On the development of a high-order compact scheme for exhibiting the switching and dissipative solution natures in the Camassa–Holm equation

In this paper a two-step iterative solution algorithm for solving the Camassa–Holm equation, which involves only the first-order derivative term, is presented. In each set of the u − P and u − m differential equations, one is governed by the inviscid nonlinear convection–reaction equation for the time-evolving fluid velocity component along the horizontal direction. The other equation is known as the inhomogeneous Helmholtz equation. The resulting reduction of differential order facilitates us to develop the flux discretization scheme in a stencil with comparatively fewer points. For accurately predicting the unidirectional propagation of the shallow water wave, the modified equation analysis for eliminating several leading discretization error terms and the Fourier analysis for minimizing a particular type of wave-like error are employed. In this study, the fifth-order spatially accurate combined compact upwind scheme is developed in a three-point stencil for approximating the first-order derivative term. For the purpose of retaining a long-term accurate Hamiltonian and multi-symplectic geometric structures in Camassa–Holm equation, the time integrator (or time-stepping scheme) chosen in this study should conserve symplecticity. Another main emphasis of conducting the present calculation of Camassa–Holm equation is to shed light on the conservation of Hamiltonians up to the time before wave breaking. We also intended to elucidate the switching scenario by virtue of the peakon–peakon interaction problem and the dissipative scenario after the time of head-on collision in the peakon–antipeakon interaction problem.     

Two new upwind difference schemes for a coupled system of convection–diffusion equations arising from the steady MHD duct flow problems

In this paper, we develop two new upwind difference schemes for solving a coupled system of convection–diffusion equations arising from the steady incompressible MHD duct flow problem with a transverse magnetic field at high Hartmann numbers. Such an MHD duct flow is convection-dominated and its solution may exhibit localized phenomena such as boundary layers, namely, narrow boundary regions where the solution changes rapidly. Most conventional numerical schemes cannot efficiently solve the layer problems because they are lacking in either stability or accuracy. In contrast, the newly proposed upwind difference schemes can achieve a reasonable accuracy with a high stability, and they are capable of resolving high gradients near the layer regions without refining the grid. The accuracy of the first new upwind scheme is O(h + k) and the second one improves the accuracy to O(ε²(h + k) + ε(h² + k²) + (h³ + k³)), where 0 < ε ? 1/M ? 1 and M is the high Hartmann number. Numerical examples are provided to illustrate the performance of the newly proposed upwind difference schemes.     

Coupling p-multigrid to geometric multigrid for discontinuous Galerkin formulations of the convection–diffusion equation

An improved p-multigrid algorithm for discontinuous Galerkin (DG) discretizations of convection–diffusion problems is presented. The general p  -multigrid algorithm for DG discretizations involves a restriction from the p=1$p=1$ to p=0$p=0$ discontinuous polynomial solution spaces. This restriction is problematic and has limited the efficiency of the p  -multigrid method. For purely diffusive problems, Helenbrook and Atkins have demonstrated rapid convergence using a method that restricts from a discontinuous to continuous polynomial solution space at p=1$p=1$. It is shown that this method is not directly applicable to the convection–diffusion (CD) equation because it results in a central-difference discretization for the convective term. To remedy this, ideas from the streamwise upwind Petrov–Galerkin (SUPG) formulation are used to devise a transition from the discontinuous to continuous space at p=1$p=1$ that yields an upwind discretization. The results show that the new method converges rapidly for all Peclet numbers.     

A positivity-preserving ALE finite element scheme for convection–diffusion equations in moving domains

A new high-resolution scheme is developed for convection–diffusion problems in domains with moving boundaries. A finite element approximation of the governing equation is designed within the framework of a conservative Arbitrary Lagrangian Eulerian (ALE) formulation. An implicit flux-corrected transport (FCT) algorithm is implemented to suppress spurious undershoots and overshoots appearing in convection-dominated problems. A detailed numerical study is performed for P₁ finite element discretizations on fixed and moving meshes. Simulation results for a Taylor dispersion problem (moderate Peclet numbers) and for a convection-dominated problem (large Peclet numbers) are presented to give a flavor of practical applications.     

On (essentially) non-oscillatory discretizations of evolutionary convection–diffusion equations

Finite element and finite difference discretizations for evolutionary convection–diffusion–reaction equations in two and three dimensions are studied which give solutions without or with small under- and overshoots. The studied methods include a linear and a nonlinear FEM-FCT scheme, simple upwinding, an ENO scheme of order 3, and a fifth order WENO scheme. Both finite element methods are combined with the Crank–Nicolson scheme and the finite difference discretizations are coupled with explicit total variation diminishing Runge–Kutta methods. An assessment of the methods with respect to accuracy, size of under- and overshoots, and efficiency is presented, in the situation of a domain which is a tensor product of intervals and of uniform grids in time and space. Some comments to the aspects of adaptivity and more complicated domains are given. The obtained results lead to recommendations concerning the use of the methods.     

