integrable PDEs

Abstract

We show that by deforming the Riemann-Hilbert (RH) formalism associated with certain linear PDEs and using the so-called dressing method, it is possible to derive in an algorithmic way nonlinear integrable versions of these equations.

In the usual Dressing Method, one first postulates a matrix RH problem and then constructs dressing operators. Here we present an algorithmic construction of matrix Riemann-Hilbert (RH) problems appropriate for the dressing method as opposed to postulating them ad hoc. Furthermore, we introduce two mechanisms for the construction of the relevant dressing operators: The first uses operators with the same dispersive part, but with different decay at infinity, while the second uses pairs of operators corresponding to different Lax pairs of the same linear equation. As an application of our approach, we derive the NLS, derivative NLS, KdV, modified KdV and sine-Gordon equations.     

A partial entropic lattice Boltzmann MHD simulation of the Orszag–Tang vortex

Karlin has introduced an analytically determined entropic lattice Boltzmann (LB) algorithm for Navier-Stokes turbulence. Here, this is partially extended to an LB model of magnetohydrodynamics, on using the vector distribution function approach of Dellar for the magnetic field (which is permitted to have field reversal). The partial entropic algorithm is benchmarked successfully against standard simulations of the Orszag–Tang vortex [Orszag, S.A.; Tang, C.M. J. Fluid Mech. 1979, 90 (1), 129–143].     

Spectrum of the parametric down converted radiation calculated in the Wigner function formalism

We continue the study of parametric down conversion within the framework of the Wigner representation, by using a Maxwellian approach developed in a recent paper [A. Casado et al., Eur. Phys. J. D 11, 465 (2000)]. This gives a mechanism, inside the crystal, for the production of the down-converted radiation. We obtain the electric field to second order in the coupling constant by using the Green's function method, and compare our treatment with the standard Hamiltonian approach. The spectrum of the down-converted radiation is calculated as a function of the parameters of the nonlinear crystal (in particular the length) and the radius of the pumping beam. Received 15 May 2000     

Prolongation structure of the variable coefficient KdV equation

The prolongation structure methodologies of Wahlquist--Estabrook [Wahlquist H D and Estabrook F B 1975 J. Math. Phys. 16 1] for nonlinear differential equations are applied to a variable-coefficient KdV equation. Based on the obtained prolongation structure, a Lie algebra with five parameters is constructed. Under certain conditions, a Lie algebra representation and three kinds of Lax pairs for the variable- coefficient KdV equation are derived.     

Augmented Langevin approach to fluctuations in nonlinear irreversible processes

A Fokker-Planck equation derived from statistical mechanics by M. S. Green [J. Chem. Phys. 20:1281 (1952)] has been used by Grabertet al. [Phys. Rev. A 21:2136 (1980)] to study fluctuations in nonlinear irreversible processes. These authors remarked that a phenomenological Langevin approach would not have given the correct reversible part of the Fokker-Planck drift flux, from which they concluded that the Langevin approach is untrustworthy for systems with partly reversible fluxes. Here it is shown that a simple modification of the Langevin approach leads to precisely the same covariant Fokker-Planck equation as that of Grabertet al., including the reversible drift terms. The modification consists of augmenting the usual nonlinear Langevin equation by adding to the deterministic flow a correction term which vanishes in the limit of zero fluctuations, and which is self-consistently determined from the assumed form of the equilibrium distribution by imposing the usual potential conditions. This development provides a simple phenomenological route to the Fokker-Planck equation of Green, which has previously appeared to require a more microscopic treatment. It also extends the applicability of the Langevin approach to fluctuations in a wider class of nonlinear systems.     

Long-Ranged Correlations in Bounded Nonequilibrium Fluids

In a recent paper, Liu and Oppenheim [J. Stat. Phys. 86:179 (1997)] solve the fluctuating heat diffusion equation for a bounded system with a temperature gradient. This note demonstrates that, contrary to their claims, their solution for the temperature correlation function is indeed long-ranged and reduces to that of Garcia et al.[J. Stat. Phys. 47:209 (1987)].     

The Order Parameter of the Chiral Potts Model

An outstanding problem in statistical mechanics is the order parameter of the chiral Potts model. An elegant conjecture for this was made in 1983. It has since been successfully tested against series expansions, but there is as yet no proof of the conjecture. Here we show that if one makes a certain analyticity assumption similar to that used to derive the free energy, then one can indeed verify the conjecture. The method is based on the ‘‘broken rapidity line’’ approach pioneered by Jimbo et al. (J. Phys. A 26:2199--2210 (1993).).     

