On the Asymptotic and Numerical Analyses of Exponentially III-Conditioned Singularly Perturbed Boundary Value Problems

Asymptotic and numerical methods are used to study several classes of singularly perturbed boundary value problems for which the underlying homogeneous operators have exponentially small eigenvalues. Examples considered include the familiar boundary layer resonance problems and some extensions and certain linearized equations associated with metastable internal layer motion. For the boundary layer resonance problems, a systematic projection method, motivated by the work of De Groen [1], is used to analytically calculate high-order asymptotic solutions. This method justifies and extends some previous results obtained from the variational method of Grasman and Matkowsky [2]. A numerical approach, based on an integral equation formulation, is used to accurately compute boundary layer resonance solutions and their associated exponentially small eigenvalues. For various examples, the numerical results are shown to compare very favorably with two-term asymptotic results. Finally, some Sturm-Liouville operators with exponentially small spectral gap widths are studied. One such problem is applied to analyzing metastable internal layer motion for a certain forced Burgers equation.     

On the exponentially slow motion of a viscous shock

Using formal asymptotic methods, we study the internal layer behavior associated with the following viscous shock problem in the limit ε → 0: The convex nonlinearity f(u) satisfies f(α) = f(–α). For the steady problem, we show that the method of matched asymptotic expansions fails to uniquely determine the location of the equilibrium shock layer solution. This indeterminacy, resulting from neglecting certain exponentially small effects, is eliminated by using the projection method, which exploits certain properties of the spectrum associated with the linearized operator. For the time dependent problem, we show that the viscous shock, which is formed from initial data, drifts towards the equilibrium solution on an exponentially long time interval of the order O(e^C/ε), for some C > 0. This exponentially slow behavior is analyzed by deriving an equation of motion for the location of the viscous shock. For Burgers equation (f(u) = u²/2), the results give an analytical characterization of the slow shock layer motion observed numerically in Kreiss and Kreiss; see [11]. We also show that the shock layer behavior is very sensitive to small changes in the boundary operator. In addition, using a WKB-type method, the slow viscous shock motion is studied numerically for small ε, the results comparing favorably with corresponding analytical results. Finally, we relate the slow viscous shock motion to similar slow internal layer motion for the Allen-Cahn equation.     

Wall effects on the slow steady motion of a particle in a viscous incompressible fluid

In this paper, asymptotic expansions with respect to small Reynolds numbers are proved for the slow steady motion of an arbitrary particle in a viscous, incompressible fluid past a single plane wall. The flow problem is modelled by a certain boundary value problem for the stationary, nonlinear Navier-Stokes equations. The coefficients of these expansions are the solutions of various, linear Stokes problems which can be constructed by single layer potentials and corresponding boundary integral equations on the boundary surface of the particle. Furthermore, some asymptotic estimates at small Reynolds numbers are presented for the slow steady motion of an arbitrary particle in a viscous, incompressible fluid between two parallel, plane walls and in an infinitely long, rectilinear cylinder of arbitrary cross section. In the case of the flow problem with a single plane wall, the paper is based on a thesis, which the author has written under the guidance of Professor Dr. Wolfgang L. Wendland.     

The Interaction of Shocks with Dispersive Waves I. Weak Coupling Limit

We introduce and analyze a model for the interaction of shocks with a dispersive wave envelope. The model mimicks the Zakharov system from weak plasma turbulence theory but replaces the linear wave equation in that system by a nonlinear wave equation allowing the formation of shocks. This paper considers a weak coupling in which the nonlinear wave evolves independently but appears as the potential in the time-dependent Schrodinger equation governing the dispersive wave. We first solve the Riemann problem for the system by constructing solutions to the Schrodinger equation that are steady in a frame of reference moving with the shock. Then we add a viscous diffusion term to the shock equation and by explicitly constructing asymptotic expansions in the (small) diffusion coefficient, we show that these solutions are zero diffusion limits of the regularized problem. The expansions are unusual in that it is necessary to keep track of exponentially small terms to obtain algebraically small terms. The expansions are compared to numerical solutions. We then construct a family of time-dependent solutions in the case that the initial data for the nonlinear wave equation evolves to a shock as t → t* < ∞. We prove that the shock formation drives a finite time blow-up in the phase gradient of the dispersive wave. While the shock develops algebraically in time, the phase gradient blows up logarithmically in time. We construct several explicit time-dependent solutions to the system, including ones that: (a) evolve to the steady states previously constructed, (b) evolve to steady states with phase discontinuities (which we call phase kinked steady states), (c) do not evolve to steady states.     

