Stability and asymptotic analysis of a fluid-particle interaction model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models

In this paper, we obtain sharp asymptotic formulas with error estimates for the Mellin con- volution of functions de ned on (0;1), and use these formulas to characterize the asymptotic behavior of marginal distribution densities of stock price processes in mixed stochastic models. Special examples of mixed models are jump-di usion models and stochastic volatility models with jumps. We apply our general results to the Heston model with double exponential jumps, and make a detailed analysis of the asymptotic behavior of the stock price density, the call option pricing function, and the implied volatility in this model. We also obtain similar results for the Heston model with jumps distributed according to the NIG law.

Multiscale geostatistical analysis of AVHRR, SPOT-VGT, and MODIS global NDVI products

Global NDVI data are routinely derived from the AVHRR, SPOT-VGT, and MODIS/Terra earth observation records for a range of applications from terrestrial vegetation monitoring to climate change modeling. This has led to a substantial interest in the harmonization of multisensor records. Most evaluations of the internal consistency and continuity of global multisensor NDVI products have focused on time-series harmonization in the spectral domain, often neglecting the spatial domain. We fill this void by applying variogram modeling (a) to evaluate the differences in spatial variability between 8-km AVHRR, 1-km SPOT-VGT, and 1-km, 500-m, and 250-m MODIS NDVI products over eight EOS (Earth Observing System) validation sites, and (b) to characterize the decay of spatial variability as a function of pixel size (i.e. data regularization) for spatially aggregated Landsat ETM+ NDVI products and a real multisensor dataset. First, we demonstrate that the conjunctive analysis of two variogram properties – the sill and the mean length scale metric – provides a robust assessment of the differences in spatial variability between multiscale NDVI products that are due to spatial (nominal pixel size, point spread function, and view angle) and non-spatial (sensor calibration, cloud clearing, atmospheric corrections, and length of multi-day compositing period) factors. Next, we show that as the nominal pixel size increases, the decay of spatial information content follows a logarithmic relationship with stronger fit value for the spatially aggregated NDVI products (R2 = 0.9321) than for the native-resolution AVHRR, SPOT-VGT, and MODIS NDVI products (R2 = 0.5064). This relationship serves as a reference for evaluation of the differences in spatial variability and length scales in multiscale datasets at native or aggregated spatial resolutions. The outcomes of this study suggest that multisensor NDVI records cannot be integrated into a long-term data record without proper consideration of all factors affecting their spatial consistency. Hence, we propose an approach for selecting the spatial resolution, at which differences in spatial variability between NDVI products from multiple sensors are minimized. This approach provides practical guidance for the harmonization of long-term multisensor datasets.

Fiedler trees for multiscale surface analysis

In this work we introduce a new hierarchical surface decomposition method for multiscale analysis of surface meshes. In contrast to other multiresolution methods, our approach relies on spectral properties of the surface to build a binary hierarchical decomposition. Namely, we utilize the first nontrivial eigenfunction of the Laplace-Beltrami operator to recursively decompose the surface. For this reason we coin our surface decomposition the Fiedler tree. Using the Fiedler tree ensures a number of attractive properties, including: mesh-independent decomposition, well-formed and nearly equi-areal surface patches, and noise robustness. We show how the evenly distributed patches can be exploited for generating multiresolution high quality uniform meshes. Additionally, our decomposition permits a natural means for carrying out wavelet methods, resulting in an intuitive method for producing feature-sensitive meshes at multiple scales. Published by Elsevier Ltd.

Multiscale Curvature Analysis of Asphaltic Aggregate Particles

A new method for characterization and analysis of asphaltic mixtures aggregate particles is reported. By relying on multiscale representation of the particles, curvature estimation, and discriminant analysis for optimal separation of the categories of mixtures, a particularly effective and comprehensive methodology is obtained. The potential of the methodology is illustrated with respect to three important types of particles used in asphaltic mixtures, namely basalt, gabbro, and gravel. The obtained results show that gravel particles are markedly distinct from the other two types of particles, with the gabbro category resulting with intermediate geometrical properties. The importance of each considered measurement in the discrimination between the three categories of particles was also quantified in terms of the adopted discriminant analysis.

