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At least 19 records

Well-posedness of one-way wave equations and absorbing boundary conditions

A one-way wave equation is a partial differential which, in some approximate sense, behaves like the wave equation in one direction but permits no propagation in the opposite one. The construction of such equations can be reduced to the approximation of the square root of (1-s sup 2) on -1, 1 by a rational function r(s) = p sub m (s)/q sub n(s). Those rational functions r for which the corresponding one-way wave equation is well-posed are characterized both as a partial differential equation and as an absorbing boundary condition for the wave equation. We find that if r(s) interpolates the square root of (1-s sup 2) at sufficiently many points in (-1,1), then well-posedness is assured. It follows that absorbing boundary conditions based on Pade approximation are well-posed if and only if (m, n) lies in one of two distinct diagonals in the Pade table, the two proposed by Engquist and Majda. Analogous results also hold for one-way wave equations derived from Chebyshev or least-squares approximation.

Trefethen, L. N.↗

The well-posedness of the Kuramoto-Sivashinsky equation

The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without loss of derivatives.

Tadmor, E.↗

The well-posedness of the Kuramoto-Sivashinsky equation

The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without 'loss of derivatives'.

Tadmor, E.↗

Well-posedness of one-way wave equations and absorbing boundary conditions

The one-way wave equations occurring in geophysics, underwater acoustics, and numerical studies involving absorbing boundary conditions are characterized analytically. The conditions under which such equations are well posed are obtained by examining the rational functions used to reduce them. Results are presented for Chebyshev, Pade, least-squares, and symmetric least-squares approximations.

Trefethen, Lloyd N.↗

An adaptive, data-driven multiscale approach for dense granular flows

The accuracy of coarse-grained continuum models of dense granular flows is limited by the lack of high-fidelity closure models for granular rheology. One approach to addressing this issue, referred to as the hierarchical multiscale method, is to use a high-fidelity fine-grained model to compute the closure terms needed by the coarse-grained model. The difficulty with this approach is that the overall model can become computationally intractable due to the high computational cost of the high-fidelity model. In this work, we describe a multiscale modeling approach for dense granular flows that utilizes neural networks trained using high-fidelity discrete element method (DEM) simulations to approximate the constitutive granular rheology for a continuum incompressible flow model. Our approach leverages an ensemble of neural networks to estimate predictive uncertainty that allows us to determine whether the rheology at a given point is accurately represented by the neural network model. Additional DEM simulations are only performed when needed, minimizing the number of additional DEM simulations required when updating the rheology. This adaptive coupling significantly reduces the overall computational cost of the approach while controlling the error. In addition, the neural networks are customized to learn regularized rheological behavior to ensure well-posedness of the continuum solution. We first validate the approach using two-dimensional steady-state and decelerating inclined flows. We then demonstrate the efficiency of our approach by modeling three-dimensional sub-aerial granular column collapse for varying initial column aspect ratios, where our multiscale method compares well with the computationally expensive computational fluid dynamics (CFD)-DEM simulation.

Dense granular flows↗

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)↗

Perfect spinfluid: A divergence-type approach

We present a new formulation of nondissipative relativistic spin hydrodynamics that incorporates spin degrees of freedom into the divergence-type theory framework. Due to the divergence-type structure, it is straightforward to enforce nonlinear causality and symmetric hyperbolicity of the equations of motion, ensuring local well-posedness of the initial-value problem and stability of the theory. Furthermore, in a specific realization based on spin kinetic theory, we prove that the equations of motion remain nonlinearly causal and symmetric-hyperbolic to all orders in the spin potential, provided a specific thermodynamic constraint is satisfied. Here, this framework can be applied for numerical simulations to study the dynamics of spin-polarized fluids, such as the quark-gluon plasma in heavy-ion collisions.

Chirality↗

Nonlinear optimal recovery in Hilbert spaces

Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.

convergence↗

A Latent-Variable Formulation of the Poisson Canonical Polyadic Tensor Model: Maximum Likelihood Estimation and Fisher Information

We establish parameter inference for the Poisson canonical polyadic (PCP) tensor model through a latent-variable formulation. Our approach exploits the observation that any random PCP tensor can be derived by marginalizing an unobservable random tensor of one dimension larger. The loglikelihood of this larger dimensional tensor, referred to as the “complete” loglikelihood, is comprised of multiple rank one PCP loglikelihoods. Using this methodology, we first derive maximum likelihood estimators for the PCP model and demonstrate that several existing algorithms for fitting non-negative matrix and tensor factorizations are Expectation-Maximization algorithms. Next, we derive the observed and expected Fisher information matrices for the PCP model. The Fisher information provides us crucial insights into the well-posedness of the tensor model, such as the role that tensor rank plays in identifiability and indeterminacy. For the special case of rank one PCP models, we demonstrate that these results are greatly simplified.

97 MATHEMATICS AND COMPUTING↗

Strongly hyperbolic quasilinear systems revisited, with applications to relativistic fluid dynamics

We revisit the theory of first-order quasilinear systems with diagonalizable principal part and only real eigenvalues, what is commonly referred to as strongly hyperbolic systems. We provide a self-contained and simple proof of local well-posedness, in the Hadamard sense, of the Cauchy problem. Our regularity assumptions are very minimal. As an application, we apply our results to systems of ideal and viscous relativistic fluids, where the theory of strongly hyperbolic equations has been systematically used to study several systems of physical interest.

