Applied Mathematics Commons^™

Existence Results For Semipositone Systems, V. Anuradha, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

We study existence of positive solutions to the coupled-system of boundary value problems of the form

-Δu(x) = λf(x,u,v); x ∈ Ω

-Δv(x) = λg(x,u,v); x ∈ Ω

u(x) = 0 = v(x); x ∈ ∂Ω

where λ > 0 is a parameter, Ω is a bounded domain in R^N; N ≥ 1 with a smooth boundary ∂Ω and f,g are C^1 function with at least one of f(x_0,0,0) or g(x_0,0,0) being negative for some x_0 ∈ Ω (semipositone). We establish our existence results using the method of sub-super solutions. We also discuss non-existence results for λ small.

Parallel Newton-Krylov-Schwarz Solvers For The Full Potential Flow Equation, Jie Zhang

Computer Science Theses & Dissertations

Newton-Krylov-Schwarz methods are increasingly applied in Computational Fluid Dynamics (CFD). We develop a parallel analysis code based on this method for the full potential flow model. The full potential model consists of a single nonlinear second-order partial differential equation of mixed type (elliptic/hyperbolic), which we solve as a steady boundary-value problem.

We use a nine-point finite-difference stencil to discretize the equation. A Newtonlike linearization and correction method is used to solve the resulting set of nonlinear algebraic equations. To solve the inner linear equations, we employ a Krylov space method. Preconditioners are used to improve the convergence rate. In order …

Branches Of Radial Solutions For Semipositone Problems, Alfonso Castro, Sudhasree Gadam, Ratnasingham Shivaji

All HMC Faculty Publications and Research

We consider the radially symmetric solutions to the equation −Δu(x) = λƒ(u(x)) for x ∈ Ω, u(x) = 0 for x ∈ ∂Ω, where Ω denotes the unit ball in R^N (N > 1), centered at the origin and λ > 0. Here ƒ: R→R is assumed to be semipositone (ƒ(0) < 0), monotonically increasing, superlinear with subcritical growth on [0, ∞). We establish the structure of radial solution branches for the above problem. We also prove that if ƒ is convex and ƒ(t)/(tƒ'(t)−ƒ(t)) is a nondecreasing function then for each λ > 0 there exists at most one positive solution u such that (λ, u) belongs to the unbounded branch of positive solutions. Further when ƒ(t) = tp − k, k > 0 and 1 < p < (N + 2)/(N − 2), we prove that the set of positive solutions is connected. Our results are motivated by and extend the developments in [4].

Wing-Section Optimization For Supersonic Viscous Flow, Cem Cihan Item

Mechanical & Aerospace Engineering Theses & Dissertations

The recent interest in the High Speed Civil Transport (HSCT) has resulted in renewed research studies of optimized supersonic cruise transport configurations. Incorporation of flow viscosity effects in the design process of such a supersonic wing is currently under investigation. This may lead to more accurate problem formulations and, in tum, greater aerodynamic efficiency than can be obtained by the traditional, inviscid, linear theories. In this context, for a design code to be a candidate for a complex optimization problem, such as three-dimensional viscous supersonic wing design, it should be validated using simpler building-block shapes.

To optimize the shape of …

A Convergent Reconstruction Method For An Elliptic Operator In Potential Form, Lester Caudill

Department of Math & Statistics Faculty Publications

We investigate the problem of recovering a potential q(x) in the equation -∆u + q(x)u = 0 from overspecified boundary data on the unit square in R². The potential is characterized as a fixed point of a nonlinear operator, which is shown to be a contraction on a ball in C^∝. Uniqueness of q(x) follows, as does convergence of the resulting recovery scheme. Numerical examples, demonstrating the performance of the algorithm, are presented.

An Inverse Problem In Thermal Language, Kurt M. Bryan, Lester Caudill

Mathematical Sciences Technical Reports (MSTR)

This paper examines uniqueness and stability results for an inverse problem in thermal imaging. The goal is to identify an unknown boundary of an object by applying a heat flux and measuring of the induced temperature on the boundary of the sample. The problem is studied both in the case in which one has of data at every point on the boundary of the region and the case in which only finitely many measurements are available. An inversion procedure is developed and used to study the stability of the inverse problem for various experimental configurations.

