Showing papers on "Partial differential equation published in 1993"

Pattern formation outside of equilibrium

Abstract: A comprehensive review of spatiotemporal pattern formation in systems driven away from equilibrium is presented, with emphasis on comparisons between theory and quantitative experiments. Examples include patterns in hydrodynamic systems such as thermal convection in pure fluids and binary mixtures, Taylor-Couette flow, parametric-wave instabilities, as well as patterns in solidification fronts, nonlinear optics, oscillatory chemical reactions and excitable biological media. The theoretical starting point is usually a set of deterministic equations of motion, typically in the form of nonlinear partial differential equations. These are sometimes supplemented by stochastic terms representing thermal or instrumental noise, but for macroscopic systems and carefully designed experiments the stochastic forces are often negligible. An aim of theory is to describe solutions of the deterministic equations that are likely to be reached starting from typical initial conditions and to persist at long times. A unified description is developed, based on the linear instabilities of a homogeneous state, which leads naturally to a classification of patterns in terms of the characteristic wave vector q0 and frequency ω0 of the instability. Type Is systems (ω0=0, q0≠0) are stationary in time and periodic in space; type IIIo systems (ω0≠0, q0=0) are periodic in time and uniform in space; and type Io systems (ω0≠0, q0≠0) are periodic in both space and time. Near a continuous (or supercritical) instability, the dynamics may be accurately described via "amplitude equations," whose form is universal for each type of instability. The specifics of each system enter only through the nonuniversal coefficients. Far from the instability threshold a different universal description known as the "phase equation" may be derived, but it is restricted to slow distortions of an ideal pattern. For many systems appropriate starting equations are either not known or too complicated to analyze conveniently. It is thus useful to introduce phenomenological order-parameter models, which lead to the correct amplitude equations near threshold, and which may be solved analytically or numerically in the nonlinear regime away from the instability. The above theoretical methods are useful in analyzing "real pattern effects" such as the influence of external boundaries, or the formation and dynamics of defects in ideal structures. An important element in nonequilibrium systems is the appearance of deterministic chaos. A greal deal is known about systems with a small number of degrees of freedom displaying "temporal chaos," where the structure of the phase space can be analyzed in detail. For spatially extended systems with many degrees of freedom, on the other hand, one is dealing with spatiotemporal chaos and appropriate methods of analysis need to be developed. In addition to the general features of nonequilibrium pattern formation discussed above, detailed reviews of theoretical and experimental work on many specific systems are presented. These include Rayleigh-Benard convection in a pure fluid, convection in binary-fluid mixtures, electrohydrodynamic convection in nematic liquid crystals, Taylor-Couette flow between rotating cylinders, parametric surface waves, patterns in certain open flow systems, oscillatory chemical reactions, static and dynamic patterns in biological media, crystallization fronts, and patterns in nonlinear optics. A concluding section summarizes what has and has not been accomplished, and attempts to assess the prospects for the future.

An integrable shallow water equation with peaked solitons

Abstract: We derive a new completely integrable dispersive shallow water equation that is bi-Hamiltonian and thus possesses an infinite number of conservation laws in involution. The equation is obtained by using an asymptotic expansion directly in the Hamiltonian for Euler's equations in the shallow water regime. The soliton solution for this equation has a limiting form that has a discontinuity in the first derivative at its peak.

A geometric model for active contours in image processing

Abstract: We propose a new model for active contours based on a geometric partial differential equation. Our model is intrinsec, stable (satisfies the maximum principle) and permits a rigorous mathematical analysis. It enables us to extract smooth shapes (we cannot retrieve angles) and it can be adapted to find several contours simultaneously. Moreover, as a consequence of the stability, we can design robust algorithms which can be engineed with no parameters in applications. Numerical experiments are presented.

Degenerate Parabolic Equations

Abstract: This monograph evolved out of the 1990 Lipschitz Lectures presented by the author at the University of Bonn, Germany. It recounts recent developments in the attempt to understand the local structure of the solutions of degenerate and singular parabolic partial differential equations.