Mathematics↗

The Stochastic Gause Predator-Prey model: Noise-induced extinctions and invariance

We consider the Gause predator-prey with general bounded or sub‑linear functional responses, – which includes those of Holling types Ⅰ–Ⅳ. – and multiplicative Gaussian noise. In contrast to previous studies, the prey in our model follows logistic dynamics while the predator's population is solely regulated by consumption of the prey. To ensure well-posedeness, we derive explicit Lyapunov‐type criteria ensuring global positivity and moment boundedness of solutions. We find conditions for noise‑induced extinctions, proving that stochasticity can drive either population to collapse even when the deterministic analogue predicts stable coexistence. In the case when the predator becomes extinct, we establish a limiting distribution for the predator's population. Last, for functional responses of Holling type Ⅰ, we provide sufficient conditions on the intensity of the noise for the existence and uniqueness of a stationary distribution.

Gause model↗

Virtual element approximations of the time-fractional nonlinear convection-diffusion equation on polygonal meshes

We extend the Virtual Element Method to a two-dimensional unsteady nonlinear convection-diffusion equation characterized by a fractional-order derivative with respect to the time variable. Our methodology is based on three fundamental technical components: a fractional version of the Grunwald-Letnikov approximation, discrete maximal regularity, and the regularity theory associated with non-linearity. We prove the method's well-posedness, i.e., the approximate solution's existence and uniqueness to the time-fractional convection-diffusion equation with a Lipschitz nonlinear source term. The fully discrete scheme inherently maintains stability and consistency by leveraging the discrete maximal regularity and the energy projection operator. The convergence in the L 2 -norm and H 1 -norm to various mesh configurations is validated by numerical results, underlining the practical effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

Diagonalization and simultaneous symmetrization of the gas-dynamic matrices

The hyperbolic nature of the unsteady, inviscid, gas-dynamic equations implies the existence of a similarity transformation for diagonalizing an arbitrary linear combination of coefficient matrices. It is shown that the individual matrices are simultaneously symmetrized by the similarity transformation. The transformations and their norms can be applied to the well-posedness of the Cauchy problem, linear stability theory for finite-difference approximations, and simplification of block-tridiagonal systems that arise in implicit time-split algorithms.

Warming, R. F.↗

Boundary conditions for the numerical solution of elliptic equations in exterior regions

Elliptic equations in exterior regions frequently require a boundary condition at infinity to ensure the well-posedness of the problem. Examples of practical applications include the Helmholtz equation and Laplace's equation. Computational procedures based on a direct discretization of the elliptic problem require the replacement of the condition on a finite artificial surface. Direct imposition of the condition at infinity along the finite boundary results in large errors. A sequence of boundary conditions is developed which provides increasingly accurate approximations to the problem in the infinite domain. Estimates of the error due to the finite boundary are obtained for several cases. Computations are presented which demonstrate the increased accuracy that can be obtained by the use of the higher order boundary conditions. The examples are based on a finite element formulation but finite difference methods can also be used.

Bayliss, A.↗

Numerical approximation of boundary conditions with applications to inviscid equations of gas dynamics

A comprehensive overview of the state of the art of well-posedness and stability analysis of difference approximations for initial boundary value problems of the hyperbolic type is presented. The applicability of recent theoretical development to practical calculations for nonlinear gas dynamics is examined. The one dimensional inviscid gas dynamics equations in conservation law form are selected for numerical experiments. The class of implicit schemes developed from linear multistep methods in ordinary differential equations is chosen and the use of linear extrapolation as an explicit or implicit boundary scheme is emphasized. Specification of boundary data in the primitive variables and computation in terms of the conservative variables in the interior is discussed. Some numerical examples for the quasi-one-dimensional nozzle are given.

Yee, H. C.↗

Nonlinear zero-sum differential game analysis by singular perturbation methods

A class of nonlinear, zero-sum differential games, exhibiting time-scale separation properties, can be analyzed by singular-perturbation techniques. The merits of such an analysis, leading to an approximate game solution, as well as the 'well-posedness' of the formulation, are discussed. This approach is shown to be attractive for investigating pursuit-evasion problems; the original multidimensional differential game is decomposed to a 'simple pursuit' (free-stream) game and two independent (boundary-layer) optimal-control problems. Using multiple time-scale boundary-layer models results in a pair of uniformly valid zero-order composite feedback strategies. The dependence of suboptimal strategies on relative geometry and own-state measurements is demonstrated by a three dimensional, constant-speed example. For game analysis with realistic vehicle dynamics, the technique of forced singular perturbations and a variable modeling approach is proposed. Accuracy of the analysis is evaluated by comparison with the numerical solution of a time-optimal, variable-speed 'game of two cars' in the horizontal plane.

Sinar, J.↗

Neutrino tomography - Tevatron mapping versus the neutrino sky

The feasibility of neutrino tomography of the earth's interior is discussed, taking the 80-GeV W-boson mass determined by Arnison (1983) and Banner (1983) into account. The opacity of earth zones is calculated on the basis of the preliminary reference earth model of Dziewonski and Anderson (1981), and the results are presented in tables and graphs. Proposed tomography schemes are evaluated in terms of the well-posedness of the inverse-Radon-transform problems involved, the neutrino generators and detectors required, and practical and economic factors. The ill-posed schemes are shown to be infeasible; the well-posed schemes (using Tevatrons or the neutrino sky as sources) are considered feasible but impractical.

Wilson, T. L.↗

Nonlinear acoustic wave propagation in atmosphere

In this paper a model problem is considered that simulates an atmospheric acoustic wave propagation situation that is nonlinear. The model is derived from the basic Euler equations for the atmospheric flow and from the regular perturbations for the acoustic part. The nonlinear effects are studied by obtaining two successive linear problems in which the second one involves the solution of the first problem. Well-posedness of these problems is discussed and approximations of the radiation boundary conditions that can be used in numerical simulations are presented.

Hariharan, S. I.↗