Viscous Shock Motion for Advection-Diffusion Equations

This paper studies the asymptotic solution of the initial-boundary value problem for scalar convection-dominated evolution equations on a bounded spatial domain when initial and boundary conditions are such that the solution develops a single thin shock layer of steep change. The exponentially slow motion of the shock is determined for exponentially long times using an ansatz based on the solution for the special case of Burgers' equation, obtained through the Cole-Hopf transformation. Results obtained analytically are confirmed by numerical experiments.     

Eliminating Indeterminacy in Singularly Perturbed Boundary Value Problems with Translation Invariant Potentials

Solutions exhibiting an internal layer structure are constructed for a class of nonlinear singularly perturbed boundary value problems with translation invariant potentials. For these problems, a routine application of the method of matched asymptotic expansions fails to determine the locations of the internal layer positions. To overcome this difficulty, we present an analytical method that is motivated by the work of Kath, Knessl and Matkowsky [4]. To construct a solution having n internal layers, we first linearize the boundary value problem about the composite expansion provided by the method of matched asymptotic expansions. The eigenvalue problem associated with the homogeneous form of this linearization is shown to have n exponentially small eigenvalues. The condition that the solution to the linearized problem has no component in the subspace spanned by the eigenfunctions corresponding to these exponentially small eigenvalues determines the internal layer positions. These “near” solvability conditions yield algebraic equations for the internal layer positions, which are analyzed for various classes of nonlinearities.     

Steady-state solutions of a reaction–diffusion system arising from intraguild predation and internal storage

Intraguild predation is added to a mathematical model of competition between two species for a single nutrient with internal storage in the unstirred chemostat. At first, we established the sharp a priori estimates for nonnegative solutions of the system, which assure that all of nonnegative solutions belong to a special cone. The selection of this special cone enables us to apply the topological fixed point theorems in cones to establish the existence of positive solutions. Secondly, existence for positive steady state solutions of intraguild prey and intraguild predator is established in terms of the principal eigenvalues of associated nonlinear eigenvalue problems by means of the degree theory in the special cone. It turns out that positive steady state solutions exist when the associated principal eigenvalues are both negative or both positive.     

The global classical solution to compressible system with fractional viscous term

We consider the initial value problem to the fractional system of motions for compressible viscous fluids in this paper. We establish a local well-posedness theory for the system, as well as a global well-posedness theory for small initial data. We also show the large-time behavior of the solution, where solutions converge to a constant steady state exponentially in time.     

Boundary layer analysis for the eigenvalues of hanging rod

The motion of a naturally straight inextensible flexible elastic hanging rod is formulated and then linearized about the straight solution. To solve this equation by separation of variables, an eigenvalue problem is derived. When the stiffness of the rod is small, the eigenvalue equation is a singular perturbation problem. This paper is devoted to solving this eigenvalue problem by boundary layer analysis when the stiffness is suitably small, especially on the analytic approximate solutions of the first several eigenvalues and eigenfunctions. The first three eigenvalues are also compared with the numerical results computed by a finite difference method. The excellent agreement shows the efficiency of the boundary layer analysis.     

The evolution of the thermocapillary motion of three fluids in a plane layer

The unidirectional motion of three immiscible incompressible viscous heat-conducting liquids in a plane layer is considered. It is assumed that the motion occurs only under the action of thermocapillary forces from a state of rest. The analysis of the motion is reduced to solving linear conjugate initial boundary value problems for a system of parabolic equations. A non-stationary solution is sought by the Laplace transformation method and is obtained in the form of finite analytical expressions in transforms. It is proved that, as the time increases, the solution always reaches the steady state obtained earlier and an exponential estimate of the rate of convergence is given with an indicator which depends on the physical properties of the media and the layer thicknesses. The evolution of the velocity and temperature perturbation fields to a steady state for specific liquid media is obtained by numerical inversion of the Laplace transformation.     

Interactive computing methods for aeroelastic analysis of turbomachinery

An interaction viscous‐inviscid method for efficiently computing steady and unsteady viscous flows is presented. The inviscid domain is modeled using a finite element discretization of the full potential equation. The viscous region is modeled using a finite difference boundary layer technique. The two regions are simultaneously coupled using the transpiration approach. A time linearization technique is applied to this interactive method. For unsteady flows, the fluid is assumed to be composed of a mean or steady flow plus a harmonically varying small unsteady disturbance. Numerically exact nonreflecting boundary conditions are used for the far field conditions. Results for some steady and unsteady, laminar and turbulent flow problems are compared to linearized Navier‐Stokes or time‐marching boundary layer methods. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Local and asymptotic analysis of the flow generated by the Cahn–Hilliard–Gurtin equations

