Analysis of a finite-difference scheme for a singularly perturbed problem with two small parameters

We study a model linear convection-diffusion-reaction problem where both the diffusion term and the convection term are multiplied by small parameters ε_d and ε_c, respectively. Depending on the size of the parameters the solution of the problem may exhibit exponential layers at both end points of the domain. Sharp bounds for the derivatives of the solution are derived using a barrier-function technique. These bounds are applied in the analysis of a simple upwind-difference scheme on Shishkin meshes. This method is established to be almost first-order convergent, independently of the parameters ε_d and ε_c.     

Asymptotic formulas for steady state voltage potentials in the presence of thin inhomogeneities. A rigorous error analysis

We consider an electrically conducting medium with conductivity inhomogeneities in the form of sheets of thickness 2ε. In this setup we provide a rigorous derivation of the leading terms in the asymptotic expansion of the steady state boundary voltage potentials, as ε→0. In the two-dimensional case our derivation confirms the results, heuristically obtained in [E. Beretta et al., Z. Angew. Math. Phys. 52 (2001) 543–572].     

Homogenization of the Stokes equations with high-contrast viscosity

This paper deals with the homogenization of the Stokes equations in a cylinder with varying viscosity and with Dirichlet boundary condition. The viscosity is equal to α_ε⪢1 in a ε-periodic lattice of unidirectional cylinders of radius εr_ε where r_ε⪡1, and is equal to 1 elsewhere.In the critical regime defined by lim_ε→0ε²|lnr_ε|∈]0,+∞[ and lim_ε→0α_εr_ε²∈]0,+∞], the limit problem is a coupled Stokes system satisfied by the limit velocity and the limit of the rescaled velocity in the cylinders, which can be read as a nonlocal law of Brinkman type. Moreover, if lim_ε→0α_εr_ε²=+∞, the limit of the rescaled velocity is equal to 0 and the Brinkman law is derived as in [G. Allaire, Arch. Rational Mech. Anal. 13 (1991) 209–259]. In the other regimes the homogenization leads either to classical Stokes problems or to a zero limit velocity.In the critical case the pressure is not bounded in L² but only in H⁻¹. Moreover, the pressure of the limit problem is not equal to the weak limit of the pressure in H⁻¹.     

Multi-bump solutions to Carrier's problem

We study the existence of well-known singularly perturbed BVP problem ε²y″=1−y²−2b(1−x²)y, y(−1)=y(1)=0 introduced by G.F. Carrier. In particular, we show that there exist multi-spike solutions, and the locations of interior spikes are clustered near x=0 and are separated by an amount of O(ε|lnε|), while only single spikes are allowed near the boundaries x=±1.     

The motion of a particle on a light viscoelastic bar: asymptotic analysis of its quasilinear parabolic–hyperbolic equation

We study the large longitudinal motion of a nonlinearly viscoelastic bar with one end fixed and the other end attached to a heavy particle. This problem is a precise continuum-mechanical analog of the basic discrete mechanical problem of the motion of a particle on a (massless) spring. This motion is governed by an initial-boundary-value problem for a class of third-order quasilinear parabolic–hyperbolic partial differential equations subject to a nonstandard boundary condition, which is the equation of motion of the particle. The ratio of the mass of the bar to that of the tip mass is taken to be a small parameter ε. We prove that this problem has a unique globally defined solution that admits a valid asymptotic expansion, including an initial-layer expansion, in powers of ε for ε near 0. The validity of the expansion gives a precise meaning to the solution of the reduced problem, obtained by setting ε=0, which curiously is seldom governed by the expected ordinary differential equation. The fundamental constitutive hypothesis that the tension be a uniformly monotone function of the strain rate plays a critical role in a delicate proof that each term of the initial-layer expansion decays exponentially in time. These results depend on new decay estimates for the solution of quasilinear parabolic equations.     

