A limit problem in natural convection

We discuss a model limit problem which arises as a first step in the mathematical justification of our Boussinesq-type approximation [4], which takes into account dissipative heating in natural convection. We treat a simplified highly non linear system depending on a (perturbation) parameter ε. The main difficulty is that for ε ≠ 0 the velocity is not solenoidal. First we prove that our system has weak solutions for each fixed ε. Moreover, while the chosen perturbation parameter ε tends to zero we show, that we arrive at the usual incompressible case and the standard Boussinesq approximation.     

Propagation of disturbances in a flexible extensible filament under longitudinal accelerated motions in a fluid

We seek a solution of the linearized equation of motion of a flexible extensible filament in a fluid in the form of an expansion in eigenfunctions of a boundary-value problem. For a uniformly accelerated motion and for motion accelerated according to a hyperbolic tangent law we find the exact solutions. For other forms of accelerated motion we propose a numerical solution of the initial inhomogeneous problem. We carry out an analysis of the solutions obtained. It is found that the first peak of the tension depends only weakly on the resistance of the fluid, but strongly on the acceleration parameters. The natural vibrations damp out more rapidly both as the resistance increases and as the acceleration increases. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 24, 1993, pp. 104–110.     

Bifurcations of hyperbolic fixed points for explicit Runge-Kutta methods

Discretization of autonomous ordinary differential equationsby numerical methods might, for certain step sizes, generatesolution sequences not corresponding to the underlying flow—so-called‘spurious solutions’ or ‘ghost solutions’.In this paper we explain this phenomenon for the case of explicitRunge-Kutta methods by application of bifurcation theory fordiscrete dynamical systems. An important tool in our analysisis the domain of absolute stability, resulting from the applicationof the method to a linear test problem. We show that hyperbolicfixed points of the (nonlinear) differential equation are inheritedby the difference scheme induced by the numerical method whilethe stability type of these inherited genuine fixed points iscompletely determined by the method's domain of absolute stability.We prove that, for small step sizes, the inherited fixed pointsexhibit the correct stability type, and we compute the correspondinglimit step size. Moreover, we show in which way the bifurcationsoccurring at the limit step size are connected to the valuesof the stability function on the boundary of the domain of absolutestability, where we pay special attention to bifurcations leadingto spurious solutions. In order to explain a certain kind ofspurious fixed points which are not connected to the set ofgenuine fixed points, we interprete the domain of absolute stabilityas a Mandeibrot set and generalize this approach to nonlinearproblems.     

Vortex Filament Solutions of the Navier-Stokes Equations

We consider solutions of the Navier-Stokes equations in 3d with vortex filament initial data of arbitrary circulation, that is, initial vorticity given by a divergence-free vector-valued measure of arbitrary mass supported on a smooth curve. First, we prove global well-posedness for perturbations of the Oseen vortex column in scaling-critical spaces. Second, we prove local well-posedness (in a sense to be made precise) when the filament is a smooth, closed, non-self-intersecting curve. Besides their physical interest, these results are the first to give well-posedness in a neighborhood of large self-similar solutions of 3d Navier-Stokes, as well as solutions that are locally approximately self-similar. © 2023 Wiley Periodicals LLC.     

Characterization of the solutions set of inconsistent least-squares problems by an extended Kaczmarz algorithm

We give a new characterization of the solutions set of the general (inconsistent) linear least-squares problem using the set of limit-points of an extended version of the classical Kaczmarz’s projections method. We also obtain a “ step error reduction formula” which, in some cases, can give us apriori information about the convergence properties of the algorithm. Some numerical experiments with our algorithm and comparisons between it and others existent in the literature, are made in the last section of the paper.     

Singularity of the “swallow-tail” type and the glass-glass transition in a system of collapsing hard spheres

In the mode-coupling approximation, we consider the transition to the glass state in a system of collapsing hard spheres (a system with the hard-core potential to which a repulsive step is added). We propose an approximation for the structure factor of the system, which we use to construct the phase diagram of the transition to the glass state. We show that there exists a maximum on the liquid-glass curve corresponding to the reentrant transition to the glass state in the system. In the framework of the proposed model, we consider bifurcations of solutions of the equations describing the transition to the glass state and show that there exist bifurcations of the “swallow-tail” type corresponding to the glass-glass transition.     

