A Continuation Method Applied to the Study of Thermocapillary Instabilities in Liquid Bridges

A continuation method is applied to investigate the linear stability of the steady, axisymmetric thermocapillary flows in liquid bridges. The method is based upon an appropriate extended system of perturbation equations depending on the nature of transition of the basic flow. The dependence of the critical Reynolds number and corresponding azimuthal wavenumber on serval parameters is presented for both cylindrical and non-cylindrical liquid bridges.

Dimensionless Analysis of the Simulation of Bucket Foundations under Dynamic Load

Firstly, the main factors are obtained by use of dimensionless analysis. Secondly, the time scaling factors in centrifuge modeling of bucket foundations under dynamic load are analyzed based on dimensionless analysis and control- ling equation. A simplified method for dealing with the conflict of scaling factors of the inertial and the percolation in sand foundation is presented. The presented method is that the material for experiments is not changed while the effects are modified by perturbation method. Thirdly, the characteristic time of liquefaction state and the characteristic scale of affected zone are analyzed.

Asymptotic analysis of thin plates under normal load and horizontal edge thrust

We consider the radially symmetric nonlinear von Kármán plate equations for circular or annular plates in the limit of small thickness. The loads on the plate consist of a radially symmetric pressure load and a uniform edge load. The dependence of the steady states on the edge load and thickness is studied using asymptotics as well as numerical calculations. The von Kármán plate equations are a singular perturbation of the Fӧppl membrane equation in the asymptotic limit of small thickness. We study the role of compressive membrane solutions in the small thickness asymptotic behavior of the plate solutions.

We give evidence for the existence of a singular compressive solution for the circular membrane and show by a singular perturbation expansion that the nonsingular compressive solution approach this singular solution as the radial stress at the center of the plate vanishes. In this limit, an infinite number of folds occur with respect to the edge load. Similar behavior is observed for the annular membrane with zero edge load at the inner radius in the limit as the circumferential stress vanishes.

We develop multiscale expansions, which are asymptotic to members of this family for plates with edges that are elastically supported against rotation. At some thicknesses this approximation breaks down and a boundary layer appears at the center of the plate. In the limit of small normal load, the points of breakdown approach the bifurcation points corresponding to buckling of the nondeflected state. A uniform asymptotic expansion for small thickness combining the boundary layer with a multiscale approximation of the outer solution is developed for this case. These approximations complement the well known boundary layer expansions based on tensile membrane solutions in describing the bending and stretching of thin plates. The approximation becomes inconsistent as the clamped state is approached by increasing the resistance against rotation at the edge. We prove that such an expansion for the clamped circular plate cannot exist unless the pressure load is self-equilibrating.

The stochastic exit problem for dynamical systems

The problem of "exit against a flow" for dynamical systems subject to small Gaussian white noise excitation is studied. Here the word "flow" refers to the behavior in phase space of the unperturbed system's state variables. "Exit against a flow" occurs if a perturbation causes the phase point to leave a phase space region within which it would normally be confined. In particular, there are two components of the problem of exit against a flow:

i) the mean exit time

ii) the phase-space distribution of exit locations.

When the noise perturbing the dynamical systems is small, the solution of each component of the problem of exit against a flow is, in general, the solution of a singularly perturbed, degenerate elliptic-parabolic boundary value problem.

Singular perturbation techniques are used to express the asymptotic solution in terms of an unknown parameter. The unknown parameter is determined using the solution of the adjoint boundary value problem.

The problem of exit against a flow for several dynamical systems of physical interest is considered, and the mean exit times and distributions of exit positions are calculated. The systems are then simulated numerically, using Monte Carlo techniques, in order to determine the validity of the asymptotic solutions.

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.

Steady capillary-gravity waves on deep water

The properties of capillary-gravity waves of permanent form on deep water are studied. Two different formulations to the problem are given. The theory of simple bifurcation is reviewed. For small amplitude waves a formal perturbation series is used. The Wilton ripple phenomenon is reexamined and shown to be associated with a bifurcation in which a wave of permanent form can double its period. It is shown further that Wilton's ripples are a special case of a more general phenomenon in which bifurcation into subharmonics and factorial higher harmonics can occur. Numerical procedures for the calculation of waves of finite amplitude are developed. Bifurcation and limit lines are calculated. Pure and combination waves are continued to maximum amplitude. It is found that the height is limited in all cases by the surface enclosing one or more bubbles. Results for the shape of gravity waves are obtained by solving an integra-differential equation. It is found that the family of solutions giving the waveheight or equivalent parameter has bifurcation points. Two bifurcation points and the branches emanating from them are found specifically, corresponding to a doubling and tripling of the wavelength. Solutions on the new branches are calculated.

