Julian D. Cole

Bio: Julian D. Cole is an academic researcher from Seattle University. The author has contributed to research in topics: Differential equation & Singular perturbation. The author has an hindex of 6, co-authored 7 publications receiving 5867 citations.

Perturbation Methods in Applied Mathematics

Abstract: 1 Introduction.- 2 Limit Process Expansions Applied to Ordinary Differential Equations.- 3 Multiple-Variable Expansion Procedures.- 4 Applications to Partial Differential Equations.- 5 Examples from Fluid Mechanics.- Author Index.

Multiple Scale and Singular Perturbation Methods

Abstract: 1. Introduction.- 1.1. Order Symbols, Uniformity.- 1.2. Asymptotic Expansion of a Given Function.- 1.3. Regular Expansions for Ordinary and Partial Differential Equations.- References.- 2. Limit Process Expansions for Ordinary Differential Equations.- 2.1. The Linear Oscillator.- 2.2. Linear Singular Perturbation Problems with Variable Coefficients.- 2.3. Model Nonlinear Example for Singular Perturbations.- 2.4. Singular Boundary Problems.- 2.5. Higher-Order Example: Beam String.- References.- 3. Limit Process Expansions for Partial Differential Equations.- 3.1. Limit Process Expansions for Second-Order Partial Differential Equations.- 3.2. Boundary-Layer Theory in Viscous, Incompressible Flow.- 3.3. Singular Boundary Problems.- References.- 4. The Method of Multiple Scales for Ordinary Differential Equations.- 4.1. Method of Strained Coordinates for Periodic Solutions.- 4.2. Two Scale Expansions for the Weakly Nonlinear Autonomous Oscillator.- 4.3. Multiple-Scale Expansions for General Weakly Nonlinear Oscillators.- 4.4. Two-Scale Expansions for Strictly Nonlinear Oscillators.- 4.5. Multiple-Scale Expansions for Systems of First-Order Equations in Standard Form.- References.- 5. Near-Identity Averaging Transformations: Transient and Sustained Resonance.- 5.1. General Systems in Standard Form: Nonresonant Solutions.- 5.2. Hamiltonian System in Standard Form Nonresonant Solutions.- 5.3. Order Reduction and Global Adiabatic Invariants for Solutions in Resonance.- 5.4. Prescribed Frequency Variations, Transient Resonance.- 5.5. Frequencies that Depend on the Actions, Transient or Sustained Resonance.- References.- 6. Multiple-Scale Expansions for Partial Differential Equations.- 6.1. Nearly Periodic Waves.- 6.2. Weakly Nonlinear Conservation Laws.- 6.3. Multiple-Scale Homogenization.- References.