A Numerical Analysis Of Smoothed Particle Hydrodynamics, David A. Fulk

Theses and Dissertations

This dissertation studies the numerical method of Smoothed Particle Hydrodynamics SPH as a technique for solving systems of conservation equations. The research starts with a detailed consistency analysis of the method. Higher dimensions and non-smooth functions are considered in addition to the smooth one dimensional case. A stability analysis is then performed. Using a linear technique, an instability is found. Solutions are proposed to resolve the instability. Also a total variation stability analysis is performed leading to a monotone form of SPH. The concepts of consistency and stability are then used in a convergence proof. This proof uses lemmas derived …

Implementation Of A Multiblock Sensitivity Analysis Method In Numerical Aerodynamic Shape Optimization, James Matthew Lacasse

Mechanical & Aerospace Engineering Theses & Dissertations

A multiblock sensitivity analysis method is applied in a numerical aerodynamic shape optimization technique. The Sensitivity Analysis Domain Decomposition (SADD) scheme which is implemented in this study was developed to reduce the computer memory requirements resulting from the aerodynamic sensitivity analysis equations, Discrete sensitivity analysis offers the ability to compute quasi-analytical derivatives in a more efficient manner than traditional finite-difference methods, which tend to be computationally expensive and prone to inaccuracies.

The direct optimization procedure couples CFD analysis based on the two-dimensional thin-layer Navier-Stokes equations with a gradient-based numerical optimization technique. The linking mechanism is the sensitivity equation derived from …

A Direct Numerical Simulation Of Vortex Breakdown Induced Tail Buffet, Steven James Massey

Mechanical & Aerospace Engineering Theses & Dissertations

A simulation of tail buffet is presented for a delta wing-vertical tail configuration. Flow conditions are chosen such that the wing primary-vortex cores experience vortex breakdown and the resulting turbulent wake flow impinges on the vertical tail. The dimensions and material properties of the vertical tail are chosen such that the deflections are large enough to insure interaction with the flow, and the natural frequencies are high enough to facilitate a practical computational solution. This multidisciplinary problem is solved sequentially for the fiuid flow, the elastic deformations and the grid displacements. The fluid flow is simulated by time accurately solving …

Uniqueness Of Stable And Unstable Positive Solutions For Semipositone Problems, Alfonso Castro, Sudhasree Gadam

All HMC Faculty Publications and Research

Abstract not included in this article.

A Direct Method For The Inversion Of Physical Systems, Lester Caudill, Herschel Rabitz, Attila Askar

Department of Math & Statistics Faculty Publications

A general algorithm for the direct inversion of data to yield unknown functions entering physical systems is presented. Of particular interest are linear and non-linear dynamical systems. The potential broad applicability of this method is examined in the context of a number of coefficient-recovery problems for partial differential equations. Stability issues are addressed and a stabilization approach, based on inverse asymptotic tracking, is proposed. Numerical examples for a simple illustration are presented, demonstrating the effectiveness of the algorithm.

Determination Of A Potential From Cauchy Data: Uniqueness And Distinguishability, Lester Caudill

Department of Math & Statistics Faculty Publications

The problem of recovering a potential q(y) in the differential equation:

−∆u + q(y)u = 0 (x,y) &∈ (0, 1) × (0,1)
u(0, y) = u(1, y) = u(x, 0) = 0
u(x, 1) = f(x), u_y(x, 1) = g(x)

is investigated. The method of separation of variables reduces the recovery of q(y) to a non-standard inverse Sturm-Liouville problem. Employing asymptotic techniques and integral operators of Gel'fand-Levitan type, it is shown that, under appropriate conditions on the Cauchy pair (f, g ), q(y) is uniquely determined, in a local sense, up to its mean. We characterize …

A Fast Numerical Solution Of Scattering By A Cylinder: Spectral Method For The Boundary Integral Equations, Fang Q. Hu

Mathematics & Statistics Faculty Publications

It is known that the exact analytic solutions of wave scattering by a circular cylinder, when they exist, are not in a closed form but in infinite series which converge slowly for high frequency waves. In this paper, a fast numerical solution is presented for the scattering problem in which the boundary integral equations, reformulated from the Helmholtz equation, are solved using a Fourier spectral method. It is shown that the special geometry considered here allows the implementation of the spectral method to be simple and very efficient. The present method differs from previous approaches in that the singularities of …

Reconstruction Of Multiple Cracks From Experimental, Electrostatic Boundary Measurements, Kurt M. Bryan, Valdis Liepa, Michael Vogelius

Mathematical Sciences Technical Reports (MSTR)

We demonstrate the viability of using Electrical Impedance Tomography (EIT) for the reconstruction of multiple macroscopic cracks in a conductive medium.

