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.

Boundary-layer transition on a slender cone in hypervelocity flow with real gas effects

The laminar to turbulent transition process in boundary layer flows in thermochemical nonequilibrium at high enthalpy is measured and characterized. Experiments are performed in the T5 Hypervelocity Reflected Shock Tunnel at Caltech, using a 1 m length 5-degree half angle axisymmetric cone instrumented with 80 fast-response annular thermocouples, complemented by boundary layer stability computations using the STABL software suite. A new mixing tank is added to the shock tube fill apparatus for premixed freestream gas experiments, and a new cleaning procedure results in more consistent transition measurements. Transition location is nondimensionalized using a scaling with the boundary layer thickness, which is correlated with the acoustic properties of the boundary layer, and compared with parabolized stability equation (PSE) analysis. In these nondimensionalized terms, transition delay with increasing CO₂ concentration is observed: tests in 100% and 50% CO₂, by mass, transition up to 25% and 15% later, respectively, than air experiments. These results are consistent with previous work indicating that CO₂ molecules at elevated temperatures absorb acoustic instabilities in the MHz range, which is the expected frequency of the Mack second-mode instability at these conditions, and also consistent with predictions from PSE analysis. A strong unit Reynolds number effect is observed, which is believed to arise from tunnel noise. N_Tr for air from 5.4 to 13.2 is computed, substantially higher than previously reported for noisy facilities. Time- and spatially-resolved heat transfer traces are used to track the propagation of turbulent spots, and convection rates at 90%, 76%, and 63% of the boundary layer edge velocity, respectively, are observed for the leading edge, centroid, and trailing edge of the spots. A model constructed with these spot propagation parameters is used to infer spot generation rates from measured transition onset to completion distance. Finally, a novel method to control transition location with boundary layer gas injection is investigated. An appropriate porous-metal injector section for the cone is designed and fabricated, and the efficacy of injected CO₂ for delaying transition is gauged at various mass flow rates, and compared with both no injection and chemically inert argon injection cases. While CO₂ injection seems to delay transition, and argon injection seems to promote it, the experimental results are inconclusive and matching computations do not predict a reduction in N factor from any CO₂ injection condition computed.

The Equation of State and Petrogenesis of Komatiite

(1) Equation of State of Komatiite

The equation of state (EOS) of a molten komatiite (27 wt% MgO) was detennined in the 5 to 36 GPa pressure range via shock wave compression from 1550°C and 0 bar. Shock wave velocity, U_S, and particle velocity, U_P, in km/s follow the linear relationship U_S = 3.13(±0.03) + 1.47(±0.03) U_P. Based on a calculated density at 1550°C, 0 bar of 2.745±0.005 glee, this U_S-U_P relationship gives the isentropic bulk modulus K_S = 27.0 ± 0.6 GPa, and its first and second isentropic pressure derivatives, K'_S = 4.9 ± 0.1 and K"_S = -0.109 ± 0.003 GPa^-1.

The calculated liquidus compression curve agrees within error with the static compression results of Agee and Walker [1988a] to 6 GPa. We detennine that olivine (FO₉₄) will be neutrally buoyant in komatiitic melt of the composition we studied near 8.2 GPa. Clinopyroxene would also be neutrally buoyant near this pressure. Liquidus garnet-majorite may be less dense than this komatiitic liquid in the 20-24 GPa interval, however pyropic-garnet and perovskite phases are denser than this komatiitic liquid in their respective liquidus pressure intervals to 36 GPa. Liquidus perovskite may be neutrally buoyant near 70 GPa.

At 40 GPa, the density of shock-compressed molten komatiite would be approximately equal to the calculated density of an equivalent mixture of dense solid oxide components. This observation supports the model of Rigden et al. [1989] for compressibilities of liquid oxide components. Using their theoretical EOS for liquid forsterite and fayalite, we calculate the densities of a spectrum of melts from basaltic through peridotitic that are related to the experimentally studied komatiitic liquid by addition or subtraction of olivine. At low pressure, olivine fractionation lowers the density of basic magmas, but above 14 GPa this trend is reversed. All of these basic to ultrabasic liquids are predicted to have similar densities at 14 GPa, and this density is approximately equal to the bulk (PREM) mantle. This suggests that melts derived from a peridotitic mantle may be inhibited from ascending from depths greater than 400 km.