Asymptotic analysis of vertical geothermal boreholes in the limit of slowly varyng heat injection rates

Theoretical models for the thermal response of vertical geothermal boreholes often assume that the characteristic time of variation of the heat injection rate is much larger than the characteristic diffusion time across the borehole. In this case, heat transfer inside the borehole and in its immediate surroundings is quasi-steady in the first approximation, while unsteady effects enter only in the far field. Previous studies have exploited this disparity of time scales, incorporating approximate matching conditions to couple the near-borehole region with the outer unsteady temperatura field. In the present work matched asymptotic expansion techniques are used to analyze the heat transfer problem, delivering a rigorous derivation of the true matching condition between the two regions and of the correct definition of the network of thermal resistances that represents the quasi-steady solution near the borehole. Additionally, an apparent temperature due to the unsteady far field is identified that needs to be taken into account by the near-borehole region for the correct computation of the heat injection rate. This temperature differs from the usual mean borehole temperature employed in the literatura.

Asymptotic Analysis of a Schrödinger-Poisson System with Quantum Wells and Macroscopic Nonlinearities in Dimension 1

2000 Mathematics Subject Classification: 35Q02, 35Q05, 35Q10, 35B40.

Asymptotic analysis of combined breather-kink modes in a Fermi-Pasta-Ulam chain

We find approximations to travelling breather solutions of the one-dimensional Fermi-Pasta-Ulam (FPU) lattice. Both bright breather and dark breather solutions are found. We find that the existence of localised (bright) solutions depends upon the coefficients of cubic and quartic terms of the potential energy, generalising an earlier inequality derived by James [CR Acad Sci Paris 332, 581, (2001)]. We use the method of multiple scales to reduce the equations of motion for the lattice to a nonlinear Schr{\"o}dinger equation at leading order and hence construct an asymptotic form for the breather. We show that in the absence of a cubic potential energy term, the lattice supports combined breathing-kink waveforms. The amplitude of breathing-kinks can be arbitrarily small, as opposed to traditional monotone kinks, which have a nonzero minimum amplitude in such systems. We also present numerical simulations of the lattice, verifying the shape and velocity of the travelling waveforms, and confirming the long-lived nature of all such modes.

Multiscale comparative analysis of marine biominerals and their ecological implications

Marine biomineralizing organisms provide a fundamental link between biology and environment. Calcified structure are important archives that can provide us main means of understanding organism adaptation, habits, environmental characteristics, and to look back in time and explore the past climate and their evolutionary history. In fact, biomineralized structures retain an unparalleled record of current and past ocean conditions through the investigation of their microchemistry and isotopes. This thesis considers aspects of two different biomineralization systems: fish otolith and coral skeletons at macro-, micro- and nanoscale, with the aim to understand how their morphology, structural characteristics and compositions can provide information of their functionality, and the environmental, behavioural, and evolutionary context in which organisms are framed. To this end, I applied a multidisciplinary approach in the scope to investigate calcified structures as “information recorders” and as models to study the phenotypic plasticity.

Optimal Boussinesq model for shallow-water waves interacting with a microstructure

In this paper, we consider the propagation of water waves in a long-wave asymptotic regime, when the bottom topography is periodic on a short length scale. We perform a multiscale asymptotic analysis of the full potential theory model and of a family of reduced Boussinesq systems parametrized by a free parameter that is the depth at which the velocity is evaluated. We obtain explicit expressions for the coefficients of the resulting effective Korteweg-de Vries (KdV) equations. We show that it is possible to choose the free parameter of the reduced model so as to match the KdV limits of the full and reduced models. Hence the reduced model is optimal regarding the embedded linear weakly dispersive and weakly nonlinear characteristics of the underlying physical problem, which has a microstructure. We also discuss the impact of the rough bottom on the effective wave propagation. In particular, nonlinearity is enhanced and we can distinguish two regimes depending on the period of the bottom where the dispersion is either enhanced or reduced compared to the flat bottom case. © 2007 The American Physical Society.

