Exact solutions and transformation properties of nonlinear partial differential equations from general relativity

Various families of exact solutions to the Einstein and Einstein-Maxwell field equations of General Relativity are treated for situations of sufficient symmetry that only two independent variables arise. The mathematical problem then reduces to consideration of sets of two coupled nonlinear differential equations.

The physical situations in which such equations arise include: a) the external gravitational field of an axisymmetric, uncharged steadily rotating body, b) cylindrical gravitational waves with two degrees of freedom, c) colliding plane gravitational waves, d) the external gravitational and electromagnetic fields of a static, charged axisymmetric body, and e) colliding plane electromagnetic and gravitational waves. Through the introduction of suitable potentials and coordinate transformations, a formalism is presented which treats all these problems simultaneously. These transformations and potentials may be used to generate new solutions to the Einstein-Maxwell equations from solutions to the vacuum Einstein equations, and vice-versa.

The calculus of differential forms is used as a tool for generation of similarity solutions and generalized similarity solutions. It is further used to find the invariance group of the equations; this in turn leads to various finite transformations that give new, physically distinct solutions from old. Some of the above results are then generalized to the case of three independent variables.

Existence, uniqueness, and stability of solutions of a class of nonlinear partial differential equations

In this study we investigate the existence, uniqueness and asymptotic stability of solutions of a class of nonlinear integral equations which are representations for some time dependent non- linear partial differential equations. Sufficient conditions are established which allow one to infer the stability of the nonlinear equations from the stability of the linearized equations. Improved estimates of the domain of stability are obtained using a Liapunov Functional approach. These results are applied to some nonlinear partial differential equations governing the behavior of nonlinear continuous dynamical systems.

Equivalent differential equations for nonlinear dynamical systems

A technique for obtaining approximate periodic solutions to nonlinear ordinary differential equations is investigated. The approach is based on defining an equivalent differential equation whose exact periodic solution is known. Emphasis is placed on the mathematical justification of the approach. The relationship between the differential equation error and the solution error is investigated, and, under certain conditions, bounds are obtained on the latter. The technique employed is to consider the equation governing the exact solution error as a two point boundary value problem. Among other things, the analysis indicates that if an exact periodic solution to the original system exists, it is always possible to bound the error by selecting an appropriate equivalent system.

Three equivalence criteria for minimizing the differential equation error are compared, namely, minimum mean square error, minimum mean absolute value error, and minimum maximum absolute value error. The problem is analyzed by way of example, and it is concluded that, on the average, the minimum mean square error is the most appropriate criterion to use.

A comparison is made between the use of linear and cubic auxiliary systems for obtaining approximate solutions. In the examples considered, the cubic system provides noticeable improvement over the linear system in describing periodic response.

A comparison of the present approach to some of the more classical techniques is included. It is shown that certain of the standard approaches where a solution form is assumed can yield erroneous qualitative results.

New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

Periodic solutions of integro-differential equations which arise in population dynamics

The problem of the existence and stability of periodic solutions of infinite-lag integra-differential equations is considered. Specifically, the integrals involved are of the convolution type with the dependent variable being integrated over the range (- ∞,t), as occur in models of population growth. It is shown that Hopf bifurcation of periodic solutions from a steady state can occur, when a pair of eigenvalues crosses the imaginary axis. Also considered is the existence of traveling wave solutions of a model population equation allowing spatial diffusion in addition to the usual temporal variation. Lastly, the stability of the periodic solutions resulting from Hopf bifurcation is determined with aid of a Floquet theory.

The first chapter is devoted to linear integro-differential equations with constant coefficients utilizing the method of semi-groups of operators. The second chapter analyzes the Hopf bifurcation providing an existence theorem. Also, the two-timing perturbation procedure is applied to construct the periodic solutions. The third chapter uses two-timing to obtain traveling wave solutions of the diffusive model, as well as providing an existence theorem. The fourth chapter develops a Floquet theory for linear integro-differential equations with periodic coefficients again using the semi-group approach. The fifth chapter gives sufficient conditions for the stability or instability of a periodic solution in terms of the linearization of the equations. These results are then applied to the Hopf bifurcation problem and to a certain population equation modeling periodically fluctuating environments to deduce the stability of the corresponding periodic solutions.

I. Exact solution of some nonlinear evolution equations. II. The similarity solution for the Korteweg-De Vries equation and the related Painleve Transcendent

In Part I, a method for finding solutions of certain diffusive dispersive nonlinear evolution equations is introduced. The method consists of a straightforward iteration procedure, applied to the equation as it stands (in most cases), which can be carried out to all terms, followed by a summation of the resulting infinite series, sometimes directly and other times in terms of traces of inverses of operators in an appropriate space.

We first illustrate our method with Burgers' and Thomas' equations, and show how it quickly leads to the Cole-Hopft transformation, which is known to linearize these equations.

We also apply this method to the Korteweg and de Vries, nonlinear (cubic) Schrödinger, Sine-Gordon, modified KdV and Boussinesq equations. In all these cases the multisoliton solutions are easily obtained and new expressions for some of them follow. More generally we show that the Marcenko integral equations, together with the inverse problem that originates them, follow naturally from our expressions.

Only solutions that are small in some sense (i.e., they tend to zero as the independent variable goes to ∞) are covered by our methods. However, by the study of the effect of writing the initial iterate u_1 = u_(1)(x,t) as a sum u_1 = ^∼/u_1 + ^≈/u_1 when we know the solution which results if u_1 = ^∼/u_1, we are led to expressions that describe the interaction of two arbitrary solutions, only one of which is small. This should not be confused with Backlund transformations and is more in the direction of performing the inverse scattering over an arbitrary “base” solution. Thus we are able to write expressions for the interaction of a cnoidal wave with a multisoliton in the case of the KdV equation; these expressions are somewhat different from the ones obtained by Wahlquist (1976). Similarly, we find multi-dark-pulse solutions and solutions describing the interaction of envelope-solitons with a uniform wave train in the case of the Schrodinger equation.