The EOS of ultrabasic magmas was used to model adiabatic melting in a peridotitic mantle. If komatiites are formed by >15% partial melting of a peridotitic mantle, then komatiites generated by adiabatic melting come from source regions in the lower transition zone (≈500-670 km) or the lower mantle (>670 km). The great depth of incipient melting implied by this model, and the melt density constraint mentioned above, suggest that komatiitic volcanism may be gravitationally hindered. Although komatiitic magmas are thought to separate from their coexisting crystals at a temperature =200°C greater than that for modern MORBs, their ultimate sources are predicted to be diapirs that, if adiabatically decompressed from initially solid mantle, were more than 700°C hotter than the sources of MORBs and derived from great depth.

We considered the evolution of an initially molten mantle, i.e., a magma ocean. Our model considers the thermal structure of the magma ocean, density constraints on crystal segregation, and approximate phase relationships for a nominally chondritic mantle. Crystallization will begin at the core-mantle boundary. Perovskite buoyancy at > 70 GPa may lead to a compositionally stratified lower mantle with iron-enriched mangesiowiistite content increasing with depth. The upper mantle may be depleted in perovskite components. Olivine neutral buoyancy may lead to the formation of a dunite septum in the upper mantle, partitioning the ocean into upper and lower reservoirs, but this septum must be permeable.

(2) Viscosity Measurement with Shock Waves

We have examined in detail the analytical method for measuring shear viscosity from the decay of perturbations on a corrugated shock front The relevance of initial conditions, finite shock amplitude, bulk viscosity, and the sensitivity of the measurements to the shock boundary conditions are discussed. The validity of the viscous perturbation approach is examined by numerically solving the second-order Navier-Stokes equations. These numerical experiments indicate that shock instabilities may occur even when the Kontorovich-D'yakov stability criteria are satisfied. The experimental results for water at 15 GPa are discussed, and it is suggested that the large effective viscosity determined by this method may reflect the existence of ice VII on the Rayleigh path of the Hugoniot This interpretation reconciles the experimental results with estimates and measurements obtained by other means, and is consistent with the relationship of the Hugoniot with the phase diagram for water. Sound waves are generated at 4.8 MHz at in the water experiments at 15 GPa. The existence of anelastic absorption modes near this frequency would also lead to large effective viscosity estimates.

(3) Equation of State of Molybdenum at 1400°C

Shock compression data to 96 GPa for pure molybdenum, initially heated to 1400°C, are presented. Finite strain analysis of the data gives a bulk modulus at 1400°C, K'_S. of 244±2 GPa and its pressure derivative, K'_OS of 4. A fit of shock velocity to particle velocity gives the coefficients of U_S = C_O+S U_P to be C_O = 4.77±0.06 km/s and S = 1.43±0.05. From the zero pressure sound speed, C_O, a bulk modulus of 232±6 GPa is calculated that is consistent with extrapolation of ultrasonic elasticity measurements. The temperature derivative of the bulk modulus at zero pressure, θK_OSθT|_P, is approximately -0.012 GPa/K. A thermodynamic model is used to show that the thermodynamic Grüneisen parameter is proportional to the density and independent of temperature. The Mie-Grüneisen equation of state adequately describes the high temperature behavior of molybdenum under the present range of shock loading conditions.

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 .

