Full and Model-Reduced Structure-Preserving Simulation of Incompressible Fluids

This thesis outlines the construction of several types of structured integrators for incompressible fluids. We first present a vorticity integrator, which is the Hamiltonian counterpart of the existing Lagrangian-based fluid integrator. We next present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness to coarse spatial and temporal resolutions of geometric integrators, and the simplicity of homogenized boundary conditions on regular grids to deal with arbitrarily-shaped domains with sub-grid accuracy.

Both these numerical methods involve approximating the Lie group of volume-preserving diffeomorphisms by a finite-dimensional Lie-group and then restricting the resulting variational principle by means of a non-holonomic constraint. Advantages and limitations of this discretization method will be outlined. It will be seen that these derivation techniques are unable to yield symplectic integrators, but that energy conservation is easily obtained, as is a discretized version of Kelvin's circulation theorem.

Finally, we outline the basis of a spectral discrete exterior calculus, which may be a useful element in producing structured numerical methods for fluids in the future.

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.

Representing measures on the Royden boundary for solutions of Δu=Pu on a Riemannian manifold

Consider the Royden compactification R* of a Riemannian n-manifold R, Γ = R*\R its Royden boundary, Δ its harmonic boundary and the elliptic differential equation Δu = Pu, P ≥ 0 on R. A regular Borel measure m^P can be constructed on Γ with support equal to the closure of Δ^P = {q ϵ Δ : q has a neighborhood U in R* with _U^ʃ_ᴖR^{P ˂ ∞} }. Every enegy-finite solution to u (i.e. E(u) = D(u) + ^ʃ_Ru²P ˂ ∞, where D(u) is the Dirichlet integral of u) can be represented by u(z) = ^ʃ_Γu(q)K(z,q)dm^P(q) where K(z,q) is a continuous function on ^Rx Γ . A _P^~_E-function is a nonnegative solution which is the infimum of a downward directed family of energy-finite solutions. A nonzero _P^~_E-function is called _P^~_E-minimal if it is a constant multiple of every nonzero _P^~_E-function dominated by it. THEOREM. There exists a _P^~_E-minimal function if and only if there exists a point in q ϵ Γ such that m^P(q) > 0. THEOREM. For q ϵ Δ^P , m^P(q) > 0 if and only if m⁰(q) > 0 .

Paranormal operator on a Hilbert space

In this thesis an extensive study is made of the set P of all paranormal operators in B(H), the set of all bounded endomorphisms on the complex Hilbert space H. T ϵ B(H) is paranormal if for each z contained in the resolvent set of T, d(z, σ(T))//(T-zI)^-1 = 1 where d(z, σ(T)) is the distance from z to σ(T), the spectrum of T. P contains the set N of normal operators and P contains the set of hyponormal operators. However, P is contained in L, the set of all T ϵ B(H) such that the convex hull of the spectrum of T is equal to the closure of the numerical range of T. Thus, N≤P≤L.

If the uniform operator (norm) topology is placed on B(H), then the relative topological properties of N, P, L can be discussed. In Section IV, it is shown that: 1) N P and L are arc-wise connected and closed, 2) N, P, and L are nowhere dense subsets of B(H) when dim H ≥ 2, 3) N = P when dimH ˂ ∞ , 4) N is a nowhere dense subset of P when dimH ˂ ∞ , 5) P is not a nowhere dense subset of L when dimH ˂ ∞ , and 6) it is not known if P is a nowhere dense subset of L when dimH ˂ ∞.