Core instances for testing: A case study

Data generation for computational testing of optimization algorithms is a key topic in experimental algorithmics. Recently, concern has arisen that many published computational experiments are inadequate with respect to the way test instances are generated. In this paper we suggest a new research direction that might be useful to cope with the possible limitations of data generation. The basic idea is to select a finite set of instances which ‘represent’ the whole set of instances. We propose a measure of the representativeness of an instance, which we call ε-representativeness: for a minimization problem, an instance x_ε is ε-representative of another instance x if a (1 + ε)-approximate solution to x can be obtained by solving x_ε. Focusing on a strongly NP-hard single machine scheduling problem, we show how to map the infinite set of all instances into a finite set of ε-representative core instances. We propose to use this finite set of ε-representative core instances to test heuristics.     

Convergence of a family of solutions to a Fujita-type equation in domains with cavities

The Dirichlet problem for a Fujita-type equation, i.e., a second-order quasilinear uniformly elliptic equation is considered in domains Ω_ε with spherical or cylindrical cavities of characteristic size ε. The form of the function in the condition on the cavities’ boundaries depends on ε. For ε tending to zero and the number of cavities increasing simultaneously, sufficient conditions are established for the convergence of the family of solutions {u _ε(x)} of this problem to the solution u(х) of a similar problem in the domain Ω with no cavities with the same boundary conditions imposed on the common part of the boundaries ?Ω and ?Ω_ε. Convergence rate estimates are given.     

Multi-layered stationary solutions for a spatially inhomogeneous Allen-Cahn equation

We consider stationary solutions of a spatially inhomogeneous Allen-Cahn-type nonlinear diffusion equation in one space dimension. The equation involves a small parameter ε, and its nonlinearity has the form h(x)²f(u), where h(x) represents the spatial inhomogeneity and f(u) is derived from a double-well potential with equal well-depth. When ε is very small, stationary solutions develop transition layers. We first show that those transition layers can appear only near the local minimum and local maximum points of the coefficient h(x) and that at most a single layer can appear near each local minimum point of h(x). We then discuss the stability of layered stationary solutions and prove that the Morse index of a solution coincides with the total number of its layers that appear near the local maximum points of h(x). We also show the existence of stationary solutions having clustering layers at the local maximum points of h(x).     

An ε-sensitivity analysis in the primal–dual interior point method

This paper presents a method of sensitivity analysis on the cost coefficients and the right-hand sides for most variants of the primal–dual interior point method. We first define an ε-optimal solution to describe the characteristics of the final solution obtained by the primal–dual interior point method. Then an ε-sensitivity analysis is defined to determine the characteristic region where the final solution remains the ε-optimal solution as a cost coefficient or a right-hand side changes. To develop the method of ε-sensitivity analysis, we first derive the expressions for the final solution from data which are commonly maintained in most variants of the primal–dual interior point method. Then we extract the characteristic regions on the cost coefficients and the right-hand sides by manipulating the mathematical expressions for the final solution. Finally, we show that in the nondegenerate case, the characteristic regions obtained by ε-sensitivity analysis are convergent to those obtained by sensitivity analysis in the simplex algorithm.     

Boundary Layers Associated with Incompressible Navier-Stokes Equations: The Noncharacteristic Boundary Case

The goal of this article is to study the boundary layer of wall bounded flows in a channel at small viscosity when the boundaries are uniformly noncharacteristic, i.e., there is injection and/or suction everywhere at the boundary. Following earlier work on the boundary layer for linearized Navier-Stokes equations in the case where the boundaries are characteristic (no-slip at the boundary and non-permeable), we consider here the case where the boundary is permeable and thus noncharacteristic. The form of the boundary layer and convergence results are derived in two cases: linearized equation and full nonlinear equations. We prove that there exists a boundary layer at the outlet (downwind) of the form e^−Uz/ε where U is the speed of injection/suction at the boundary, z is the distance to the outlet of the channel, and ε is the kinematic viscosity. We improve an earlier result of S. N. Alekseenko (1994, Siberian Math. J.35, No. 2, 209-230) where the convergence in L² of the solutions of the Navier-Stokes equations to that of the Euler equations at vanishing viscosity was established. In the two dimensional case we are able to derive the physically relevant uniform in space (L^∞ norm) estimates of the boundary layer. The uniform in space estimate is derived by properly developing our previous idea of better control on the tangential derivative and the use of an anisotropic Sobolev imbedding. To the best of our knowledge this is the first rigorously proved result concerning boundary layers for the full (nonlinear) Navier-Stokes equations for incompressible fluids.     