On nonlocal symmetries for the Krichever–Novikov equation

We construct new infinite hierarchies of nonlocal symmetries and cosymmetries for the Krichever–Novikov equation using the inverse of the fourth-order recursion operator of the latter.     

A fully conservative Eulerian–Lagrangian method for a convection–diffusion problem in a solenoidal field

Tracer transport is governed by a convection–diffusion problem modeling mass conservation of both tracer and ambient fluids. Numerical methods should be fully conservative, enforcing both conservation principles on the discrete level. Locally conservative characteristics methods conserve the mass of tracer, but may not conserve the mass of the ambient fluid. In a recent paper by the authors [T. Arbogast, C. Huang, A fully mass and volume conserving implementation of a characteristic method for transport problems, SIAM J. Sci. Comput. 28 (2006) 2001–2022], a fully conservative characteristic method, the Volume Corrected Characteristics Mixed Method (VCCMM), was introduced for potential flows. Here we extend and apply the method to problems with a solenoidal (i.e., divergence-free) flow field. The modification is a computationally inexpensive simplification of the original VCCMM, requiring a simple adjustment of trace-back regions in an element-by-element traversal of the domain. Our numerical results show that the method works well in practice, is less numerically diffuse than uncorrected characteristic methods, and can use up to at least about eight times the CFL limited time step.     

Crank–Nicolson method for the fractional diffusion equation with the Riesz fractional derivative

We examine a numerical method to approximate to a fractional diffusion equation with the Riesz fractional derivative in a finite domain, which has second order accuracy in time and space level. In order to approximate the Riesz fractional derivative, we use the “fractional centered derivative” approach. We determine the error of the Riesz fractional derivative to the fractional centered difference. We apply the Crank–Nicolson method to a fractional diffusion equation which has the Riesz fractional derivative, and obtain that the method is unconditionally stable and convergent. Numerical results are given to demonstrate the accuracy of the Crank–Nicolson method for the fractional diffusion equation with using fractional centered difference approach.     

On the Duffin–Kemmer–Petiau equation with linear potential in the presence of a minimal length

We point out an erroneous handling in the literature regarding solutions of the $(1+1)$-dimensional Duffin–Kemmer–Petiau equation with linear potentials in the context of quantum mechanics with minimal length. Furthermore, using Brau's approach, we present a perturbative treatment of the effect of the minimal length on bound-state solutions when a Lorentz-scalar linear potential is applied.     

On solutions of the mixed Dirichlet–Navier problem for the polyharmonic equation in exterior domains

We study the unique solvability of the mixed Dirichlet–Navier problem for the polyharmonic equation in exterior domains under the assumption that a generalized solution of this problem has a bounded Dirichlet integral with weight |x| ^a . Depending on the value of the parameter a, we prove a uniqueness theorem or present exact formulas for the dimension of the solution space of the mixed Dirichlet–Navier problem in the exterior of a compact set.     

On the Riemann–Hilbert problem of a generalized derivative nonlinear Schrödinger equation

In this work,we present a unified transformation method directly by using the inverse scattering method for a generalized derivative nonlinear Schr?dinger(DNLS)equation.By establishing a matrix Riemann-Hilbert problem and reconstructing potential function q(x,t)from eigenfunctions{Gj(x,t,η)}3/1 in the inverse problem,the initial-boundary value problems for the generalized DNLS equation on the half-line are discussed.Moreover,we also obtain that the spectral functions f(η),s(η),F(η),S(η)are not independent of each other,but meet an important global relation.As applications,the generalized DNLS equation can be reduced to the Kaup-Newell equation and Chen-Lee-Liu equation on the half-line.     

Non-negativity and stability analyses of lattice Boltzmann method for advection–diffusion equation

Stability is one of the main concerns in the lattice Boltzmann method (LBM). The objectives of this study are to investigate the linear stability of the lattice Boltzmann equation with the Bhatnagar–Gross–Krook collision operator (LBGK) for the advection–diffusion equation (ADE), and to understand the relationship between the stability of the LBGK and non-negativity of the equilibrium distribution functions (EDFs). This study conducted linear stability analysis on the LBGK, whose stability depends on the lattice Peclet number, the Courant number, the single relaxation time, and the flow direction. The von Neumann analysis was applied to delineate the stability domains by systematically varying these parameters. Moreover, the dimensionless EDFs were analyzed to identify the non-negative domains of the dimensionless EDFs. As a result, this study obtained linear stability and non-negativity domains for three different lattices with linear and second-order EDFs. It was found that the second-order EDFs have larger stability and non-negativity domains than the linear EDFs and outperform linear EDFs in terms of stability and numerical dispersion. Furthermore, the non-negativity of the EDFs is a sufficient condition for linear stability and becomes a necessary condition when the relaxation time is very close to 0.5. The stability and non-negativity domains provide useful information to guide the selection of dimensionless parameters to obtain stable LBM solutions. We use mass transport problems to demonstrate the consistency between the theoretical findings and LBM solutions.     

