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.

Invariants, Lie-Bäcklund operators and Bäcklund transformations

This thesis is mainly concerned with the application of groups of transformations to differential equations and in particular with the connection between the group structure of a given equation and the existence of exact solutions and conservation laws. In this respect the Lie-Bäcklund groups of tangent transformations, particular cases of which are the Lie tangent and the Lie point groups, are extensively used.

In Chapter I we first review the classical results of Lie, Bäcklund and Bianchi as well as the more recent ones due mainly to Ovsjannikov. We then concentrate on the Lie-Bäcklund groups (or more precisely on the corresponding Lie-Bäcklund operators), as introduced by Ibragimov and Anderson, and prove some lemmas about them which are useful for the following chapters. Finally we introduce the concept of a conditionally admissible operator (as opposed to an admissible one) and show how this can be used to generate exact solutions.

In Chapter II we establish the group nature of all separable solutions and conserved quantities in classical mechanics by analyzing the group structure of the Hamilton-Jacobi equation. It is shown that consideration of only Lie point groups is insufficient. For this purpose a special type of Lie-Bäcklund groups, those equivalent to Lie tangent groups, is used. It is also shown how these generalized groups induce Lie point groups on Hamilton's equations. The generalization of the above results to any first order equation, where the dependent variable does not appear explicitly, is obvious. In the second part of this chapter we investigate admissible operators (or equivalently constants of motion) of the Hamilton-Jacobi equation with polynornial dependence on the momenta. The form of the most general constant of motion linear, quadratic and cubic in the momenta is explicitly found. Emphasis is given to the quadratic case, where the particular case of a fixed (say zero) energy state is also considered; it is shown that in the latter case additional symmetries may appear. Finally, some potentials of physical interest admitting higher symmetries are considered. These include potentials due to two centers and limiting cases thereof. The most general two-center potential admitting a quadratic constant of motion is obtained, as well as the corresponding invariant. Also some new cubic invariants are found.

In Chapter III we first establish the group nature of all separable solutions of any linear, homogeneous equation. We then concentrate on the Schrodinger equation and look for an algorithm which generates a quantum invariant from a classical one. The problem of an isomorphism between functions in classical observables and quantum observables is studied concretely and constructively. For functions at most quadratic in the momenta an isomorphism is possible which agrees with Weyl' s transform and which takes invariants into invariants. It is not possible to extend the isomorphism indefinitely. The requirement that an invariant goes into an invariant may necessitate variants of Weyl' s transform. This is illustrated for the case of cubic invariants. Finally, the case of a specific value of energy is considered; in this case Weyl's transform does not yield an isomorphism even for the quadratic case. However, for this case a correspondence mapping a classical invariant to a quantum orie is explicitly found.

Chapters IV and V are concerned with the general group structure of evolution equations. In Chapter IV we establish a one to one correspondence between admissible Lie-Bäcklund operators of evolution equations (derivable from a variational principle) and conservation laws of these equations. This correspondence takes the form of a simple algorithm.

In Chapter V we first establish the group nature of all Bäcklund transformations (BT) by proving that any solution generated by a BT is invariant under the action of some conditionally admissible operator. We then use an algorithm based on invariance criteria to rederive many known BT and to derive some new ones. Finally, we propose a generalization of BT which, among other advantages, clarifies the connection between the wave-train solution and a BT in the sense that, a BT may be thought of as a variation of parameters of some. special case of the wave-train solution (usually the solitary wave one). Some open problems are indicated.

Most of the material of Chapters II and III is contained in [I], [II], [III] and [IV] and the first part of Chapter V in [V].

Oscillatory integral operators related to pointwise convergence of Schrödinger operators

In this thesis we consider smooth analogues of operators studied in connection with the pointwise convergence of the solution, u(x,t), (x,t) ∈ ℝ^n x ℝ, of the free Schrodinger equation to the given initial data. Such operators are interesting examples of oscillatory integral operators with degenerate phase functions, and we develop strategies to capture the oscillations and obtain sharp L^2 → L^2 bounds. We then consider, for fixed smooth t(x), the restriction of u to the surface (x,t(x)). We find that u(x,t(x)) ∈ L^2(D^n) when the initial data is in a suitable L^2-Sobolev space H^8 (ℝ^n), where s depends on conditions on t.