Multiscale Schemes for the BGK--Vlasov--Poisson System in the Quasi-Neutral and Fluid Limits. Stability Analysis and First Order Schemes

This paper deals with the development and the analysis of asymptotically stable and consistent schemes in the joint quasi-neutral and fluid limits for the collisional Vlasov-Poisson system. In these limits, the classical explicit schemes suffer from time step restrictions due to the small plasma period and Knudsen number. To solve this problem, we propose a new scheme stable for choices of time steps independent from the small scales dynamics and with comparable computational cost with respect to standard explicit schemes. In addition, this scheme reduces automatically to consistent discretizations of the underlying asymptotic systems. In this first work on this subject, we propose a first order in time scheme and we perform a relative linear stability analysis to deal with such problems. The framework we propose permits to extend this approach to high order schemes in the next future. We finally show the capability of the method in dealing with small scales through numerical experiments.

Multiscale Modeling and Simulation of Stepped Crystal Surfaces

A primary goal of this dissertation is to understand the links between mathematical models that describe crystal surfaces at three fundamental length scales: The scale of individual atoms, the scale of collections of atoms forming crystal defects, and macroscopic scale. Characterizing connections between different classes of models is a critical task for gaining insight into the physics they describe, a long-standing objective in applied analysis, and also highly relevant in engineering applications. The key concept I use in each problem addressed in this thesis is coarse graining, which is a strategy for connecting fine representations or models with coarser representations. Often this idea is invoked to reduce a large discrete system to an appropriate continuum description, e.g. individual particles are represented by a continuous density. While there is no general theory of coarse graining, one closely related mathematical approach is asymptotic analysis, i.e. the description of limiting behavior as some parameter becomes very large or very small. In the case of crystalline solids, it is natural to consider cases where the number of particles is large or where the lattice spacing is small. Limits such as these often make explicit the nature of links between models capturing different scales, and, once established, provide a means of improving our understanding, or the models themselves. Finding appropriate variables whose limits illustrate the important connections between models is no easy task, however. This is one area where computer simulation is extremely helpful, as it allows us to see the results of complex dynamics and gather clues regarding the roles of different physical quantities. On the other hand, connections between models enable the development of novel multiscale computational schemes, so understanding can assist computation and vice versa. Some of these ideas are demonstrated in this thesis. The important outcomes of this thesis include: (1) a systematic derivation of the step-flow model of Burton, Cabrera, and Frank, with corrections, from an atomistic solid-on-solid-type models in 1+1 dimensions; (2) the inclusion of an atomistically motivated transport mechanism in an island dynamics model allowing for a more detailed account of mound evolution; and (3) the development of a hybrid discrete-continuum scheme for simulating the relaxation of a faceted crystal mound. Central to all of these modeling and simulation efforts is the presence of steps composed of individual layers of atoms on vicinal crystal surfaces. Consequently, a recurring theme in this research is the observation that mesoscale defects play a crucial role in crystal morphological evolution.

A numerical analysis of generalized Boussinesq-type equation using continuos/discontinuous FEM

An improved class of Boussinesq systems of an arbitrary order using a wave surface elevation and velocity potential formulation is derived. Dissipative effects and wave generation due to a time-dependent varying seabed are included. Thus, high-order source functions are considered. For the reduction of the system order and maintenance of some dispersive characteristics of the higher-order models, an extra O(mu 2n+2) term (n ??? N) is included in the velocity potential expansion. We introduce a nonlocal continuous/discontinuous Galerkin FEM with inner penalty terms to calculate the numerical solutions of the improved fourth-order models. The discretization of the spatial variables is made using continuous P2 Lagrange elements. A predictor-corrector scheme with an initialization given by an explicit RungeKutta method is also used for the time-variable integration. Moreover, a CFL-type condition is deduced for the linear problem with a constant bathymetry. To demonstrate the applicability of the model, we considered several test cases. Improved stability is achieved.