Time-Discretization Of Hamiltonian Dynamical Systems, Yosi Shibberu

Mathematical Sciences Technical Reports (MSTR)

Difference equations for Hamiltonian systems are derived from a discrete variational principle. The difference equations completely determine piecewise-linear, continuous trajectories which exactly conserve the Hamiltonian function at the midpoints of each linear segment. A generating function exists for transformations between the vertices of the trajectories. Existence and uniqueness results are present as well as simulation results for a simple pendulum and an inverse square law system.

Electrostatic Positioning Of Droplets In Turbulent Flows (Lstm 375/Te/93), Nihad E. Daidzic, Adrian Melling

Aviation Department Publications

Report LSTM 375/TE/93, Lehrstuhl fuer Stroemungsmechanik Universitaet Erlangen-Nuernberg Cauerstr. 4, 8520 Erlangen Germany.

A Bifurcation Theorem And Applications, Alfonso Castro, Jorge Cossio

All HMC Faculty Publications and Research

In this paper we give a sufficient condition on the nonlinear operator N for a point (λ, u) to be a local bifurcation point of equations of the form u + λL^-1(N(u)) = 0, where L is a linear operator in a real Hilbert space, L has compact inverse, and λ ∈ R is a parameter. Our result does not depend on the variational structure of the equation or the multiplicity of the eigenvalue of the linear operator L. Applications are made to systems of differential equations and to the existence of periodic solutions of nonlinear second order …

On The Construction Of A Potential From Cauchy Data, Lester Caudill, Bruce D. Lowe

Department of Math & Statistics Faculty Publications

We investigate the problem of recovering a potential q(y)in the differential equation:

-∆u+q(y)u = 0, (x, y) ∈ (0, 1) x (0, 1),
u(0, y) = u(1, y) = u(x, 0) = 0,
u(x, 1) = f(x), u_y(x, 1) = g(x).

The method of separation of variables reduces the recovery of q(y) to a nonstandard inverse Sturm-Liouville problem. An asymptotic formula is developed that suggests that under appropriate conditions on the Cauchy pair (f, g), q(y) is uniquely determined up to the mean. Moreover, the recovery of …

Some Stability Problems In Droplet Formation And Breakup (Report Lstm 351/T/92)., Nihad E. Daidzic

Aviation Department Publications

In this study the instability of droplets and cylindrical jets is investigated. The understanding of these processes has both academic and practical value. Instability of cylindrical jets is theoretically investigated for infinitesimal and finite, but small initial amplitudes (linear and nonlinear stability). For droplets, only linear theory is presented. It is assumed that the capillary force play a dominant role. It is determined that the viscosity exerts a damping effect. In the first section we give an introduction, after which the linear stability theory of cylindrical liquid jets is presented. In the third section the nonlinear jet stability theory is …

A Mathematical Model And Simulation Of Natural Circulation Loop Thermalhydraulics, Nihad E. Daidzic

Aviation Department Publications

In this work, a simple, nonlinear, seventh-order mathematical model with lumped parameter analysis of the thermalhydraulic processes in a natural circulation steam boiler loop is presented. Digital simulation has been performed in order to predict open loop transients in severe accidental situations. Parts of the circulation loop such as the steam drum, downcomer, and riser were modelled separately on the basis of the integral balance equations. The two-phase flow in the steam drum and in the riser was modelled with the aid of a homogeneous-equilibrium, two-phase flow model. Special care was taken to ensure the stability of the numerical scheme, …

The Truncated Cauchy Distribution: Estimation Of Parameters And Application To Stock Returns, Paul G. Staneski

Mathematics & Statistics Theses & Dissertations

The problem addressed in this dissertation is the existence and estimation of the parameters of a truncated Cauchy distribution. It is known that when a number of distributions with infinite support are truncated to a finite interval that the maximum likelihood estimator of the scale parameter fails to exist with positive probability. In particular, necessary and sufficient conditions which give rise to instances of non-existence have been found for the exponential (Deemer and Votaw (1955)), gamma (Broeder (1955), Hegde and Dahiya (1989)), Weibull (Mittal and Dahiya (1989)) and normal distribution (Barndorff-Nielsen (1978), Mittal and Dahiya (1987), Hegde and Dahiya (1989)). …

Nonnegative Solutions To A Semilinear Dirichlet Problem In A Ball Are Positive And Radially Symmetric, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

We prove that nonnegative solutions to a semilinear Dirichlet problem in a ball are positive, and hence radially symmetric. In particular, this answers a question in [3] where positive solutions were proven to be radially symmetric. In section 4 we provide a sufficient condition on the geometry of the domain which ensures that nonnegative solutions are positive in the interior.