An introduction to partial differential equations

Abstract: Introduction* Characteristics* Classification of Characteristics * Conservation Laws and Shocks* Maximum Principles* Distributions* Function Spaces* Sobolev Spaces * Operator Theory * Linear Elliptic Equations * Nonlinear Elliptic Equations * Energy Methods for Evolution Problems * Semigroup Methods * References * Index

Mathematical theory of incompressible non-viscous fluids

Abstract: This book deals with fluid dynamics of incompressible non-viscous fluids. The main goal is to present an argument of large interest for physics, and applications in a rigorous logical and mathematical set-up, therefore avoiding cumbersome technicalities. Classical as well as modern mathematical developments are illustrated in this book, which should fill a gap in the present literature. The book does not require a deep mathematical knowledge. The required background is a good understanding of classical arguments of mathematical analysis, including the basic elements of ordinary and partial differential equations, measure theory and analytic functions, and a few notions of potential theory and functional analysis. The contents of the book begin with the Euler equation, construction of solutions, stability of stationary solutions of the Euler equation. It continues with the vortex model, approximation methods, evolution of discontinuities, and concludes with turbulence.

Floquet Theory for Partial Differential Equations

Abstract: 1. Holomorphic Fredholm Operator Functions.- 1.1. Lifting and open mapping theorems.- 1.2. Some classes of linear operators.- 1.3. Banach vector bundles.- 1.4. Fredholm operators that depend continuously on a parameter.- 1.5. Some information from complex analysis.- A. Interpolation of entire functions of finite order.- B. Some information from the complex analysis in several variables.- C. Some problems of infinite-dimensional complex analysis.- 1.6. Fredholm operators that depend holomorphically on a parameter.- 1.7. Image and cokernel of a Fredholm morphism in spaces of holomorphic sections.- 1.8. Image and cokernel of a Fredholm morphism in spaces of holomorphic sections with bounds.- 1.9. Comments and references.- 2. Spaces, Operators and Transforms.- 2.1. Basic spaces and operators.- 2.2. Fourier transform on the group of periods.- 2.3. Comments and references.- 3. Floquet Theory for Hypoelliptic Equations and Systems in the Whole Space.- 3.1. Floquet - Bloch solutions. Quasimomentums and Floquet exponents.- 3.2. Floquet expansion of solutions of exponential growth.- 3.3. Completeness of Floquet solutions in a class of solutions of faster growth.- 3.4. Other classes of equations.- A. Elliptic systems.- B. Hypoelliptic equations and systems.- C. Pseudodifferential equations.- D. Smoothness of coefficients.- 3.5. Comments and references.- 4. Properties of Solutions of Periodic Equations.- 4.1. Distribution of quasimomentums and decreasing solutions.- 4.2. Solvability of non-homogeneous equations.- 4.3. Bloch property.- 4.4. Quasimomentum dispersion relation. Bloch variety.- 4.5. Some problems of spectral theory.- 4.6. Positive solutions.- 4.7. Comments and references.- 5. Evolution Equations.- 5.1. Abstract hypoelliptic evolution equations on the whole axis.- 5.2. Some degenerate cases.- 5.3. Cauchy problem for abstract parabolic equations.- 5.4. Elliptic and parabolic boundary value problems in a cylinder.- A. Elliptic problems.- B. Parabolic problems.- 5.5. Comments and references.- 6. Other Classes of Problems.- 6.1. Equations with deviating arguments.- 6.2. Equations with coefficients that do not depend on some arguments.- 6.3. Invariant differential equations on Riemannian symmetric spaces of non-compact type.- 6.4. Comments and references.- Index of symbols.

Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient

Abstract: In this paper we examine the problem of minimizing the sup norm of the gradient of a function with prescribed boundary values. Geometrically, this can be interpreted as finding a minimal Lipschitz extension. Due to the weak convexity of the functional associated to this problem, solutions are generally nonunique. By adopting G. Aronsson's notion of absolutely minimizing we are able to prove uniqueness by characterizing minimizers as the unique solutions of an associated partial differential equation. In fact, we actually prove a weak maximum principle for this partial differential equation, which in some sense is the Euler equation for the minimization problem. This is significantly difficult because the partial differential equation is both fully nonlinear and has very degenerate ellipticity. To overcome this difficulty we use the weak solutions of M. G. Crandall and P.-L. Lions, also known as viscosity solutions, in conjunction with some arguments using integration by parts.

Front propagation and phase field theory

Abstract: The connection between the weak theories for a class of geometric equations and the asymptotics of appropriately rescaled reaction-diffusion equations is rigorously established. Two different scalings are studied. In the first, the limiting geometric equation is a first-order equation; in the second, it is a generalization of the mean curvature equation. Intrinsic definitions for the geometric equations are obtained, and uniqueness under a geometric condition on the initial surface is proved. In particular, in the case of the mean curvature equation, this condition is satisfied by surfaces that are strictly starshaped, that have positive mean curvature, or that satisfy a condition that interpolates between the positive mean curvature and the starshape conditions.

