A block SPP algorithm for multidimensional tridiagonal equations with optimal message vector length

A parallel strategy for solving multidimensional tridiagonal equations is investigated in this paper. We present in detail an improved version of single parallel partition (SPP) algorithm in conjunction with message vectorization, which aggregates several communication messages into one to reduce the communication cost. We show the resulting block SPP can achieve good speedup for a wide range of message vector length (MVL), especially when the number of grid points in the divided direction is large. Instead of only using the largest possible MVL, we adopt numerical tests and modeling analysis to determine an optimal MVL so that significant improvement in speedup can be obtained.

Work and energy equations and the principle of generalized effective stress for unsaturated soils

The effective stress principle has been efficiently applied to saturated soils in the soil mechanics and geotechnical engineering practice; however, its applicability to unsaturated soils is still under debate. The appropriate selection of stress state variables is essential for the construction of constitutive models for unsaturated soils. Owing to the complexity of unsaturated soils, it is difficult to determine the deformation and strength behaviors of unsaturated soils uniquely with the previous single-effective-stress variable theory and two-effective-stress-variable theory in all the situations. In this paper, based on the porous media theory, the specific expression of work is proposed, and the effective stress of unsaturated soils conjugated with the displacement of the soil skeleton is further derived. In the derived work and energy balance equations, the energy dissipation in unsaturated soils is taken into account. According to the derived work and energy balance equations, all of the three generalized stresses and the conjugated strains have effects on the deformation of unsaturated soils. For considering these effects, a principle of generalized effective stress to describe the behaviors of unsaturated soils is proposed. The proposed principle of generalized effective stress may reduce to the previous effective stress theory of single-stress variable or the two-stress variables under certain conditions. This principle provides a helpful reference for the development of constitutive models for unsaturated soils.

Periodic solutions of integro-differential equations which arise in population dynamics

The problem of the existence and stability of periodic solutions of infinite-lag integra-differential equations is considered. Specifically, the integrals involved are of the convolution type with the dependent variable being integrated over the range (- ∞,t), as occur in models of population growth. It is shown that Hopf bifurcation of periodic solutions from a steady state can occur, when a pair of eigenvalues crosses the imaginary axis. Also considered is the existence of traveling wave solutions of a model population equation allowing spatial diffusion in addition to the usual temporal variation. Lastly, the stability of the periodic solutions resulting from Hopf bifurcation is determined with aid of a Floquet theory.

The first chapter is devoted to linear integro-differential equations with constant coefficients utilizing the method of semi-groups of operators. The second chapter analyzes the Hopf bifurcation providing an existence theorem. Also, the two-timing perturbation procedure is applied to construct the periodic solutions. The third chapter uses two-timing to obtain traveling wave solutions of the diffusive model, as well as providing an existence theorem. The fourth chapter develops a Floquet theory for linear integro-differential equations with periodic coefficients again using the semi-group approach. The fifth chapter gives sufficient conditions for the stability or instability of a periodic solution in terms of the linearization of the equations. These results are then applied to the Hopf bifurcation problem and to a certain population equation modeling periodically fluctuating environments to deduce the stability of the corresponding periodic solutions.

Exact solutions and transformation properties of nonlinear partial differential equations from general relativity

Various families of exact solutions to the Einstein and Einstein-Maxwell field equations of General Relativity are treated for situations of sufficient symmetry that only two independent variables arise. The mathematical problem then reduces to consideration of sets of two coupled nonlinear differential equations.

The physical situations in which such equations arise include: a) the external gravitational field of an axisymmetric, uncharged steadily rotating body, b) cylindrical gravitational waves with two degrees of freedom, c) colliding plane gravitational waves, d) the external gravitational and electromagnetic fields of a static, charged axisymmetric body, and e) colliding plane electromagnetic and gravitational waves. Through the introduction of suitable potentials and coordinate transformations, a formalism is presented which treats all these problems simultaneously. These transformations and potentials may be used to generate new solutions to the Einstein-Maxwell equations from solutions to the vacuum Einstein equations, and vice-versa.

