Analysis of Diffuse Interface Models

Size: px
Start display at page:

Download "Analysis of Diffuse Interface Models"

Transcription

1 Analysis of Diffuse Interface Models Helmut Abels Faculty of Mathematics University of Regensburg Juli 8, 2010 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

2 Modeling (I) We consider two (macroscopically) immiscible incompressible, viscous fluids like oil and water. Classical Models: Interface is a two-dimensional surface. Surface tension is proportional to the mean curvature. But: Sharp interface is an idealization (van der Waals). Fluid mix in a thin interfacial region. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

3 Overview 1 Phase Separation and Cahn-Hilliard Equation 2 Analysis of the Navier-Stokes Equations 3 Diffuse Interface Model for Matched Densities 4 Other Diffuse Interface Models Outlook Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

4 Overview 1 Phase Separation and Cahn-Hilliard Equation 2 Analysis of the Navier-Stokes Equations 3 Diffuse Interface Model for Matched Densities 4 Other Diffuse Interface Models Outlook Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

5 Free Energy of a Two-Component Mixture Ansatz: We assume the fluids to be (partly) miscible. Let c j : Ω R be the concentration of the component j = 1, 2, c = c 1 c 2, and let E mix (c) = ε c(x) 2 dx + ε 1 f (c(x)) dx 2 Ω Ω be the free energy of the mixture, where Ω R d, d = 1, 2, 3, ε > 0 and f : R [0, ) with f (c) = 0 c = ±1. Moreover, we assume 1 c(x) dx = c ( 1, 1) if Ω <. Ω Ω Example: f (c) = 1 8 (1 c2 ) 2 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

6 Remarks A typical profile of a diffuse interface is c(x) = tanh x 2ε, x R, which minimizes E mix in the case Ω = R with constraint c(x) x ± ±1. Modica-Mortola 77, Modica 87 proved E mix E mix,ε ε 0 σp in the sense of Γ-convergence (w.r.t. L 1 ), where { H d 1 ( E) = area( E) if v = 2χ E 1 P(v) = + else. and σ = σ(f ). Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

7 Critical Points Lemma Let Ω R d be bounded and { } c V := u L 2 (Ω) : u L 2 1 (Ω), E mix (u) <, u dx = c Ω Ω be a local minimum (a critical point) of E mix : V [0, ). Then δe mix δc := ε c + ε 1 f (c) const. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

8 Proof of Lemma 1 Let ϕ C 1 (Ω) such that ϕ Ω = 0 and Ω ϕ dx = 0. Then c + tϕ V for all t R, and F (t) := E mix (c + tϕ), t R has a local minimum at t = 0. F (0) = 0 where F (0) = d dt ε c + t ϕ 2 dx Ω 2 + d t=0 dt ε 1 f (c + tϕ) dx Ω = ε c ϕ dx + ε 1 f (c)ϕ dx Ω Ω = ( ε c + ε 1 f (c))ϕ dx Ω Since ϕ C 1 (Ω) with Ω ϕ dx = 0 and ϕ Ω = 0 was arbitrary, we conclude δe mix := ε c + ε 1 f (c) const. δc (Choose e.g. ϕ = ψ 1 Ω Ω ψ dx with ψ C 1 (Ω).) t=0 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

9 Cahn-Hilliard Equation (I) Let J : Ω (0, ) R d be the mass flux, i.e. d c(x, t) dx = n J(x, t) dσ(x) = dt V for all V Ω, t 0. Then V V div J(x, t) dx t c(x, t) = div J(x, t) for (x, t) Ω (0, ). Assumption (Cahn-Hilliard 58): For some m > 0 we have J = m µ µ = δe mix δc Remark: µ = δe mix δc const. J 0 (generalized Fick s law) = ε c + ε 1 f (c) (chemical potential) Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

10 Cahn-Hilliard Equation (II) We consider t c = m µ in Ω (0, ), (1) µ = ε c + ε 1 f (c) in Ω (0, ) (2) with the initial and boundary conditions n c Ω = n µ Ω = 0 on Ω (0, ), (3) c t=0 = c 0 in Ω. (4) Remark: For every smooth solution we have: d dt E mix(c(t)) = m µ(x, t) 2 dx. Questions: Does a unique solution c(t, x) exist for all t > 0? Does c(t, x) converge as t to a critical point of E mix? Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33 Ω

11 Well-Posedness and Convergence If f (c) is smooth: Existence: Elliott & Zheng 86, Convergence: Hoffmann & Rybka 99 Problem: Does c(t, x) [ 1, 1] hold if c 0 (x) [ 1, 1]? One solution: Use a singular free energy density as e.g. f (c) = θ((1 c) log(1 c) + (1 + c) log(1 + c)) θ c c 2, c [ 1, 1], with 0 < θ < θ c, cf. Cahn & Hilliard 58. Existence: Elliott & Luckhaus 91, Debussche & Dettori 95, Kenmochi et al. 95 Convergence: A. & Wilke 07 Remark: For every solution c(t, x) ( 1, 1) a.e. Other results: Existence of weak solutions for degenerate mobility (Elliott & Garcke 96) and double obstacle potential (Blowey & Elliott 91) Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

12 Cahn-Hilliard Equation with Singular Free energies Use that f (c) = f 0 (c) θ c 2 c2, where f 0 is convex. Then (1)-(2) are equivalent to t c ( c + f 0(c)) = } {{ } θ c c } {{ } monotone operator Lipschitz perturbation Existence of solutions: General result on perturbations of (maximal) monotone operators. Fundamental idea for the regularity theory: Use that implies c + f 0(c) = µ + θ c c c 2 L 2 (Ω) + f Ω ( c) 0 (c) c 2 dx C µ + θ } {{ } c c 2 L 2 (Ω). 0 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

13 Convergence to Stationary Solutions (A. & Wilke 07) Proof and use the Lojasiewicz-Simon inequality E mix (c) E mix (c ) 1 θ C DE mix (c) H 1 (0) for all c in a neighborhood of a critical point c and some θ (0, 1 2 ]. (NB: f : [ 1, 1] R is analytic in ( 1, 1).) Essential: Show that c(t, x) [ 1 + ε, 1 ε] for all t T 1 >> 1. Standard calculation t c L 1 (0, ; H 1 (0) ) convergence. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

14 Coarse Graining/Ostwald Ripening Question: What is the asymptotic behavior of c(t) as t? Sternberg & Zumbrun 98: For every stable critical point of Ω the diffuse interface is connected. Question: Is there the effect of Ostwald ripening present in the coupled Navier-Stokes/Cahn-Hilliard system below? How strong is it in dependence of the parameters? Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

15 Helmut Abels (U Regensburg) Diffuse Interface Models Simulation by S. Bartels Juli 8, / 33 Coarse Graining/Ostwald Ripening Question: What is the asymptotic behavior of c(t) as t? Sternberg & Zumbrun 98: For every stable critical point of Ω the diffuse interface is connected. Question: Is there the effect of Ostwald ripening present in the coupled Navier-Stokes/Cahn-Hilliard system below? How strong is it in dependence of the parameters?

