On the principal eigenvalue of a Robin problem with a large parameter

We study the asymptotic behaviour of the principal eigenvalue of a Robin (or generalised Neumann) problem with a large parameter in the boundary condition for the Laplacian in a piecewise smooth domain. We show that the leading asymptotic term depends only on the singularities of the boundary of the domain, and give either explicit expressions or two-sided estimates for this term in a variety of situations.

On approximate electromagnetic cloaking by transformation media

We give a comprehensive study on regularized approximate electromagnetic cloaking in the spherical geometry via the transformation optics approach. The following aspects are investigated: (i) near-invisibility cloaking of passive media as well as active/radiating sources; (ii) the existence of cloak-busting inclusions without lossy medium lining; (iii) overcoming the cloaking-busts by employing a lossy layer outside the cloaked region; and (iv) the frequency dependence of the cloaking performances. We address these issues and connect the obtained asymptotic results to singular ideal cloaking. Numerical verifications and demonstrations are provided to show the sharpness of our analytical study.

In vitro gas production and nitrogen degradability of tannin-containing tree fruits in response to incremental levels of polyethylene glycol

This study was designed to determine the response of in vitro fermentation parameters to incremental levels of polyethylene glycol (PEG) when tanniniferous tree fruits (Dichrostachys cinerea, Acacia erioloba, A. erubiscens, A. nilotica and Piliostigma thonningii) were fermented using the Reading Pressure Technique. The trivalent ytterbium precipitable phenolics content of fruit substrates ranged from 175 g/kg DM in A. erubiscens to 607 g/kg DM in A. nilotica, while the soluble condensed tannin content ranged from 0.09 AU550nm/40mg in A. erioloba to 0.52 AU550nm/40 mg in D. cinerea. The ADF was highest in P. thonningii fruits (402 g/kg DM) and lowest in A. nilotica fruits (165 g/kg DM). Increasing the level of PEG caused an exponential rise to a maximum (asymptotic) for cumulative gas production, rate of gas production and nitrogen degradability in all substrates except P. thonningii fruits. Dry matter degradability for fruits containing higher levels of soluble condensed tannins (D. cinerea and P. thonningii), showed little response to incremental levels of PEG after incubation for 24 h. The minimum levels of PEG required to maximize in vitro fermentation of tree fruits was found to be 200 mg PEG/g DM of sample for all tree species except A. erubiscens fruits, which required 100 mg PEG/g DM sample. The study provides evidence that PEG levels lower than 1 g/g DM sample can be used for in vitro tannin bioassays to reduce the cost of evaluating non-conventional tanniniferous feedstuffs used in developing countries in the tropics and subtopics. The use of in vitro nitrogen degradability in place of the favoured dry matter degradability improved the accuracy of PEG as a diagnostic tool for tannins in in vitro fermentation systems.

Wave trapping in a two-dimensional sound-soft or sound-hard acoustic waveguide of slowly-varying width

In this paper we derive novel approximations to trapped waves in a two-dimensional acoustic waveguide whose walls vary slowly along the guide, and at which either Dirichlet (sound-soft) or Neumann (sound-hard) conditions are imposed. The guide contains a single smoothly bulging region of arbitrary amplitude, but is otherwise straight, and the modes are trapped within this localised increase in width. Using a similar approach to that in Rienstra (2003), a WKBJ-type expansion yields an approximate expression for the modes which can be present, which display either propagating or evanescent behaviour; matched asymptotic expansions are then used to derive connection formulae which bridge the gap across the cut-off between propagating and evanescent solutions in a tapering waveguide. A uniform expansion is then determined, and it is shown that appropriate zeros of this expansion correspond to trapped mode wavenumbers; the trapped modes themselves are then approximated by the uniform expansion. Numerical results determined via a standard iterative method are then compared to results of the full linear problem calculated using a spectral method, and the two are shown to be in excellent agreement, even when $\epsilon$, the parameter characterising the slow variations of the guide’s walls, is relatively large.

Social networks: evolving graphs with memory dependent edges

The plethora, and mass take up, of digital communication tech- nologies has resulted in a wealth of interest in social network data collection and analysis in recent years. Within many such networks the interactions are transient: thus those networks evolve over time. In this paper we introduce a class of models for such networks using evolving graphs with memory dependent edges, which may appear and disappear according to their recent history. We consider time discrete and time continuous variants of the model. We consider the long term asymptotic behaviour as a function of parameters controlling the memory dependence. In particular we show that such networks may continue evolving forever, or else may quench and become static (containing immortal and/or extinct edges). This depends on the ex- istence or otherwise of certain infinite products and series involving age dependent model parameters. To test these ideas we show how model parameters may be calibrated based on limited samples of time dependent data, and we apply these concepts to three real networks: summary data on mobile phone use from a developing region; online social-business network data from China; and disaggregated mobile phone communications data from a reality mining experiment in the US. In each case we show that there is evidence for memory dependent dynamics, such as that embodied within the class of models proposed here.