The calculus of differential forms is used as a tool for generation of similarity solutions and generalized similarity solutions. It is further used to find the invariance group of the equations; this in turn leads to various finite transformations that give new, physically distinct solutions from old. Some of the above results are then generalized to the case of three independent variables.

The stability of traveling wave solutions of parabolic equations

A method for determining by inspection the stability or instability of any solution u(t,x) = ɸ(x-ct) of any smooth equation of the form u_t = f(u_(xx),u_x,u where ∂/∂a f(a,b,c) > 0 for all arguments a,b,c, is developed. The connection between the mean wavespeed of solutions u(t,x) and their initial conditions u(0,x) is also explored. The mean wavespeed results and some of the stability results are then extended to include equations which contain integrals and also to include some special systems of equations. The results are applied to several physical examples.

Two new integral transforms and their applications

This thesis is in two parts. In Part I the independent variable θ in the trigonometric form of Legendre's equation is extended to the range ( -∞, ∞). The associated spectral representation is an infinite integral transform whose kernel is the analytic continuation of the associated Legendre function of the second kind into the complex θ-plane. This new transform is applied to the problems of waves on a spherical shell, heat flow on a spherical shell, and the gravitational potential of a sphere. In each case the resulting alternative representation of the solution is more suited to direct physical interpretation than the standard forms.

In Part II separation of variables is applied to the initial-value problem of the propagation of acoustic waves in an underwater sound channel. The Epstein symmetric profile is taken to describe the variation of sound with depth. The spectral representation associated with the separated depth equation is found to contain an integral and a series. A point source is assumed to be located in the channel. The nature of the disturbance at a point in the vicinity of the channel far removed from the source is investigated.

New variational principles for systems of partial differential equations

The question of finding variational principles for coupled systems of first order partial differential equations is considered. Using a potential representation for solutions of the first order system a higher order system is obtained. Existence of a variational principle follows if the original system can be transformed to a self-adjoint higher order system. Existence of variational principles for all linear wave equations with constant coefficients having real dispersion relations is established. The method of adjoining some of the equations of the original system to a suitable Lagrangian function by the method of Lagrange multipliers is used to construct new variational principles for a class of linear systems. The equations used as side conditions must satisfy highly-restrictive integrability conditions. In the more difficult nonlinear case the system of two equations in two independent variables can be analyzed completely. For systems determined by two conservation laws the side condition must be a conservation law in addition to satisfying the integrability conditions.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

Part I. On the breaking of nonlinear dispersive waves. Part II. Variational principles in continuum mechanics

A model equation for water waves has been suggested by Whitham to study, qualitatively at least, the different kinds of breaking. This is an integro-differential equation which combines a typical nonlinear convection term with an integral for the dispersive effects and is of independent mathematical interest. For an approximate kernel of the form e^(-b|x|) it is shown first that solitary waves have a maximum height with sharp crests and secondly that waves which are sufficiently asymmetric break into "bores." The second part applies to a wide class of bounded kernels, but the kernel giving the correct dispersion effects of water waves has a square root singularity and the present argument does not go through. Nevertheless the possibility of the two kinds of breaking in such integro-differential equations is demonstrated.

Difficulties arise in finding variational principles for continuum mechanics problems in the Eulerian (field) description. The reason is found to be that continuum equations in the original field variables lack a mathematical "self-adjointness" property which is necessary for Euler equations. This is a feature of the Eulerian description and occurs in non-dissipative problems which have variational principles for their Lagrangian description. To overcome this difficulty a "potential representation" approach is used which consists of transforming to new (Eulerian) variables whose equations are self-adjoint. The transformations to the velocity potential or stream function in fluids or the scaler and vector potentials in electromagnetism often lead to variational principles in this way. As yet no general procedure is available for finding suitable transformations. Existing variational principles for the inviscid fluid equations in the Eulerian description are reviewed and some ideas on the form of the appropriate transformations and Lagrangians for fluid problems are obtained. These ideas are developed in a series of examples which include finding variational principles for Rossby waves and for the internal waves of a stratified fluid.

