Stability and asymptotic analysis of a fluid-particle interaction model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models

In this paper, we obtain sharp asymptotic formulas with error estimates for the Mellin con- volution of functions de ned on (0;1), and use these formulas to characterize the asymptotic behavior of marginal distribution densities of stock price processes in mixed stochastic models. Special examples of mixed models are jump-di usion models and stochastic volatility models with jumps. We apply our general results to the Heston model with double exponential jumps, and make a detailed analysis of the asymptotic behavior of the stock price density, the call option pricing function, and the implied volatility in this model. We also obtain similar results for the Heston model with jumps distributed according to the NIG law.

Asymptotic analysis of vertical geothermal boreholes in the limit of slowly varyng heat injection rates

Theoretical models for the thermal response of vertical geothermal boreholes often assume that the characteristic time of variation of the heat injection rate is much larger than the characteristic diffusion time across the borehole. In this case, heat transfer inside the borehole and in its immediate surroundings is quasi-steady in the first approximation, while unsteady effects enter only in the far field. Previous studies have exploited this disparity of time scales, incorporating approximate matching conditions to couple the near-borehole region with the outer unsteady temperatura field. In the present work matched asymptotic expansion techniques are used to analyze the heat transfer problem, delivering a rigorous derivation of the true matching condition between the two regions and of the correct definition of the network of thermal resistances that represents the quasi-steady solution near the borehole. Additionally, an apparent temperature due to the unsteady far field is identified that needs to be taken into account by the near-borehole region for the correct computation of the heat injection rate. This temperature differs from the usual mean borehole temperature employed in the literatura.

Asymptotic Analysis of a Schrödinger-Poisson System with Quantum Wells and Macroscopic Nonlinearities in Dimension 1

2000 Mathematics Subject Classification: 35Q02, 35Q05, 35Q10, 35B40.

Asymptotic analysis of combined breather-kink modes in a Fermi-Pasta-Ulam chain

We find approximations to travelling breather solutions of the one-dimensional Fermi-Pasta-Ulam (FPU) lattice. Both bright breather and dark breather solutions are found. We find that the existence of localised (bright) solutions depends upon the coefficients of cubic and quartic terms of the potential energy, generalising an earlier inequality derived by James [CR Acad Sci Paris 332, 581, (2001)]. We use the method of multiple scales to reduce the equations of motion for the lattice to a nonlinear Schr{\"o}dinger equation at leading order and hence construct an asymptotic form for the breather. We show that in the absence of a cubic potential energy term, the lattice supports combined breathing-kink waveforms. The amplitude of breathing-kinks can be arbitrarily small, as opposed to traditional monotone kinks, which have a nonzero minimum amplitude in such systems. We also present numerical simulations of the lattice, verifying the shape and velocity of the travelling waveforms, and confirming the long-lived nature of all such modes.

A numerical analysis of generalized Boussinesq-type equation using continuos/discontinuous FEM

An improved class of Boussinesq systems of an arbitrary order using a wave surface elevation and velocity potential formulation is derived. Dissipative effects and wave generation due to a time-dependent varying seabed are included. Thus, high-order source functions are considered. For the reduction of the system order and maintenance of some dispersive characteristics of the higher-order models, an extra O(mu 2n+2) term (n ??? N) is included in the velocity potential expansion. We introduce a nonlocal continuous/discontinuous Galerkin FEM with inner penalty terms to calculate the numerical solutions of the improved fourth-order models. The discretization of the spatial variables is made using continuous P2 Lagrange elements. A predictor-corrector scheme with an initialization given by an explicit RungeKutta method is also used for the time-variable integration. Moreover, a CFL-type condition is deduced for the linear problem with a constant bathymetry. To demonstrate the applicability of the model, we considered several test cases. Improved stability is achieved.

A high order model for piezoelectric rods: an asymptotic approach

Preprint submitted to International Journal of Solids and Structures. ISSN 0020-7683

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

Vector Mode Analysis of Ring-Core Fibers: Design Tools for Spatial Division Multiplexing

Design tools have existed for decades for standard step-index fibers, with analytical expressions for cutoff conditions as a function of core size, refractive indexes, and wavelength. We present analytical expressions for cutoff conditions for fibers with a ring-shaped propagation region. We validate our analytical expressions against numerical solutions, as well as via asymptotic analysis yielding the existing solutions for standard step-index fiber. We demonstrate the utility of our solutions for optimizing fibers supporting specific eigenmode behaviors of interest for spatial division multiplexing. In particular, we address large mode separation for orbital angular momentum modes and fibers supporting only modes with a single intensity ring.

Asymptotic theory of wall-attached convection in a horizontal fluid layer with a vertical magnetic field

A horizontal fluid layer heated from below in the presence of a vertical magnetic field is considered. A simple asymptotic analysis is presented which demonstrates that a convection mode attached to the side walls of the layer sets in at Rayleigh numbers much below those required for the onset of convection in the bulk of the layer. The analysis complements an earlier analysis by Houchens [J. Fluid Mech. 469, 189 (2002)] which derived expressions for the critical Rayleigh number for the onset of convection in a vertical cylinder with an axial magnetic field in the cases of two aspect ratios. © 2008 American Institute of Physics.

Asymptotic stability of a coupled Advection-Diffusion-Reaction system arising in bioreactor processes.

In this work, we perform an asymptotic analysis of a coupled system of two Advection-Diffusion-Reaction equations with Danckwerts boundary conditions, which models the interaction between a microbial population (e.g., bacterias), called biomass, and a diluted organic contaminant (e.g., nitrates), called substrate, in a continuous flow bioreactor. This system exhibits, under suitable conditions, two stable equilibrium states: one steady state in which the biomass becomes extinct and no reaction is produced, called washout, and another steady state, which corresponds to the partial elimination of the substrate. We use the method of linearization to give sufficient conditions for the asymptotic stability of the two stable equilibrium configurations. Finally, we compare our asymptotic analysis with the usual asymptotic analysis associated to the continuous bioreactor when it is modeled with ordinary differential equations.

Integrability and exact solution for coupled BCS systems associated with the su(4) Lie algebra

We introduce an integrable model for two coupled BCS systems through a solution of the Yang-Baxter equation associated with the Lie algebra su(4). By employing the algebraic Bethe ansatz, we determine the exact solution for the energy spectrum. An asymptotic analysis is conducted to determine the leading terms in the ground state energy, the gap and some one point correlation functions at zero temperature. (C) 2002 Published by Elsevier Science B.V.

Propagation of nonstationary curved and stretched premixed flames with multistep reaction mechanisms

The propagation speed of a thin premixed flame disturbed by an unsteady fluid flow of a larger scale is considered. The flame may also have a general shape but the reaction zone is assumed to be thin compared to the flame thickness. Unlike in preceding publications, the presented asymptotic analysis is performed for a general multistep reaction mechanism and, at the same time, the flame front is curved by the fluid flow. The resulting equations define the propagation speed of disturbed flames in terms of the properties of undisturbed planar flames and the flame stretch. Special attention is paid to the near-equidiffusion limit. In this case, the flame propagation speed is shown to depend on the effective Zeldovich number Z(f) , and the flame stretch. Unlike the conventional Zeldovich number, the effective Zeldovich number is not necessarily linked directly to the activation energies of the reactions. Several examples of determining the effective Zeldovich number for reduced combustion mechanisms are given while, for realistic reactions, the effective Zeldovich number is determined from experiments. Another feature of the present approach is represented by the relatively simple asymptotic technique based on the adaptive generalized curvilinear system of coordinates attached to the flame (i.e., intrinsic disturbed flame equations [IDFE]).