16 Overview 1 Phase Separation and Cahn-Hilliard Equation 2 Analysis of the Navier-Stokes Equations 3 Diffuse Interface Model for Matched Densities 4 Other Diffuse Interface Models Outlook Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

17 Well-Posedness of Nonlinear Evolution Equations Typical results: 1 Local strong solutions: Usually short-time existence or global in time existence close to equilibria Solutions are unique and regular. Basis: Linearization, contraction argument 2 Global weak solutions: Solutions exists globally, but are not necessarily unique and regular. Basis: A priori/energy estimates, approximation and compactness General question: Gap between weak and strong solutions? Famous example: (Incompressible) Navier-Stokes equations in R 3 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

18 Well-Posedness for the Navier-Stokes Equations t v + v v ν v + p = f div v = 0 v t=0 = v 0 Leray 34: Weak solutions exist for x R d, d = 2, 3, 0 < t <. d = 2: Uniqueness/smoothness for 0 < t <. d = 3: Uniqueness/smoothness for 0 < t < T 0. Possible singularities in time have measure zero. Serrin 62: Uniqueness/Smoothness for d = 3 if T ( ) r v(x, t) q q 2 dx dt < with 0 R 3 r + 3 < 1, 3 < q <. q Scheffer 77, Cafferelli/Kohn/Nirenberg 82: Singularities in space-time have Hausdorff-Dimension 5 3, 1, resp. Since 2000: Uniqueness/smoothness in d = 3 is a Millenium Problem (1 Mio. $ prize). Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

19 Overview 1 Phase Separation and Cahn-Hilliard Equation 2 Analysis of the Navier-Stokes Equations 3 Diffuse Interface Model for Matched Densities 4 Other Diffuse Interface Models Outlook Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

20 Basic Modeling Ansatz: Assume that the interfacial energy is given by E mix (c) = ε c(x) 2 dx + ε 1 f (c(x)) dx, 2 Ω where the free energy density f is a suitable double well potential. Diffusion: Assume that t c + v c = div J J = m µ µ := δe mix δc Ω (Fick s law) = ε c + ε 1 f (c) (chemical potential) where µ = δe mix δc is the chemical potential, m > 0. Classical models: Pure transport of the interface (m=0). Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

21 Diffuse Interface Model in the Case of Matched Densities If the densities of the fluids are the same, then one can derive: t v + v v div(ν(c)dv) + p = ε div( c c) (5) } {{ } } {{ } inner friction surface tension div v = 0 (6) where Dv = 1 2 ( v + v T ) together with t c + v c = m µ (7) µ = ε c + ε 1 f (c) (8) v Ω = n c Ω = n µ Ω = 0 on Ω (0, ), (9) (v, c) t=0 = (v 0, c 0 ) in Ω. (10) Derivation: Hohenberg & Halperin 74, Gurtin et al. 96 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

22 Diffuse Interface Model in the Case of Matched Densities If the densities of the fluids are the same, then one can derive: t v + v v div(ν(c)dv) + p = ε div( c c) (5) } {{ } } {{ } inner friction surface tension div v = 0 (6) t c + v c = m µ (7) µ = ε c + ε 1 f (c) (8) where Dv = 1 2 ( v + v T ) Analytic results on well-posedness: Starovoitov 93, Boyer 03, X.Feng 06 Energy dissipation: For sufficiently smooth solutions we have d E(c(t), v(t)) = ν(c) Dv 2 dx m µ 2 dx with dt Ω Ω v(t) 2 E(c(t), v(t)) = E mix (c(t)) + dx 2 Ω Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

23 Diffuse Interface Model in the Case of Matched Densities If the densities of the fluids are the same, then one can derive: t v + v v div(ν(c)dv) + p = ε div( c c) (5) } {{ } } {{ } inner friction surface tension div v = 0 (6) where Dv = 1 2 ( v + v T ) Remark: (5) can be replaced by: t c + v c = m µ (7) µ = ε c + ε 1 f (c) (8) t v + v v div(ν(c)dv) + g = µ c where g = p + ε 1 f (c) + ε 2 c 2. Use (8) multiplied by c and ε div( c c) = ε c c ε c 2 2 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

24 Theorem (Existence, Regularity, Uniqueness, A. 07/ 09) Let d = 2, 3. For every v 0 L 2 σ(ω), c 0 H 1 (Ω) with E mix (c 0 ) < there is a weak solution (v, c, µ) of (5)-(8), which satisfies (v, c) L (0, ; L 2 (Ω)), 2 c, f (c) L 2 loc ([0, ); L6 (Ω)). ( v, µ) L 2 (0, ; L 2 (Ω)), Moreover, c BUC([0, ); W 1 q (Ω)) with q > d. For (v 0, c 0 ) sufficiently smooth: 1 If d = 2, then the weak solution is unique and regular. 2 If d = 3, there are some 0 < T 0 < T 1 < such that the weak solution is regular and (locally) unique on (0, T 0 ) and [T 1, ). 3 There is a critical point c of E mix s.t. (v(t), c(t)) t (0, c ). Remarks: ε > 0 and m > 0 are essential! For f one can choose e.g.: { θ((1 c) log(1 c) + (1 + c) log(1 + c))c θ c c 2, c [ 1, 1], f (c) = + else. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

25 Structure of the Proof First study the separate systems: 1 Cahn-Hilliard equation with convection and singular potential (based on E mix (c) = E 0 (c) θ 2 c 2 2 with E 0 convex) 2 (Navier-)Stokes system with variable viscosity Existence of weak solutions: Approximation and compactness argument Higher Regularity: Use regularity results for separate systems Uniqueness: Gronwall s inequality once c L (0, T ; C 1 (Ω)) and v L (0, T ; W 1 s (Ω)), s > d. Crucial ingredient for higher regularity: A priori estimate for c BUC([0, ); W 1 q (Ω)), q > d! Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

26 A priori Estimates for c W 2 r -estimate for c: Formally multiply µ(x, t) = c(x, t) + f θ (c(x, t)) by f (c(x, t)) = f 0 (c(x, t)) θ cc(x, t) to obtain f (c(t)) 2 dx + f (c(t)) c(t) 2 dx C µ(t) Ω Ω } {{ } 2. θ c Similarly, for 2 r < where f (c(t)) r + c(t) W 2 r C r ( µ(t) r + c(t) 2 ). c L 2 uloc ([0, ); W 2 6 (Ω)) c L 2 uloc ([0, );X ) = sup c L 2 (t,t+1;x ). t 0 Modifications: Higher regularity in time in Besov spaces. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

27 Higher Time Regularity for c L (0, ; H 1 (0) )-estimate of tc: Multiplying by 1 N tc yields t 2 c + ( c f (c) } {{ } t c) = t (v c) θ c t c L (0, ;H 1 (0) ) + tc L 2 (Q) C(c 0 ) where V n (Ω) = {ϕ H 1 (Ω) n : n ϕ Ω = 0}. µ L (0, ; H 1 (Ω)) ( ) 1 + t v L 3 4 uloc (0, ;V n) c L (0, ; Wr 2 (Ω)), r = 6 if d = 3 and 1 < r < if d = 2. Problem: In general t v L 4 3 uloc (0, ; H 1 (Ω) n ) L 4 3 uloc (0, ; V n)! Solution: Replace t c by h τ h c. Use v B τ 4 ;uloc([0, ); H s (Ω)) 3 with 0 < s < 1 2, τ > 2 3 as well as Hs 0 (Ω) = Hs (Ω) and H s (Ω) = H s (Ω).... c BUC([0, ); Wq 1 (Ω)), q > 3. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

