Applied Mathematics Commons^™

Integrable Models For Shallow Water With Energy Dependent Spectral Problems, Rossen Ivanov, Tony Lyons

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We study the inverse problem for the so-called operators with energy depending potentials. In particular, we study spectral operators with quadratic dependence on the spectral parameter. The corresponding hierarchy of integrable equations includes the Kaup–Boussinesq equation. We formulate the inverse problem as a Riemann–Hilbert problem with a Z₂ reduction group. The soliton solutions are explicitly obtained.

On The N-Wave Equations And Soliton Interactions In Two And Three Dimensions, Vladimir S. Gerdjikov, Rossen Ivanov, Assen V. Kyuldjiev

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Several important examples of the N-wave equations are studied. These integrable equations can be linearized by formulation of the inverse scattering as a local Riemann–Hilbert problem (RHP). Several nontrivial reductions are presented. Such reductions can be applied to the generic N-wave equations but mainly the 3- and 4-wave interactions are presented as examples. Their one and two-soliton solutions are derived and their soliton interactions are analyzed. It is shown that additional reductions may lead to new types of soliton solutions. In particular the 4-wave _{equations with} Z₂xZ₂ reduction group allow breather-like solitons. Finally it is demonstrated that …

Euler Equations On A Semi-Direct Product Of The Diffeomorphisms Group By Itself, Joachim Escher, Rossen Ivanov, Boris Kolev

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The geodesic equations of a class of right invariant metrics on the semi-direct product of two Diff(S) groups are studied. The equations are explicitly described, they have the form of a system of coupled equations of Camassa-Holm type and possess singular (peakon) solutions. Their integrability is further investigated, however no compatible bi-Hamiltonian structures on the corresponding dual Lie algebra are found.

Smooth And Peaked Solitons Of The Camassa-Holm Equation And Applications, Darryl Holm, Rossen Ivanov

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The relations between smooth and peaked soliton solutions are reviewed for the Camassa- Holm (CH) shallow water wave equation in one spatial dimension. The canonical Hamiltonian formulation of the CH equation in action-angle variables is expressed for solitons by using the scattering data for its associated isospectral eigenvalue problem, rephrased as a Riemann- Hilbert problem. The momentum map from the action-angle scattering variables T^∗(T^N) to the flow momentum (X^∗) provides the Eulerian representation of the N-soliton solution of CH in terms of the scattering data and squared eigenfunctions of its isospectral eigenvalue problem. The …

Cryptography Using Steganography: New Algorithms And Applications, Jonathan Blackledge

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Developing methods for ensuring the secure exchange of information is one of the oldest occupations in history. With the revolution in Information Technology, the need for securing information and the variety of methods that have been developed to do it has expanded rapidly. Much of the technology that forms the basis for many of the techniques used today was originally conceived for use in military communications and has since found a place in a wide range of industrial and commercial sectors. This has led to the development of certain industry standards that are compounded in specific data processing algorithms together …

On The (Non)-Integrability Of Kdv Hierarchy With Self-Consistent Sources, Vladimir Gerdjikov, Georgi Grahovski, Rossen Ivanov

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Nonholonomic deformations of integrable equations of the KdV hierarchy are studied by using the expansions over the so-called “squared solutions” (squared eigenfunctions). Such deformations are equivalent to a perturbed model with external (self-consistent) sources. In this regard, the KdV6 equation is viewed as a special perturbation of KdV. Applying expansions over the symplectic basis of squared eigenfunctions, the integrability properties of the KdV6 equation are analysed. This allows for a formulation of conditions on the perturbation terms that preserve its integrability. The perturbation corrections to the scattering data and to the corresponding action-angle (canonical) variables are studied. The analysis shows …

Rational Bundles And Recursion Operators For Integrable Equations On A.Iii-Type Symmetric Spaces, Vladimir Gerdjikov, Georgi Grahovski, Alexander Mikhailov, Tihomir Valtchev

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We analyze and compare the methods of construction of the recursion operators for a special class of integrable nonlinear differential equations related to A.III-type symmetric spaces in Cartan’s classification and having additional reductions.

Currency Trading Using The Fractal Market Hypothesis, Jonathan Blackledge, Kieran Murphy

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We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland. Currency Traders Ireland Limited (CTI, 2011) has a fifty year exclusive license to develop a new set of indicators for analysing currency exchange rates (Forex trading). We consider the background to the approach taken and present examples of the results obtained to date.

