Search

We present a novel method of analysis and prove finite time asymptotically self-similar blowup of the De Gregorio model \cite{DG90,DG96} for some smooth initial data on the real line with compact support. We also prove self-similar blowup results for the generalized De Gregorio model \cite{OSW08} for the entire range of parameter on $\mathbb{R}$ or $S^1$ for H\"older continuous initial data with compact support. Our strategy is to reformulate the problem of proving finite time asymptotically self-similar singularity into the problem of establishing the nonlinear stability of an approximate self-similar profile with a small residual error using the dynamic rescaling equation. We use the energy method with appropriate singular weight functions to extract the damping effect from the linearized operator around the approximate self-similar profile and take into account cancellation among various nonlocal terms to establish stability analysis. We remark that our analysis does not rule out the possibility that the original De Gregorio model is well posed for smooth initial data on a circle. The method of analysis presented in this paper provides a promising new framework to analyze finite time singularity of nonlinear nonlocal systems of partial differential equations., Comment: Added discussion in Section 2.3 and made some minor edits. Main paper 57 pages, Supplementary material 29 pages. In previous arXiv versions, the hyperlinks of the equation number in the main paper are linked to the supplementary material, which is fixed in this version

Deep generative networks have achieved great success in high dimensional density approximation, especially for applications in natural images and language. In this paper, we investigate their approximation capability in capturing the posterior distribution in Bayesian inverse problems by learning a transport map. Because only the unnormalized density of the posterior is available, training methods that learn from posterior samples, such as variational autoencoders and generative adversarial networks, are not applicable in our setting. We propose a class of network training methods that can be combined with sample-based Bayesian inference algorithms, such as various MCMC algorithms, ensemble Kalman filter and Stein variational gradient descent. Our experiment results show the pros and cons of deep generative networks in Bayesian inverse problems. They also reveal the potential of our proposed methodology in capturing high dimensional probability distributions.

Whether the three-dimensional incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to this long-standing open question, by first describing a class of potentially singular solutions to the Euler equations numerically discovered in axisymmetric geometries, and then by presenting evidence from rigorous analysis that strongly supports the existence of such singular solutions. The initial data leading to these singular solutions possess certain special symmetry and monotonicity properties, and the subsequent flows are assumed to satisfy a periodic boundary condition along the axial direction and a no-flow, free-slip boundary condition on the solid wall. The numerical study employs a hybrid 6th-order Galerkin/finite difference discretization of the governing equations in space and a 4th-order Runge--Kutta discretization in time, where the emerging singularity is captured on specially designed adaptive (moving) meshes that are dynamically adjusted to the evolving solutions. With a maximum effective resolution of over (3 x 10¹²)² near the point of the singularity, the simulations are able to advance the solution to a point that is asymptotically close to the predicted singularity time, while achieving a pointwise relative error of O(10⁻⁴) in the vorticity vector and obtaining a 3 x 10⁸-fold increase in the maximum vorticity. The numerical data are checked against all major blowup/nonblowup criteria, including Beale-Kato-Majda, Constantin-Fefferman-Majda, and Deng-Hou-Yu, to confirm the validity of the singularity. A close scrutiny of the data near the point of the singularity also reveals a self-similar structure in the blowup, as well as a one-dimensional model which is seen to capture the essential features of the singular solutions along the solid wall, and for which existence of finite-time singularities can be established rigorously.

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized multiscale data-driven stochastic basis functions that give an optimal approximation property of the solution operator. Our method consists of the offline and online stages. In the offline stage, we construct the localized multiscale data-driven stochastic basis functions by solving an optimization problem. In the online stage, using our basis functions, we can efficiently solve multiscale elliptic PDEs with random coefficients with relatively small computational costs. Therefore, our method is very efficient in solving target problems with many different force functions. The convergence analysis of the proposed method is also presented and has been verified by the numerical simulations.

