Well‐posedness for the density‐dependent incompressible flow of liquid crystals

In this paper, we are concerned with the Cauchy problem for the density‐dependent incompressible flow of liquid crystals in thewhole space (N ≥ 2).We prove the localwell‐posedness for large initial velocity field and director field of the system in critical Besov spaces if the initial density is close to a positive constant. We show also the global well‐posedness for this system under a smallness assumption on initial data. In particular, this result allows us to work in Besov space with negative regularity indices, where the initial velocity becomes small in the presence of the strong oscillations. Copyright © 2014 John Wiley & Sons, Ltd.     

On the statistical estimation of the initial probability distribution based on the observations of dynamics at the end of an interval

We consider the problem of estimation of density of a random variable playing the role of initial value for a certain dynamics. The dynamics is defined by a differential equation whose solution is observable at the end of an interval. This problem is called the problem of estimation according to indirect observations. We propose a procedure for the estimation of density based on the method of transformation of measure along the integral curve in combination with kernel estimates.     

Computational modelling of fluid structure interaction at nano-scale boundaries with modified Maxwellian velocity distribution

The soft collisions among fluid–fluid and fluid-wall molecules are modeled from first principles. In particular, the assumption of Maxwellian distribution of velocities for thermalized molecules, in both parallel and perpendicular directions to the wall, has been re-evaluated with supporting experimental and/or numerical evidence.It is proposed that the normal component of molecular velocity post collision is conserved for all fluid molecules. The slip effect at the wall boundary, introduced by the surface roughness, is accounted by an accommodation coefficient f. A moving least square method is used to calculate macroscopic velocity values. The influence of molecular interaction on the macroscopic velocity distribution is investigated at 40 MPa and 300 K for slit pore, inclined and stepped wall configurations. The accommodation coefficient values f = 0, 0.07, 0.257, 0.45, 0.681 and 1; and acceleration values ranging from zero to 1 × 10¹¹ m/s² and 250 × 10¹¹ m/s² are used for comparison.The distribution of macroscopic velocity parallel to the wall is studied to observe the effect of the slip behaviour. The detailed study of average of velocity values at various magnitudes of acceleration has shown an evidence of characteristic low and high speed of molecular flows that is considered as significant and a comparison is sought with an equivalent laminar and turbulent flow style behaviour. The two dimensional vector and contour plots of macroscopic velocity provide further insights in understanding Continuum velocity distributions resulting from molecular fluid-wall interaction at nanoscale. The research has highlighted the need to develop molecular dynamics simulation techniques for non-periodic boundary conditions.     

The quasi-homogenized Bakhvalov–Eglit model of a thermoviscoelastic material beyond the periodic setting

The one-dimensional model of dynamics of a thermoviscoelastic Kelvin–Voigt material provided with rapidly oscillating initial distributions of specific volume, velocity, and specific internal energy is considered. It is allowed that the rapidly oscillating initial distributions do not have any ordered microstructure: periodic, quasi-periodic, random homogeneous, and so on. We rigorously justify the homogenization procedure as the frequency of rapid oscillations tends to infinity. As the result, we construct a closed limit effective model of a thermoviscoelastic material motion. This model contains an additional kinetic equation that carries complete information on the evolution of the limit oscillation regimes. We show that if the initial data are periodic, then the constructed limit model can be reduced to a system of the classical quasi-homogenized Bakhvalov–Eglit equations.     

An effective model of the dynamics of a barotropic gas with fast oscillating initial data

Under study are the classical three-dimensional Navier-Stokes equations of a compressible inhomogeneous viscous fluid in a smooth bounded domain endowed with no-slip conditions on the boundary of the domain and fast oscillating initial density distributions. The state equation of the medium is the state equation for a barotropic gas. We assume that the adiabatic constant is greater than 3. We give a rigorous derivation of the homogenization procedure as the frequencies of fast oscillations tend to infinity and obtain a limit effective model of the dynamics of a compressible viscous gas with fast oscillating initial data.     

New stochastic model for dispersion in heterogeneous porous media: 1. Application to unbounded domains

A new model of solute dispersion in porous media that avoids Fickian assumptions and that can be applied to variable drift velocities as in non-homogeneous or geometrically constricted aquifers, is presented. A key feature is the recognition that because drift velocity acts as a driving coefficient in the kinematical equation that describes random fluid displacements at the pore scale, the use of Ito calculus and related tools from stochastic differential equation theory (SPDE) is required to properly model interaction between pore scale randomness and macroscopic change of the drift velocity. Solute transport is described by formulating an integral version of the solute mass conservation equations, using a probability density. By appropriate linking of this to the related but distinct probability density arising from the kinematical SPDE, it is shown that the evolution of a Gaussian solute plume can be calculated, and in particular its time-dependent variance and hence dispersivity. Exact analytical solutions of the differential and integral equations that this procedure involves, are presented for the case of a constant drift velocity, as well as for a constant velocity gradient. In the former case, diffusive dispersion as familiar from the advection–dispersion equation is recovered. However, in the latter case, it is shown that there are not only reversible kinematical dispersion effects, but also irreversible, intrinsically stochastic contributions in excess of that predicted by diffusive dispersion. Moreover, this intrinsic contribution has a non-linear time dependence and hence opens up the way for an explanation of the strong observed scale dependence of dispersivity.     