The spectral properties of paranormal operators are of current interest in the literature. Putnam [22, 23] has shown that certain points on the boundary of the spectrum of a paranormal operator are either normal eigenvalues or normal approximate eigenvalues. Stampfli [26] has shown that a hyponormal operator with countable spectrum is normal. However, in Theorem 3.3, it is shown that a paranormal operator T with countable spectrum can be written as the direct sum, N ⊕ A, of a normal operator N with σ(N) = σ(T) and of an operator A with σ(A) a subset of the derived set of σ(T). It is then shown that A need not be normal. If we restrict the countable spectrum of T ϵ P to lie on a C²-smooth rectifiable Jordan curve G_o, then T must be normal [see Theorem 3.5 and its Corollary]. If T is a scalar paranormal operator with countable spectrum, then in order to conclude that T is normal the condition of σ(T) ≤ G_o can be relaxed [see Theorem 3.6]. In Theorem 3.7 it is then shown that the above result is not true when T is not assumed to be scalar. It was then conjectured that if T ϵ P with σ(T) ≤ G_o, then T is normal. The proof of Theorem 3.5 relies heavily on the assumption that T has countable spectrum and cannot be generalized. However, the corollary to Theorem 3.9 states that if T ϵ P with σ(T) ≤ G_o, then T has a non-trivial lattice of invariant subspaces. After the completion of most of the work on this thesis, Stampfli [30, 31] published a proof that a paranormal operator T with σ(T) ≤ G_o is normal. His proof uses some rather deep results concerning numerical ranges whereas the proof of Theorem 3.5 uses relatively elementary methods.

Range of validity of the method of averaging

Sufficient conditions are derived for the validity of approximate periodic solutions of a class of second order ordinary nonlinear differential equations. An approximate solution is defined to be valid if an exact solution exists in a neighborhood of the approximation.

Two classes of validity criteria are developed. Existence is obtained using the contraction mapping principle in one case, and the Schauder-Leray fixed point theorem in the other. Both classes of validity criteria make use of symmetry properties of periodic functions, and both classes yield an upper bound on a norm of the difference between the approximate and exact solution. This bound is used in a procedure which establishes sufficient stability conditions for the approximated solution.

Application to a system with piecewise linear restoring force (bilinear system) reveals that the approximate solution obtained by the method of averaging is valid away from regions where the response exhibits vertical tangents. A narrow instability region is obtained near one-half the natural frequency of the equivalent linear system. Sufficient conditions for the validity of resonant solutions are also derived, and two term harmonic balance approximate solutions which exhibit ultraharmonic and subharmonic resonances are studied.

On the set of eigenvalues of a class of equimodular matrices

The structure of the set ϐ(A) of all eigenvalues of all complex matrices (elementwise) equimodular with a given n x n non-negative matrix A is studied. The problem was suggested by O. Taussky and some aspects have been studied by R. S. Varga and B.W. Levinger.

If every matrix equimodular with A is non-singular, then A is called regular. A new proof of the P. Camion-A.J. Hoffman characterization of regular matrices is given.

The set ϐ(A) consists of m ≤ n closed annuli centered at the origin. Each gap, ɤ, in this set can be associated with a class of regular matrices with a (unique) permutation, π(ɤ). The association depends on both the combinatorial structure of A and the size of the a_ii. Let A be associated with the set of r permutations, π₁, π₂,…, π_r, where each gap in ϐ(A) is associated with one of the π_k. Then r ≤ n, even when the complement of ϐ(A) has n+1 components. Further, if π(ɤ) is the identity, the real boundary points of ɤ are eigenvalues of real matrices equimodular with A. In particular, if A is essentially diagonally dominant, every real boundary point of ϐ(A) is an eigenvalues of a real matrix equimodular with A.

Several conjectures based on these results are made which if verified would constitute an extension of the Perron-Frobenius Theorem, and an algebraic method is introduced which unites the study of regular matrices with that of ϐ(A).