28 Maximal Regularity for the Stokes Equation We consider the Stokes equation with variable viscosity t v div(ν(x, t)dv) + p = f in Ω (0, T ), (9) div v = 0 in Ω (0, T ), (10) v Ω = 0 on Ω (0, T ), (11) v t=0 = 0 in Ω (12) where Dv = 1 2 ( v + v T ) in a suitable domain Ω R d with Ω W 2 1 r r, ν BUC([0, T ]; W 1 r (Ω)), where 2 d < r. Theorem (A. & Terasawa 09, A 10) Let 1 < q < with q, q r, ν(x) ν 0 > 0, and 0 < T <. Then for every f L q (Ω (0, T )) d there is a unique solution of v of (9)-(12) s.t. ( t v, 2 v, p) L q (Ω (0,T )) C T f L q (Ω (0,T )). NB: fg W 1 q (Ω) falls f W 1 q (Ω), g W 1 r (Ω), 1 < q r, und r > d. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

29 Overview 1 Phase Separation and Cahn-Hilliard Equation 2 Analysis of the Navier-Stokes Equations 3 Diffuse Interface Model for Matched Densities 4 Other Diffuse Interface Models Outlook Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

30 Diffuse Interface Model without Diffusion In the case without diffusion (m = 0) we have t v + v v div(ν(c)dv) + p = ε div( c c) (13) div v = 0 (14) t c + v c = 0 (15) where Dv = 1 2 ( v + v T ) plus initial and boundary conditions. Energy-dissipation: For smooth solutions we have d E(c(t), v(t)) = ν(c) Dv 2 dx with dt Ω v(t) 2 E(c(t), v(t)) = E mix (c(t)) + dx 2 Remark: Existence of weak, global solution is open! There is no control of the curvature µ = ε c + ε 1 f (c) of the diffuse interface! Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33 Ω

31 Diffuse Interface Model without Diffusion In the case without diffusion (m = 0) we have t v + v v div(ν(c)dv) + p = ε div( c c) (13) div v = 0 (14) t c + v c = 0 (15) where Dv = 1 2 ( v + v T ) plus initial and boundary conditions. Theorem (A. & Terasawa 09) Let q > d 2, q 3, Ω R d be bounded and v 0, c 0, Ω be sufficiently smooth. Then there is some T > 0 such that (13)-(15) has a unique solution (v, p, c) with t v, 2 v, p L q (Ω (0, T )), c C([0, T ]; W 2 q (Ω)) W 1 q (0, T ; W 1 q (Ω)) Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

32 Methods of Characteristics/Lagrangian-Coordinates The solution of t c + v c = 0, c t=0 = c 0 is c(x, t) = c 0 (Xt 1 (x)) where X t : Ω Ω is the trajectory of mass particles ξ Ω, i.e. d dt X t(ξ) = v(x t (ξ), t) for t (0, T ), ξ Ω, X 0 (ξ) = ξ for ξ Ω. u(ξ, t) = v(x t (ξ), t) solves the transformed quasi-linear system: t u div u (ν(c 0 )D u u) + u p = div u ( u c 0 u c 0 ) in Ω (0, T ) div u u = 0 in Ω (0, T ) where the coefficients of u, D u, div u depend on X t I for T 1. Linearization + contraction mapping principle Theorem if the linearized system possesses maximal regularity! Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

33 Quasi-Incompressible Model Lowengrub &Truskinovsky 98 derived: ρ t v + ρv v div(ν(c)dv) + p = ε div( c c) (16) } {{ } surface tension t ρ + div(ρv) = 0 (17) ρ t c + ρv c = m µ (18) ) 2 ρ µ = ρ (p + c 2 + ε 1 f (c) ερ 1 c (19) c 2 in Ω (0, T ), where Dv = 1 2 ( v + v T ), together with suitable initial and boundary conditions. v, p are the velocity and pressure of the fluid mixture. ρ = ˆρ(c) is the density given as a constitutive function. c = c 1 c 2 is the difference of the (mass) concentrations of the fluids. µ is the chemical potential and m > 0 the (constant) mobility. f : R [0, ) is a (homogeneous) free energy density Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

34 Quasi-Incompressible Model Lowengrub &Truskinovsky 98 derived: ρ t v + ρv v div(ν(c)dv) + p = ε div( c c) (16) } {{ } surface tension t ρ + div(ρv) = 0 (17) ρ t c + ρv c = m µ (18) ) 2 ρ µ = ρ (p + c 2 + ε 1 f (c) ερ 1 c (19) c 2 New difficulties: div v 0. p enters equation for chemical potential (19). (16)-(17) and (18)-(19) are coupled in highest order if ρ const.! Analytic results: A. 09: Existence of weak solutions for slightly modified free energy/system A. forthcoming: Existence of strong solutions locally in time. Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

35 Workshop on Phase Field Models in Fluid Mechanics February 14-16, 2011, University of Regensburg Main Speakers Franck Boyer (Marseille) Charlie Elliott (Warwick) Chun Liu (Penn State) John Lowengrub (Irvine) Christian Rohde (Stuttgart) Helmut Abels (Regensburg) Organizers: Helmut Abels (Regensburg), Harald Garcke (Regensburg), Günther Grün (Erlangen) Webpage: Supported by: Johannes-Kepler-Forschungszentrum Regensburg, SPP 1506 Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

36 References (I) H. Abels. Diffuse interface models for two-phase flows of viscous incompressible fluids. Lecture Notes, Max Planck Institute for Mathematics in the Sciences, No. 36/2007, H. Abels. Existence of weak solutions for a diffuse interface model for viscous, incompressible fluids with general densities. Comm. Math. Phys., 289(1):45 73, H. Abels. On a diffuse interface model for two-phase flows of viscous, incompressible fluids with matched densities. Arch. Rat. Mech. Anal., 194(2): , H. Abels. Nonstationary Stokes system with variable viscosity in bounded and unbounded domains. Discrete Contin. Dyn. Syst. Ser. S, 3(2): , H. Abels and E. Feireisl. On a diffuse interface model for a two-phase flow of compressible viscous fluids. Indiana Univ. Math. J., 57(2): , H. Abels and Y. Terasawa. Non-homogeneous Navier-Stokes systems with order-parameter dependent stresses. Preprint, Max Planck Institute for Mathematics in the Sciences, No. 19/2009, to appear in Math. Math. Methods Appl. Sci., H. Abels and Y. Terasawa. On Stokes Operators with variable viscosity in bounded and unbounded domains. Math. Ann., 344(2): , H. Abels and M. Wilke. Convergence to equilibrium for the Cahn-Hilliard equation with a logarithmic free energy. Nonlinear Anal., 67(11): , Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

37 References (II) J. F. Blowey and C. M. Elliott. The Cahn-Hilliard gradient theory for phase separation with nonsmooth free energy. I. Mathematical analysis. European J. Appl. Math., 2(3): , J. W. Cahn and J. E. Hilliard. Free energy of a nonuniform system. I. Interfacial energy. J. Chem. Phys., 28, No. 2: , A. Debussche and L. Dettori. On the Cahn-Hilliard equation with a logarithmic free energy. Nonlinear Anal., 24(10): , C. M. Elliott and H. Garcke. On the Cahn-Hilliard equation with degenerate mobility. SIAM J. Math. Anal., 27(2): , C. M. Elliott and S. Luckhaus. A generalized equation for phase separation of a multi-component mixture with interfacial free energy. Preprint SFB 256 Bonn No. 195, C. M. Elliott and S. Zheng. On the Cahn Hilliard equation. Arch. Rational Mech. Anal., 96: , X. Feng. Fully discrete finite element approximations of the Navier-Stokes-Cahn-Hilliard diffuse interface model for two-phase fluid flows. SIAM J. Numer. Anal., 44(3): (electronic), K.-H. Hoffmann and P. Rybka. Convergence of solutions to Cahn-Hilliard equation. Comm. Part. Diff. Eq., 24: , Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