The flow between rotating coaxial disks

Numerical approximations of nonunique solutions of the Navier-Stokes equations are obtained for steady viscous incompressible axisymmetric flow between two infinite rotating coaxial disks. For example, nineteen solutions have been found for the case when the disks are rotating with the same speed but in opposite direction. Bifurcation and perturbed bifurcation phenomena are observed. An efficient method is used to compute solution branches. The stability of solutions is analyzed. The rate of convergence of Newton's method at singular points is discussed. In particular, recovery of quadratic convergence at "normal limit points" and bifurcation points is indicated. Analytical construction of some of the computed solutions using singular perturbation techniques is discussed.

Diffusion in glassy polymers

Fluid diffusion in glassy polymers proceeds in ways that are not explained by the standard diffusion model. Although the reasons for the anomalous effects are not known, much of the observed behavior is attributed to the long times that polymers below their glass transition temperature take to adjust to changes in their condition. The slow internal relaxations of the polymer chains ensure that the material properties are history-dependent, and also allow both local inhomogeneities and differential swelling to occur. Two models are developed in this thesis with the intent of accounting for these effects in the diffusion process.

In Part I, a model is developed to account for both the history dependence of the glassy polymer, and the dual sorption which occurs when gas molecules are immobilized by the local heterogeneities. A preliminary study of a special case of this model is conducted, showing the existence of travelling wave solutions and using perturbation techniques to investigate the effect of generalized diffusion mechanisms on their form. An integral averaging method is used to estimate the penetrant front position.

In Part II, a model is developed for particle diffusion along with displacements in isotropic viscoelastic materials. The nonlinear dependence of the materials on the fluid concentration is taken into account, while pure displacements are assumed to remain in the range of linear viscoelasticity. A fairly general model is obtained for three-dimensional irrotational movements, with the development of the model being based on the assumptions of irreversible thermodynamics. With the help of some dimensional analysis, this model is simplified to a version which is proposed to be studied for Case II behavior.

Some modified bifurcation problems with application to imperfection sensitivity in buckling

The branching theory of solutions of certain nonlinear elliptic partial differential equations is developed, when the nonlinear term is perturbed from unforced to forced. We find families of branching points and the associated nonisolated solutions which emanate from a bifurcation point of the unforced problem. Nontrivial solution branches are constructed which contain the nonisolated solutions, and the branching is exhibited. An iteration procedure is used to establish the existence of these solutions, and a formal perturbation theory is shown to give asymptotically valid results. The stability of the solutions is examined and certain solution branches are shown to consist of minimal positive solutions. Other solution branches which do not contain branching points are also found in a neighborhood of the bifurcation point.

The qualitative features of branching points and their associated nonisolated solutions are used to obtain useful information about buckling of columns and arches. Global stability characteristics for the buckled equilibrium states of imperfect columns and arches are discussed. Asymptotic expansions for the imperfection sensitive buckling load of a column on a nonlinearly elastic foundation are found and rigorously justified.

Nonlinear dispersive wave problems

The nonlinear partial differential equations for dispersive waves have special solutions representing uniform wavetrains. An expansion procedure is developed for slowly varying wavetrains, in which full nonlinearity is retained but in which the scale of the nonuniformity introduces a small parameter. The first order results agree with the results that Whitham obtained by averaging methods. The perturbation method provides a detailed description and deeper understanding, as well as a consistent development to higher approximations. This method for treating partial differential equations is analogous to the "multiple time scale" methods for ordinary differential equations in nonlinear vibration theory. It may also be regarded as a generalization of geometrical optics to nonlinear problems.

To apply the expansion method to the classical water wave problem, it is crucial to find an appropriate variational principle. It was found in the present investigation that a Lagrangian function equal to the pressure yields the full set of equations of motion for the problem. After this result is derived, the Lagrangian is compared with the more usual expression formed from kinetic minus potential energy. The water wave problem is then examined by means of the expansion procedure.

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.

