A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

Chaotic destruction of Anderson localization in a nonlinear lattice

We consider a scattering problem for a nonlinear disordered lattice layer governed by the discrete nonlinear Schrodinger equation. The linear state with exponentially small transparency, due to the Anderson localization, is followed for an increasing nonlinearity, until it is destroyed via a bifurcation. The critical nonlinearity is shown to decay with the lattice length as a power law. We demonstrate that in the chaotic regimes beyond the bifurcation the field is delocalized and this leads to a drastic increase of transparency. Copyright (C) EPLA, 2008

A non-autonomous strongly damped wave equation: Existence and continuity of the pullback attractor

In this paper we consider the strongly damped wave equation with time-dependent terms u(tt) - Delta u - gamma(t)Delta u(t) + beta(epsilon)(t)u(t) = f(u), in a bounded domain Omega subset of R(n), under some restrictions on beta(epsilon)(t), gamma(t) and growth restrictions on the nonlinear term f. The function beta(epsilon)(t) depends on a parameter epsilon, beta(epsilon)(t) -> 0. We will prove, under suitable assumptions, local and global well-posedness (using the uniform sectorial operators theory), the existence and regularity of pullback attractors {A(epsilon)(t) : t is an element of R}, uniform bounds for these pullback attractors, characterization of these pullback attractors and their upper and lower semicontinuity at epsilon = 0. (C) 2010 Elsevier Ltd. All rights reserved.

Global attractor for a model of extensible beam with nonlinear damping and source terms

This paper is concerned with the existence of a global attractor for the nonlinear beam equation, with nonlinear damping and source terms, u(tt) + Delta(2)u -M (integral(Omega)vertical bar del u vertical bar(2)dx) Delta u + f(u) + g(u(t)) = h in Omega x R(+), where Omega is a bounded domain of R(N), M is a nonnegative real function and h is an element of L(2)(Omega). The nonlinearities f(u) and g(u(t)) are essentially vertical bar u vertical bar(rho) u - vertical bar u vertical bar(sigma) u and vertical bar u(t)vertical bar(r) u(t) respectively, with rho, sigma, r > 0 and sigma < rho. This kind of problem models vibrations of extensible beams and plates. (C) 2010 Elsevier Ltd. All rights reserved.

Numerical solution of the PTT constitutive equation for unsteady three-dimensional free surface flows

This work deals with the development of a numerical technique for simulating three-dimensional viscoelastic free surface flows using the PTT (Phan-Thien-Tanner) nonlinear constitutive equation. In particular, we are interested in flows possessing moving free surfaces. The equations describing the numerical technique are solved by the finite difference method on a staggered grid. The fluid is modelled by a Marker-and-Cell type method and an accurate representation of the fluid surface is employed. The full free surface stress conditions are considered. The PTT equation is solved by a high order method, which requires the calculation of the extra-stress tensor on the mesh contours. To validate the numerical technique developed in this work flow predictions for fully developed pipe flow are compared with an analytic solution from the literature. Then, results of complex free surface flows using the FIT equation such as the transient extrudate swell problem and a jet flowing onto a rigid plate are presented. An investigation of the effects of the parameters epsilon and xi on the extrudate swell and jet buckling problems is reported. (C) 2010 Elsevier B.V. All rights reserved.

Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

Stability of periodic optical solitons for a nonlinear Schrodinger system

This paper is concerned with the existence and nonlinear stability of periodic travelling-wave solutions for a nonlinear Schrodinger-type system arising in nonlinear optics. We show the existence of smooth curves of periodic solutions depending on the dnoidal-type functions. We prove stability results by perturbations having the same minimal wavelength, and instability behaviour by perturbations of two or more times the minima period. We also establish global well posedness for our system by using Bourgain`s approach.