In this paper, we propose an adaptive fast solver for a general class of symmetric positive definite (SPD) matrices which include the well-known graph Laplacian. We achieve this by developing an adaptive operator compression scheme and a multiresolution matrix factorization algorithm which achieve nearly optimal performance on both complexity and well-posedness. To develop our adaptive operator compression and multiresolution matrix factorization methods, we first introduce a novel notion of energy decomposition for SPD matrix $A$ using the representation of energy elements. The interaction between these energy elements depicts the underlying topological structure of the operator. This concept of decomposition naturally reflects the hidden geometric structure of the operator which inherits the localities of the structure. By utilizing the intrinsic geometric information under this energy framework, we propose a systematic operator compression scheme for the inverse operator $A^{-1}$. In particular, with an appropriate partition of the underlying geometric structure, we can construct localized basis by using the concept of interior and closed energy. Meanwhile, two important localized quantities are introduced, namely, the error factor and the condition factor. Our error analysis results show that these two factors will be the guidelines for finding the appropriate partition of the basis functions such that prescribed compression error and acceptable condition number can be achieved. By virtue of this insight, we propose the patch pairing algorithm to realize our energy partition framework for operator compression with controllable compression error and condition number.

Based on the recently developed data-driven time-frequency analysis (Hou and Shi, 2013), we propose a two-level method to look for the sparse time-frequency decomposition of multiscale data. In the two-level method, we first run a local algorithm to get a good approximation of the instantaneous frequency. We then pass this instantaneous frequency to the global algorithm to get an accurate global intrinsic mode function (IMF) and instantaneous frequency. The two-level method alleviates the difficulty of the mode mixing to some extent. We also present a method to reduce the end effects.

In connection with the recent proposal for possible singularity formation at the boundary for solutions of three-dimensional axisymmetric incompressible Euler's equations (Luo and Hou, Proc. Natl. Acad. Sci. USA (2014)), we study models for the dynamics at the boundary and show that they exhibit a finite-time blowup from smooth data.

We propose two numerical methods for accelerating the convergence of the standard fixed point method associated with a nonlinear and/or degenerate elliptic partial differential equation. The first method is linearly stable, while the second is provably convergent in the viscosity solution sense. In practice, the methods converge at a nearly linear complexity in terms of the number of iterations required for convergence. The methods are easy to implement and do not require the construction or approximation of the Jacobian. Numerical examples are shown for Bellman's equation, Isaacs' equation, Pucci's equations, the Monge---Ampere equation, a variant of the infinity Laplacian, and a system of nonlinear equations.

In this paper, we propose a multiscale data-driven stochastic method (MsDSM) to study stochastic partial differential equations (SPDEs) in the multiquery setting. This method combines the advantages of the recently developed multiscale model reduction method [M. L. Ci, T. Y. Hou, and Z. Shi, ESAIM Math. Model. Numer. Anal., 48 (2014), pp. 449--474] and the data-driven stochastic method (DSM) [M. L. Cheng et al., SIAM/ASA J. Uncertain. Quantif., 1 (2013), pp. 452--493]. Our method consists of offline and online stages. In the offline stage, we decompose the harmonic coordinate into a smooth part and a highly oscillatory part so that the smooth part is invertible and the highly oscillatory part is small. Based on the Karhunen--Loève (KL) expansion of the smooth parts and oscillatory parts of the harmonic coordinates, we can derive an effective stochastic equation that can be well-resolved on a coarse grid. We then apply the DSM to the effective stochastic equation to construct a data-driven stochastic basis under which the stochastic solutions enjoy a compact representation for a broad range of forcing functions. In the online stage, we expand the SPDE solution using the data-driven stochastic basis and solve a small number of coupled deterministic partial differential equations (PDEs) to obtain the expansion coefficients. The MsDSM reduces both the stochastic and the physical dimensions of the solution. We have performed complexity analysis which shows that the MsDSM offers considerable savings over not only traditional methods but also DSM in solving multiscale SPDEs. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.