38 References (III) P.C. Hohenberg and B.I. Halperin. Theory of dynamic critical phenomena. Rev. Mod. Phys., 49: , N. Kenmochi, M. Niezgódka, and I. Paw low. Subdifferential operator approach to the Cahn-Hilliard equation with constraint. J. Differential Equations, 117(2): , J. Lowengrub and L. Truskinovsky. Quasi-incompressible Cahn-Hilliard fluids and topological transitions. R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci., 454(1978): , L. Modica. The gradient theory of phase transitions and the minimal interface criterion. Arch. Rational Mech. Anal., 98(2): , L. Modica and S. Mortola. Un esempio di Γ -convergenza. Boll. Un. Mat. Ital. B (5), 14(1): , P. Sternberg and K. Zumbrun. Connectivity of phase boundaries in strictly convex domains. Arch. Rational Mech. Anal., 141(4): , Helmut Abels (U Regensburg) Diffuse Interface Models Juli 8, / 33

Geometric evolution equations with triple junctions. junctions in higher dimensions

Geometric evolution equations with triple junctions. junctions in higher dimensions Geometric evolution equations with triple junctions in higher dimensions University of Regensburg joint work with and Daniel Depner (University of Regensburg) Yoshihito Kohsaka (Muroran IT) February 2014

More information

Lecture 3 Fluid Dynamics and Balance Equa6ons for Reac6ng Flows

Lecture 3 Fluid Dynamics and Balance Equa6ons for Reac6ng Flows Lecture 3 Fluid Dynamics and Balance Equa6ons for Reac6ng Flows 3.- 1 Basics: equations of continuum mechanics - balance equations for mass and momentum - balance equations for the energy and the chemical

More information

Regularity and propagation of moments in some nonlinear Vlasov systems

Regularity and propagation of moments in some nonlinear Vlasov systems Regularity and propagation of moments in some nonlinear Vlasov systems Ingenuin Gasser Institut für Angewandte Mathematik, Universität Hamburg, Bundesstraße 55, 2146 Hamburg, Germany, Pierre-Emmanuel Jabin

More information

Basic Equations, Boundary Conditions and Dimensionless Parameters

Basic Equations, Boundary Conditions and Dimensionless Parameters Chapter 2 Basic Equations, Boundary Conditions and Dimensionless Parameters In the foregoing chapter, many basic concepts related to the present investigation and the associated literature survey were

More information

Wissenschaftliche Artikel (erschienen bzw. angenommen)

Wissenschaftliche Artikel (erschienen bzw. angenommen) Schriftenverzeichnis I. Monographie [1] Convex variational problems. Linear, nearly linear and anisotropic growth conditions. Lecture Notes in Mathematics 1818, Springer, Berlin-Heidelberg- New York, 2003.

More information

Quasi-static evolution and congested transport

Quasi-static evolution and congested transport Quasi-static evolution and congested transport Inwon Kim Joint with Damon Alexander, Katy Craig and Yao Yao UCLA, UW Madison Hard congestion in crowd motion The following crowd motion model is proposed

More information

1 The basic equations of fluid dynamics

1 The basic equations of fluid dynamics 1 The basic equations of fluid dynamics The main task in fluid dynamics is to find the velocity field describing the flow in a given domain. To do this, one uses the basic equations of fluid flow, which

More information

Existence of Traveling Wave Solutions

Existence of Traveling Wave Solutions COMM. MATH. SCI. Vol. 4, No. 4, pp. 731 739 c 2006 International Press EXISTENCE OF TRAVELING WAVE SOLUTIONS IN A HYPERBOLIC-ELLIPTIC SYSTEM OF EQUATIONS M. B. A. MANSOUR Abstract. In this paper we discuss

More information

Differential Relations for Fluid Flow. Acceleration field of a fluid. The differential equation of mass conservation

Differential Relations for Fluid Flow. Acceleration field of a fluid. The differential equation of mass conservation Differential Relations for Fluid Flow In this approach, we apply our four basic conservation laws to an infinitesimally small control volume. The differential approach provides point by point details of

More information

A PRIORI ESTIMATES FOR SEMISTABLE SOLUTIONS OF SEMILINEAR ELLIPTIC EQUATIONS. In memory of Rou-Huai Wang

A PRIORI ESTIMATES FOR SEMISTABLE SOLUTIONS OF SEMILINEAR ELLIPTIC EQUATIONS. In memory of Rou-Huai Wang A PRIORI ESTIMATES FOR SEMISTABLE SOLUTIONS OF SEMILINEAR ELLIPTIC EQUATIONS XAVIER CABRÉ, MANEL SANCHÓN, AND JOEL SPRUCK In memory of Rou-Huai Wang 1. Introduction In this note we consider semistable

More information

RANDOM INTERVAL HOMEOMORPHISMS. MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis

RANDOM INTERVAL HOMEOMORPHISMS. MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis RANDOM INTERVAL HOMEOMORPHISMS MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis This is a joint work with Lluís Alsedà Motivation: A talk by Yulij Ilyashenko. Two interval maps, applied

More information

Orbits of the Lennard-Jones Potential

Orbits of the Lennard-Jones Potential Orbits of the Lennard-Jones Potential Prashanth S. Venkataram July 28, 2012 1 Introduction The Lennard-Jones potential describes weak interactions between neutral atoms and molecules. Unlike the potentials

More information

Some stability results of parameter identification in a jump diffusion model

Some stability results of parameter identification in a jump diffusion model Some stability results of parameter identification in a jump diffusion model D. Düvelmeyer Technische Universität Chemnitz, Fakultät für Mathematik, 09107 Chemnitz, Germany Abstract In this paper we discuss

More information

Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh

Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh Peter Richtárik Week 3 Randomized Coordinate Descent With Arbitrary Sampling January 27, 2016 1 / 30 The Problem

More information

CONSERVATION LAWS. See Figures 2 and 1.