Fast numerical methods for mixed, singular Helmholtz boundary value problems and Laplace eigenvalue problems - with applications to antenna design, sloshing, electromagnetic scattering and spectral geometry

This thesis presents a novel class of algorithms for the solution of scattering and eigenvalue problems on general two-dimensional domains under a variety of boundary conditions, including non-smooth domains and certain "Zaremba" boundary conditions - for which Dirichlet and Neumann conditions are specified on various portions of the domain boundary. The theoretical basis of the methods for the Zaremba problems on smooth domains concern detailed information, which is put forth for the first time in this thesis, about the singularity structure of solutions of the Laplace operator under boundary conditions of Zaremba type. The new methods, which are based on use of Green functions and integral equations, incorporate a number of algorithmic innovations, including a fast and robust eigenvalue-search algorithm, use of the Fourier Continuation method for regularization of all smooth-domain Zaremba singularities, and newly derived quadrature rules which give rise to high-order convergence even around singular points for the Zaremba problem. The resulting algorithms enjoy high-order convergence, and they can tackle a variety of elliptic problems under general boundary conditions, including, for example, eigenvalue problems, scattering problems, and, in particular, eigenfunction expansion for time-domain problems in non-separable physical domains with mixed boundary conditions.

Theoretical investigation of turbulent boundary layer over a wavy surface

The important features of the two-dimensional incompressible turbulent flow over a wavy surface of wavelength comparable with the boundary layer thickness are analyzed.

A turbulent field method using model equation for turbulent shear stress similar to the scheme of Bradshaw, Ferriss and Atwell (1967) is employed with suitable modification to cover the viscous sublayer. The governing differential equations are linearized based on the small but finite amplitude to wavelength ratio. An orthogonal wavy coordinate system, accurate to the second order in the amplitude ratio, is adopted to avoid the severe restriction to the validity of linearization due to the large mean velocity gradient near the wall. Analytic solution up to the second order is obtained by using the method of matched-asymptotic-expansion based on the large Reynolds number and hence the small skin friction coefficient.

In the outer part of the layer, the perturbed flow is practically "inviscid." Solutions for the velocity, Reynolds stress and also the wall pressure distributions agree well with the experimental measurement. In the wall region where the perturbed Reynolds stress plays an important role in the process of momentum transport, only a qualitative agreement is obtained. The results also show that the nonlinear second-order effect is negligible for amplitude ratio of 0.03. The discrepancies in the detailed structure of the velocity, shear stress, and skin friction distributions near the wall suggest modifications to the model are required to describe the present problem.

On the Cesari fixed point method in a Banach space

In a paper published in 1961, L. Cesari [1] introduces a method which extends certain earlier existence theorems of Cesari and Hale ([2] to [6]) for perturbation problems to strictly nonlinear problems. Various authors ([1], [7] to [15]) have now applied this method to nonlinear ordinary and partial differential equations. The basic idea of the method is to use the contraction principle to reduce an infinite-dimensional fixed point problem to a finite-dimensional problem which may be attacked using the methods of fixed point indexes.

The following is my formulation of the Cesari fixed point method:

Let B be a Banach space and let S be a finite-dimensional linear subspace of B. Let P be a projection of B onto S and suppose Г≤B such that pГ is compact and such that for every x in PГ, P^-1x∩Г is closed. Let W be a continuous mapping from Г into B. The Cesari method gives sufficient conditions for the existence of a fixed point of W in Г.

Let I denote the identity mapping in B. Clearly y = Wy for some y in Г if and only if both of the following conditions hold:

(i) Py = PWy.

(ii) y = (P + (I - P)W)y.

Definition. The Cesari fixed paint method applies to (Г, W, P) if and only if the following three conditions are satisfied:

(1) For each x in PГ, P + (I - P)W is a contraction from P^-1x∩Г into itself. Let y(x) be that element (uniqueness follows from the contraction principle) of P^-1x∩Г which satisfies the equation y(x) = Py(x) + (I-P)Wy(x).

(2) The function y just defined is continuous from PГ into B.

(3) There are no fixed points of PWy on the boundary of PГ, so that the (finite- dimensional) fixed point index i(PWy, int PГ) is defined.

Definition. If the Cesari fixed point method applies to (Г, W, P) then define i(Г, W, P) to be the index i(PWy, int PГ).

The three theorems of this thesis can now be easily stated.

