Generalized semi-geostrophic theory on a sphere

Douglas, Robert; Cullen, M.J.P.; Roulston, I.; Sewell, M.J., (2005) 'Generalized semi-geostrophic theory on a sphere', Journal of Fluid Mechanics 531 pp.123-157 RAE2008

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Complete nonlinear theory of longitudinal-to-transverse dust lattice mode coupling in a single-layer dusty plasma crystal

A comprehensive nonlinear model is put forward for coupled longitudinal to transverse displacements in a horizontal dust mono-layer, levitated under the combined influence of gravity and an electric and/or magnetic sheath field. A set of coupled nonlinear evolution equations are obtained in a discrete description, and a pair of coupled (Boussinesq-like) PDEs are obtained in the continuum approximation. Finally, the amplitude modulation of the coupled modes is discussed, pointing out the importance of the coupling. All these results are generic, i.e. valid for any assumed form of the inter-grain interaction potential U and the sheath potential Phi.

Nonlinear electrostatic excitations of charged dust in degenerate ultra-dense quantum dusty plasmas

The linear and nonlinear properties of low-frequency electrostatic excitations of charged dust particles (or defects) in a dense collisionless, unmagnetized Thomas-Fermi plasma are investigated. A fully ionized three-component model plasma consisting of electrons, ions, and negatively charged massive dust grains is considered. Electrons and ions are assumed to be in a degenerate quantum state, obeying the Thomas-Fermi density distribution, whereas the inertial dust component is described by a set of classical fluid equations. Considering large-amplitude stationary profile travelling-waves in a moving reference frame, the fluid evolution equations are reduced to a pseudo-energy-balance equation, involving a Sagdeev-type potential function. The analysis describes the dynamics of supersonic dust-acoustic solitary waves in Thomas-Fermi plasmas, and provides exact predictions for their dynamical characteristics, whose dependence on relevant parameters (namely, the ion-to-electron Fermi temperature ratio, and the dust concentration) is investigated. An alternative route is also adopted, by assuming weakly varying small-amplitude disturbances off equilibrium, and then adopting a multiscale perturbation technique to derive a Korteweg–de Vries equation for the electrostatic potential, and finally solving in terms for electric potential pulses (electrostatic solitons). A critical comparison between the two methods reveals that they agree exactly in the small-amplitude, weakly superacoustic limit. The dust concentration (Havnes) parameter h = Zd0nd0/ne0 affects the propagation characteristics by modifying the phase speed, as well as the electron/ion Fermi temperatures. Our results aim at elucidating the characteristics of electrostatic excitations in dust-contaminated dense plasmas, e.g., in metallic electronic devices, and also arguably in supernova environments, where charged dust defects may occur in the quantum plasma regime.

Corner Flows in Free Liquid Films

A lubrication-flow model for a free film in a corner is presented. The model, written in the hyperbolic coordinate system ξ = x² – y², η = 2xy, applies to films that are thin in the η direction. The lubrication approximation yields two coupled evolution equations for the film thickness and the velocity field which, to lowest order, describes plug flow in the hyperbolic coordinates. A free film in a corner evolving under surface tension and gravity is investigated. The rate of thinning of a free film is compared to that of a film evolving over a solid substrate. Viscous shear and normal stresses are both captured in the model and are computed for the entire flow domain. It is shown that normal stress dominates over shear stress in the far field, while shear stress dominates close to the corner.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Free gravity waves and balanced dynamics

It is shown how a renormalization technique, which is a variant of classical Krylov–Bogolyubov–Mitropol’skii averaging, can be used to obtain slow evolution equations for the vortical and inertia–gravity wave components of the dynamics in a rotating flow. The evolution equations for each component are obtained to second order in the Rossby number, and the nature of the coupling between the two is analyzed carefully. It is also shown how classical balance models such as quasigeostrophic dynamics and its second-order extension appear naturally as a special case of this renormalized system, thereby providing a rigorous basis for the slaving approach where only the fast variables are expanded. It is well known that these balance models correspond to a hypothetical slow manifold of the parent system; the method herein allows the determination of the dynamics in the neighborhood of such solutions. As a concrete illustration, a simple weak-wave model is used, although the method readily applies to more complex rotating fluid models such as the shallow-water, Boussinesq, primitive, and 3D Euler equations.

Anisotropic model for granulated sea ice dynamics

A continuum model describing sea ice as a layer of granulated thick ice, consisting of many rigid, brittle floes, intersected by long and narrow regions of thinner ice, known as leads, is developed. We consider the evolution of mesoscale leads, formed under extension, whose lengths span many floes, so that the surrounding ice is treated as a granular plastic. The leads are sufficiently small with respect to basin scales of sea ice deformation that they may be modelled using a continuum approach. The model includes evolution equations for the orientational distribution of leads, their thickness and width expressed through second-rank tensors and terms requiring closures. The closing assumptions are constructed for the case of negligibly small lead ice thickness and the canonical deformation types of pure and simple shear, pure divergence and pure convergence. We present a new continuum-scale sea ice rheology that depends upon the isotropic, material rheology of sea ice, the orientational distribution of lead properties and the thick ice thickness. A new model of lead and thick ice interaction is presented that successfully describes a number of effects: (i) because of its brittle nature, thick ice does not thin under extension and (ii) the consideration of the thick sea ice as a granular material determines finite lead opening under pure shear, when granular dilation is unimportant.

