Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

Nonlinear symmetric stability of planetary atmospheres

The energy–Casimir method is applied to the problem of symmetric stability in the context of a compressible, hydrostatic planetary atmosphere with a general equation of state. Formal stability criteria for symmetric disturbances to a zonally symmetric baroclinic flow are obtained. In the special case of a perfect gas the results of Stevens (1983) are recovered. Finite-amplitude stability conditions are also obtained that provide an upper bound on a certain positive-definite measure of disturbance amplitude.

A unified theory of available potential energy

Traditional derivations of available potential energy, in a variety of contexts, involve combining some form of mass conservation together with energy conservation. This raises the questions of why such constructions are required in the first place, and whether there is some general method of deriving the available potential energy for an arbitrary fluid system. By appealing to the underlying Hamiltonian structure of geophysical fluid dynamics, it becomes clear why energy conservation is not enough, and why other conservation laws such as mass conservation need to be incorporated in order to construct an invariant, known as the pseudoenergy, that is a positive‐definite functional of disturbance quantities. The available potential energy is just the non‐kinetic part of the pseudoenergy, the construction of which follows a well defined algorithm. Two notable features of the available potential energy defined thereby are first, that it is a locally defined quantity, and second, that it is inherently definable at finite amplitude (though one may of course always take the small‐amplitude limit if this is appropriate). The general theory is made concrete by systematic derivations of available potential energy in a number of different contexts. All the well known expressions are recovered, and some new expressions are obtained. The possibility of generalizing the concept of available potential energy to dynamically stable basic flows (as opposed to statically stable basic states) is also discussed.

Nonlinear wave-activity conservation laws and Hamiltonian structure for the two-dimensional anelastic equations

Exact, finite-amplitude, local wave-activity conservation laws are derived for disturbances to steady flows in the context of the two-dimensional anelastic equations. The conservation laws are expressed entirely in terms of Eulerian quantities, and have the property that, in the limit of a small-amplitude, slowly varying, monochromatic wave train, the wave-activity density A and flux F, when averaged over phase, satisfy F = cgA where cg is the group velocity of the waves. For nonparallel steady flows, the only conserved wave activity is a form of disturbance pseudoenergy; when the steady flow is parallel, there is in addition a conservation law for the disturbance pseudomomentum. The above results are obtained not only for isentropic background states (which give the so-called “deep form” of the anelastic equations), but also for arbitrary background potential-temperature profiles θ0(z) so long as the variation in θ0(z) over the depth of the fluid is small compared with θ0 itself. The Hamiltonian structure of the equations is established in both cases, and its symmetry properties discussed. An expression for available potential energy is also derived that, for the case of a stably stratified background state (i.e., dθ0/dz > 0), is locally positive definite; the expression is valid for fully three-dimensional flow. The counterparts to results for the two-dimensional Boussinesq equations are also noted.

On phantom thermodynamics

The thermodynamic properties of dark energy fluids described by an equation of state parameter omega = p/rho are rediscussed in the context of FRW type geometries. Contrarily to previous claims, it is argued here that the phantom regime omega < -1 is not physically possible since that both the temperature and the entropy of every physical fluids must be always positive definite. This means that one cannot appeal to negative temperature in order to save the phantom dark energy hypothesis as has been recently done in the literature. Such a result remains true as long as the chemical potential is zero. However, if the phantom fluid is endowed with a non-null chemical potential, the phantom field hypothesis becomes thermodynamically consistent, that is, there are macroscopic equilibrium states with T > 0 and S > 0 in the course of the Universe expansion. (C) 2008 Elsevier B.V. All rights reserved.

Newton`s iterates can converge to non-stationary points

In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.