Whether the three-dimensional incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to this long-standing open question from a numerical point of view by presenting a class of potentially singular solutions to the Euler equations computed in axisymmetric geometries. The solutions satisfy a periodic boundary condition along the axial direction and a no-flow boundary condition on the solid wall. The equations are discretized in space using a hybrid 6th-order Galerkin and 6th-order finite difference method on specially designed adaptive (moving) meshes that are dynamically adjusted to the evolving solutions. With a maximum effective resolution of over (3 x 10^(12))^2 near the point of the singularity, we are able to advance the solution up to tau_2 = 0.003505 and predict a singularity time of t(s) approximate to 0.0035056, while achieving a pointwise relative error of O(10^(-4)) in the vorticity vector. and observing a (3 x 10^8)-fold increase in the maximum vorticity parallel to omega parallel to(infinity). The numerical data are checked against all major blowup/non-blowup criteria, including Beale-Kato-Majda, Constantin-Fefferman-Majda, and Deng-Hou-Yu, to confirm the validity of the singularity. A local analysis near the point of the singularity also suggests the existence of a self-similar blowup in the meridian plane.

Adaptive data analysis provides an important tool in extracting hidden physical information from multiscale data that arise from various applications. In this paper, we review two data-driven time-frequency analysis methods that we introduced recently to study trend and instantaneous frequency of nonlinear and nonstationary data. These methods are inspired by the empirical mode decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form {a(t) cos(θ(t))}, where a is assumed to be less oscillatory than cos(θ(t)) and θ′ ⩾ 0. This problem can be formulated as a nonlinear l 0 optimization problem. We have proposed two methods to solve this nonlinear optimization problem. The first one is based on nonlinear basis pursuit and the second one is based on nonlinear matching pursuit. Convergence analysis has been carried out for the nonlinear matching pursuit method. Some numerical experiments are given to demonstrate the effectiveness of the proposed methods.

In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and nonstationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form {a(t)cos(θ(t))}, where a∈V(θ), V(θ) consists of the functions smoother than cos(θ(t)) and θ′⩾0. This problem can be formulated as a nonlinear l^0 optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the l^0 optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide an error analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the state-of-the-art methods. We also apply our method to study data without scale separation, and data with incomplete or under-sampled data.

Atmospheric temperature is one of the most important climate variables. This observational study presents detailed descriptions of the temperature variability imprinted in the 9-year brightness temperature data acquired by the Advanced Microwave Sounding Unit-Instrument A (AMSU-A) aboard Aqua since September 2002 over tropical oceans. A non-linear, adaptive method called the Ensemble Joint Multiple Extraction has been employed to extract the principal modes of variability in the AMSU-A/Aqua data. The semi-annual, annual, quasi-biennial oscillation (QBO) modes and QBO–annual beat in the troposphere and the stratosphere have been successfully recovered. The modulation by the El Nino/Southern oscillation (ENSO) in the troposphere was found and correlates well with the Multivariate ENSO Index. The long-term variations during 2002–2011 reveal a cooling trend (−0.5 K/decade at 10 hPa) in the tropical stratosphere; the trend below the tropical tropopause is not statistically significant due to the length of our data. A new tropospheric near-annual mode (period ~1.6 years) was also revealed in the troposphere, whose existence was confirmed using National Centers for Environmental Prediction Reanalysis air temperature data. The near-annual mode in the troposphere is found to prevail in the eastern Pacific region and is coherent with a near-annual mode in the observed sea surface temperature over the Warm Pool region that has previously been reported. It remains a challenge for climate models to simulate the trends and principal modes of natural variability reported in this work.

Mechanistic modeling of water resources systems is a broad field with abundant challenges. We consider classes of model formulations that are considered routine, the focus of current work, and the foundation of foreseeable work over the coming decade. These model formulations are used to assess the current and evolving state of solution algorithms, discretization methods, nonlinear and linear algebraic solution methods, computational environments, and hardware trends and implications. The goal of this work is to provide guidance to enable modelers of water resources systems to make sensible choices when developing solution methods based upon the current state of knowledge and to focus future collaborative work among water resources scientists, applied mathematicians, and computational scientists on productive areas.