Similarity methods for differential equations

Abstract: 1. Ordinary Differential Equations.- 1.0. Ordinary Differential Equations.- 1.1. Example: Global Similarity Transformation, Invariance and Reduction to Quadrature.- 1.2. Simple Examples of Groups of Transformations Abstract Definition.- 1.3. One-Parameter Group in the Plane.- 1.4. Proof That a One-Parameter Group Essentially Contains Only One Infinitesimal Transformation and Is Determined by It.- 1.5. Transformations Symbol of the Infinitesimal Transformation U.- 1.6. Invariant Functions and Curves.- 1.7. Important Classes of Transformations.- 1.8. Applications to Differential Equations Invariant Families of Curves.- 1.9. First-Order Differential Equations Which Admit a Group Integrating Factor Commutator.- 1.10. Geometric Interpretation of the Integrating Factor.- 1.11. Determination of First-Order Equations Which Admit a Given Group.- 1.12. One-Parameter Group in Three Variables More Variables.- 1.13. Extended Transformation in the Plane.- 1.14. A Second Criterion That a First-Order Differential Equation Admits a Group.- 1.15. Construction of All Differential Equations of First-Order Which Admit a Given Group.- 1.16. Criterion That a Second-Order Differential Equation Admits a Group.- 1.17. Construction of All Differential Equations of Second-Order Which Admit a Given Group.- 1.18. Examples of Application of the Method.- 2. Partial Differential Equations.- 2.0. Partial Differential Equations.- 2.1. Formulation of Invariance for the Special Case of One dependent and Two Independent Variables.- 2.2. Formulation of Invariance in General.- 2.3. Fundamental Solution of the Heat Equation Dimensional Analysis.- 2.4. Fundamental Solutions of Heat Equation Global Affinity.- 2.5. The Relationship Between the Use of Dimensional Analysis and Stretching Groups to Reduce the Number of Variables of a Partial Differential Equation.- 2.6. Use of Group Invariance to Obtain New Solutions from Given Solutions.- 2.7. The General Similarity Solution of the Heat Equation.- 2.8. Applications of the General Similarity Solution of the Heat Equation,.- 2.9. -Axially-Symmetric Wave Equation.- 2.10. Similarity Solutions of the One-Dimensional Fokker-Planck Equation.- 2.11. The Green's Function for an Instantaneous Line Particle Source Diffusing in a Gravitational Field and Under the Influence of a Linear Shear Wind - An Example of a P.D.E. in Three Variables Invariant Under a Two-Parameter Group.- 2.12. Infinite Parameter Groups - Derivation of the Poisson Kernel.- 2.13. Far Field of Transonic Flow.- 2.14. Nonlinear and Other Examples.- 2.15. Construction of Partial Differential Equations Invariant Under a Given Multi-parameter Group.- Appendix. Solution of Quasilinear First-Order Partial Differential Equations.- Bibliography. Part 1.- Bibliography. Part 2.

Perturbation Methods in Applied Mathematics

Abstract: 1 Introduction.- 2 Limit Process Expansions Applied to Ordinary Differential Equations.- 3 Multiple-Variable Expansion Procedures.- 4 Applications to Partial Differential Equations.- 5 Examples from Fluid Mechanics.- Author Index.

Calculation of plane steady transonic flows

Abstract: Transonic small disturbance theory is used to solve for the flow past thin airfoils including cases with imbedded shock waves. The small disturbance equations and similarity rules are presented, and a boundary value problem is formulated for the case of a subsonic freestream Mach number. The governing transonic potential equation is a mixed (elliptic-hyperbolic) differential equation which is solved numerically using a newly developed mixed finite difference system. Separate difference formulas are used in the elliptic and hyperbolic regions to account properly for the local domain of dependence of the differential equation. An analytical solution derived for the far field is used as a boundary condition for the numerical solution. The difference equations are solved with a line relaxation algorithm. Shock waves, if any, and supersonic zones appear naturally during the iterative process. Results are presented for nonlifting circular arc airfoils and a shock free Nieuwland airfoil. Agreement with experiment for the circular arc airfoils, and exact theory for the Nieuwland airfoil is excellent.