Noether and topological currents equivalence and soliton/particle correspondence in affine sl(2)((1)) Toda theory coupled to matter

A submodel of the so-called conformal affine Toda model coupled to the matter field (CATM) is defined such that its real Lagrangian has a positive-definite kinetic term for the Toda field and a usual kinetic term for the (Dirac) spinor field. After spontaneously broken the conformal symmetry by means of BRST analysis, we end up with an effective theory, the off-critical affine Toda model coupled to the matter (ATM). It is shown that the ATM model inherits the remarkable properties of the general CATM model such as the soliton solutions, the particle/soliton correspondence and the equivalence between the Noether and topological currents. The classical solitonic spectrum of the ATM model is also discussed. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Zero sets of bivariate Hermite polynomials

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Reproducing kernel Hilbert spaces associated with kernels on topological spaces

We analyze reproducing kernel Hilbert spaces of positive definite kernels on a topological space X being either first countable or locally compact. The results include versions of Mercer's theorem and theorems on the embedding of these spaces into spaces of continuous and square integrable functions.

Weighted Fourier–Laplace transforms in reproducing kernel Hilbert spaces on the sphere

We study the action of a weighted Fourier–Laplace transform on the functions in the reproducing kernel Hilbert space (RKHS) associated with a positive definite kernel on the sphere. After defining a notion of smoothness implied by the transform, we show that smoothness of the kernel implies the same smoothness for the generating elements (spherical harmonics) in the Mercer expansion of the kernel. We prove a reproducing property for the weighted Fourier–Laplace transform of the functions in the RKHS and embed the RKHS into spaces of smooth functions. Some relevant properties of the embedding are considered, including compactness and boundedness. The approach taken in the paper includes two important notions of differentiability characterized by weighted Fourier–Laplace transforms: fractional derivatives and Laplace–Beltrami derivatives.

Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

An integral conservative gridding--algorithm using Hermitian curve interpolation

The problem of re-sampling spatially distributed data organized into regular or irregular grids to finer or coarser resolution is a common task in data processing. This procedure is known as 'gridding' or 're-binning'. Depending on the quantity the data represents, the gridding-algorithm has to meet different requirements. For example, histogrammed physical quantities such as mass or energy have to be re-binned in order to conserve the overall integral. Moreover, if the quantity is positive definite, negative sampling values should be avoided. The gridding process requires a re-distribution of the original data set to a user-requested grid according to a distribution function. The distribution function can be determined on the basis of the given data by interpolation methods. In general, accurate interpolation with respect to multiple boundary conditions of heavily fluctuating data requires polynomial interpolation functions of second or even higher order. However, this may result in unrealistic deviations (overshoots or undershoots) of the interpolation function from the data. Accordingly, the re-sampled data may overestimate or underestimate the given data by a significant amount. The gridding-algorithm presented in this work was developed in order to overcome these problems. Instead of a straightforward interpolation of the given data using high-order polynomials, a parametrized Hermitian interpolation curve was used to approximate the integrated data set. A single parameter is determined by which the user can control the behavior of the interpolation function, i.e. the amount of overshoot and undershoot. Furthermore, it is shown how the algorithm can be extended to multidimensional grids. The algorithm was compared to commonly used gridding-algorithms using linear and cubic interpolation functions. It is shown that such interpolation functions may overestimate or underestimate the source data by about 10-20%, while the new algorithm can be tuned to significantly reduce these interpolation errors. The accuracy of the new algorithm was tested on a series of x-ray CT-images (head and neck, lung, pelvis). The new algorithm significantly improves the accuracy of the sampled images in terms of the mean square error and a quality index introduced by Wang and Bovik (2002 IEEE Signal Process. Lett. 9 81-4).