Fourth-order stream-function methods are proposed for the time dependent, incompressible Navier-Stokes and Boussinesq equations. Wide difference stencils are used instead of compact ones and the boundary terms are handled by extrapolating the stream-function values inside the computational domain to grid points outside, up to fourth-order in the noslip condition. Formal error analysis is done for a simple model problem, showing that this extrapolation introduces numerical boundary layers at fifth-order in the stream-function. The fourth-order convergence in velocity of the proposed method for the full problem is shown numerically.

We investigate the stabilizing effect of convection in three-dimensional incompressible Euler and Navier-Stokes equations. The convection term is the main source of nonlinearity for these equations. It is often considered destabilizing although it conserves energy due to the incompressibility condition. In this paper, we show that the convection term together with the incompressibility condition actually has a surprising stabilizing effect. We demonstrate this by constructing a new three-dimensional model that is derived for axisymmetric flows with swirl using a set of new variables. This model preserves almost all the properties of the full three-dimensional Euler or Navier-Stokes equations except for the convection term, which is neglected in our model. If we added the convection term back to our model, we would recover the full Navier-Stokes equations. We will present numerical evidence that seems to support that the three-dimensional model may develop a potential finite time singularity. We will also analyze the mechanism that leads to these singular events in the new three-dimensional model and how the convection term in the full Euler and Navier-Stokes equations destroys such a mechanism, thus preventing the singularity from forming in a finite time.

The question of whether the 3D incompressible Euler equations can develop a finite time singularity from smooth initial data has been an outstanding open problem in fluid dynamics and mathematics. Recent studies indicate that the local geometric regularity of vortex lines can lead to dynamic depletion of vortex stretching. Guided by the local non-blowup theory, we have performed large scale computations of the 3D Euler equations on some of the most promising blowup candidates. Our results show that there is tremendous dynamic depletion of vortex stretching. The local geometric regularity of vortex lines and the anisotropic solution structure play an important role in depleting the nonlinearity dynamically and thus prevents a finite time blowup.

In this paper, we study multiscale finite element methods for stochastic porous media flow equations as well as applications to uncertainty quantification. We assume that the permeability field (the diffusion coefficient) is stochastic and can be described in a finite dimensional stochastic space. This is common in applications where the coefficients are expanded using chaos approximations. The proposed multiscale method constructs multiscale basis functions corresponding to sparse realizations, and these basis functions are used to approximate the solution on the coarse-grid for any realization. Furthermore, we apply our coarse-scale model to uncertainty quantification problem where the goal is to sample the porous media properties given an integrated response such as production data. Our algorithm employs pre-computed posterior response surface obtained via the proposed coarse-scale model. Using fast analytical computations of the gradients of this posterior, we propose approximate Langevin samples. These samples are further screened through the coarse-scale simulation and, finally, used as a proposal in Metropolis–Hasting Markov chain Monte Carlo method. Numerical results are presented which demonstrate the efficiency of the proposed approach.

Oversampling techniques are often used in porous media simulations to achieve high accuracy in multiscale simulations. These methods reduce the effect of artificial boundary conditions that are imposed in computing local quantities, such as upscaled permeabilities or basis functions. In the problems without scale separation and strong non-local effects, the oversampling region is taken to be the entire domain. The basis functions are computed using single-phase flow solutions which are further used in dynamic two-phase simulations. The standard oversampling approaches employ generic global boundary conditions which are not associated with actual flow boundary conditions. In this paper, we propose a flow based oversampling method where the actual two-phase flow boundary conditions are used in constructing oversampling auxiliary functions. Our numerical results show that the flow based oversampling approach is several times more accurate than the standard oversampling method. We provide partial theoretical explanation for these numerical observations.

In this paper, we propose a multiscale technique for the simulation of porous media flows in a flow-based coordinate system. A flow-based coordinate system allows us to simplify the scale interaction and derive the upscaled equations for purely hyperbolic transport equations. We discuss the applications of the method to two-phase flows in heterogeneous porous media. For two-phase flow simulations, the use of a flow-based coordinate system requires limited global information, such as the solution of single-phase flow. Numerical results show that one can achieve accurate upscaling results using a flow-based coordinate system.