NONCOMMUTATIVE HYPERGEOMETRIC AND BASIC HYPERGEOMETRIC EQUATIONS

Recently, J. A. Tirao [Proc. Nat. Acad. Sci. 100(14) (2003) 8138–8141] considered a matrix-valued analogue of the ₂F₁ Gauß hypergeometric function and showed that it is the unique solution of a matrix-valued hypergeometric equation analytic at z = 0 with value I, the identity matrix, at z = 0. We give an independent proof of Tirao's result, extended to the more general setting of hypergeometric functions over an abstract unital Banach algebra. We provide a similar (but more complicated-looking) result for a second type of noncommutative ₂F₁ Gauß hypergeometric function. We further give q-analogues for both types of noncommutative hypergeometric equations.     

Equations of fluctuating nonlinear hydrodynamics for normal fluids

The full set of fluctuating nonlinear hydrodynamic equations for normal fluids is derived from the conventional Langevin equations extended to include multiplicative noise. The equations describing the set of conserved variables (the mass density, the momentum densityg, the energy density) agree with those found by Morozov for a case of a driving free energy which is a local function of the hydrodynamic variables. We show here that if the standard form of the hydrodynamic equations is to hold in the absence of noise, then the driving free energy must be a local function ofg and, but it may have to be a nonlocal function of the mass density.     

Nonlinear photonic crystals: IV. Nonlinear Schrödinger equation regime

We study here the nonlinear Schrödinger (NLS) equation as the first term in a sequence of approximations for an electromagnetic (EM) wave propagating according to the nonlinear Maxwell (NLMs) equations. The dielectric medium is assumed to be periodic, with a cubic nonlinearity, and with its linear background possessing inversion symmetric dispersion relations. The medium is excited by a current J producing an EM wave. The wave nonlinear evolution is analysed based on the modal decomposition and an expansion of the exact solution to the NLM into an asymptotic series with respect to three small parameters α, β and ?. These parameters are introduced through the excitation current J to scale, respectively (i) its amplitude and consequently the magnitude of the nonlinearity; (ii) the range of wavevectors involved in its modal composition, with β^?1 scaling its spatial extension; (iii) its frequency bandwidth, with ?^?1 scaling its time extension. We develop a consistent theory of approximations of increasing accuracy for the NLM with its first term governed by the NLS. We show that such NLS regime is the medium response to an almost monochromatic excitation current J. The developed approach not only provides rigorous estimates of the approximation accuracy of the NLM with the NLS in terms of powers of α, β and ?, but it also produces a new extended NLS (ENLS) providing better approximations. Remarkably, quantitative estimates show that properly tailored ENLS can significantly improve the approximation accuracy of the NLM compared with the classical NLS equation.     

Extended Hubbard model with the renormalized Wannier wave functions in the correlated state II: quantum critical scaling of the wave function near the Mott-Hubbard transition

We present a model example of a quantum critical behavior of the renormalized single-particle Wannier function composed of Slater s-orbitals and represented in an adjustable Gaussian STO-7G basis, which is calculated for cubic lattices in the Gutzwiller correlated state near the metal-insulator transition (MIT). The discussion is carried out within the extended Hubbard model and using the method of approach proposed earlier [Eur. Phys. J. B 66, 385 (2008)]. The component atomic-wave-function size, the Wannier function maximum, as well as the system energy, all scale with the increasing lattice parameter R as [ (R-R_c)/R_c] ^s with s in the interval [0.9, 1.0]. Such scaling law is interpreted as the evidence of a dominant role of the interparticle Coulomb repulsion, which for R > R_c is of intersite character. Relation of the insulator-metal transition critical value of the lattice-parameter R = R_c to the original Mott criterion is also obtained. The method feasibility is tested by comparing our results with the exact approach for the Hubbard chain, for which the Mott-Hubbard transition is absent. In view of unique features of our results, an extensive discussion in qualitative terms is also provided.     