CONSERVATION LAWS. See Figures 2 and 1. CONSERVATION LAWS 1. Multivariable calculus 1.1. Divergence theorem (of Gauss). This states that the volume integral in of the divergence of the vector-valued function F is equal to the total flux of F

More information

EXISTENCE AND NON-EXISTENCE RESULTS FOR A NONLINEAR HEAT EQUATION

EXISTENCE AND NON-EXISTENCE RESULTS FOR A NONLINEAR HEAT EQUATION Sixth Mississippi State Conference on Differential Equations and Computational Simulations, Electronic Journal of Differential Equations, Conference 5 (7), pp. 5 65. ISSN: 7-669. UL: http://ejde.math.txstate.edu

More information

RESONANCES AND BALLS IN OBSTACLE SCATTERING WITH NEUMANN BOUNDARY CONDITIONS

RESONANCES AND BALLS IN OBSTACLE SCATTERING WITH NEUMANN BOUNDARY CONDITIONS RESONANCES AND BALLS IN OBSTACLE SCATTERING WITH NEUMANN BOUNDARY CONDITIONS T. J. CHRISTIANSEN Abstract. We consider scattering by an obstacle in R d, d 3 odd. We show that for the Neumann Laplacian if

More information

Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions

Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions Fourth-Order Compact Schemes of a Heat Conduction Problem with Neumann Boundary Conditions Jennifer Zhao, 1 Weizhong Dai, Tianchan Niu 1 Department of Mathematics and Statistics, University of Michigan-Dearborn,

More information

Existence and multiplicity of solutions for a Neumann-type p(x)-laplacian equation with nonsmooth potential. 1 Introduction

Existence and multiplicity of solutions for a Neumann-type p(x)-laplacian equation with nonsmooth potential. 1 Introduction Electronic Journal of Qualitative Theory of Differential Equations 20, No. 7, -0; http://www.math.u-szeged.hu/ejqtde/ Existence and multiplicity of solutions for a Neumann-type p(x)-laplacian equation

More information

Lecture 7: Finding Lyapunov Functions 1

Lecture 7: Finding Lyapunov Functions 1 Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.243j (Fall 2003): DYNAMICS OF NONLINEAR SYSTEMS by A. Megretski Lecture 7: Finding Lyapunov Functions 1

More information

ON NONNEGATIVE SOLUTIONS OF NONLINEAR TWO-POINT BOUNDARY VALUE PROBLEMS FOR TWO-DIMENSIONAL DIFFERENTIAL SYSTEMS WITH ADVANCED ARGUMENTS

ON NONNEGATIVE SOLUTIONS OF NONLINEAR TWO-POINT BOUNDARY VALUE PROBLEMS FOR TWO-DIMENSIONAL DIFFERENTIAL SYSTEMS WITH ADVANCED ARGUMENTS ON NONNEGATIVE SOLUTIONS OF NONLINEAR TWO-POINT BOUNDARY VALUE PROBLEMS FOR TWO-DIMENSIONAL DIFFERENTIAL SYSTEMS WITH ADVANCED ARGUMENTS I. KIGURADZE AND N. PARTSVANIA A. Razmadze Mathematical Institute

More information

Contents. Microfluidics - Jens Ducrée Physics: Navier-Stokes Equation 1

Contents. Microfluidics - Jens Ducrée Physics: Navier-Stokes Equation 1 Contents 1. Introduction 2. Fluids 3. Physics of Microfluidic Systems 4. Microfabrication Technologies 5. Flow Control 6. Micropumps 7. Sensors 8. Ink-Jet Technology 9. Liquid Handling 10.Microarrays 11.Microreactors

More information

An ultimate Sobolev dimension-free imbedding

An ultimate Sobolev dimension-free imbedding An ultimate Sobolev dimension-free imbedding Alberto FIORENZA Universitá di Napoli "Federico II" Memorial seminar dedicated to Prof. RNDr. Miroslav Krbec, DrSc. Praha, November 8, 212 () 1 / 25 PRAHA 1995

More information

No: 10 04. Bilkent University. Monotonic Extension. Farhad Husseinov. Discussion Papers. Department of Economics

No: 10 04. Bilkent University. Monotonic Extension. Farhad Husseinov. Discussion Papers. Department of Economics No: 10 04 Bilkent University Monotonic Extension Farhad Husseinov Discussion Papers Department of Economics The Discussion Papers of the Department of Economics are intended to make the initial results

More information

CBE 6333, R. Levicky 1 Differential Balance Equations

CBE 6333, R. Levicky 1 Differential Balance Equations CBE 6333, R. Levicky 1 Differential Balance Equations We have previously derived integral balances for mass, momentum, and energy for a control volume. The control volume was assumed to be some large object,

More information

Fuzzy Differential Systems and the New Concept of Stability

Fuzzy Differential Systems and the New Concept of Stability Nonlinear Dynamics and Systems Theory, 1(2) (2001) 111 119 Fuzzy Differential Systems and the New Concept of Stability V. Lakshmikantham 1 and S. Leela 2 1 Department of Mathematical Sciences, Florida

More information

Pacific Journal of Mathematics

Pacific Journal of Mathematics Pacific Journal of Mathematics GLOBAL EXISTENCE AND DECREASING PROPERTY OF BOUNDARY VALUES OF SOLUTIONS TO PARABOLIC EQUATIONS WITH NONLOCAL BOUNDARY CONDITIONS Sangwon Seo Volume 193 No. 1 March 2000

More information

Estimating the Degree of Activity of jumps in High Frequency Financial Data. joint with Yacine Aït-Sahalia

Estimating the Degree of Activity of jumps in High Frequency Financial Data. joint with Yacine Aït-Sahalia Estimating the Degree of Activity of jumps in High Frequency Financial Data joint with Yacine Aït-Sahalia Aim and setting An underlying process X = (X t ) t 0, observed at equally spaced discrete times

More information

11 Navier-Stokes equations and turbulence

11 Navier-Stokes equations and turbulence 11 Navier-Stokes equations and turbulence So far, we have considered ideal gas dynamics governed by the Euler equations, where internal friction in the gas is assumed to be absent. Real fluids have internal

More information

DIRICHLET S PROBLEM WITH ENTIRE DATA POSED ON AN ELLIPSOIDAL CYLINDER. 1. Introduction

DIRICHLET S PROBLEM WITH ENTIRE DATA POSED ON AN ELLIPSOIDAL CYLINDER. 1. Introduction DIRICHLET S PROBLEM WITH ENTIRE DATA POSED ON AN ELLIPSOIDAL CYLINDER DMITRY KHAVINSON, ERIK LUNDBERG, HERMANN RENDER. Introduction A function u is said to be harmonic if u := n j= 2 u = 0. Given a domain

More information

Publikationsliste. 1 Referierte Zeitschriftenartikel

Publikationsliste. 1 Referierte Zeitschriftenartikel Publikationsliste 1 Referierte Zeitschriftenartikel [1 ] An estimate for the maximum of solutions of parabolic equations with the Venttsel condition, Vestnik Leningrad. Univ. (Ser. Mat. Mekh. Astronom.,

More information

Lecture 13 Linear quadratic Lyapunov theory

Lecture 13 Linear quadratic Lyapunov theory EE363 Winter 28-9 Lecture 13 Linear quadratic Lyapunov theory the Lyapunov equation Lyapunov stability conditions the Lyapunov operator and integral evaluating quadratic integrals analysis of ARE discrete-time

More information

4 Lyapunov Stability Theory

4 Lyapunov Stability Theory 4 Lyapunov Stability Theory In this section we review the tools of Lyapunov stability theory. These tools will be used in the next section to analyze the stability properties of a robot controller. We

More information

On a class of Hill s equations having explicit solutions. E-mail: m.bartuccelli@surrey.ac.uk, j.wright@surrey.ac.uk, gentile@mat.uniroma3.