Some generalizations of commutativity for linear transformations on a finite dimensional vector space

Let L be the algebra of all linear transformations on an n-dimensional vector space V over a field F and let A, B, ƐL. Let A_i+1 = A_iB - BA_i, i = 0, 1, 2,…, with A = A_o. Let f_k (A, B; σ) = A_2K+1 - ^σ1^A2K-1 ^{+ σ}2^A2K-3 -… +(-1)^Kσ_KA₁ where σ = (σ₁, σ₂,…, σ_K), σ_i belong to F and K = k(k-1)/2. Taussky and Wielandt [Proc. Amer. Math. Soc., 13(1962), 732-735] showed that f_n(A, B; σ) = 0 if σ_i is the i^th elementary symmetric function of (β₄- β_s)², 1 ≤ r ˂ s ≤ n, i = 1, 2, …, N, with N = n(n-1)/2, where β₄ are the characteristic roots of B. In this thesis we discuss relations involving f_k(X, Y; σ) where X, Y Ɛ L and 1 ≤ k ˂ n. We show: 1. If F is infinite and if for each X Ɛ L there exists σ so that f_k(A, X; σ) = 0 where 1 ≤ k ˂ n, then A is a scalar transformation. 2. If F is algebraically closed, a necessary and sufficient condition that there exists a basis of V with respect to which the matrices of A and B are both in block upper triangular form, where the blocks on the diagonals are either one- or two-dimensional, is that certain products X₁, X₂…X_r belong to the radical of the algebra generated by A and B over F, where X_i has the form f₂(A, P(A,B); σ), for all polynomials P(x, y). We partially generalize this to the case where the blocks have dimensions ≤ k. 3. If A and B generate L, if the characteristic of F does not divide n and if there exists σ so that f_k(A, B; σ) = 0, for some k with 1 ≤ k ˂ n, then the characteristic roots of B belong to the splitting field of g_k(w; σ) = w^2K+1 - σ₁w^2K-1 + σ₂w^2K-3 - …. +(-1)^K σ_Kw over F. We use this result to prove a theorem involving a generalized form of property L [cf. Motzkin and Taussky, Trans. Amer. Math. Soc., 73(1952), 108-114]. 4. Also we give mild generalizations of results of McCoy [Amer. Math. Soc. Bull., 42(1936), 592-600] and Drazin [Proc. London Math. Soc., 1(1951), 222-231].

Rings faithfully represented on their left socle

In 1964 A. W. Goldie [1] posed the problem of determining all rings with identity and minimal condition on left ideals which are faithfully represented on the right side of their left socle. Goldie showed that such a ring which is indecomposable and in which the left and right principal indecomposable ideals have, respectively, unique left and unique right composition series is a complete blocked triangular matrix ring over a skewfield. The general problem suggested above is very difficult. We obtain results under certain natural restrictions which are much weaker than the restrictive assumptions made by Goldie.

We characterize those rings in which the principal indecomposable left ideals each contain a unique minimal left ideal (Theorem (4.2)). It is sufficient to handle indecomposable rings (Lemma (1.4)). Such a ring is also a blocked triangular matrix ring. There exist r positive integers K₁,..., K_r such that the i,j^th block of a typical matrix is a K_i x K_j matrix with arbitrary entries in a subgroup D_ij of the additive group of a fixed skewfield D. Each D_ii is a sub-skewfield of D and D_ri = D for all i. Conversely, every matrix ring which has this form is indecomposable, faithfully represented on the right side of its left socle, and possesses the property that every principal indecomposable left ideal contains a unique minimal left ideal.

The principal indecomposable left ideals may have unique composition series even though the ring does not have minimal condition on right ideals. We characterize this situation by defining a partial ordering ρ on {i, 2,...,r} where we set iρj if D_ij ≠ 0. Every principal indecomposable left ideal has a unique composition series if and only if the diagram of ρ is an inverted tree and every D_ij is a one-dimensional left vector space over D_ii (Theorem (5.4)).

We show (Theorem (2.2)) that every ring A of the type we are studying is a unique subdirect sum of less complex rings A₁,...,A_s of the same type. Namely, each A_i has only one isomorphism class of minimal left ideals and the minimal left ideals of different A_i are non-isomorphic as left A-modules. We give (Theorem (2.1)) necessary and sufficient conditions for a ring which is a subdirect sum of rings A_i having these properties to be faithfully represented on the right side of its left socle. We show ((4.F), p. 42) that up to technical trivia the rings A_i are matrix rings of the form

[...]. Each Q_j comes from the faithful irreducible matrix representation of a certain skewfield over a fixed skewfield D. The bottom row is filled in by arbitrary elements of D.