Numerical methods for conservation laws

Abstract: I Mathematical Theory- 1 Introduction- 11 Conservation laws- 12 Applications- 13 Mathematical difficulties- 14 Numerical difficulties- 15 Some references- 2 The Derivation of Conservation Laws- 21 Integral and differential forms- 22 Scalar equations- 23 Diffusion- 3 Scalar Conservation Laws- 31 The linear advection equation- 311 Domain of dependence- 312 Nonsmooth data- 32 Burgers' equation- 33 Shock formation- 34 Weak solutions- 35 The Riemann Problem- 36 Shock speed- 37 Manipulating conservation laws- 38 Entropy conditions- 381 Entropy functions- 4 Some Scalar Examples- 41 Traffic flow- 411 Characteristics and "sound speed"- 42 Two phase flow- 5 Some Nonlinear Systems- 51 The Euler equations- 511 Ideal gas- 512 Entropy- 52 Isentropic flow- 53 Isothermal flow- 54 The shallow water equations- 6 Linear Hyperbolic Systems 58- 61 Characteristic variables- 62 Simple waves- 63 The wave equation- 64 Linearization of nonlinear systems- 641 Sound waves- 65 The Riemann Problem- 651 The phase plane- 7 Shocks and the Hugoniot Locus- 71 The Hugoniot locus- 72 Solution of the Riemann problem- 721 Riemann problems with no solution- 73 Genuine nonlinearity- 74 The Lax entropy condition- 75 Linear degeneracy- 76 The Riemann problem- 8 Rarefaction Waves and Integral Curves- 81 Integral curves- 82 Rarefaction waves- 83 General solution of the Riemann problem- 84 Shock collisions- 9 The Riemann problem for the Euler equations- 91 Contact discontinuities- 92 Solution to the Riemann problem- II Numerical Methods- 10 Numerical Methods for Linear Equations- 101 The global error and convergence- 102 Norms- 103 Local truncation error- 104 Stability- 105 The Lax Equivalence Theorem- 106 The CFL condition- 107 Upwind methods- 11 Computing Discontinuous Solutions- 111 Modified equations- 1111 First order methods and diffusion- 1112 Second order methods and dispersion- 112 Accuracy- 12 Conservative Methods for Nonlinear Problems- 121 Conservative methods- 122 Consistency- 123 Discrete conservation- 124 The Lax-Wendroff Theorem- 125 The entropy condition- 13 Godunov's Method- 131 The Courant-Isaacson-Rees method- 132 Godunov's method- 133 Linear systems- 134 The entropy condition- 135 Scalar conservation laws- 14 Approximate Riemann Solvers- 141 General theory- 1411 The entropy condition- 1412 Modified conservation laws- 142 Roe's approximate Riemann solver- 1421 The numerical flux function for Roe's solver- 1422 A sonic entropy fix- 1423 The scalar case- 1424 A Roe matrix for isothermal flow- 15 Nonlinear Stability- 151 Convergence notions- 152 Compactness- 153 Total variation stability- 154 Total variation diminishing methods- 155 Monotonicity preserving methods- 156 l1-contracting numerical methods- 157 Monotone methods- 16 High Resolution Methods- 161 Artificial Viscosity- 162 Flux-limiter methods- 1621 Linear systems- 163 Slope-limiter methods- 1631 Linear Systems- 1632 Nonlinear scalar equations- 1633 Nonlinear Systems- 17 Semi-discrete Methods- 171 Evolution equations for the cell averages- 172 Spatial accuracy- 173 Reconstruction by primitive functions- 174 ENO schemes- 18 Multidimensional Problems- 181 Semi-discrete methods- 182 Splitting methods- 183 TVD Methods- 184 Multidimensional approaches

Aerodynamic design via control theory

Abstract: The purpose of the last three sections is to demonstrate by representative examples that control theory can be used to formulate computationally feasible procedures for aerodynamic design. The cost of each iteration is of the same order as two flow solutions, since the adjoint equation is of comparable complexity to the flow equation, and the remaining auxiliary equations could be solved quite inexpensively. Provided, therefore, that one can afford the cost of a moderate number of flow solutions, procedures of this type can be used to derive improved designs. The approach is quite general, not limited to particular choices of the coordinate transformation or cost function, which might in fact contain measures of other criteria of performance such as lift and drag. For the sake of simplicity certain complicating factors, such as the need to include a special term in the mapping function to generate a corner at the trailing edge, have been suppressed from the present analysis. Also it remains to explore the numerical implementation of the design procedures proposed in this paper.

Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems

Abstract: Finite difference approximations -- Steady states and boundary value problems -- Elliptic equations -- Iterative methods for sparse linear systems -- The initial value problem for ordinary differential equations -- Zero-stability and convergence for initial value problems -- Absolute stability for ordinary differential equations -- Stiff ordinary differential equations -- Diffusion equations and parabolic problems -- Addiction equations and hyperbolic systems -- Mixed equations -- Appendixes: A. Measuring errors -- B. Polynomial interpolation and orthogonal polynomials -- C. Eigenvalues and inner-product norms -- D. Matrix powers and exponentials -- E. Partial differential equations.