Derivation of the Boltzmann equation and entropy production in functional mechanics

A derivation of the Boltzmann equation from the Liouville equation by the use of the Grad limiting procedure in a finite volume is proposed. We introduce two scales of space-time: macro- and microscale and use the BBGKY hierarchy and the functional formulation of classical mechanics. According to the functional approach to mechanics, a state of a system of particles is formed from the measurements, which are rational numbers. Hence, one can speak about the accuracy of the initial probability density function in the Liouville equation. We assume that the initial data for the microscopic density functions are assigned by the macroscopic one (so one can say about a kind of hierarchy and subordination of the microscale to the macroscale) and derive the Boltzmann equation, which leads to the entropy production.     

Numerical analysis of the initial conditions in fractional systems

Fractional dynamics is a growing topic in theoretical and experimental scientific research. A classical problem is the initialization required by fractional operators. While the problem is clear from the mathematical point of view, it constitutes a challenge in applied sciences. This paper addresses the problem of initialization and its effect upon dynamical system simulation when adopting numerical approximations. The results are compatible with system dynamics and clarify the formulation of adequate values for the initial conditions in numerical simulations.     

Mingling: mixed-integer rounding with bounds

Mixed-integer rounding (MIR) is a simple, yet powerful procedure for generating valid inequalities for mixed-integer programs. When used as cutting planes, MIR inequalities are very effective for mixed-integer programming problems with unbounded integer variables. For problems with bounded integer variables, however, cutting planes based on lifting techniques appear to be more effective. This is not surprising as lifting techniques make explicit use of the bounds on variables, whereas the MIR procedure does not. In this paper we describe a simple procedure, which we call mingling, for incorporating variable bound information into MIR. By explicitly using the variable bounds, the mingling procedure leads to strong inequalities for mixed-integer sets with bounded variables. We show that facets of mixed-integer knapsack sets derived earlier by superadditive lifting techniques can be obtained by the mingling procedure. In particular, the mingling inequalities developed in this paper subsume the continuous cover and reverse continuous cover inequalities of Marchand and Wolsey (Math Program 85:15–33, 1999) as well as the continuous integer knapsack cover and pack inequalities of Atamtürk (Math Program 98:145–175, 2003; Ann Oper Res 139:21–38, 2005). In addition, mingling inequalities give a generalization of the two-step MIR inequalities of Dash and Günlük (Math Program 105:29–53, 2006) under some conditions.     

Global existence in critical spaces for compressible Navier-Stokes equations

We investigate global strong solutions for isentropic compressible fluids with initial data close to a stable equilibrium. We obtain the existence and uniqueness of a solution in a functional setting invariant by the scaling of the associated equations. More precisely, the initial velocity has the same critical regularity index as for the incompressible homogeneous Navier-Stokes equations, and one more derivative is needed for the density. We point out a smoothing effect on the velocity and a L ¹-decay on the difference between the density and the constant reference state. The proof lies on uniform estimates for a mixed hyperbolic/parabolic linear system with a convection term. Oblatum 9-II-1999 & 6-I-2000?Published online: 29 March 2000     

Mean‐Field Evolution of Fermionic Mixed States

In this paper we study the dynamics of fermionic mixed states in the mean‐field regime. We consider initial states that are close to quasi‐free states and prove that, under suitable assumptions on the initial data and on the many‐body interaction, the quantum evolution of such initial data is well approximated by a suitable quasi‐free state. In particular, we prove that the evolution of the reduced one‐particle density matrix converges, as the number of particles goes to infinity, to the solution of the time‐dependent Hartree‐Fock equation. Our result holds for all times and gives effective estimates on the rate of convergence of the many‐body dynamics towards the Hartree‐Fock evolution.© 2015 Wiley Periodicals, Inc.     

Analytical and approximate solutions to autonomous,nonlinear, third-order ordinary differential equations

Analytical solutions to autonomous, nonlinear, third-order nonlinear ordinary differential equations invariant under time and space reversals are first provided and illustrated graphically as functions of the coefficients that multiply the term linearly proportional to the velocity and nonlinear terms. These solutions are obtained by means of transformations and include periodic as well as non-periodic behavior. Then, five approximation methods are employed to determine approximate solutions to a nonlinear jerk equation which has an analytical periodic solution. Three of these approximate methods introduce a linear term proportional to the velocity and a book-keeping parameter and employ a Linstedt–Poincaré technique; one of these techniques provides accurate frequencies of oscillation for all the values of the initial velocity, another one only for large initial velocities, and the last one only for initial velocities close to unity. The fourth and fifth techniques are based on the Galerkin procedure and the well-known two-level Picard’s iterative procedure applied in a global manner, respectively, and provide iterative/sequential approximations to both the solution and the frequency of oscillation.     