In Part V we construct an interesting class of rings faithfully represented on their left socle from a given partial ordering on a finite set, given skewfields, and given additive groups. This class of rings contains the ones in which every principal indecomposable left ideal has a unique minimal left ideal. We identify the uniquely determined subdirect summands mentioned above in terms of the given partial ordering (Proposition (5.2)). We conjecture that this technique serves to construct all the rings which are a unique subdirect sum of rings each having the property that every principal-indecomposable left ideal contains a unique minimal left ideal.

Lq estimates for rearrangements of Fourier series

This work is concerned with estimating the upper envelopes S* of the absolute values of the partial sums of rearranged trigonometric sums. A.M. Garsia [Annals of Math. 79 (1964), 634-9] gave an estimate for the L₂ norms of the S*, averaged over all rearrangements of the original (finite) sum. This estimate enabled him to prove that the Fourier series of any function in L₂ can be rearranged so that it converges a.e. The main result of this thesis is a similar estimate of the L_q norms of the S*, for all even integers q. This holds for finite linear combinations of functions which satisfy a condition which is a generalization of orthonormality in the L₂ case. This estimate for finite sums is extended to Fourier series of L_q functions; it is shown that there are functions to which the Men’shov-Paley Theorem does not apply, but whose Fourier series can nevertheless be rearranged so that the S* of the rearranged series is in L_q.

Multiplication in Riesz spaces

A.G. Vulih has shown how an essentially unique intrinsic multiplication can be defined in certain types of Riesz spaces (vector lattices) L. In general, the multiplication is not universally defined in L, but L can always be imbedded in a large space L^# in which multiplication is universally defined.

If ф is a normal integral in L, then ф can be extended to a normal integral on a large space L₁(ф) in L^#, and L₁(ф) may be regarded as an abstract integral space. A very general form of the Radon-Nikodym theorem can be proved in L₁(ф), and this can be used to give a relatively simple proof of a theorem of Segal giving a necessary and sufficient condition that the Radon-Nikodym theorem hold in a measure space.

In another application, the multiplication is used to give a representation of certain Riesz spaces as rings of operators on a Hilbert space.

Class two p groups as fixed point free automorphism groups

Suppose that AG is a solvable group with normal subgroup G where (|A|, |G|) = 1. Assume that A is a class two odd p group all of whose irreducible representations are isomorphic to subgroups of extra special p groups. If p^c ≠ r^d + 1 for any c = 1, 2 and any prime r where r^2d+1 divides |G| and if C_G(A) = 1 then the Fitting length of G is bounded by the power of p dividing |A|.

The theorem is proved by applying a fixed point theorem to a reduction of the Fitting series of G. The fixed point theorem is proved by reducing a minimal counter example. IF R is an extra spec r subgroup of G fixed by A₁, a subgroup of A, where A₁ centralizes D(R), then all irreducible characters of A₁R which are nontrivial on Z(R) are computed. All nonlinear characters of a class two p group are computed.

Stationary absolute distributions for chains of infinite order

Let {Ƶ_n}^∞_{n = -∞} be a stochastic process with state space S₁ = {0, 1, …, D – 1}. Such a process is called a chain of infinite order. The transitions of the chain are described by the functions

Q_i(i⁽⁰⁾) = Ƥ(Ƶ_n = i | Ƶ_{n - 1} = i ⁽⁰⁾₁, Ƶ_{n - 2} = i ⁽⁰⁾₂, …) (i ɛ S₁), where i⁽⁰⁾ = (i⁽⁰⁾₁, i⁽⁰⁾₂, …) ranges over infinite sequences from S₁. If i⁽ⁿ⁾ = (i⁽ⁿ⁾₁, i⁽ⁿ⁾₂, …) for n = 1, 2,…, then i⁽ⁿ⁾ → i⁽⁰⁾ means that for each k, i⁽ⁿ⁾_k = i⁽⁰⁾_k for all n sufficiently large.