What Is the Complexity of Stieltjes Integration?

We study the complexity of approximating the Stieltjes integral ∫¹₀ f(x) dg(x) for functions f having r continuous derivatives and functions g whose sth derivative has bounded variation. Let r(n) denote the nth minimal error attainable by approximations using at most n evaluations of f and g, and let comp(ε) denote the ε-complexity (the minimal cost of computing an ε-approximation). We show that r(n)≍n^{−min{r, s+1}} and that comp(ε)≍ε^{−1/min{r, s+1}}. We also present an algorithm that computes an ε-approximation at nearly minimal cost.     

A novel mathematical modeling of multiple scales for a class of two dimensional singular perturbed problems

A novel mathematical modeling of multiple scales (NMMMS) is presented for a class of singular perturbed problems with both boundary or transition layers in two dimensions. The original problems are converted into a series of problems with different scales, and under these different scales, each of the problem is regular. The rational spectral collocation method (RSCM) is applied to deal with the problems without singularities. NMMMS can still work successfully even when the parameter ε is extremely small (ε = 10^?25 or even smaller). A brief error estimate for the model problem is given in Section 2. Numerical examples are implemented to show the method is of high accuracy and efficiency.     

Tractability of Multivariate Integration for Periodic Functions

We study multivariate integration in the worst case setting for weighted Korobov spaces of smooth periodic functions of d variables. We wish to reduce the initial error by a factor ε for functions from the unit ball of the weighted Korobov space. Tractability means that the minimal number of function samples needed to solve the problem is polynomial in ε⁻¹ and d. Strong tractability means that we have only a polynomial dependence in ε⁻¹. This problem has been recently studied for quasi-Monte Carlo quadrature rules and for quadrature rules with non-negative coefficients. In this paper we study arbitrary quadrature rules. We show that tractability and strong tractability in the worst case setting hold under the same assumptions on the weights of the Korobov space as for the restricted classes of quadrature rules. More precisely, let γ_j moderate the behavior of functions with respect to the jth variable in the weighted Korobov space. Then strong tractability holds iff ∑^∞_j=1 γ_j<∞, whereas tractability holds iff lim sup_d→∞ ∑^d_j=1 γ_j/ln d<∞. We obtain necessary conditions on tractability and strong tractability by showing that multivariate integration for the weighted Korobov space is no easier than multivariate integration for the corresponding weighted Sobolev space of smooth functions with boundary conditions. For the weighted Sobolev space we apply general results from E. Novak and H. Woźniakowski (J. Complexity17 (2001), 388–441) concerning decomposable kernels.     

A Two-Dimensional Bisection Envelope Algorithm for Fixed Points

In this paper we present a new algorithm for the two-dimensional fixed point problem f(x)=x on the domain [0, 1]×[0, 1], where f is a Lipschitz continuous function with respect to the infinity norm, with constant 1. The computed approximation x satisfies 6f(x)−x6_∞⩽ε for a specified tolerance ε<0.5. The upper bound on the number of required function evaluations is given by 2⌈log₂(1/ε)⌉+1. Similar bounds were derived for the case of the 2-norm by Z. Huang et al. (1999, J. Complexity15, 200–213), our bound is the first for the infinity norm case.     

Strange attractors and synchronization dynamics of coupled Van der Pol–Duffing oscillators

We consider in this paper the synchronization dynamics of coupled chaotic Van der Pol–Duffing systems. We first find that with the judicious choose of the set of initial conditions, the model exhibits two strange chaotic attractors. The problem of synchronizing chaos both on the same and different chaotic orbits of two coupled Van der Pol–Duffing systems is investigated. The stability boundaries of the synchronization process between two coupled driven Van der Pol model are derived and the effects of the amplitude of the periodic perturbation of the coupling parameter on these boundaries are analyzed. The results are provided on the stability map in the (q, K) plane.     