A consistent numerical scheme for self‐gravitating fluid dynamics

In this article, we present a numerical scheme for the 3‐D system of self‐gravitating fluid dynamics in the collisional case as well as in the non‐collisional case. Consistency in the sense of distributions is proved in 1‐D and in absence of pressure. In the other cases consistency is proved under the numerical assumptions of boundedness of the velocity field in the CFL condition and of boundedness of the gradient of the gravitation potential. In 2‐D and 3‐D, concentrations of matter in strings and points can cause a theoretical difficulty in the pressureless case although one observes that the scheme still works. The initial data are L^∞ functions in velocity and L¹ functions in density. Applications are given to numerical simulations of the role of dark matter and gravitational collapse in cosmology as well as Jeans theory. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Lifting,superadditivity, mixed integer rounding and single node flow sets revisited

In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer rounding with lifting for the development of strong valid inequalities for knapsack and single node flow sets. Our hope is that the latter can be used in practice to generate cutting planes for mixed integer programs. The survey contains essentially two parts. In the first we present lifting in a very general way, emphasizing superadditive lifting which allows one to lift simultaneously different sets of variables. In the second, our procedure for generating strong valid inequalities consists of reduction to a knapsack set with a single continuous variable, construction of a mixed integer rounding inequality, and superadditive lifting. It is applied to several generalizations of the 0–1 single node flow set. This paper appeared in 4OR, 1, 173–208 (2003). The first author is supported by the FNRS as a chercheur qualifié. This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister’s Office, Science Policy Programming. The scientific responsibility is assumed by the authors.     

The heterogeneous multiscale method as a framework for coupling the finite element method and molecular dynamics

Hierarchical two-scale methods are computationally very powerful as there is no direct coupling between the macro- and microscale. Such schemes develop first a microscale model under macroscopic constraints, then the macroscopic constitutive laws are found by averaging over the microscale. The heterogeneous multiscale method (HMM) is a general top-down approach for the design of multiscale algorithms. While this method is mainly used for concurrent coupling schemes in the literature, the proposed methodology also applies to a hierarchical coupling. This contribution discusses a hierarchical two-scale setting based on the heterogeneous multi-scale method for quasi-static problems: the macroscale is treated by continuum mechanics and the finite element method and the microscale is treated by statistical mechanics and molecular dynamics. Our investigation focuses on an optimised coupling of solvers on the macro- and microscale which yields a significant decrease in computational time with no associated loss in accuracy. In particular, the number of time steps used for the molecular dynamics simulation is adjusted at each iteration of the macroscopic solver. A numerical example demonstrates the performance of the model. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Nonparametric estimation for irregularly sampled Lévy processes

We consider nonparametric statistical inference for Lévy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk bounds are derived and the corresponding rates of convergence are discussed under global as well as local regularity assumptions. Moreover, minimax optimality is proved for the estimator of the jump measure. Some numerical examples are given to illustrate the practical performance of the estimation procedure.     

Particle Interactions Mediated by Dynamical Networks: Assessment of Macroscopic Descriptions

We provide a numerical study of the macroscopic model of Barré et al. (Multiscale Model Simul, 2017, to appear) derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodeling process is very fast, the macroscopic model takes the form of a single aggregation–diffusion equation for the density of particles. The theoretical study of the macroscopic model gives precise criteria for the phase transitions of the steady states, and in the one-dimensional case, we show numerically that the stationary solutions of the microscopic model undergo the same phase transitions and bifurcation types as the macroscopic model. In the two-dimensional case, we show that the numerical simulations of the macroscopic model are in excellent agreement with the predicted theoretical values. This study provides a partial validation of the formal derivation of the macroscopic model from a microscopic formulation and shows that the former is a consistent approximation of an underlying particle dynamics, making it a powerful tool for the modeling of dynamical networks at a large scale.     

Energy drift in molecular dynamics simulations

In molecular dynamics, Hamiltonian systems of differential equations are numerically integrated using the Störmer–Verlet method. One feature of these simulations is that there is an unphysical drift in the energy of the system over long integration periods. We study this energy drift, by considering a representative system in which it can be easily observed and studied. We show that if the system is started in a random initial configuration, the error in energy of the numerically computed solution is well modeled as a continuous-time stochastic process: geometric Brownian motion. We discuss what in our model is likely to remain the same or to change if our approach is applied to more realistic molecular dynamics simulations.