We consider the Cahn–Hilliard–Gurtin equation which corresponds, in the isotropic case, to the viscous Cahn–Hilliard equation. The convergence of its solutions toward some steady state is investigated by means of a proper generalization of the Lojasiewicz–Simon Theorem to nongradient-like flows. Furthermore, when the anisotropic coefficients are small, we prove that these steady states can be approximated by the corresponding stationary solutions of the viscous Cahn–Hilliard equation provided that the latter are local minimizers of the Ginzburg–Landau free energy. Received: April 26, 2004; revised: February 24, 2005     

On the Equation of a Rotating Film

We study positive periodic solutions to a nonautonomous nonlinear third-order ordinary differential equation of the theory of motion of a viscous incompressible fluid with free boundary. This equation describes the steady motions of a thin layer of a fluid film on the surface of a rotating horizontal cylinder in the gravity field. The linear operator on the left-hand side of the equation has a three-dimensional kernel. Moreover, the equation contains two nonnegative parameters proportional to the gravity acceleration and surface tension. Depending on these parameters the problem in question may have either two solutions or no solutions at all. We establish some qualitative properties of solutions to the problem: in particular, their asymptotic behavior at the extremal values of the parameters.     

有限变形弹性杆中的几何非线性波

利用有限变形理论的Lagrange描述,借助非保守系统的Hamilton型变分原理,导出了描述弹性杆中几何非线性波的波动方程．为了使非线性波动方程有稳定的行波解,计及了粘性效应引入的耗散和横向惯性效应导致的几何弥散．运用多重尺度法将非线性波动方程简化为KdV-Bergers方程,这个方程在相平面上对应着异宿鞍-焦轨道,其解为振荡孤波解．如果略去粘性效应或横向惯性,方程将分别退化为KdV方程或Bergers方程,由此得到孤波解或冲击波解,它们在相平面上对应着同宿轨道或异宿轨道．     

Exponential decay in time of solutions of the viscous quantum hydrodynamic equations

The long-time asymptotics of solutions of the viscous quantum hydrodynamic model in one space dimension is studied. This model consists of continuity equations for the particle density and the current density, coupled to the Poisson equation for the electrostatic potential. The equations are a dispersive and viscous regularization of the Euler equations. It is shown that the solutions converge exponentially fast to the (unique) thermal equilibrium state as the time tends to infinity. For the proof, we employ the entropy dissipation method, applied for the first time to a third-order differential equation.     

A comparative analysis of approaches for investigating hypersonic flow over blunt bodies in a transitional regime

Hypersonic flows of a viscous perfect rarefied gas over blunt bodies in a transitional flow regime from continuum to free molecular, characteristic when spacecraft re-enter Earth's atmosphere at altitudes above 90-100 km, are considered. The two-dimensional problem of hypersonic flow is investigated over a wide range of free stream Knudsen numbers using both continuum and kinetic approaches: by numerical and analytical solutions of the continuum equations, by numerical solution of the Boltzmann kinetic equation with a model collision integral in the form of the S-model, and also by the direct simulation Monte Carlo method. The continuum approach is based on the use of asymptotically correct models of a thin viscous shock layer and a viscous shock layer. A refinement of the condition for a temperature jump on the body surface is proposed for the viscous shock layer model. The continuum and kinetic solutions, and also the solutions obtained by the Monte Carlo method are compared. The effectiveness, range of application, advantages and disadvantages of the different approaches are estimated.     

Exponential Asymptotics, the Viscid Burgers ' Equation, and Standing Wave Solutions for a Reaction-Advection-Diffusion Model

This paper studies various boundary value problems for nonlinear singularly perturbed evolutionary equations in a bounded spatial interval for all times t ≥0. Under appropriate hypotheses, an O (ε)-thin monotonic profile forms that separates intervals where the solution is asymptotically constant and then moves with an exponentially slow speed toward a steady state that has an interior or endpoint layer, depending on the boundary conditions.     

A note on plane Stokes flow past a shear free impermeable cylinder

Summary The slow steady two-dimensional motion of a viscous incompressible fluid in the unbounded region exterior to a shear free circular cylinder which is impermeable is examined. It is shown that the above problem requires a certain consistency condition for the existence of a solution. In addition, a circle theorem for the biharmonic equation is presented, for the above plane Stokes flow. Some examples are also given.     

Singular problem for a third-order nonlinear ordinary differential equation arising in fluid dynamics

Results concerning singular Cauchy problems, smooth manifolds, and Lyapunov series are used to correctly state and analyze a singular “initial-boundary” problem for a third-order nonlinear ordinary differential equation defined on the entire real axis. This problem arises in viscous incompressible fluid dynamics and describes self-similar solutions to the boundary layer equation for the stream function with a zero pressure gradient (plane-parallel flow in a mixing layer). The analysis of the problem suggests a simple numerical method for its solution. Numerical results are presented.