A fully nonlinear characteristic method for gyrokinetic simulation

Abstract: A new scheme that evolves the perturbed part of the distribution function along a set of characteristics that solves the fully nonlinear gyrokinetic equations is presented. This low‐noise nonlinear characteristic method for particle simulation is an extension of the partially linear weighting scheme, and may be considered an improvement over existing δf methods. Some of the features of this new method include the ability to keep all nonlinearities, particularly those associated with the velocity space, the use of conventional particle loading techniques, and also the retention of the conservation properties of the original gyrokinetic system in the numerically converged limit. The new method is used to study a one‐dimensional drift wave model that isolates the parallel velocity nonlinearity. A mode coupling calculation for the saturation amplitude is given, which is in good agreement with the simulation results. Finally, the method is extended to the electromagnetic gyrokinetic equations in general geometry.

On the generalized pantograph functional-differential equation

Abstract: The generalized pantograph equation y′(t) = Ay(t) + By(qt) + Cy′(qt), y(0) = y0, where q ∈ (0, 1), has numerous applications, as well as being a useful paradigm for more general functional-differential equations with monotone delay. Although many special cases have been already investigated extensively, a general theory for this equation is lacking–its development and exposition is the purpose of the present paper. After deducing conditions on A, B, C ∈ ℂd×d that are equivalent to well-posedness, we investigate the expansion of y in Dirichlet series. This provides a very fruitful form for the investigation of asymptotic behaviour, and we duly derive conditions for limt⋅→∞y(t) = 0. The behaviour on the stability boundary possesses no comprehensive explanation, but we are able to prove that, along an important portion of that boundary, y is almost periodic and, provided that q is rational, it is almost rotationally symmetric. The paper also addresses itself to a detailed analysis of the scalar equation y′(t) = by(qt), y(0) = 1, to high-order pantograph equations, to a phenomenon, similar to resonance, that occurs for specific configurations of eigenvalues of A, and to the equation Y′(t) = AY(t) + Y(qt) B, Y(0) = Y0.

Exponential split operator methods for solving coupled time-dependent Schrödinger equations

Abstract: Coherent excitation of molecules with laser pulses are usually described by coupled time‐dependent linear parabolic partial differential equations, i.e., Schrodinger equations. Numerical solutions of these equations based on splitting (factorization) of the exponential form of the evolution operator or time‐dependent propagator are examined for accuracy of amplitude and phase as a function of various unitary splitting schemes.

Radial Symmetry of Positive Solutions of Nonlinear Elliptic Equations in Rn

Abstract: (1993). Radial symmetry of positive solutions of nonlinear elliptic equations in Rn. Communications in Partial Differential Equations: Vol. 18, No. 5-6, pp. 1043-1054.

Quaternion-Fourier transforms for analysis of two-dimensional linear time-invariant partial differential systems

Abstract: Hamilton's hypercomplex, or quaternion, extension to the complex numbers provides a means to algebraically analyze systems whose dynamics can be described by a system of partial differential equations. The Quaternion-Fourier transformation, defined in this work, associates two dimensional linear time-invariant (2D-LTI) systems of partial differential equations with the geometry of a sphere. This transform provides a generalized gain-phase frequency response analysis technique. It shows full utility in the algebraic reduction of 2D-LTI systems described by the double convolution of their Green's functions. The standard two dimensional complex Fourier transfer function has a phase associated with each frequency axis and does not describe clearly how each axis interacts with the other. The Quaternion-Fourier transfer function gives an exact measure of this interaction by a single phase angle that may be used as a measure of the relative stability of the system. This extended Fourier transformation provides an exquisite tool for the analysis of 2D-LTI systems. >

Old and new convergence proofs for multigrid methods

Abstract: Multigrid methods are the fastest known methods for the solution of the large systems of equations arising from the discretization of partial differential equations. For self-adjoint and coercive linear elliptic boundary value problems (with Laplace's equation and the equations of linear elasticity as two typical examples), the convergence theory reached a mature, if not its final state. The present article reviews old and new developments for this type of equation and describes the recent advances.

Using the refinement equation for evaluating integrals of wavelets

Abstract: The Wavelet Galerkin Method for solving partial differential equations leads to the problem of computing integrals of products of derivatives of wavelets This paper studies the problem from the point of view of stationary subdivision schemes One of the main results is to identify these integrals as components of the unique solution of a certain eigenvector-moment problem associated with the coefficients of the refinement equation Asymptotic expansions for the corresponding subdivision schemes form an important ingredient of our approach

An embedding theorem and the harnack inequality for nonlinear subelliptic equations

Abstract: (1993). An embedding theorem and the harnack inequality for nonlinear subelliptic equations. Communications in Partial Differential Equations: Vol. 18, No. 9-10, pp. 1765-1794.