Nearly free molecular heat transfer from a sphere

Consider a sphere immersed in a rarefied monatomic gas with zero mean flow. The distribution function of the molecules at infinity is chosen to be a Maxwellian. The boundary condition at the body is diffuse reflection with perfect accommodation to the surface temperature. The microscopic flow of particles about the sphere is modeled kinetically by the Boltzmann equation with the Krook collision term. Appropriate normalizations in the near and far fields lead to a perturbation solution of the problem, expanded in terms of the ratio of body diameter to mean free path (inverse Knudsen number). The distribution function is found directly in each region, and intermediate matching is demonstrated. The heat transfer from the sphere is then calculated as an integral over this distribution function in the inner region. Final results indicate that the heat transfer may at first increase over its free flow value before falling to the continuum level.

Bifurcation theory of nonlinear boundary value problems

The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.

The cast net fishery, Kainji Lake, Nigeria 1970-1997

This study was carried out to establish trends in the cast net fishery of Kainji Lake, Nigeria. The cast net fishery was second in importance to the gillnet fishery in the early years after impoundment of the lake and still continues to be an important component of the fishery. Some of the economically important species such as Citharinus spp, Tilapia spp, Labeo spp, Alestes spp and Synodontis spp are exploited by cast nets. The study has not revealed any drastic perturbation in the species diversity, catch composition, and any real ecosystem overfishing. On the other hand, both the catfish, Auchenoglanis spp and the predator Hydrocynus spp appear to have increased in the catch in recent years. Never-the-less there is a decline in the mean weight of the major exploited fish species due to the capture of under sized fishes without allowing them to grow to 'legally' marketable sizes. The use of small meshed cast net and also fishing in the shallow waters of the lake can give rise to this situation. Thus, there are signs of growth overfishing in the fish stocks. It must also be acknowledged that the situation is complicated by the fact that in a multi-gear fishery as on Kainji Lake, the cast net fishery could not be managed in isolation without due regard to the other competing gears. The catch per unit of effort (CPUE) has declined in the cast net fishery possibly due to the increase in effort by the major fishing gears over the years. The ongoing extension campaigns by the KLFPP appears to be having the desired effect, as there was reduction in the number of the major fishing gears on the Lake in 1997. It can be anticipated that if this trend continues, the CPUE will recover in the long run. Yields observed from the mesh selectivity study revealed that for major species in the cast net fishery, both by number and weight, were maximal at 2.5 inch mesh, which contrasts with the fact that current minimum allowable mesh in the Fisheries Edict for the Lake is 2.0 inch. The adoption of 2.5 inch as the minimum allowable mesh in the cast net fishery is recommended to be included in future revision of existing regulations. It is also recommended that for this control to have a desired effect, the casting of the net from the shore should be prohibited so as to reduce the incidence of juvenile mortality in the nursery areas. (PDF contains 28 pages)

A dynamical systems analysis of vortex pinch-off

Vortex rings constitute the main structure in the wakes of a wide class of swimming and flying animals, as well as in cardiac flows and in the jets generated by some moss and fungi. However, there is a physical limit, determined by an energy maximization principle called the Kelvin-Benjamin principle, to the size that axisymmetric vortex rings can achieve. The existence of this limit is known to lead to the separation of a growing vortex ring from the shear layer feeding it, a process known as `vortex pinch-off', and characterized by the dimensionless vortex formation number. The goal of this thesis is to improve our understanding of vortex pinch-off as it relates to biological propulsion, and to provide future researchers with tools to assist in identifying and predicting pinch-off in biological flows.

To this end, we introduce a method for identifying pinch-off in starting jets using the Lagrangian coherent structures in the flow, and apply this criterion to an experimentally generated starting jet. Since most naturally occurring vortex rings are not circular, we extend the definition of the vortex formation number to include non-axisymmetric vortex rings, and find that the formation number for moderately non-axisymmetric vortices is similar to that of circular vortex rings. This suggests that naturally occurring vortex rings may be modeled as axisymmetric vortex rings. Therefore, we consider the perturbation response of the Norbury family of axisymmetric vortex rings. This family is chosen to model vortex rings of increasing thickness and circulation, and their response to prolate shape perturbations is simulated using contour dynamics. Finally, the response of more realistic models for vortex rings, constructed from experimental data using nested contours, to perturbations which resemble those encountered by forming vortices more closely, is simulated using contour dynamics. In both families of models, a change in response analogous to pinch-off is found as members of the family with progressively thicker cores are considered. We posit that this analogy may be exploited to understand and predict pinch-off in complex biological flows, where current methods are not applicable in practice, and criteria based on the properties of vortex rings alone are necessary.