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.

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.

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].

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.

The stability of traveling wave solutions of parabolic equations

A method for determining by inspection the stability or instability of any solution u(t,x) = ɸ(x-ct) of any smooth equation of the form u_t = f(u_(xx),u_x,u where ∂/∂a f(a,b,c) > 0 for all arguments a,b,c, is developed. The connection between the mean wavespeed of solutions u(t,x) and their initial conditions u(0,x) is also explored. The mean wavespeed results and some of the stability results are then extended to include equations which contain integrals and also to include some special systems of equations. The results are applied to several physical examples.

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.

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.

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.

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.

I. Singular perturbation problems involving singular points and turning points. II. On the averaged Lagrangian technique for nonlinear dispersive waves

In Part I a class of linear boundary value problems is considered which is a simple model of boundary layer theory. The effect of zeros and singularities of the coefficients of the equations at the point where the boundary layer occurs is considered. The usual boundary layer techniques are still applicable in some cases and are used to derive uniform asymptotic expansions. In other cases it is shown that the inner and outer expansions do not overlap due to the presence of a turning point outside the boundary layer. The region near the turning point is described by a two-variable expansion. In these cases a related initial value problem is solved and then used to show formally that for the boundary value problem either a solution exists, except for a discrete set of eigenvalues, whose asymptotic behaviour is found, or the solution is non-unique. A proof is given of the validity of the two-variable expansion; in a special case this proof also demonstrates the validity of the inner and outer expansions.

Nonlinear dispersive wave equations which are governed by variational principles are considered in Part II. It is shown that the averaged Lagrangian variational principle is in fact exact. This result is used to construct perturbation schemes to enable higher order terms in the equations for the slowly varying quantities to be calculated. A simple scheme applicable to linear or near-linear equations is first derived. The specific form of the first order correction terms is derived for several examples. The stability of constant solutions to these equations is considered and it is shown that the correction terms lead to the instability cut-off found by Benjamin. A general stability criterion is given which explicitly demonstrates the conditions under which this cut-off occurs. The corrected set of equations are nonlinear dispersive equations and their stationary solutions are investigated. A more sophisticated scheme is developed for fully nonlinear equations by using an extension of the Hamiltonian formalism recently introduced by Whitham. Finally the averaged Lagrangian technique is extended to treat slowly varying multiply-periodic solutions. The adiabatic invariants for a separable mechanical system are derived by this method.

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.

A mathematical study of finite-amplitude rock-folding

The problem of the finite-amplitude folding of an isolated, linearly viscous layer under compression and imbedded in a medium of lower viscosity is treated theoretically by using a variational method to derive finite difference equations which are solved on a digital computer. The problem depends on a single physical parameter, the ratio of the fold wavelength, L, to the "dominant wavelength" of the infinitesimal-amplitude treatment, L_d. Therefore, the natural range of physical parameters is covered by the computation of three folds, with L/L_d = 0, 1, and 4.6, up to a maximum dip of 90°.

Significant differences in fold shape are found among the three folds; folds with higher L/L_d have sharper crests. Folds with L/L_d = 0 and L/L_d = 1 become fan folds at high amplitude. A description of the shape in terms of a harmonic analysis of inclination as a function of arc length shows this systematic variation with L/L_d and is relatively insensitive to the initial shape of the layer. This method of shape description is proposed as a convenient way of measuring the shape of natural folds.

The infinitesimal-amplitude treatment does not predict fold-shape development satisfactorily beyond a limb-dip of 5°. A proposed extension of the treatment continues the wavelength-selection mechanism of the infinitesimal treatment up to a limb-dip of 15°; after this stage the wavelength-selection mechanism no longer operates and fold shape is mainly determined by L/L_d and limb-dip.

Strain-rates and finite strains in the medium are calculated f or all stages of the L/L_d = 1 and L/L_d = 4.6 folds. At limb-dips greater than 45° the planes of maximum flattening and maximum flattening rat e show the characteristic orientation and fanning of axial-plane cleavage.

Arithmetic of cyclotomic fields and Fermat-type equations

Let l be any odd prime, and ζ a primitive l-th root of unity. Let C_l be the l-Sylow subgroup of the ideal class group of Q(ζ). The Teichmüller character w : Z_l → Z^*_l is given by w(x) = x (mod l), where w(x) is a p-1-st root of unity, and x ∈ Z_l. Under the action of this character, C_l decomposes as a direct sum of C^((i))_l, where C^((i))_l is the eigenspace corresponding to w^i. Let the order of C^((3))_l be l^h_3). The main result of this thesis is the following: For every n ≥ max( 1, h_3 ), the equation x^(ln) + y^(ln) + z^(ln) = 0 has no integral solutions (x,y,z) with l ≠ xyz. The same result is also proven with n ≥ max(1,h_5), under the assumption that C_l^((5)) is a cyclic group of order l^h_5. Applications of the methods used to prove the above results to the second case of Fermat's last theorem and to a Fermat-like equation in four variables are given.

The proof uses a series of ideas of H.S. Vandiver ([Vl],[V2]) along with a theorem of M. Kurihara [Ku] and some consequences of the proof of lwasawa's main conjecture for cyclotomic fields by B. Mazur and A. Wiles [MW]. In [V1] Vandiver claimed that the first case of Fermat's Last Theorem held for l if l did not divide the class number h^+ of the maximal real subfield of Q(e^(2πi/i)). The crucial gap in Vandiver's attempted proof that has been known to experts is explained, and complete proofs of all the results used from his papers are given.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.