A continuum anisotropic model of sea-ice dynamics

We develop the essential ingredients of a new, continuum and anisotropic model of sea-ice dynamics designed for eventual use in climate simulation. These ingredients are a constitutive law for sea-ice stress, relating stress to the material properties of sea ice and to internal variables describing the sea-ice state, and equations describing the evolution of these variables. The sea-ice cover is treated as a densely flawed two-dimensional continuum consisting of a uniform field of thick ice that is uniformly permeated with narrow linear regions of thinner ice called leads. Lead orientation, thickness and width distributions are described by second-rank tensor internal variables: the structure, thickness and width tensors, whose dynamics are governed by corresponding evolution equations accounting for processes such as new lead generation and rotation as the ice cover deforms. These evolution equations contain contractions of higher-order tensor expressions that require closures. We develop a sea-ice stress constitutive law that relates sea-ice stress to the structure tensor, thickness tensor and strain rate. For the special case of empty leads (containing no ice), linear closures are adopted and we present calculations for simple shear, convergence and divergence.

Advances in the study of boundary value problems for nonlinear integrable PDEs

In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.

Hydrodynamics with spin angular momentum from systematic coarse graining: a tutorial example

The derivation of time evolution equations for slow collective variables starting from a micro- scopic model system is demonstrated for the tutorial example of the classical, two-dimensional XY model. Projection operator techniques are used within a nonequilibrium thermodynamics framework together with molecular simulations in order to establish the building blocks of the hydrodynamics equations: Poisson brackets that determine the deterministic drift, the driving forces from the macroscopic free energy and the friction matrix. The approach is rather general and can be applied for deriving the equations of slow variables for a broad variety of systems.

Dynamics of a class of ODEs more general than almost periodic

A temporally global solution, if it exists, of a nonautonomous ordinary differential equation need not be periodic, almost periodic or almost automorphic when the forcing term is periodic, almost periodic or almost automorphic, respectively. An alternative class of functions extending periodic and almost periodic functions which has the property that a bounded temporally global solution solution of a nonautonomous ordinary differential equation belongs to this class when the forcing term does is introduced here. Specifically, the class of functions consists of uniformly continuous functions, defined on the real line and taking values in a Banach space, which have pre-compact ranges. Besides periodic and almost periodic functions, this class also includes many nonrecurrent functions. Assuming a hyperbolic structure for the unperturbed linear equation and certain properties for the linear and nonlinear parts, the existence of a special bounded entire solution, as well the existence of stable and unstable manifolds of this solution are established. Moreover, it is shown that this solution and these manifolds inherit the temporal behaviour of the vector field equation. In the stable case it is shown that this special solution is the pullback attractor of the system. A class of infinite dimensional examples involving a linear operator consisting of a time independent part which generates a C(0)-semigroup plus a small time dependent part is presented and applied to systems of coupled heat and beam equations. (C) 2010 Elsevier Ltd. All rights reserved.

Susceptible-infected-recovered and susceptible-exposed-infected models

Two stochastic epidemic lattice models, the susceptible-infected-recovered and the susceptible-exposed-infected models, are studied on a Cayley tree of coordination number k. The spreading of the disease in the former is found to occur when the infection probability b is larger than b(c) = k/2(k - 1). In the latter, which is equivalent to a dynamic site percolation model, the spreading occurs when the infection probability p is greater than p(c) = 1/(k - 1). We set up and solve the time evolution equations for both models and determine the final and time-dependent properties, including the epidemic curve. We show that the two models are closely related by revealing that their relevant properties are exactly mapped into each other when p = b/[k - (k - 1) b]. These include the cluster size distribution and the density of individuals of each type, quantities that have been determined in closed forms.

Fock space for fermion-like lattices and the linear Glauber model

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Hierarchical spherical model from a geometric point of view

A continuous version of the hierarchical spherical model at dimension d=4 is investigated. Two limit distributions of the block spin variable X(gamma), normalized with exponents gamma = d + 2 and gamma=d at and above the critical temperature, are established. These results are proven by solving certain evolution equations corresponding to the renormalization group (RG) transformation of the O(N) hierarchical spin model of block size L(d) in the limit L down arrow 1 and N ->infinity. Starting far away from the stationary Gaussian fixed point the trajectories of these dynamical system pass through two different regimes with distinguishable crossover behavior. An interpretation of this trajectories is given by the geometric theory of functions which describe precisely the motion of the Lee-Yang zeroes. The large-N limit of RG transformation with L(d) fixed equal to 2, at the criticality, has recently been investigated in both weak and strong (coupling) regimes by Watanabe (J. Stat. Phys. 115:1669-1713, 2004) . Although our analysis deals only with N = infinity case, it complements various aspects of that work.