On a class of Hill s equations having explicit solutions. E-mail: m.bartuccelli@surrey.ac.uk, j.wright@surrey.ac.uk, gentile@mat.uniroma3. On a class of Hill s equations having explicit solutions Michele Bartuccelli 1 Guido Gentile 2 James A. Wright 1 1 Department of Mathematics, University of Surrey, Guildford, GU2 7XH, UK. 2 Dipartimento

More information

Paper Pulp Dewatering

Paper Pulp Dewatering Paper Pulp Dewatering Dr. Stefan Rief stefan.rief@itwm.fraunhofer.de Flow and Transport in Industrial Porous Media November 12-16, 2007 Utrecht University Overview Introduction and Motivation Derivation

More information

9 More on differentiation

9 More on differentiation Tel Aviv University, 2013 Measure and category 75 9 More on differentiation 9a Finite Taylor expansion............... 75 9b Continuous and nowhere differentiable..... 78 9c Differentiable and nowhere monotone......

More information

Numerical methods for American options

Numerical methods for American options Lecture 9 Numerical methods for American options Lecture Notes by Andrzej Palczewski Computational Finance p. 1 American options The holder of an American option has the right to exercise it at any moment

More information

The Heat Equation. Lectures INF2320 p. 1/88

The Heat Equation. Lectures INF2320 p. 1/88 The Heat Equation Lectures INF232 p. 1/88 Lectures INF232 p. 2/88 The Heat Equation We study the heat equation: u t = u xx for x (,1), t >, (1) u(,t) = u(1,t) = for t >, (2) u(x,) = f(x) for x (,1), (3)

More information

Basic Principles in Microfluidics

Basic Principles in Microfluidics Basic Principles in Microfluidics 1 Newton s Second Law for Fluidics Newton s 2 nd Law (F= ma) : Time rate of change of momentum of a system equal to net force acting on system!f = dp dt Sum of forces

More information

Parabolic Equations. Chapter 5. Contents. 5.1.2 Well-Posed Initial-Boundary Value Problem. 5.1.3 Time Irreversibility of the Heat Equation

Parabolic Equations. Chapter 5. Contents. 5.1.2 Well-Posed Initial-Boundary Value Problem. 5.1.3 Time Irreversibility of the Heat Equation 7 5.1 Definitions Properties Chapter 5 Parabolic Equations Note that we require the solution u(, t bounded in R n for all t. In particular we assume that the boundedness of the smooth function u at infinity

More information

Lecture 24 - Surface tension, viscous flow, thermodynamics

Lecture 24 - Surface tension, viscous flow, thermodynamics Lecture 24 - Surface tension, viscous flow, thermodynamics Surface tension, surface energy The atoms at the surface of a solid or liquid are not happy. Their bonding is less ideal than the bonding of atoms

More information

Model of a flow in intersecting microchannels. Denis Semyonov

Model of a flow in intersecting microchannels. Denis Semyonov Model of a flow in intersecting microchannels Denis Semyonov LUT 2012 Content Objectives Motivation Model implementation Simulation Results Conclusion Objectives A flow and a reaction model is required

More information

Analytical And Numerical Study Of Kramers Exit Problem II

Analytical And Numerical Study Of Kramers Exit Problem II Applied Mathematics E-Notes, 3(003), 147-155 c ISSN 1607-510 Available free at mirror sites of http://www.math.nthu.edu.tw/ amen/ Analytical And Numerical Study Of Kramers Exit Problem II Alexander Spivak,

More information

Journal of Engineering Science and Technology Review 2 (1) (2009) 76-81. Lecture Note

Journal of Engineering Science and Technology Review 2 (1) (2009) 76-81. Lecture Note Journal of Engineering Science and Technology Review 2 (1) (2009) 76-81 Lecture Note JOURNAL OF Engineering Science and Technology Review www.jestr.org Time of flight and range of the motion of a projectile

More information

- momentum conservation equation ρ = ρf. These are equivalent to four scalar equations with four unknowns: - pressure p - velocity components

- momentum conservation equation ρ = ρf. These are equivalent to four scalar equations with four unknowns: - pressure p - velocity components J. Szantyr Lecture No. 14 The closed system of equations of the fluid mechanics The above presented equations form the closed system of the fluid mechanics equations, which may be employed for description

More information

Existence de solutions à support compact pour un problème elliptique quasilinéaire

Existence de solutions à support compact pour un problème elliptique quasilinéaire Existence de solutions à support compact pour un problème elliptique quasilinéaire Jacques Giacomoni, Habib Mâagli, Paul Sauvy Université de Pau et des Pays de l Adour, L.M.A.P. Faculté de sciences de

More information

FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z

FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z DANIEL BIRMAJER, JUAN B GIL, AND MICHAEL WEINER Abstract We consider polynomials with integer coefficients and discuss their factorization

More information

Separation Properties for Locally Convex Cones

Separation Properties for Locally Convex Cones Journal of Convex Analysis Volume 9 (2002), No. 1, 301 307 Separation Properties for Locally Convex Cones Walter Roth Department of Mathematics, Universiti Brunei Darussalam, Gadong BE1410, Brunei Darussalam

More information

Erdős on polynomials

Erdős on polynomials Erdős on polynomials Vilmos Totik University of Szeged and University of South Florida totik@mail.usf.edu Vilmos Totik (SZTE and USF) Polynomials 1 / * Erdős on polynomials Vilmos Totik (SZTE and USF)

More information

Geometrical Characterization of RN-operators between Locally Convex Vector Spaces

Geometrical Characterization of RN-operators between Locally Convex Vector Spaces Geometrical Characterization of RN-operators between Locally Convex Vector Spaces OLEG REINOV St. Petersburg State University Dept. of Mathematics and Mechanics Universitetskii pr. 28, 198504 St, Petersburg

More information

1. Fluids Mechanics and Fluid Properties. 1.1 Objectives of this section. 1.2 Fluids

1. Fluids Mechanics and Fluid Properties. 1.1 Objectives of this section. 1.2 Fluids 1. Fluids Mechanics and Fluid Properties What is fluid mechanics? As its name suggests it is the branch of applied mechanics concerned with the statics and dynamics of fluids - both liquids and gases.

More information

Properties of BMO functions whose reciprocals are also BMO

Properties of BMO functions whose reciprocals are also BMO Properties of BMO functions whose reciprocals are also BMO R. L. Johnson and C. J. Neugebauer The main result says that a non-negative BMO-function w, whose reciprocal is also in BMO, belongs to p> A p,and

More information

Quasi Contraction and Fixed Points

Quasi Contraction and Fixed Points Available online at www.ispacs.com/jnaa Volume 2012, Year 2012 Article ID jnaa-00168, 6 Pages doi:10.5899/2012/jnaa-00168 Research Article Quasi Contraction and Fixed Points Mehdi Roohi 1, Mohsen Alimohammady

More information

Critical Thresholds in Euler-Poisson Equations. Shlomo Engelberg Jerusalem College of Technology Machon Lev

Critical Thresholds in Euler-Poisson Equations. Shlomo Engelberg Jerusalem College of Technology Machon Lev Critical Thresholds in Euler-Poisson Equations Shlomo Engelberg Jerusalem College of Technology Machon Lev 1 Publication Information This work was performed with Hailiang Liu & Eitan Tadmor. These results

More information

Chapter 8: Flow in Pipes

Chapter 8: Flow in Pipes Objectives 1. Have a deeper understanding of laminar and turbulent flow in pipes and the analysis of fully developed flow 2. Calculate the major and minor losses associated with pipe flow in piping networks

More information

The Navier Stokes Equations

The Navier Stokes Equations 1 The Navier Stokes Equations Remark 1.1. Basic principles and variables. The basic equations of fluid dynamics are called Navier Stokes equations. In the case of an isothermal flow, a flow at constant

More information

Optimal boundary control of quasilinear elliptic partial differential equations: theory and numerical analysis

Optimal boundary control of quasilinear elliptic partial differential equations: theory and numerical analysis Optimal boundary control of quasilinear elliptic partial differential equations: theory and numerical analysis vorgelegt von Dipl.-Math. Vili Dhamo von der Fakultät II - Mathematik und Naturwissenschaften

More information

MATH 425, PRACTICE FINAL EXAM SOLUTIONS.