A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge

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This paper presents a generalized model for simulating wave fields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of …

Estimating The Efficacy Of Mild Heating Processes Taking Into Account Microbial Non-Linearities: A Case Study On The Thermisation Of A Food Simulant, Vasilis Valdramidis, Brijesh Tiwari, Patrick J. Cullen, Alain Kondjoyan, Jan Van Impe

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Traditional and novel approaches for the calculation of the heat treatment efficiency are compared in this work. The Mild Heat value (MH-value), an alternative approach to the commonly used sterilisation, pasteurisation and cook value (F, P, C–value), is calculated to estimate the efficiency of a mild heat process. MH-value is the time needed to achieve a predefined microbial reduction at a reference temperature and a known thermal resistant constant, z, for log-linear or specific types of non log-linear microbial inactivation kinetics. An illustrative example is given in which microbial inactivation data of Listeria innocua CLIP 20-595 are used for estimating …

A Generalized Nonlinear Model For The Evolution Of Low Frequency Freak Waves, Jonathan Blackledge

Articles

This paper presents a generalized model for simulating wavefields associated with the sea surface. This includes the case when `freak waves' may occur through an effect compounded in the nonlinear (cubic) Schrodinger equation. After providing brief introductions to linear sea wave models, `freak waves' and the linear and nonlinear Schrodinger equations, we present a unified model that provides for a piecewise continuous transition from a linear to a nonlinear state. This is based on introducing a fractional time derivative to develop a fractional nonlinear partial differential equation with a stochastic source function. In order to explore the characteristics of this …

Multi–Component Nls Models On Symmetric Spaces: Spectral Properties Versus Representations Theory, Vladimir Gerdjikov, Georgi Grahovski

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The algebraic structure and the spectral properties of a special class of multicomponent NLS equations, related to the symmetric spaces of BD.I-type are analyzed. The focus of the study is on the spectral theory of the associated Lax operator to these nonlinear evolutionary equations for different fundamental representations of the underlying simple Lie algebra g. Special attention is paid to the spinor representation of the orthogonal Lie algebras of B type.

Quantitative Modelling Approaches For Ascorbic Acid Degradation And Non-Enzymatic Browning Of Orange Juice During Ultrasound Processing, Vasilis Valdramidis, Patrick J. Cullen, Brijesh Tiwari, Colm O’Donnell

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The objective of this study was to develop a deterministic modelling approach for non-enzymatic browning (NEB) and ascorbic acid (AA) degradation in orange juice during ultrasound processing. Freshly squeezed orange juice was sonicated using a 1,500 W ultrasonic processor at a constant frequency of 20 kHz and processing variables of amplitude level (24.4 – 61.0 μm), temperature (5 – 30 oC) and time (0 – 10 min). The rate constants of the NEB and AA were estimated by a primary model (zero and first order) while their relationship with respect to the processing factors was tested for a number of …

Two Component Integrable Systems Modelling Shallow Water Waves: The Constant Vorticity Case, Rossen Ivanov

Articles

In this contribution we describe the role of several two-component integrable systems in the classical problem of shallow water waves. The starting point in our derivation is the Euler equation for an incompressible fluid, the equation of mass conservation, the simplest bottom and surface conditions and the constant vorticity condition. The approximate model equations are generated by introduction of suitable scalings and by truncating asymptotic expansions of the quantities to appropriate order. The so obtained equations can be related to three different integrable systems: a two component generalization of the Camassa-Holm equation, the Zakharov-Ito system and the Kaup-Boussinesq system. The …

Converging Flow Between Coaxial Cones, O. Hall, A. D. Gilbert, C. P. Hills

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Fluid flow governed by the Navier-Stokes equation is considered in a domain bounded by two cones with the same axis. In the first, 'non-parallel' case, the two cones have the same apex and different angles θ = α and β in spherical polar coordinates (r, θ, φ). In the second, 'parallel' case, the two cones have the same opening angle α, parallel walls separated by a gap h and apices separated by a distance h/sinα. Flows are driven by a source Q at the origin, the apex of the lower cone in the parallel case. The Stokes solution for the …

Nonaxisymmetric Stokes Flow Between Concentric Cones, O. Hall, C. P. Hills, A. D. Gilbert