Other equations tractable by our method are presented. These include the following equations: Self-induced transparency, reduced Maxwell-Bloch, and a two-dimensional nonlinear Schrodinger. Higher order and matrix-valued equations with nonscalar dispersion functions are also presented.

In Part II, the second Painleve transcendent is treated in conjunction with the similarity solutions of the Korteweg-de Vries equat ion and the modified Korteweg-de Vries equation.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Multiscale model reduction methods for deterministic and stochastic partial differential equations

Partial differential equations (PDEs) with multiscale coefficients are very difficult to solve due to the wide range of scales in the solutions. In the thesis, we propose some efficient numerical methods for both deterministic and stochastic PDEs based on the model reduction technique.

For the deterministic PDEs, the main purpose of our method is to derive an effective equation for the multiscale problem. An essential ingredient is to decompose the harmonic coordinate into a smooth part and a highly oscillatory part of which the magnitude is small. Such a decomposition plays a key role in our construction of the effective equation. We show that the solution to the effective equation is smooth, and could be resolved on a regular coarse mesh grid. Furthermore, we provide error analysis and show that the solution to the effective equation plus a correction term is close to the original multiscale solution.

For the stochastic PDEs, we propose the model reduction based data-driven stochastic method and multilevel Monte Carlo method. In the multiquery, setting and on the assumption that the ratio of the smallest scale and largest scale is not too small, we propose the multiscale data-driven stochastic method. We construct a data-driven stochastic basis and solve the coupled deterministic PDEs to obtain the solutions. For the tougher problems, we propose the multiscale multilevel Monte Carlo method. We apply the multilevel scheme to the effective equations and assemble the stiffness matrices efficiently on each coarse mesh grid. In both methods, the $\KL$ expansion plays an important role in extracting the main parts of some stochastic quantities.

For both the deterministic and stochastic PDEs, numerical results are presented to demonstrate the accuracy and robustness of the methods. We also show the computational time cost reduction in the numerical examples.

Stability of parametrically excited differential equations

Sufficient stability criteria for classes of parametrically excited differential equations are developed and applied to example problems of a dynamical nature.

Stability requirements are presented in terms of 1) the modulus of the amplitude of the parametric terms, 2) the modulus of the integral of the parametric terms and 3) the modulus of the derivative of the parametric terms.

The methods employed to show stability are Liapunov’s Direct Method and the Gronwall Lemma. The type of stability is generally referred to as asymptotic stability in the sense of Liapunov.

The results indicate that if the equation of the system with the parametric terms set equal to zero exhibits stability and possesses bounded operators, then the system will be stable under sufficiently small modulus of the parametric terms or sufficiently small modulus of the integral of the parametric terms (high frequency). On the other hand, if the equation of the system exhibits individual stability for all values that the parameter assumes in the time interval, then the actual system will be stable under sufficiently small modulus of the derivative of the parametric terms (slowly varying).

Range of validity of the method of averaging

Sufficient conditions are derived for the validity of approximate periodic solutions of a class of second order ordinary nonlinear differential equations. An approximate solution is defined to be valid if an exact solution exists in a neighborhood of the approximation.

Two classes of validity criteria are developed. Existence is obtained using the contraction mapping principle in one case, and the Schauder-Leray fixed point theorem in the other. Both classes of validity criteria make use of symmetry properties of periodic functions, and both classes yield an upper bound on a norm of the difference between the approximate and exact solution. This bound is used in a procedure which establishes sufficient stability conditions for the approximated solution.

Application to a system with piecewise linear restoring force (bilinear system) reveals that the approximate solution obtained by the method of averaging is valid away from regions where the response exhibits vertical tangents. A narrow instability region is obtained near one-half the natural frequency of the equivalent linear system. Sufficient conditions for the validity of resonant solutions are also derived, and two term harmonic balance approximate solutions which exhibit ultraharmonic and subharmonic resonances are studied.

Equilibration of a liquid droplet-vapor-gas mixture downstream of a shock wave

The equations of motion for the flow of a mixture of liquid droplets, their vapor, and an inert gas through a normal shock wave are derived. A set of equations is obtained which is solved numerically for the equilibrium conditions far downstream of the shock. The equations describing the process of reaching equilibrium are also obtained. This is a set of first-order nonlinear differential equations and must also be solved numerically. The detailed equilibration process is obtained for several cases and the results are discussed.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

Nonlinear dispersive wave problems

The nonlinear partial differential equations for dispersive waves have special solutions representing uniform wavetrains. An expansion procedure is developed for slowly varying wavetrains, in which full nonlinearity is retained but in which the scale of the nonuniformity introduces a small parameter. The first order results agree with the results that Whitham obtained by averaging methods. The perturbation method provides a detailed description and deeper understanding, as well as a consistent development to higher approximations. This method for treating partial differential equations is analogous to the "multiple time scale" methods for ordinary differential equations in nonlinear vibration theory. It may also be regarded as a generalization of geometrical optics to nonlinear problems.

To apply the expansion method to the classical water wave problem, it is crucial to find an appropriate variational principle. It was found in the present investigation that a Lagrangian function equal to the pressure yields the full set of equations of motion for the problem. After this result is derived, the Lagrangian is compared with the more usual expression formed from kinetic minus potential energy. The water wave problem is then examined by means of the expansion procedure.

Bifurcation theory of nonlinear boundary value problems

The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.