MATH 425, PRACTICE FINAL EXAM SOLUTIONS. MATH 45, PRACTICE FINAL EXAM SOLUTIONS. Exercise. a Is the operator L defined on smooth functions of x, y by L u := u xx + cosu linear? b Does the answer change if we replace the operator L by the operator

More information

Computation of crystal growth. using sharp interface methods

Computation of crystal growth. using sharp interface methods Efficient computation of crystal growth using sharp interface methods University of Regensburg joint with John Barrett (London) Robert Nürnberg (London) July 2010 Outline 1 Curvature driven interface motion

More information

Dimensionless form of equations

Dimensionless form of equations Dimensionless form of equations Motivation: sometimes equations are normalized in order to facilitate the scale-up of obtained results to real flow conditions avoid round-off due to manipulations with

More information

Viscous flow through pipes of various cross-sections

Viscous flow through pipes of various cross-sections IOP PUBLISHING Eur. J. Phys. 28 (2007 521 527 EUROPEAN JOURNAL OF PHYSICS doi:10.1088/0143-0807/28/3/014 Viscous flow through pipes of various cross-sections John Lekner School of Chemical and Physical

More information

Part II: Finite Difference/Volume Discretisation for CFD

Part II: Finite Difference/Volume Discretisation for CFD Part II: Finite Difference/Volume Discretisation for CFD Finite Volume Metod of te Advection-Diffusion Equation A Finite Difference/Volume Metod for te Incompressible Navier-Stokes Equations Marker-and-Cell

More information

Linköping University Electronic Press

Linköping University Electronic Press Linköping University Electronic Press Report Well-posed boundary conditions for the shallow water equations Sarmad Ghader and Jan Nordström Series: LiTH-MAT-R, 0348-960, No. 4 Available at: Linköping University

More information

Fluid Dynamics and the Navier-Stokes Equation

Fluid Dynamics and the Navier-Stokes Equation Fluid Dynamics and the Navier-Stokes Equation CMSC498A: Spring 12 Semester By: Steven Dobek 5/17/2012 Introduction I began this project through a desire to simulate smoke and fire through the use of programming

More information

Introduction to Algebraic Geometry. Bézout s Theorem and Inflection Points

Introduction to Algebraic Geometry. Bézout s Theorem and Inflection Points Introduction to Algebraic Geometry Bézout s Theorem and Inflection Points 1. The resultant. Let K be a field. Then the polynomial ring K[x] is a unique factorisation domain (UFD). Another example of a

More information

OPTIMAL CONTROL OF A COMMERCIAL LOAN REPAYMENT PLAN. E.V. Grigorieva. E.N. Khailov

OPTIMAL CONTROL OF A COMMERCIAL LOAN REPAYMENT PLAN. E.V. Grigorieva. E.N. Khailov DISCRETE AND CONTINUOUS Website: http://aimsciences.org DYNAMICAL SYSTEMS Supplement Volume 2005 pp. 345 354 OPTIMAL CONTROL OF A COMMERCIAL LOAN REPAYMENT PLAN E.V. Grigorieva Department of Mathematics

More information

MICROLOCAL ANALYSIS OF THE BOCHNER-MARTINELLI INTEGRAL

MICROLOCAL ANALYSIS OF THE BOCHNER-MARTINELLI INTEGRAL PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 00, Number 0, Pages 000 000 S 0002-9939(XX)0000-0 MICROLOCAL ANALYSIS OF THE BOCHNER-MARTINELLI INTEGRAL NIKOLAI TARKHANOV AND NIKOLAI VASILEVSKI

More information

Lecture 3. Turbulent fluxes and TKE budgets (Garratt, Ch 2)

Lecture 3. Turbulent fluxes and TKE budgets (Garratt, Ch 2) Lecture 3. Turbulent fluxes and TKE budgets (Garratt, Ch 2) In this lecture How does turbulence affect the ensemble-mean equations of fluid motion/transport? Force balance in a quasi-steady turbulent boundary

More information

Extremal equilibria for reaction diffusion equations in bounded domains and applications.

Extremal equilibria for reaction diffusion equations in bounded domains and applications. Extremal equilibria for reaction diffusion equations in bounded domains and applications. Aníbal Rodríguez-Bernal Alejandro Vidal-López Departamento de Matemática Aplicada Universidad Complutense de Madrid,

More information

Elasticity Theory Basics

Elasticity Theory Basics G22.3033-002: Topics in Computer Graphics: Lecture #7 Geometric Modeling New York University Elasticity Theory Basics Lecture #7: 20 October 2003 Lecturer: Denis Zorin Scribe: Adrian Secord, Yotam Gingold

More information

Maximum Likelihood Estimation

Maximum Likelihood Estimation Math 541: Statistical Theory II Lecturer: Songfeng Zheng Maximum Likelihood Estimation 1 Maximum Likelihood Estimation Maximum likelihood is a relatively simple method of constructing an estimator for

More information

Scalars, Vectors and Tensors

Scalars, Vectors and Tensors Scalars, Vectors and Tensors A scalar is a physical quantity that it represented by a dimensional number at a particular point in space and time. Examples are hydrostatic pressure and temperature. A vector

More information

Viscous flow in pipe

Viscous flow in pipe Viscous flow in pipe Henryk Kudela Contents 1 Laminar or turbulent flow 1 2 Balance of Momentum - Navier-Stokes Equation 2 3 Laminar flow in pipe 2 3.1 Friction factor for laminar flow...........................

More information

An Additive Neumann-Neumann Method for Mortar Finite Element for 4th Order Problems

An Additive Neumann-Neumann Method for Mortar Finite Element for 4th Order Problems An Additive eumann-eumann Method for Mortar Finite Element for 4th Order Problems Leszek Marcinkowski Department of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland, Leszek.Marcinkowski@mimuw.edu.pl

More information

t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d).

t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d). 1. Line Search Methods Let f : R n R be given and suppose that x c is our current best estimate of a solution to P min x R nf(x). A standard method for improving the estimate x c is to choose a direction

More information

Example 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum. asin. k, a, and b. We study stability of the origin x

Example 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum. asin. k, a, and b. We study stability of the origin x Lecture 4. LaSalle s Invariance Principle We begin with a motivating eample. Eample 4.1 (nonlinear pendulum dynamics with friction) Figure 4.1: Pendulum Dynamics of a pendulum with friction can be written

More information

Introduction to the Finite Element Method

Introduction to the Finite Element Method Introduction to the Finite Element Method 09.06.2009 Outline Motivation Partial Differential Equations (PDEs) Finite Difference Method (FDM) Finite Element Method (FEM) References Motivation Figure: cross

More information

Friction as an activated process

Friction as an activated process Friction as an activated process Ondřej Souček, František Gallovič Mathematical Institute of the Charles University in Prague Department of Geophysics, Faculty of Mathematics and Physics, Charles University