Hyalotekite, (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2)(Si,B)(2)O28F, a Tectosilicate Related to Scapolite: New Structure Refinement, Phase Transitions and a Short-Range Ordered 3B Superstructure

Hyalotekite, a framework silicate of composition (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2) (Si,B)(2)O28F, is found in relatively high-temperature(greater than or equal to 500 degrees C) Mn skarns at Langban, Sweden, and peralkaline pegmatites at Dara-i-Pioz, Tajikistan. A new paragenesis at Dara-i-Pioz is pegmatite consisting of the Ba borosilicates leucosphenite and tienshanite, as well as caesium kupletskite, aegirine, pyrochlore, microcline and quartz. Hyalotekite has been partially replaced by barylite and danburite. This hyalotekite contains 1.29-1.78 wt.% Y2O3, equivalent to 0.172-0.238 Y pfu or 8-11% Y on the Ca site; its Pb/(Pb+Ba) ratio ranges 0.36-0.44. Electron microprobe F contents of Langban and Dara-i-Pioz hyalotekite range 1.04-1.45 wt.%, consistent with full occupancy of the F site. A new refinement of the structure factor data used in the original structural determination of a Langban hyalotekite resulted in a structural formula, (Pb1.96Ba1.86K0.18)Ca-2(B1.76Be0.24)(Si1.56B0.44)Si8O28F, consistent with chemical data and all cations with positive-definite thermal parameters, although with a slight excess of positive charge (+57.14 as opposed to the ideal +57.00). An unusual feature of the hyalotekite framework is that 4 of 28 oxygens are non-bridging; by merging these 4 oxygens into two, the framework topology of scapolite is obtained. The triclinic symmetry of hyalotekite observed at room temperature is obtained from a hypothetical tetragonal parent structure via a sequence of displacive phase transitions. Some of these transitions are associated with cation ordering, either Pb-Ba ordering in the large cation sites, or B-Be and Si-B ordering on tetrahedral sites. Others are largely displacive but affect the coordination of the large cations (Pb, Ba, K, Ca). High-resolution electron microscopy suggests that the undulatory extinction characteristic of hyalotekite is due to a fine mosaic microstructure. This suggests that at least one of these transitions occurs in nature during cooling, and that it is first order with a large volume change. A diffuse superstructure observed by electron diffraction implies the existence of a further stage of short-range cation ordering which probably involves both (Pb,K)-Ba and (BeSi,BB)-BSi.

Quantum dynamics with stochastic gauge simulations

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of simple examples ranging from astrophysical molecular hydrogen production, through to the topical problem of Bose-Einstein condensation in an optical trap and the resulting quantum dynamics.

On the possibility of elastic strain localisation in a fault

The phenomenon of strain localisation is often observed in shear deformation of particulate materials, e.g., fault gouge. This phenomenon is usually attributed to special types of plastic behaviour of the material (e.g., strain softening or mismatch between dilatancy and pressure sensitivity or both). Observations of strain localisation in situ or in experiments are usually based on displacement measurements and subsequent computation of the displacement gradient. While in conventional continua the symmetric part of the displacement gradient is equal to the strain, it is no longer the case in the more realistic descriptions within the framework of generalised continua. In such models the rotations of the gouge particles are considered as independent degrees of freedom the values of which usually differ from the rotation of an infinitesimal volume element of the continuum, the latter being described for infinitesimal deformations by the non-symmetric part of the displacement gradient. As a model for gouge material we propose a continuum description for an assembly of spherical particles of equal radius in which the particle rotation is treated as an independent degree of freedom. Based on this model we consider simple shear deformations of the fault gouge. We show that there exist values of the model parameters for which the displacement gradient exhibits a pronounced localisation at the mid-layers of the fault, even in the absence of inelasticity. Inelastic effects are neglected in order to highlight the role of the independent rotations and the associated additional parameters. The localisation-like behaviour occurs if (a) the particle rotations on the boundary of the shear layer are constrained (this type of boundary condition does not exist in a standard continuum) and (b) the contact moment-or bending stiffness is much smaller than the product of the effective shear modulus of the granulate and the square of the width of the gouge layer. It should be noted however that the virtual work functional is positive definite over the range of physically meaningful parameters (here: contact stiffnesses, solid volume fraction and coordination number) so that strictly speaking we are not dealing with a material instability.