Instabilities of a propagating pulse in a ring of excitable media.

Abstract: Instabilities in the circulation of a pulse in a ring of excitable cardiac tissue are analyzed using two different formulations: (1) a reaction-diffusion partial differential equation (PDE) model for cardiac electrical activity using the Beeler-Reuter equations to represent ionic currents in the cardiac cells; (2) a neutral delay-differential equation that we propose as a model for the PDE. Stability analysis and numerical simulation of the delay equation agree with results from simulations of the PDE model.

Runge-Kutta methods for parabolic equations and convolution quadrature

Abstract: We study the approximation properties of Runge-Kutta time discretizations of linear and semilinear parabolic equations, including incompressible Navier-Stokes equations. We derive asymptotically sharp error bounds and relate the temporal order of convergence, which is generally noninteger, to spatial regularity and the type of boundary conditions. The analysis relies on an interpretation of Runge-Kutta methods as convolution quadratures. In a different context, these can be used as efficient computational methods for the approximation of convolution integrals and integral equations. They use the Laplace transform of the confolution kernal via a discrete operational calculus. 23 refs., 2 tabs.

A fully coupled model for water flow and airflow in deformable porous media

Abstract: A fully coupled model is developed to simulate the slow transient phenomena (consolidation) involving flow of water and air in deforming porous media. The model is of the Biot type and incorporates the capillary pressure relationship. The finite element method is used for the discrete approximation of the partial differential equations governing the problem. The temporal discretization error, iteration error and stability error are evaluated. The model is validated with respect to a documented experiment on semisaturated soil behavior. Other examples involving an air storage problem in an aquifer and a flexible footing resting on a semisaturated soil are also presented.

Ricci-flat metrics on the complexification of a compact rank one symmetric space

Abstract: We construct a complete Ricci-flat Kahler metric on the complexification of a compact rank one symmetric space. Our method is to look for a Kahler potential of the form ψ = ƒ(u), whereu satisfies the homogeneous Monge-Ampere equation. We use the high degree of symmetry present to reduce the non-linear partial differential equation governing the Ricci curvature to a simple second-order ordinary differential equation for the functionf. To prove that the resulting metric is complete requires some techniques from symplectic geometry.

Important developments in soliton theory

Abstract: The Inverse Scattering Transform on the Line.- C-Integrable Nonlinear Partial Differential Equations.- Integrable Lattice Equations.- The Inverse Spectral Method on the Plane.- Dispersion Relations for Nonlinear Waves and the Schottky Problem.- The Isomonodromy Method and the Painleve Equations.- The Cauchy Problem for Doubly Periodic Solutions of KP-H Equation.- Integrable Singular Integral Evolution Equations.- Long-Time Asymptotics for Integrable Nonlinear Wave Equations.- The Generation and Propagation of Oscillations in Dispersive Initial Value Problems and Their Limiting Behavior.- Differential Geometry Hydrodynamics of Soliton Lattices.- Bi-Hamiltonian Structures and Integrability.- On the Symmetries of Integrable Systems.- The n-Component KP Hierarchy and Representation Theory.- Compatible Brackets in Hamiltonian Mechanics.- Symmetries - Test of Integrability.- Conservation and Scattering in Nonlinear Wave Systems.- The Quantum Correlation Function as the ? Function of Classical Differential Equations.- Lattice Models in Statistical Mechanics and Soliton Equations.- Elementary Introduction to Quantum Groups.- Knot Theory and Integrable Systems.- Solitons and Computation.- Symplectic Aspects of Some Eigenvalue Algorithms.- Whiskered Tori for NLS Equations.- Index of Contributors.

Designing Localized Waves

Abstract: In this paper we re-interpret a recently introduced method for obtaining non-separable, localized solutions of homogeneous partial differential equations. This re-interpretation is in the form of a geometrical consideration of the algebraic constraint that the Fourier transforms of such solutions must satisfy in the transform domain (phase space). With this approach we link two classes of localized, non-separable solutions of the homogeneous wave equation, and examine the transform domain characteristic that determines the space-time localization properties of these classes. This characterization allows us to design classes of solutions with better localization properties. In particular, we design and discuss the properties of several novel subluminal and superluminal solutions of the homogeneous wave equation. We also design families of non separable, localized, subluminal and superluminal solutions of the Klein-Gordon equation by using the same technique.