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We study the fully three-dimensional Stokes flow within a geometry consisting of two infinite cones with coincident apices. The Stokes approximation is valid near the apex and we consider the dominant flow features as it is approached. The cones are assumed to be stationary and the flow to be driven by an arbitrary far-field disturbance. We express the flow quantities in terms of eigenfunction expansions and allow for the first time for nonaxisymmetric flow regimes through an azimuthal wave number. The eigenvalue problem is solved numerically for successive wave numbers. Both real and complex sequences of eigenvalues are found, their …

Equations Of The Camassa-Holm Hierarchy, Rossen Ivanov

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The squared eigenfunctions of the spectral problem associated with the CamassaHolm (CH) equation represent a complete basis of functions, which helps to describe the inverse scattering transform for the CH hierarchy as a generalized Fourier transform (GFT). All the fundamental properties of the CH equation, such as the integrals of motion, the description of the equations of the whole hierarchy, and their Hamiltonian structures, can be naturally expressed using the completeness relation and the recursion operator, whose eigenfunctions are the squared solutions. Using the GFT, we explicitly describe some members of the CH hierarchy, including integrable deformations for the CH …

Generalised Fourier Transform And Perturbations To Soliton Equations, Georgi Grahovski, Rossen Ivanov

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A brief survey of the theory of soliton perturbations is presented. The focus is on the usefulness of the so-called Generalised Fourier Transform (GFT). This is a method that involves expansions over the complete basis of “squared solutions” of the spectral problem, associated to the soliton equation. The Inverse Scattering Transform for the corresponding hierarchy of soliton equations can be viewed as a GFT where the expansions of the solutions have generalised Fourier coefficients given by the scattering data. The GFT provides a natural setting for the analysis of small perturbations to an integrable equation: starting from a purely soliton …

Phase Transitions In Materials With Thermal Memory: The Case Of Unequal Conductivities, John Murrough Golden

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A model for thermally induced phase transitions in materials with thermal memory was recently proposed, where the equations determining heatflow were assumed to be the same in both phases. In this work, the model is generalized to the case of phase dependent heatflow relations. The temperature (or coldness) gradient is decomposed into two parts, each zero on one phase and equal to the temperature (or coldness) gradient on the other. However, they vary smoothly over the transition zone. These are treated as separate independent quantities in the derivation of field equations from thermodynamics. Heat flux is given by an integral …

A Covert Encryption Method For Applications In Electronic Data Interchange, Jonathan Blackledge, Dmitry Dubovitskiy

Articles

A principal weakness of all encryption systems is that the output data can be ‘seen’ to be encrypted. In other words, encrypted data provides a ‘flag’ on the potential value of the information that has been encrypted. In this paper, we provide a new approach to ‘hiding’ encrypted data in a digital image.

In conventional (symmetric) encryption, the plaintext is usually represented as a binary stream and encrypted using an XOR type operation with a binary cipher. The algorithm used is ideally designed to: (i) generate a maximum entropy cipher so that there is no bias with regard to any …

Nearly-Hamiltonian Structure For Water Waves With Constant Vorticity, Adrian Constantin, Rossen Ivanov, Emil Prodanov

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We show that the governing equations for two-dimensional gravity water waves with constant non-zero vorticity have a nearly-Hamiltonian structure, which becomes Hamiltonian for steady waves.

On An Integrable Two-Component Camassa-Holm Shallow Water System, Adrian Constantin, Rossen Ivanov

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The interest in the Camassa-Holm equation inspired the search for various generalizations of this equation with interesting properties and applications. In this letter we deal with such a twocomponent integrable system of coupled equations. First we derive the system in the context of shallow water theory. Then we show that while small initial data develop into global solutions, for some initial data wave breaking occurs. We also discuss the solitary wave solutions. Finally, we present an explicit construction for the peakon solutions in the short wave limit of system.