In this paper, we study the dynamic stability of the three-dimensional axisymmetric Navier-Stokes Equations with swirl. To this purpose, we propose a new one-dimensional model that approximates the Navier-Stokes equations along the symmetry axis. An important property of this one-dimensional model is that one can construct from its solutions a family of exact solutions of the three-dimensionaFinal Navier-Stokes equations. The nonlinear structure of the one-dimensional model has some very interesting properties. On one hand, it can lead to tremendous dynamic growth of the solution within a short time. On the other hand, it has a surprising dynamic depletion mechanism that prevents the solution from blowing up in finite time. By exploiting this special nonlinear structure, we prove the global regularity of the three-dimensional Navier-Stokes equations for a family of initial data, whose solutions can lead to large dynamic growth, but yet have global smooth solutions.

We propose a multiscale method for simulating solids with moving dislocations. Away from atomistic subdomains where the atomistic dynamics are fully resolved, a dislocation is represented by a localized jump profile, superposed on a defect-free field. We assign a thin relay zone around an atomistic subdomain to detect the dislocation profile and its propagation speed at a selected relay time. The detection technique utilizes a lattice time history integral treatment. After the relay, an atomistic computation is performed only for the defect-free field. The method allows one to effectively absorb the fine scale fluctuations and the dynamic dislocations at the interface between the atomistic and continuum domains. In the surrounding region, a coarse grid computation is adequate.

In this paper, we study upscaling for two-phase flows in strongly heterogeneous porous media. Upscaling a hyperbolic convection equation is known to be very difficult due to the presence of nonlocal memory effects. Even for a linear hyperbolic equation with a shear velocity field, the upscaled equation involves a nonlocal history dependent diffusion term, which is not amenable to computation. By performing a systematic multiscale analysis, we derive coupled equations for the average and the fluctuations for the two-phase flow. The homogenized equations for the coupled system are obtained by projecting the fluctuations onto a suitable subspace. This projection corresponds exactly to averaging along streamlines of the flow. Convergence of the multiscale analysis is verified numerically. Moreover, we show how to apply this multiscale analysis to upscale two-phase flows in practical applications.

This is a follow-up of our recent article Deng et al. (2004 Deng, J.,Hou, T. Y., Yu, X. (2004). ). In Deng et al. (2004), we derive some local geometric conditions on vortex filaments which can prevent finite time blowup of the 3D incompressible Euler equation. In this article, we derive improved geometric conditions which can be applied to the scenario when velocity blows up at the same time as vorticity and the rate of blowup of velocity is proportional to the square root of vorticity. This scenario is in some sense the worst possible blow-up scenario for velocity field due to Kelvin's circulation theorem. The improved conditions can be checked by numerical computations. This provides a sharper local geometric constraint on the finite time blowup of the 3D incompressible Euler equation.

We study the global well-posedness of the Lagrangian averaged Euler equations in three dimensions. We show that a necessary and sufficient condition for the global existence is that the bounded mean oscillation of the stream function is integrable in time. We also derive a sufficient condition in terms of the total variation of certain level set functions, which guarantees the global existence. Furthermore, we obtain the global existence of the averaged two-dimensional (2D) Boussinesq equations and the Lagrangian averaged 2D quasi-geostrophic equations in finite Sobolev space in the absence of viscosity or dissipation.

In this article, we study existence of analytic solution for slightly perturbed three-dimensional vortex sheets in the absence of surface tension. The key in our analysis is to derive a local leading order system, which captures the leading order behavior of the full three-dimensional vortex sheet equation. This is accomplished by a series of changes of variables, for both dependent and independent variables in order to single out the leading order contributions of the 3-D vortex sheet equations. The changes of variables are guided by properties of certain singular integral operators. Moreover, by using the extended abstract Cauchy-Kowalewski theorem, we can control the growth of the nonlinear nonlocal terms. For small initial analytic data, we show that the existence time can be sufficiently close to the time of singularity formation. Thus our existence result is nearly optimal.