Multiple Solutions For A Dirichlet Problem With Jumping Nonlinearities Ii, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

No abstract provided for this article.

Nonnegative Solutions For A Class Of Nonpositone Problems, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

In the recent past many results have been established on non-negative solutions to boundary value problems of the form

-u''(x) = λf(u(x)); 0 < x < 1,

u(0) = 0 = u(1)

where λ>0, f(0)>0 (positone problems). In this paper we consider the impact on the non-negative solutions when f(0)<0. We find that we need f(u) to be convex to guarantee uniqueness of positive solutions, and f(u) to be appropriately concave for multiple positive solutions. This is in contrast to the case of positone problems, where the roles of convexity and concavity were interchanged to obtain similar results. We further establish the existence of non-negative solutions with interior zeros, which did not exist in positone problems.

Uniqueness Of Positive Solutions For A Class Of Elliptic Boundary Value Problems, Alfonso Castro, Ratnasingham Shivaji

All HMC Faculty Publications and Research

Uniqueness of non-negative solutions conjectured in an earlier paper by Shivaji is proved. Our methods are independent of those of that paper, where the problem was considered only in a ball. Further, our results apply to a wider class of nonlinearities.

Viscous Modeling And Computation Of Leading-And Trailing-Edge Vortex Cores Of Delta Wings, Balakrishnan Lakshmanan

Mechanical & Aerospace Engineering Theses & Dissertations

A Finite-Difference method is presented for calculating steady quasi-axisymmetric flow of an incompressible fluid at large Reynolds number. Approximations of the boundary-layer type are employed to reduce the Navier-Stokes equations to a pair of non-linear parabolic equations. Along with the governing equations, initial conditions are specified at some upstream cross section and boundary conditions are specified at the axis of symmetry and on the outer bounding surface.

The governing equations are replaced by a set of quasilinear finite-difference equations. The solution is obtained by a marching technique, which proceeds step-by-step in the axial direction. At each axial station, an iterative …

Existence And Uniqueness For A Variational Hyperbolic System Without Resonance, Peter W. Bates, Alfonso Castro

All HMC Faculty Publications and Research

In this paper, we study the existence of weak solutions of the problem

□u + ∇G(u) = f(t,x) ; (t,x) є Ω ≡ (0,π)x(0,π)

u(t,x) = 0 ; (t,x) є ∂Ω

where □ is the wave operator ∂²/∂t² - ∂²/∂x², G: Rⁿ→R is a function of class C² such that ∇G(0) = 0 and f:Ώ→R^n is a continuous function having first derivative with respect to t in (L₂,(Ω))ⁿ and satisfying

f(0,x) = f(π,x) = 0

for all x є [0,π].

A Numerical Method For The Solution Of The Schrödinger Equation By A Trial Wavefunction Improvement Formula, Chun-Sheng Ko

Masters Theses

A numerical method and corresponding computer algorithm for solving the one-dimensional radial Schrödinger equation to any desired accuracy is developed. The method uses a finite difference scheme in which an initial trial wavefunction is digitalized over a lattice covering the region of integration. The values of a rough solution are then altered at each lattice point by a simple improvement formula decreasing the value of the variational energy until the desired minimum is reached. The accuracy of these solutions depends only on the grid size. This method is characterized and tested with a harmonic oscillator potential. Practical evaluations and applications …

Critical Point Theory And The Number Of Solutions Of A Nonlinear Dirichlet Problem, Alfonso Castro, A. C. Lazer

All HMC Faculty Publications and Research

No abstract provided.

A Semilinear Dirichlet Problem, Alfonso Castro

All HMC Faculty Publications and Research

Let Ω be a bounded region in R^n. In this note we discuss the existence of weak solutions (see [4, Section 2]) of the Dirichlet problem:

Δu(x) + g(x, u(x)) + f(x, u(x), ∇u(x)) = 0 ; x є Ω

u(x) = 0 ; x є ∂Ω

where Δ is the Laplacian operator, g : Ω x R → R and f : Ω x Rⁿ⁺¹ → R are functions satisfying the Caratheodory condition (see [2, Section 3]), and ∇ is the gradient operator.