Non-linear dispersive waves with a small dissipation

The general theory of Whitham for slowly-varying non-linear wavetrains is extended to the case where some of the defining partial differential equations cannot be put into conservation form. Typical examples are considered in plasma dynamics and water waves in which the lack of a conservation form is due to dissipation; an additional non-conservative element, the presence of an external force, is treated for the plasma dynamics example. Certain numerical solutions of the water waves problem (the Korteweg-de Vries equation with dissipation) are considered and compared with perturbation expansions about the linearized solution; it is found that the first correction term in the perturbation expansion is an excellent qualitative indicator of the deviation of the dissipative decay rate from linearity.

A method for deriving necessary and sufficient conditions for the existence of a general uniform wavetrain solution is presented and illustrated in the plasma dynamics problem. Peaking of the plasma wave is demonstrated, and it is shown that the necessary and sufficient existence conditions are essentially equivalent to the statement that no wave may have an amplitude larger than the peaked wave.

A new type of fully non-linear stability criterion is developed for the plasma uniform wavetrain. It is shown explicitly that this wavetrain is stable in the near-linear limit. The nature of this new type of stability is discussed.

Steady shock solutions are also considered. By a quite general method, it is demonstrated that the plasma equations studied here have no steady shock solutions whatsoever. A special type of steady shock is proposed, in which a uniform wavetrain joins across a jump discontinuity to a constant state. Such shocks may indeed exist for the Korteweg-de Vries equation, but are barred from the plasma problem because entropy would decrease across the shock front.

Finally, a way of including the Landau damping mechanism in the plasma equations is given. It involves putting in a dissipation term of convolution integral form, and parallels a similar approach of Whitham in water wave theory. An important application of this would be towards resolving long-standing difficulties about the "collisionless" shock.

Wave propagation in an inhomogeneous medium

This paper is in two parts. In the first part we give a qualitative study of wave propagation in an inhomogeneous medium principally by geometrical optics and ray theory. The inhomogeneity is represented by a sound-speed profile which is dependent upon one coordinate, namely the depth; and we discuss the general characteristics of wave propagation which result from a source placed on the sound channel axis. We show that our mathematical model of the sound- speed in the ocean actually predicts some of the behavior of the observed physical phenomena in the underwater sound channel. Using ray theoretic techniques we investigate the implications of our profile on the following characteristics of SOFAR propagation: (i) the sound energy traveling further away from the axis takes less time to travel from source to receiver than sound energy traveling closer to the axis, (ii) the focusing of sound energy in the sound channel at certain ranges, (iii) the overall ray picture in the sound channel.

In the second part a more penetrating quantitative study is done by means of analytical techniques on the governing equations. We study the transient problem for the Epstein profile by employing a double transform to formally derive an integral representation for the acoustic pressure amplitude, and from this representation we obtain several alternative representations. We study the case where both source and receiver are on the channel axis and greatly separated. In particular we verify some of the earlier results derived by ray theory and obtain asymptotic results for the acoustic pressure in the far-field.

Diffraction integral formulas of the pulsed wave field in the temporal domain

To resolve the diffraction problems of the pulsed wave field directly in the temporal domain, we extend the Rayleigh diffraction integrals to the temporal domain and then discuss the approximation condition of this diffraction formula. (C) 1997 Optical Society of America.

Oscillatory integral operators related to pointwise convergence of Schrödinger operators

In this thesis we consider smooth analogues of operators studied in connection with the pointwise convergence of the solution, u(x,t), (x,t) ∈ ℝ^n x ℝ, of the free Schrodinger equation to the given initial data. Such operators are interesting examples of oscillatory integral operators with degenerate phase functions, and we develop strategies to capture the oscillations and obtain sharp L^2 → L^2 bounds. We then consider, for fixed smooth t(x), the restriction of u to the surface (x,t(x)). We find that u(x,t(x)) ∈ L^2(D^n) when the initial data is in a suitable L^2-Sobolev space H^8 (ℝ^n), where s depends on conditions on t.