Algebraic Discretization Of The Camassa-Holm And Hunter-Saxton Equations, Rossen Ivanov

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The Camassa-Holm (CH) and Hunter-Saxton (HS) equations have an interpretation as geodesic flow equations on the group of diffeomorphisms, preserving the H1 and H.1 right-invariant metrics correspondingly. There is an analogy to the Euler equations in hydrodynamics, which describe geodesic flow for a right-invariant metric on the infinitedimensional group of diffeomorphisms preserving the volume element of the domain of fluid flow and to the Euler equations of rigid body whith a fixed point, describing geodesics for a left-invariant metric on SO(3). The CH and HS equations are integrable bi-hamiltonian equations and one of their Hamiltonian structures is associated to the …

Diffusion And Fractional Diffusion Based Models For Multiple Light Scattering And Image Analysis, Jonathan Blackledge

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This paper considers a fractional light diffusion model as an approach to characterizing the case when intermediate scattering processes are present, i.e. the scattering regime is neither strong nor weak. In order to introduce the basis for this approach, we revisit the elements of formal scattering theory and the classical diffusion problem in terms of solutions to the inhomogeneous wave and diffusion equations respectively. We then address the significance of these equations in terms of a random walk model for multiple scattering. This leads to the proposition of a fractional diffusion equation for modelling intermediate strength scattering that is based …

Conformal And Geometric Properties Of The Camassa-Holm Hierarchy, Rossen Ivanov

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Integrable equations with second order Lax pair like KdV and Camassa-Holm (CH) exhibit interesting conformal properties and can be written in terms of the so-called conformal invariants (Schwarz form). These properties for the CH hierarchy are discussed in this ontribution. The squared eigenfunctions of the spectral problem, associated to the Camassa-Holm equation represent a complete basis of functions, which helps to describe the Inverse Scattering Transform (IST) for the Camassa-Holm hierarchy as a Generalised Fourier Transform (GFT). Using GFT we describe explicitly some members of the CH hierarchy, including integrable deformations for the CH equation. Also we show that solutions …

Hamiltonian Formulation, Nonintegrability And Local Bifurcations For The Ostrovsky Equation, S. Roy Choudhury, Rossen Ivanov, Yue Liu

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The Ostrovsky equation is a model for gravity waves propagating down a channel under the influence of Coriolis force. This equation is a modification of the famous Korteweg-de Vries equation and is also Hamiltonian. However the Ostrovsky equation is not integrable and in this contribution we prove its nonintegrability. We also study local bifurcations of its solitary waves.

Slow Flow Between Concentric Cones, O. Hall, C. P. Hills, A. D. Gilbert

Articles

This paper considers the low-Reynolds-number flow of an incompressible fluid contained in the gap between two coaxial cones with coincident apices and bounded by a spherical lid. The two cones and the lid are allowed to rotate independently about their common axis, generating a swirling motion. The swirl induces a secondary, meridional circulation through inertial effects. For specific configurations complex eigenmodes representing an infinite sequence of eddies, analogous to those found in two-dimensional corner flows and some three-dimensional geometries, form a component of this secondary circulation. When the cones rotate these eigenmodes, arising from the geometry, compete with the forced …

Krylov Subspaces From Bilinear Representations Of Nonlinear Systems, Marissa Condon, Rossen Ivanov

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For efficient simulation of state-of-the-art dynamical systems as arise in all aspects of engineering, the development of reduced-order models is of paramount importance. While linear reduction techniques have received considerable study, increasingly nonlinear model reduction is becoming a significant field of interest. From a circuits and systems viewpoint, systems involving micromachined devices or systems involving mixed technologies necessitate the development of reduced-order nonlinear models. From a control systems viewpoint, the design of controllers for nonlinear systems is greatly facilitated by nonlinear model reduction strategies. To this end, the paper proposes two novel model-reduction strategies for nonlinear systems. The first involves …

Water Waves And Integrability, Rossen Ivanov

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The Euler’s equations describe the motion of inviscid fluid. In the case of shallow water, when a perturbative asymtotic expansion of the Euler’s equations is taken (to a certain order of smallness of the scale parameters), relations to certain integrable equations emerge. Some recent results concerning the use of integrable equation in modeling the motion of shallow water waves are reviewed in this contribution.

Generalised Fourier Transform For The Camassa-Holm Hierarchy, Adrian Constantin, Vladimir Gerdjikov, Rossen Ivanov

Articles

The squared eigenfunctions of the spectral problem associated to the Camassa-Holm equation represent a complete basis of functions, which helps to describe the Inverse Scattering Transform for the Camassa-Holm hierarchy as a Generalised Fourier transform. The main result of this work is the derivation of the completeness relation for the squared solutions of the Camassa-Holm spectral problem. We show that all the fundamental properties of the Camassa-Holm equation such as the integrals of motion, the description of the equations of the whole hierarchy and their Hamiltonian structures can be naturally expressed making use of the completeness relation and the recursion …