Suboptimal boundary controls for elliptic equation in critically perforated domain

In this paper we study the asymptotic behaviour, as ε   tends to zero, of a class of boundary optimal control problems Pε${\mathbb{P}}_{\epsilon }$, set in ε-periodically perforated domain. The holes have a critical size with respect to ε  -sized mesh of periodicity. The support of controls is contained in the set of boundaries of the holes. This set is divided into two parts, on one part the controls are of Dirichlet type; on the other one the controls are of Neumann type. We show that the optimal controls of the homogenized problem can be used as suboptimal ones for the problems Pε${\mathbb{P}}_{\epsilon }$.     

Quantum Complexity of Integration

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical Hölder classes F^k, α_d on [0, 1]^d and define γ by γ=(k+α)/d. The known optimal orders for the complexity of deterministic and (general) randomized methods are comp(F^k, α_d, ε)≍ε^−1/γ and comp^random(F^k, α_d, ε)≍ε^−2/(1+2γ). For a quantum computer we prove comp^quant_query(F^k, α_d, ε)≍ε^−1/(1+γ) and comp^quant(F^k, α_d, ε)⩽Cε^−1/(1+γ)(log ε⁻¹)^1/(1+γ). For restricted Monte Carlo (only coin tossing instead of general random numbers) we prove comp^coin(F^k, α_d, ε)⩽Cε^−2/(1+2γ)(log ε⁻¹)^1/(1+2γ). To summarize the results one can say that   • there is an exponential speed-up of quantum algorithms over deterministic (classical) algorithms, if γ is small;   • there is a (roughly) quadratic speed-up of quantum algorithms over randomized classical methods, if γ is small.     

Averaging methods for finding periodic orbits via Brouwer degree

We consider the problem of finding T-periodic solutions for a differential system whose vector field depend on a small parameter ε. An answer to this problem can be given using the averaging method. Our main results are in this direction, but our approach is new. We use topological methods based on Brouwer degree theory to solve operator equations equivalent to this problem. The regularity assumptions are weaker then in the known results (up to second order in ε). A result for third order averaging method is also given.As an application we provide a way to study bifurcations of limit cycles from the period annulus of a planar system and notice relations with the displacement function. A concrete example is given.     

Numerical study of turbulent diesel flow in a pipe with sudden expansion

Three two-equation models and a second-moment closure are implemented in the case of turbulent diesel flow in a pipe with sudden expansion. The chosen two-equation closures are: the standard k–ε, the RNG k–ε and the two-scale k–ε models. The performance of the models is investigated with regard to the non-equilibrium parameter η and the mean strain of the flow, S. Velocity and turbulence kinetic energy predictions of the different models are compared among themselves and with experimental data and are interpreted on the basis of the aforementioned quantities. The effect of more accurate near-wall modeling to the two-equation models is also investigated. The results of the study demonstrate the superiority of the second-moment closure in predicting the flow characteristics over the entire domain. From the two-equation models the RNG derived k–ε model also gave very good predictions, especially when non-equilibrium wall-functions were implemented. As far as η and S are concerned, only the closures with greater physical consistency, such as the two-scale k–ε model, give satisfactory results.     

Nonlinear Geometric Optics for Short Pulses

This paper studies the propagation of pulse-like solutions of semilinear hyperbolic equations in the limit of short wavelength. The pulses are located at a wavefront Σ?{φ=0} where φ satisfies the eikonal equation and dφ lies on a regular sheet of the characteristic variety. The approximate solutions are u^ε_approx=U (t, x, φ(t, x)/ε) where U(t, x, r) is a smooth function with compact support in r. When U satisfies a familiar nonlinear transport equation from geometric optics it is proved that there is a family of exact solutions u^ε_exact such that u^ε_approx has relative error O(ε) as ε→0. While the transport equation is familiar, the construction of correctors and justification of the approximation are different from the analogous problems concerning the propagation of wave trains with slowly varying envelope.