Generic differentiability of convex functions and monotone operators

The aim of this paper is to investigate to what extent the known theory of subdifferentiability and generic differentiability of convex functions defined on open sets can be carried out in the context of convex functions defined on not necessarily open sets. Among the main results obtained I would like to mention a Kenderov type theorem (the subdifferential at a generic point is contained in a sphere), a generic Gâteaux differentiability result in Banach spaces of class S and a generic Fréchet differentiability result in Asplund spaces. At least two methods can be used to prove these results: first, a direct one, and second, a more general one, based on the theory of monotone operators. Since this last theory was previously developed essentially for monotone operators defined on open sets, it was necessary to extend it to the context of monotone operators defined on a larger class of sets, our "quasi open" sets. This is done in Chapter III. As a matter of fact, most of these results have an even more general nature and have roots in the theory of minimal usco maps, as shown in Chapter II.

Chains of Non-regular de Branges Spaces

We consider canonical systems with singular left endpoints, and discuss the concept of a scalar spectral measure and the corresponding generalized Fourier transform associated with a canonical system with a singular left endpoint. We use the framework of de Branges’ theory of Hilbert spaces of entire functions to study the correspondence between chains of non-regular de Branges spaces, canonical systems with singular left endpoints, and spectral measures.

We find sufficient integrability conditions on a Hamiltonian H which ensure the existence of a chain of de Branges functions in the first generalized Pólya class with Hamiltonian H. This result generalizes de Branges’ Theorem 41, which showed the sufficiency of stronger integrability conditions on H for the existence of a chain in the Pólya class. We show the conditions that de Branges came up with are also necessary. In the case of Krein’s strings, namely when the Hamiltonian is diagonal, we show our proposed conditions are also necessary.

We also investigate the asymptotic conditions on chains of de Branges functions as t approaches its left endpoint. We show there is a one-to-one correspondence between chains of de Branges functions satisfying certain asymptotic conditions and chains in the Pólya class. In the case of Krein’s strings, we also establish the one-to-one correspondence between chains satisfying certain asymptotic conditions and chains in the generalized Pólya class.

Time-dependent monoenergetic neutron transport in two adjacent semi-infinite media

An exact solution to the monoenergetic Boltzmann equation is obtained for the case of a plane isotropic burst of neutrons introduced at the interface separating two adjacent, dissimilar, semi-infinite media. The method of solution used is to remove the time dependence by a Laplace transformation, solve the transformed equation by the normal mode expansion method, and then invert to recover the time dependence.

The general result is expressed as a sum of definite, multiple integrals, one of which contains the uncollided wave of neutrons originating at the source plane. It is possible to obtain a simplified form for the solution at the interface, and certain numerical calculations are made there.

The interface flux in two adjacent moderators is calculated and plotted as a function of time for several moderator materials. For each case it is found that the flux decay curve has an asymptotic slope given accurately by diffusion theory. Furthermore, the interface current is observed to change directions when the scattering and absorption cross sections of the two moderator materials are related in a certain manner. More specifically, the reflection process in two adjacent moderators appears to depend initially on the scattering properties and for long times on the absorption properties of the media.

This analysis contains both the single infinite and semi-infinite medium problems as special cases. The results in these two special cases provide a check on the accuracy of the general solution since they agree with solutions of these problems obtained by separate analyses.

Fast Lattice Green's Function Methods for Viscous Incompressible Flows on Unbounded Domains

In this thesis, a collection of novel numerical techniques culminating in a fast, parallel method for the direct numerical simulation of incompressible viscous flows around surfaces immersed in unbounded fluid domains is presented. At the core of all these techniques is the use of the fundamental solutions, or lattice Green’s functions, of discrete operators to solve inhomogeneous elliptic difference equations arising in the discretization of the three-dimensional incompressible Navier-Stokes equations on unbounded regular grids. In addition to automatically enforcing the natural free-space boundary conditions, these new lattice Green’s function techniques facilitate the implementation of robust staggered-Cartesian-grid flow solvers with efficient nodal distributions and fast multipole methods. The provable conservation and stability properties of the appropriately combined discretization and solution techniques ensure robust numerical solutions. Numerical experiments on thin vortex rings, low-aspect-ratio flat plates, and spheres are used verify the accuracy, physical fidelity, and computational efficiency of the present formulations.