Theorem 1 (Cesari). If i(Г, W, P) is defined and i(Г, W, P) ≠0, then there is a fixed point of W in Г.

Theorem 2. Let the Cesari fixed point method apply to both (Г, W, P₁) and (Г, W, P₂). Assume that P₂P₁=P₁P₂=P₁ and assume that either of the following two conditions holds:

(1) For every b in B and every z in the range of P₂, we have that ‖b=P₂b‖ ≤ ‖b-z‖

(2)P₂Г is convex.

Then i(Г, W, P₁) = i(Г, W, P₂).

Theorem 3. If Ω is a bounded open set and W is a compact operator defined on Ω so that the (infinite-dimensional) Leray-Schauder index i_LS(W, Ω) is defined, and if the Cesari fixed point method applies to (Ω, W, P), then i(Ω, W, P) = i_LS(W, Ω).

Theorems 2 and 3 are proved using mainly a homotopy theorem and a reduction theorem for the finite-dimensional and the Leray-Schauder indexes. These and other properties of indexes will be listed before the theorem in which they are used.

Reynolds number influence on turbulent blocking effects of a rigid plane boundary (2nd report, direct numerical simulation using townsend's eddy forcing)

The Reynolds number influence on turbulent blocking effects by a rigid plane boundary is studied using direct numerical simulation (DNS). A new forcing method using 'simple model eddies' (Townsend 1976) for DNS of stationary homogeneous isotropic turbulence is proposed. A force field is obtained in real space by sprinkling many space-filling 'simple model eddies' whose centers are randomly but uniformly distributed in space and whose axes of rotation are random. The method is applied to a shear-free turbulent boundary layer over a rigid plane boundary and the blocking effects are investigated. The results show that stationary homogeneous isotropic turbulence is generated in real space using the present method. By using different model eddies with different sizes and rotation speeds, we could change the turbulence properties such as the integral and micro scales, the turbulent Reynolds number and the isotropy of turbulence. Turbulence intensities near the wall showed good agreements with the previous measurement and the linear analysis based on a rapid distortion theory (RDT). The splat effect (i.e., turbulence intensities of the components parallel to the boundary are amplified) occurs near the boundary and the viscous effect prohibits the splat effect at the quasi steady state at low Reynolds number.

A method to introduce accommodation cues into 3D integral imaging system using Fresnel holograms

Conventional 3D Integral imaging suffers from limited image depth range due to the fixed distance between the display panel and the lens array, while digital Fresnel holography suffers from a narrow viewing angle due to the lack of a high resolution spatial light modulator. This paper proposes an original system which combines the advantages of these two techniques to provide an integral imaging system of a reasonable viewing angle with accommodation cues. © 2012 Copyright Society of Photo-Optical Instrumentation Engineers (SPIE).

Finite element analysis of compressor disc heat transfer using the transient conduction method with sparse boundary collocation points

Surface temperature measurements from two discs of a gas turbine compressor rig are used as boundary conditions for the transient conduction solution (inverse heat transfer analysis). The disc geometry is complex, and so the finite element method is used. There are often large radial temperature gradients on the discs, and the equations are therefore solved taking into account the dependence of thermal conductivity on temperature. The solution technique also makes use of a multigrid algorithm to reduce the solution time. This is particularly important since a large amount of data must be analyzed to obtain correlations of the heat transfer. The finite element grid is also used for a network analysis to calculate the radiant heat transfer in the cavity formed between the two compressor discs. The work discussed here proved particularly challenging as the disc temperatures were only measured at four different radial locations. Four methods of surface temperature interpolation are examined, together with their effect on the local heat fluxes. It is found that the choice of interpolation method depends on the available number of data points. Bessel interpolation gives the best results for four data points, whereas cubic splines are preferred when there are considerably more data points. The results from the analysis of the compressor rig data show that the heat transfer near the disc inner radius appears to be influenced by the central throughflow. However, for larger radii, the heat transfer from the discs and peripheral shroud is found to be consistent with that of a buoyancy-induced flow.