Given functions Q_i(i⁽⁰⁾) such that

(i) 0 ≤ Q_i(i⁽⁰) ≤ ξ ˂ 1

(ii)D – 1/Ʃ/i = 0 Q_i(i⁽⁰⁾) Ξ 1

(iii) Q_i(i⁽ⁿ⁾) → Q_i(i⁽⁰⁾) whenever i⁽ⁿ⁾ → i⁽⁰⁾,

we prove the existence of a stationary chain of infinite order {Ƶ_n} whose transitions are given by

Ƥ (Ƶ_n = i | Ƶ_{n - 1}, Ƶ_{n - 2}, …) = Q_i(Ƶ_{n - 1}, Ƶ_{n - 2}, …)

With probability 1. The method also yields stationary chains {Ƶ_n} for which (iii) does not hold but whose transition probabilities are, in a sense, “locally Markovian.” These and similar results extend a paper by T.E. Harris [Pac. J. Math., 5 (1955), 707-724].

Included is a new proof of the existence and uniqueness of a stationary absolute distribution for an Nth order Markov chain in which all transitions are possible. This proof allows us to achieve our main results without the use of limit theorem techniques.

Normal structures and automorphism groups of t-designs

Combinatorial configurations known as t-designs are studied. These are pairs ˂B, ∏˃, where each element of B is a k-subset of ∏, and each t-design occurs in exactly λ elements of B, for some fixed integers k and λ. A theory of internal structure of t-designs is developed, and it is shown that any t-design can be decomposed in a natural fashion into a sequence of “simple” subdesigns. The theory is quite similar to the analysis of a group with respect to its normal subgroups, quotient groups, and homomorphisms. The analogous concepts of normal subdesigns, quotient designs, and design homomorphisms are all defined and used.

This structure theory is then applied to the class of t-designs whose automorphism groups are transitive on sets of t points. It is shown that if G is a permutation group transitive on sets of t letters and ф is any set of letters, then images of ф under G form a t-design whose parameters may be calculated from the group G. Such groups are discussed, especially for the case t = 2, and the normal structure of such designs is considered. Theorem 2.2.12 gives necessary and sufficient conditions for a t-design to be simple, purely in terms of the automorphism group of the design. Some constructions are given.

Finally, 2-designs with k = 3 and λ = 2 are considered in detail. These designs are first considered in general, with examples illustrating some of the configurations which can arise. Then an attempt is made to classify all such designs with an automorphism group transitive on pairs of points. Many cases are eliminated of reduced to combinations of Steiner triple systems. In the remaining cases, the simple designs are determined to consist of one infinite class and one exceptional case.

On concentrated loads and Green's functions in elastostatics

This investigation is concerned with the notion of concentrated loads in classical elastostatics and related issues. Following a limit treatment of problems involving concentrated internal and surface loads, the orders of the ensuing displacements and stress singularities, as well as the stress resultants of the latter, are determined. These conclusions are taken as a basis for an alternative direct formulation of concentrated-load problems, the completeness of which is established through an appropriate uniqueness theorem. In addition, the present work supplies a reciprocal theorem and an integral representation-theorem applicable to singular problems of the type under consideration. Finally, in the course of the analysis presented here, the theory of Green's functions in elastostatics is extended.

Some theorems in classical elastodynamic

This investigation is concerned with various fundamental aspects of the linearized dynamical theory for mechanically homogeneous and isotropic elastic solids. First, the uniqueness and reciprocal theorems of dynamic elasticity are extended to unbounded domains with the aid of a generalized energy identity and a lemma on the prolonged quiescence of the far field, which are established for this purpose. Next, the basic singular solutions of elastodynamics are studied and used to generate systematically Love's integral identity for the displacement field, as well as an associated identity for the field of stress. These results, in conjunction with suitably defined Green's functions, are applied to the construction of integral representations for the solution of the first and second boundary-initial value problem. Finally, a uniqueness theorem for dynamic concentrated-load problems is obtained.