A Gibbs variational principle in space-time for infinite-dimensional diffusions

 We show that the set of stationary weak solutions for a class of infinite dimensional stochastic differential equations coincides with the set of shift invariant, space-time Gibbs fields for a certain potential. The key step consists in proving the Gibbs variational principle for space-time Gibbs fields. Received: 20 May 1999 / Revised version: 14 May 2001 / Published online: 11 December 2001     

One-leg variable-coefficient formulas for ordinary differential equations and local–global step size control

In this paper we discuss a class of numerical algorithms termed one-leg methods. This concept was introduced by Dahlquist in 1975 with the purpose of studying nonlinear stability properties of multistep methods for ordinary differential equations. Later, it was found out that these methods are themselves suitable for numerical integration because of good stability. Here, we investigate one-leg formulas on nonuniform grids. We prove that there exist zero-stable one-leg variable-coefficient methods at least up to order 11 and give examples of two-step methods of orders 2 and 3. In this paper we also develop local and global error estimation techniques for one-leg methods and implement them with the local–global step size selection suggested by Kulikov and Shindin in 1999. The goal of this error control is to obtain automatically numerical solutions for any reasonable accuracy set by the user. We show that the error control is more complicated in one-leg methods, especially when applied to stiff problems. Thus, we adapt our local–global step size selection strategy to one-leg methods.     

Convergence of an implicit, constraint preserving finite element discretization of p-harmonic heat flow into spheres

We propose an implicit discretization of the p-harmonic map heat flow into the sphere S ² that enjoys a discrete energy inequality and converges under only a mild mesh constraint to a weak solution. A fully practical iterative scheme that approximates the solution of the nonlinear system of equations in each time step is proposed and analyzed. Computational studies to motivate possible finite-time blow-up behavior of solutions for p ≠ 2 are included. Supported by Deutsche Forschungsgemeinschaft through the DFG Research Center Matheon “Mathematics for key technologies” in Berlin.     

High-order accurate implicit running schemes

An approach to the construction of high-order accurate implicit predictor-corrector schemes is proposed. The accuracy is improved by choosing a special time integration step for computing numerical fluxes through cell interfaces by using an unconditionally stable implicit scheme. For smooth solutions of advection equations with constant coefficients, the scheme is second-order accurate. Implicit difference schemes for multidimensional advection equations are constructed on the basis of Godunov’s method with splitting over spatial variables as applied to the computation of “large” values at an intermediate layer. The numerical solutions obtained for advection equations and the radiative transfer equations in a vacuum are compared with their exact solutions. The comparison results confirm that the approach is efficient and that the accuracy of the implicit predictor-corrector schemes is improved.     

Stationary layered solutions in {\Bbb R}^2 for an Allen–Cahn system with multiple well potential

We study entire solutions on of the elliptic system where is a multiple-well potential. We seek solutions which are “heteroclinic,” in two senses: for each fixed they connect (at ) a pair of constant global minima of , and they connect a pair of distinct one dimensional stationary wave solutions when . These solutions describe the local structure of solutions to a reaction-diffusion system near a smooth phase boundary curve. The existence of these heteroclinic solutions demonstrates an unexpected difference between the scalar and vector valued Allen–Cahn equations, namely that in the vectorial case the transition profiles may vary tangentially along the interface. We also consider entire stationary solutions with a “saddle” geometry, which describe the structure of solutions near a crossing point of smooth interfaces. Received April 15, 1996 / Accepted: November 11, 1996     

Monodromy of certain Painlevé–VI transcendents and reflection groups

We study the global analytic properties of the solutions of a particular family of Painlevé VI equations with the parameters β=γ=0, δ= and 2α=(2μ-1)² with arbitrary μ, 2μ≠∈ℤ. We introduce a class of solutions having critical behaviour of algebraic type, and completely compute the structure of the analytic continuation of these solutions in terms of an auxiliary reflection group in the three dimensional space. The analytic continuation is given in terms of an action of the braid group on the triples of generators of the reflection group. We show that the finite orbits of this action correspond to the algebraic solutions of our Painlevé VI equation and use this result to classify all of them. We prove that the algebraic solutions of our Painlevé VI equation are in one-to-one correspondence with the regular polyhedra or star-polyhedra in the three dimensional space. Oblatum 19-III-1999 & 25-XI-1999?Published online: 21 February 2000     

Viscosity Solutions of an Infinite-Dimensional Black—Scholes—Barenblatt Equation

We study an infinite-dimensional Black—Scholes—Barenblatt equation which is a Hamilton—Jacobi—Bellman equation that is related to option pricing in the Musiela model of interest rate dynamics. We prove the existence and uniqueness of viscosity solutions of the Black—Scholes—Barenblatt equation and discuss their stochastic optimal control interpretation. We also show that in some cases the solution can be locally uniformly approximated by solutions of suitable finite-dimensional Hamilton—Jacobi—Bellman equations.     

Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions

We study asharpinterface model for phase transitions which incorporates the interaction of the phase boundaries with the walls of a container Ω. In this model, the interfaces move by their mean curvature and are normal to δΩ. We first establish local-in-time existence and uniqueness of smooth solutions for the mean curvature equation with a normal contact angle condition. We then discuss global solutions by interpreting the equation and the boundary condition in a weak (viscosity) sense. Finally, we investigate the relation of the aforementioned model with atransitionlayer model. We prove that if Ω isconvex, the transition-layer solutions converge to the sharp-interface solutions as the thickness of the layer tends to zero. We conclude with a discussion of the difficulties that arise in establishing this result in nonconvex domains. Communicated by David Kinderlehrer     

A robust APTAS for the classical bin packing problem

Bin packing is a well studied problem which has many applications. In this paper we design a robust APTAS for the problem. The robust APTAS receives a single input item to be added to the packing at each step. It maintains an approximate solution throughout this process, by slightly adjusting the solution for each new item. At each step, the total size of items which may migrate between bins must be bounded by a constant factor times the size of the new item. We show that such a property cannot be maintained with respect to optimal solutions. A preliminary version of this paper appeared in Proceedings of the 33rd International Colloquium on Automata, Languages and Programming (ICALP2006), part I, pp. 214–225.     

A Hamiltonian Regularization of the Burgers Equation

We consider a quasilinear equation that consists of the inviscid Burgers equation plus O(α²) nonlinear terms. As we show, these extra terms regularize the Burgers equation in the following sense: for smooth initial data, the α > 0 equation has classical solutions globally in time. Furthermore, in the zero-α limit, solutions of the regularized equation converge strongly to weak solutions of the Burgers equation. We present numerical evidence that the zero-α limit satisfies the Oleinik entropy inequality. For all α ≥ 0, the regularized equation possesses a nonlocal Poisson structure. We prove the Jacobi identity for this generalized Hamiltonian structure.     

Symmetric difference schemes of componentwise splitting and equivalent predictor-corrector scheme based on the Godunov method as applied to multidimensional gasdynamic simulation

An approach is described for improving the accuracy of numerical solutions to multidimensional gasdynamic problems produced by Godunov’s schemes. The basic idea behind the approach is to construct symmetric difference schemes based on splitting with respect to spatial variables with the subsequent transformation into equivalent predictor-corrector schemes. It is shown that the computation of “large” values by solving the one-dimensional Riemann problem at the interface of two neighboring cells leads to approximation errors in Godunov’s schemes. It is proposed to reconstruct large values so as to eliminate this source of errors. The time integration step in the modified schemes is consistent with that in the one-dimensional schemes and, on spatially uniform meshes, is 2 and 3 times larger than that in Godunov’s classical schemes for two- and three-dimensional problems, respectively. The numerical results obtained for test problems confirm the improvement of the accuracy of solutions produced by the modified schemes.     

A Class of Dust-Like Self-Similar Solutions of the Massless Einstein�CVlasov System

In this paper the existence of a class of self-similar solutions of the Einstein–Vlasov system is proved. The initial data for these solutions are not smooth, with their particle density being supported in a submanifold of codimension one. They can be thought of as intermediate between smooth solutions of the Einstein–Vlasov system and dust. The motivation for studying them is to obtain insights into possible violation of weak cosmic censorship by solutions of the Einstein–Vlasov system. By assuming a suitable form of the unknowns it is shown that the existence question can be reduced to that of the existence of a certain type of solution of a four-dimensional system of ordinary differential equations depending on two parameters. This solution starts at a particular point P ₀ and converges to a stationary solution P ₁ as the independent variable tends to infinity. The existence proof is based on a shooting argument and involves relating the dynamics of solutions of the four-dimensional system to that of solutions of certain two- and three-dimensional systems obtained from it by limiting processes. The spacetimes constructed do not constitute a counterexample to cosmic censorship since they are not asymptotically flat. They should be seen as the first step on a possible path towards constructing solutions of importance for understanding the issue of the formation of naked singularities in general relativity.