More information

Chapter 28 Fluid Dynamics

Chapter 28 Fluid Dynamics Chapter 28 Fluid Dynamics 28.1 Ideal Fluids... 1 28.2 Velocity Vector Field... 1 28.3 Mass Continuity Equation... 3 28.4 Bernoulli s Principle... 4 28.5 Worked Examples: Bernoulli s Equation... 7 Example

More information

3. Diffusion of an Instantaneous Point Source

3. Diffusion of an Instantaneous Point Source 3. Diffusion of an Instantaneous Point Source The equation of conservation of mass is also known as the transport equation, because it describes the transport of scalar species in a fluid systems. In this

More information

MINIMIZATION OF ENTROPY FUNCTIONALS UNDER MOMENT CONSTRAINTS. denote the family of probability density functions g on X satisfying

MINIMIZATION OF ENTROPY FUNCTIONALS UNDER MOMENT CONSTRAINTS. denote the family of probability density functions g on X satisfying MINIMIZATION OF ENTROPY FUNCTIONALS UNDER MOMENT CONSTRAINTS I. Csiszár (Budapest) Given a σ-finite measure space (X, X, µ) and a d-tuple ϕ = (ϕ 1,..., ϕ d ) of measurable functions on X, for a = (a 1,...,

More information

Lecture 4: Thermodynamics of Diffusion: Spinodals

Lecture 4: Thermodynamics of Diffusion: Spinodals Materials Science & Metallurgy Master of Philosophy, Materials Modelling, Course MP6, Kinetics and Microstructure Modelling, H. K. D. H. Bhadeshia Lecture 4: Thermodynamics of Diffusion: Spinodals Fick

More information

Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents

Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents William H. Sandholm January 6, 22 O.. Imitative protocols, mean dynamics, and equilibrium selection In this section, we consider

More information

Notes on metric spaces

Notes on metric spaces Notes on metric spaces 1 Introduction The purpose of these notes is to quickly review some of the basic concepts from Real Analysis, Metric Spaces and some related results that will be used in this course.

More information

Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1

Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1 Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1 J. Zhang Institute of Applied Mathematics, Chongqing University of Posts and Telecommunications, Chongqing

More information

arxiv:0904.4794v1 [math.ap] 30 Apr 2009

arxiv:0904.4794v1 [math.ap] 30 Apr 2009 arxiv:0904.4794v [math.ap] 30 Apr 009 Reconstruction in the Calderón Problem with Partial Data Adrian Nachman and Brian Street Abstract We consider the problem of recovering the coefficient σ (x of the

More information

Differential Balance Equations (DBE)

Differential Balance Equations (DBE) Differential Balance Equations (DBE) Differential Balance Equations Differential balances, although more complex to solve, can yield a tremendous wealth of information about ChE processes. General balance

More information

Walrasian Demand. u(x) where B(p, w) = {x R n + : p x w}.

Walrasian Demand. u(x) where B(p, w) = {x R n + : p x w}. Walrasian Demand Econ 2100 Fall 2015 Lecture 5, September 16 Outline 1 Walrasian Demand 2 Properties of Walrasian Demand 3 An Optimization Recipe 4 First and Second Order Conditions Definition Walrasian

More information

An Introduction to the Navier-Stokes Initial-Boundary Value Problem

An Introduction to the Navier-Stokes Initial-Boundary Value Problem An Introduction to the Navier-Stokes Initial-Boundary Value Problem Giovanni P. Galdi Department of Mechanical Engineering University of Pittsburgh, USA Rechts auf zwei hohen Felsen befinden sich Schlösser,

More information

Høgskolen i Narvik Sivilingeniørutdanningen STE6237 ELEMENTMETODER. Oppgaver

Høgskolen i Narvik Sivilingeniørutdanningen STE6237 ELEMENTMETODER. Oppgaver Høgskolen i Narvik Sivilingeniørutdanningen STE637 ELEMENTMETODER Oppgaver Klasse: 4.ID, 4.IT Ekstern Professor: Gregory A. Chechkin e-mail: chechkin@mech.math.msu.su Narvik 6 PART I Task. Consider two-point

More information

An optimal transportation problem with import/export taxes on the boundary

An optimal transportation problem with import/export taxes on the boundary An optimal transportation problem with import/export taxes on the boundary Julián Toledo Workshop International sur les Mathématiques et l Environnement Essaouira, November 2012..................... Joint

More information

CE 3500 Fluid Mechanics / Fall 2014 / City College of New York

CE 3500 Fluid Mechanics / Fall 2014 / City College of New York 1 Drag Coefficient The force ( F ) of the wind blowing against a building is given by F=C D ρu 2 A/2, where U is the wind speed, ρ is density of the air, A the cross-sectional area of the building, and

More information

Advanced Microeconomics

Advanced Microeconomics Advanced Microeconomics Ordinal preference theory Harald Wiese University of Leipzig Harald Wiese (University of Leipzig) Advanced Microeconomics 1 / 68 Part A. Basic decision and preference theory 1 Decisions

More information

An Introduction to Partial Differential Equations

An Introduction to Partial Differential Equations An Introduction to Partial Differential Equations Andrew J. Bernoff LECTURE 2 Cooling of a Hot Bar: The Diffusion Equation 2.1. Outline of Lecture An Introduction to Heat Flow Derivation of the Diffusion

More information

Two Topics in Parametric Integration Applied to Stochastic Simulation in Industrial Engineering

Two Topics in Parametric Integration Applied to Stochastic Simulation in Industrial Engineering Two Topics in Parametric Integration Applied to Stochastic Simulation in Industrial Engineering Department of Industrial Engineering and Management Sciences Northwestern University September 15th, 2014

More information

Private Equity Fund Valuation and Systematic Risk

Private Equity Fund Valuation and Systematic Risk An Equilibrium Approach and Empirical Evidence Axel Buchner 1, Christoph Kaserer 2, Niklas Wagner 3 Santa Clara University, March 3th 29 1 Munich University of Technology 2 Munich University of Technology

More information

Current Density Impedance Imaging with Complete Electrode Model

Current Density Impedance Imaging with Complete Electrode Model Current Density Impedance Imaging with Complete Electrode Model Alexandru Tamasan jointly with A. Nachman & J. Veras University of Central Florida Work supported by NSF BIRS Workshop on Hybrid Methods

More information

Bipan Hazarika ON ACCELERATION CONVERGENCE OF MULTIPLE SEQUENCES. 1. Introduction

Bipan Hazarika ON ACCELERATION CONVERGENCE OF MULTIPLE SEQUENCES. 1. Introduction F A S C I C U L I M A T H E M A T I C I Nr 51 2013 Bipan Hazarika ON ACCELERATION CONVERGENCE OF MULTIPLE SEQUENCES Abstract. In this article the notion of acceleration convergence of double sequences

More information

LECTURE 15: AMERICAN OPTIONS

LECTURE 15: AMERICAN OPTIONS LECTURE 15: AMERICAN OPTIONS 1. Introduction All of the options that we have considered thus far have been of the European variety: exercise is permitted only at the termination of the contract. These

More information

Continued Fractions and the Euclidean Algorithm

Continued Fractions and the Euclidean Algorithm Continued Fractions and the Euclidean Algorithm Lecture notes prepared for MATH 326, Spring 997 Department of Mathematics and Statistics University at Albany William F Hammond Table of Contents Introduction

More information