On a geometrical property of the Bäcklund transformation of the sine-Gordon equation

We show how a solution of the Bäcklund transformation equations for the sine-Gordon equation determines an explicit isometry from the underlying surface to the upper half plane. We then use the action on the upper half to find explicitly the general solution of the equations.     

A numerical method for solving the Vlasov–Poisson equation based on the conservative IDO scheme

We have applied the conservative form of the Interpolated Differential Operator (IDO-CF) scheme in order to solve the Vlasov–Poisson equation, which is one of the multi-moment schemes. Through numerical tests of the nonlinear Landau damping and two-stream instability, we compared the present scheme with other schemes such as the Spline and CIP ones. We mainly investigated the conservation property of the L1-norm, energy, entropy and phase space area for each scheme, and demonstrated that the IDO-CF scheme is capable of performing stable long time scale simulation while maintaining high accuracy. The scheme is based on an Eulerian approach, and it can thus be directly used for Fokker–Planck, high dimensional Vlasov–Poisson and also guiding-center drift simulations, aiming at particular problems of plasma physics. The benchmark tests for such simulations have shown that the IDO-CF scheme is superior in keeping the conservation properties without causing serious phase error.     

Setting initial conditions for inflation with reaction–diffusion equation

We discuss the issue of setting appropriate initial conditions for inflation. Specifically, we consider natural inflation model and discuss the fine tuning required for setting almost homogeneous initial conditions over a region of order several times the Hubble size which is orders of magnitude larger than any relevant correlation length for field fluctuations. We then propose to use the special propagating front solutions of reaction–diffusion equations for localized field domains of smaller sizes. Due to very small velocities of these propagating fronts we find that the inflaton field in such a field domain changes very slowly, contrary to naive expectation of rapid roll down to the true vacuum. Continued expansion leads to the energy density in the Hubble region being dominated by the vacuum energy, thereby beginning the inflationary phase. Our results show that inflation can occur even with a single localized field domain of size smaller than the Hubble size. We discuss possible extensions of our results for different inflationary models, as well as various limitations of our analysis (e.g. neglecting self gravity of the localized field domain).     

On the well-posedness of the stochastic Allen–Cahn equation in two dimensions

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical systems in space dimensions d = 1, 2, 3. Whereas existence and uniqueness of weak solutions to these equations are well established in one dimension, the situation is different for d ? 2. Despite their popularity in the applied sciences, higher dimensional versions of these SPDE models are generally assumed to be ill-posed by the mathematics community. We study this discrepancy on the specific example of the two dimensional Allen–Cahn equation driven by additive white noise. Since it is unclear how to define the notion of a weak solution to this equation, we regularize the noise and introduce a family of approximations. Based on heuristic arguments and numerical experiments, we conjecture that these approximations exhibit divergent behavior in the continuum limit. The results strongly suggest that shrinking the mesh size in simulations of the two-dimensional white noise-driven Allen–Cahn equation does not lead to the recovery of a physically meaningful limit.     

The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion

We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution.     

On absence of diffusion near the bottom of the spectrum for a random Schrödinger operator onL 2(ℝ)+

We consider a random Schrödinger operator onL ²(^v) of the form , {C _i} being a covering of ^v with unit cubes around the sites of ^v and {q _i} i.i.d. random variables with values in [0, 1]. We assume that theq _i's are continuously distributed with bounded densityf(q) and that 0<P(q ₀<1/2)=<1. Then we show that an ergodic mean of the quantity dx|x|²|(exp(itH ))(x)|²t ^–1 vanishes provided =g _E(H ), where is well-localized around the origin andg _E is a positiveC -function with support in (0,E),EE*(, |f|). Our estimate ofE*(, |f|) is such that the set {x ^v |V (x) E*(, |f|)} may contain with probability one an infinite cluster of cubes {C _i} which are nearest neighbours. The proof is based on the technique introduced by Fröhlich and Spencer for the analysis of the Anderson model.Work supported in part by C.N.R. (Italy) and NAVF (Norway)On leave of absence from Instituto di Fisica Università di Roma, Italia