Viscous coupling of shear-free turbulence across nearly flat fluid interfaces

The interactions between shear-free turbulence in two regions (denoted as + and − on either side of a nearly flat horizontal interface are shown here to be controlled by several mechanisms, which depend on the magnitudes of the ratios of the densities, ρ+/ρ−, and kinematic viscosities of the fluids, μ+/μ−, and the root mean square (r.m.s.) velocities of the turbulence, u0+/u0−, above and below the interface. This study focuses on gas–liquid interfaces so that ρ+/ρ− ≪ 1 and also on where turbulence is generated either above or below the interface so that u0+/u0− is either very large or very small. It is assumed that vertical buoyancy forces across the interface are much larger than internal forces so that the interface is nearly flat, and coupling between turbulence on either side of the interface is determined by viscous stresses. A formal linearized rapid-distortion analysis with viscous effects is developed by extending the previous study by Hunt & Graham (J. Fluid Mech., vol. 84, 1978, pp. 209–235) of shear-free turbulence near rigid plane boundaries. The physical processes accounted for in our model include both the blocking effect of the interface on normal components of the turbulence and the viscous coupling of the horizontal field across thin interfacial viscous boundary layers. The horizontal divergence in the perturbation velocity field in the viscous layer drives weak inviscid irrotational velocity fluctuations outside the viscous boundary layers in a mechanism analogous to Ekman pumping. The analysis shows the following. (i) The blocking effects are similar to those near rigid boundaries on each side of the interface, but through the action of the thin viscous layers above and below the interface, the horizontal and vertical velocity components differ from those near a rigid surface and are correlated or anti-correlated respectively. (ii) Because of the growth of the viscous layers on either side of the interface, the ratio uI/u0, where uI is the r.m.s. of the interfacial velocity fluctuations and u0 the r.m.s. of the homogeneous turbulence far from the interface, does not vary with time. If the turbulence is driven in the lower layer with ρ+/ρ− ≪ 1 and u0+/u0− ≪ 1, then uI/u0− ~ 1 when Re (=u0−L−/ν−) ≫ 1 and R = (ρ−/ρ+)(v−/v+)1/2 ≫ 1. If the turbulence is driven in the upper layer with ρ+/ρ− ≪ 1 and u0+/u0− ≫ 1, then uI/u0+ ~ 1/(1 + R). (iii) Nonlinear effects become significant over periods greater than Lagrangian time scales. When turbulence is generated in the lower layer, and the Reynolds number is high enough, motions in the upper viscous layer are turbulent. The horizontal vorticity tends to decrease, and the vertical vorticity of the eddies dominates their asymptotic structure. When turbulence is generated in the upper layer, and the Reynolds number is less than about 106–107, the fluctuations in the viscous layer do not become turbulent. Nonlinear processes at the interface increase the ratio uI/u0+ for sheared or shear-free turbulence in the gas above its linear value of uI/u0+ ~ 1/(1 + R) to (ρ+/ρ−)1/2 ~ 1/30 for air–water interfaces. This estimate agrees with the direct numerical simulation results from Lombardi, De Angelis & Bannerjee (Phys. Fluids, vol. 8, no. 6, 1996, pp. 1643–1665). Because the linear viscous–inertial coupling mechanism is still significant, the eddy motions on either side of the interface have a similar horizontal structure, although their vertical structure differs.

Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

From symmetry breaking to Poisson Point Process in 2D Voronoi Tessellations: the generic nature of hexagons

We bridge the properties of the regular triangular, square, and hexagonal honeycomb Voronoi tessellations of the plane to the Poisson-Voronoi case, thus analyzing in a common framework symmetry breaking processes and the approach to uniform random distributions of tessellation-generating points. We resort to ensemble simulations of tessellations generated by points whose regular positions are perturbed through a Gaussian noise, whose variance is given by the parameter α2 times the square of the inverse of the average density of points. We analyze the number of sides, the area, and the perimeter of the Voronoi cells. For all valuesα >0, hexagons constitute the most common class of cells, and 2-parameter gamma distributions provide an efficient description of the statistical properties of the analyzed geometrical characteristics. The introduction of noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α = 0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise withα <0.12. For all tessellations and for small values of α, we observe a linear dependence on α of the ensemble mean of the standard deviation of the area and perimeter of the cells. Already for a moderate amount of Gaussian noise (α >0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α >2, results converge to those of Poisson-Voronoi tessellations. The geometrical properties of n-sided cells change with α until the Poisson- Voronoi limit is reached for α > 2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established. This law allows for an easy link to the Lewis law for areas and agrees with exact asymptotic results. Finally, for α >1, the ensemble mean of the cells area and perimeter restricted to the hexagonal cells agree remarkably well with the full ensemble mean; this reinforces the idea that hexagons, beyond their ubiquitous numerical prominence, can be interpreted as typical polygons in 2D Voronoi tessellations.