Conservation Laws and Exact Solutions for some Nonlinear Partial Differential Equations

An effective algorithmic method (Anco, S. C. and Bluman, G. (1996). Journal of Mathematical Physics 37, 2361; Anco, S. C. and Bluman, G. (1997). Physical Review Letters 78, 2869; Anco, S. C. and Bluman, G. (1998). European Journal of Applied Mathematics 9, 254; Anco, S. C. and Bluman, G. (2001). European Journal of Applied Mathematics 13, 547; Anco, S. C. and Bluman, G. (2002). European Journal of Applied Mathematics 13, 567 is used for finding the local conservation laws for some nonlinear partial differential equations. The method does not require the use or existence of a variational principle and reduces the calculation of conservation laws to solving a system of linear determining equations similar to that of finding symmetries. An explicit construction formula is derived which yields a conservation law for each solution of the determining system. Different methods to construct new exact solution classes for the same nonlinear partial differential equations are also presented, which are named hyperbolic function method and the Bäcklund transformations. On the other hand, other methods and transformations are developed to obtain exact solutions for some nonlinear partial differential equations.     

Two-photon detachment cross-section of atoms in the extended asymptotic model

Summary A previously proposed one-electron model for photoionization, referred to as extended asymptotic model [J. Mol. Struct. (Teochem) 166, 369 (1988)], is further developed to cope with two-photon ionization processes. A simple application of the approach to the case of the negative ion H⁻ is investigated and discussed. The authors of this paper have agreed to not receive the proofs for correction.     

Bifurcations and chaotic threshold for a nonlinear system with an irrational restoring force

Nonlinear dynamical systems with an irrational restoring force often occur in both science and engineering, and always lead to a barrier for conventional nonlinear techniques. In this paper, we have investigated the global bifurcations and the chaos directly for a nonlinear system with irrational nonlinearity avoiding the conventional Taylor's expansion to retain the natural characteristics of the system. A series of transformations are proposed to convert the homoclinic orbits of the unperturbed system to the heteroclinic orbits in the new coordinate, which can be transformed back to the analytical expressions of the homoclinic orbits. Melnikov's method is employed to obtain the criteria for chaotic motion, which implies that the existence of homoclinic orbits to chaos arose from the breaking of homoclinic orbits under the perturbation of damping and external forcing. The efficiency of the criteria for chaotic motion obtained in this paper is verified via bifurcation diagrams, Lyapunov exponents, and numerical simulations. It is worthwhile noting that our study is an attempt to make a step toward the solution of the problem proposed by Cao Q J et al. (Cao Q J, Wiercigroch M, Pavlovskaia E E, Thompson J M T and Grebogi C 2008 Phil. Trans. R. Soc. A 366 635).     

Nonlinear moment method for the isotropic Boltzmann equation and invariance of the collision integral

A new approach is proposed for the development of a nonlinear moment method of solving the Boltzmann equation. This approach is based on the principle of invariance of the collision integral with respect to the choice of basis functions. Sonine polynomials with a Maxwellian weighting function are taken as these basis functions for the velocity-isotropic Boltzmann equation. It is shown that for arbitrary interaction cross sections the matrix elements corresponding to the moments of the nonlinear collision integral are not independent but are coupled by simple recurrence formulas by means of which all the nonlinear matrix elements are expressed in terms of linear ones. As a result, a highly efficient numerical scheme is constructed for calculating the nonlinear matrix elements. The proposed approach opens up prospects for calculating relaxation processes at high velocities and also for solving more complex kinetic problems. Zh. Tekh. Fiz. 69, 22–29 (June 1999)     

Alternating Direction Implicit Orthogonal Spline Collocation on Non-Rectangular Regions

The alternating direction implicit (ADI) method is a highly efficient technique for solving multi-dimensional time dependent initial-boundary value problems on rectangles. When the ADI technique is coupled with orthogonal spline collocation (OSC) for discretization in space, we not only obtain the global solution efficiently, but the discretization error with respect to space variables can be of an arbitrarily high order. In [2], we used a Crank Nicolson ADI OSC method for solving general nonlinear parabolic problems with Robin's boundary conditions on rectangular polygons and demonstrated numerically the accuracy in various norms. A natural question that arises is: Does this method have an extension to non-rectangular regions? In this paper, we present a simple idea of how the ADI OSC technique can be extended to some such regions. Our approach depends on the transfer of Dirichlet boundary conditions in the solution of a two-point boundary value problem (TPBVP). We illustrate our idea for the solution of the heat equation on the unit disc using piecewise Hermite cubics.