Drying front in a sloping aquifier: nonlinear effects

The profiles for the water table height h(x, t) in a shallow sloping aquifer are reexamined with a solution of the nonlinear Boussinesq equation. We demonstrate that the previous anomaly first reported by Brutsaert [1994] that the point at which the water table h first becomes zero at x = L at time t = t c remains fixed at this point for all times t > t c is actually a result of the linearization of the Boussinesq equation and not, as previously suggested [ Brutsaert, 1994 ; Verhoest and Troch, 2000 ], a result of the Dupuit assumption. Rather, by examination of the nonlinear Boussinesq equation the drying front, i.e., the point x f at which h is zero for times t ≥ t c , actually recedes downslope as physically expected. This points out that the linear Boussinesq equation should be used carefully when a zero depth is obtained as the concept of an “average” depth loses meaning at that time.

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Force and displacement transmissibility of a nonlinear isolator with high-static-low-dynamic-stiffness

Engineers often face the challenge of reducing the level of vibrations experienced by a given payload or those transmitted to the support structure to which a vibrating source is attached. In order to increase the range over which vibrations are isolated, soft mounts are often used in practice. The drawback of this approach is the static displacement may be too large for reasons of available space for example. Ideally, a vibration isolator should have a high-static stiffness, to withstand static loads without too large a displacement, and at the same time, a low dynamic stiffness so that the natural frequency of the system is as low as possible which will result in an increased isolation region. These two effects are mutually exclusive in linear isolators but can be overcome if properly configured nonlinear isolators are used. This paper is concerned with the characterisation of such a nonlinear isolator comprising three springs, two of which are configured to reduce the dynamic stiffness of the isolator. The dynamic behaviour of the isolator supporting a lumped mass is investigated using force and displacement transmissibility, which are derived by modelling the dynamic system as a single-degree-of-freedom system. This results in the system dynamics being approximately described by the Duffing equation. For a linear isolator, the dynamics of the system are the same regardless if the source of the excitation is a harmonic force acting on the payload (force transmissibility) or a harmonic motion of the base (displacement transmissibility) on which the payload is mounted. In this paper these two expressions are compared for the nonlinear isolator and it is shown that they differ. A particular feature of the displacement transmissibility is that the response is unbounded at the nonlinear resonance frequency unless the damping in the isolator is greater than some threshold value, which is not the case for force transmissibility. An explanation for this is offered in the paper. (C) 2011 Elsevier Ltd. All rights reserved.

A Decomposition and Noise Removal Method Combining Diffusion Equation and Wave Atoms for Textured Images

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Particular solution for anomalous diffusion equation with source term

In literature the phenomenon of diffusion has been widely studied, however for nonextensive systems which are governed by a nonlinear stochastic dynamic, there are a few soluble models. The purpose of this study is to present the solution of the nonlinear Fokker-Planck equation for a model of potential with barrier considering a term of absorption. Systems of this nature can be observed in various chemical or biological processes and their solution enriches the studies of existing nonextensive systems.

Dissipative dynamics of matter-wave solitons in a nonlinear optical lattice

Dynamics and stability of solitons in two-dimensional (2D) Bose-Einstein condensates (BEC), with one-dimensional (1D) conservative plus dissipative nonlinear optical lattices, are investigated. In the case of focusing media (with attractive atomic systems), the collapse of the wave packet is arrested by the dissipative periodic nonlinearity. The adiabatic variation of the background scattering length leads to metastable matter-wave solitons. When the atom feeding mechanism is used, a dissipative soliton can exist in focusing 2D media with 1D periodic nonlinearity. In the defocusing media (repulsive BEC case) with harmonic trap in one direction and nonlinear optical lattice in the other direction, the stable soliton can exist. Variational approach simulations are confirmed by full numerical results for the 2D Gross-Pitaevskii equation.

Relaxation algorithm to hyperbolic states in Gross-Pitaevskii equation

A new version of the relaxation algorithm is proposed in order to obtain the stationary ground-state solutions of nonlinear Schrodinger-type equations, including the hyperbolic solutions. In a first example, the method is applied to the three-dimensional Gross-Pitaevskii equation, describing a condensed atomic system with attractive two-body interaction in a non-symmetrical trap, to obtain results for the unstable branch. Next, the approach is also shown to be very reliable and easy to be implemented in a non-symmetrical case that we have bifurcation, with nonlinear cubic and quintic terms. (c) 2006 Elsevier B.V. All rights reserved.