Symmetry-break in Voronoi tessellations

We analyse in a common framework the properties of the Voronoi tessellations resulting from regular 2D and 3D crystals and those of tessellations generated by Poisson distributions of points, thus joining on symmetry breaking processes and the approach to uniform random distributions of seeds. We perturb crystalline structures in 2D and 3D with a spatial Gaussian noise whose adimensional strength is α and analyse the statistical properties of the cells of the resulting Voronoi tessellations using an ensemble approach. In 2D we consider triangular, square and hexagonal regular lattices, resulting into hexagonal, square and triangular tessellations, respectively. In 3D we consider the simple cubic (SC), body-centred cubic (BCC), and face-centred cubic (FCC) crystals, whose corresponding Voronoi cells are the cube, the truncated octahedron, and the rhombic dodecahedron, respectively. In 2D, for all values α>0, hexagons constitute the most common class of cells. Noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α=0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise with α<0.12. Basically, the same happens in the 3D case, where only the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. In both 2D and 3D cases, already for a moderate amount of Gaussian noise (α>0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α>2, results converge to those of Poisson-Voronoi tessellations. In 2D, while the isoperimetric ratio increases with noise for the perturbed hexagonal tessellation, for the perturbed triangular and square tessellations it is optimised for specific value of noise intensity. The same applies in 3D, where noise degrades the isoperimetric ratio for perturbed FCC and BCC lattices, whereas the opposite holds for perturbed SCC lattices. This allows for formulating a weaker form of the Kelvin conjecture. By analysing jointly the statistical properties of the area and of the volume of the cells, we discover that also the cells shape heavily fluctuates when noise is introduced in the system. In 2D, the geometrical properties of n-sided cells change with α until the Poisson-Voronoi limit is reached for α>2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established, which agrees with exact asymptotic results. Anomalous scaling relations are observed between the perimeter and the area in the 2D and between the areas and the volumes of the cells in 3D: except for the hexagonal (2D) and FCC structure (3D), this applies also for infinitesimal noise. In the Poisson-Voronoi limit, the anomalous exponent is about 0.17 in both the 2D and 3D case. A positive anomaly in the scaling indicates that large cells preferentially feature large isoperimetric quotients. As the number of faces is strongly correlated with the sphericity (cells with more faces are bulkier), in 3D it is shown that the anomalous scaling is heavily reduced when we perform power law fits separately on cells with a specific number of faces.

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Random-walk-based characterisation of multiple access interference in a DS/SSMA system

The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

(Non)differentiability and asymptotics for potential densities of subordinators

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Lévy measure translate into points of (non)differentiability of the potential densities.

On the entrainment assumption in Schatzmann's integral plume model

The behaviour of stationary, non-passive plumes can be simulated in a reasonably simple and accurate way by integral models. One of the key requirements of these models, but also one of their less well-founded aspects, is the entrainment assumption, which parameterizes turbulent mixing between the plume and the environment. The entrainment assumption developed by Schatzmann and adjusted to a set of experimental results requires four constants and an ad hoc hypothesis to eliminate undesirable terms. With this assumption, Schatzmann’s model exhibits numerical instability for certain cases of plumes with small velocity excesses, due to very fast radius growth. The purpose of this paper is to present an alternative entrainment assumption based on a first-order turbulence closure, which only requires two adjustable constants and seems to solve this problem. The asymptotic behaviour of the new formulation is studied and compared to previous ones. The validation tests presented by Schatzmann are repeated and it is found that the new formulation not only eliminates numerical instability but also predicts more plausible growth rates for jets in co-flowing streams.

The unsteady flow of a weakly compressible fluid in a thin porous layer II: three-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a three-dimensional layer, composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Numerical solution of this three-dimensional evolution problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l, a situation which occurs frequently in the application to oil and gas reservoir recovery and which leads to significant stiffness in the numerical problem. Under the assumption that $\epsilon\propto h/l\ll 1$, we show that, to leading order in $\epsilon$, the pressure field varies only in the horizontal directions away from the wells (the outer region). We construct asymptotic expansions in $\epsilon$ in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive expressions for all significant process quantities. The only computations required are for the solution of non-stiff linear, elliptic, two-dimensional boundary-value, and eigenvalue problems. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the layer, $\epsilon$, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighbourhood of wells and away from wells.