We study singularity formation of three-dimensional (3-D) vortex sheets without surface tension using a new approach. First, we derive a leading order approximation to the boundary integral equation governing the 3-D vortex sheet. This leading order equation captures the most singular contributions of the integral equation. By introducing an appropriate change of variables, we show that the leading order vortex sheet equation degenerates to a two-dimensional vortex sheet equation in the direction of the tangential velocity jump. This change of variables is guided by a careful analysis based on properties of certain singular integral operators, and is crucial in identifying the leading order singular behavior. Our result confirms that the tangential velocity jump is the physical driving force of the vortex sheet singularities. We also show that the singularity type of the three-dimensional problem is similar to that of the two-dimensional problem. Moreover, we introduce a model equation for 3-D vortex sheets. This model equation captures the leading order singularity structure of the full 3-D vortex sheet equation, and it can be computed efficiently using fast Fourier transform. This enables us to perform well-resolved calculations to study the generic type of 3-D vortex sheet singularities. We will provide detailed numerical results to support the analytic prediction, and to reveal the generic form of the vortex sheet singularity.

In this paper we study some nonoverlapping domain decomposition methods for solving a class of elliptic problems arising from composite materials and flows in porous media which contain many spatial scales. Our preconditioner differs from traditional domain decomposition preconditioners by using a coarse solver which is adaptive to small scale heterogeneous features. While the convergence rate of traditional domain decomposition algorithms using coarse solvers based on linear or polynomial interpolations may deteriorate in the presence of rapid small scale oscillations or high aspect ratios, our preconditioner is applicable to multiple- scale problems without restrictive assumptions and seems to have a convergence rate nearly independent of the aspect ratio within the substructures. A rigorous convergence analysis based on the Schwarz framework is carried out, and we demonstrate the efficiency and robustness of the proposed preconditioner through numerical experiments which include problems with multiple-scale coefficients, as well problems with continuous scales.

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces. Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

Morphological instabilities are common to pattern formation problems such as the non-equilibrium growth of crystals and directional solidification. Very small perturbations caused by noise originate convoluted interfacial patterns when surface tension is small. The generic mechanisms in the formation of these complex patterns are present in the simpler problem of a Hele-Shaw interface. Amid this extreme noise sensitivity, what is then the role played by small surface tension in the dynamic formation and selection of these patterns? What is the asymptotic behaviour of the interface in the limit as surface tension tends to zero? The ill-posedness of the zero-surface-tension problem and the singular nature of surface tension pose challenging difficulties in the investigation of these questions. Here, we design a novel numerical method that greatly reduces the impact of noise, and allows us to accurately capture and identify the singular contributions of extremely small surface tensions. The numerical method combines the use of a compact interface parametrization, a rescaling of the governing equations, and very high precision. Our numerical results demonstrate clearly that the zero-surface-tension limit is indeed singular. The impact of a surface-tension-induced complex singularity is revealed in detail. The singular effects of surface tension are first felt at the tip of the interface and subsequently spread around it. The numerical simulations also indicate that surface tension defines a length scale in the fingers developing in a later stage of the interface evolution.

Standard numerical methods for the Birkhoff-Rott equation for a vortex sheet are unstable due to the amplification of roundoff error by the Kelvin-Helmholtz instability. A nonlinear filtering method was used by Krasny to eliminate this spurious growth of round-off error and accurately compute the Birkhoff-Rott solution essentially up to the time it becomes singular. In this paper convergence is proved for the discretized Birkhoff-Rott equation with Krasny filtering and simulated roundoff error. The convergence is proved for a time almost up to the singularity time of the continuous solution. The proof is in an analytic function class and uses a discrete form of the abstract Cauchy-Kowalewski theorem. In order for the proof to work almost up to the singularity time, the linear and nonlinear parts of the equation, as well as the effects of Krasny filtering, are precisely estimated. The technique of proof applies directly to other ill-posed problems such as Rayleigh-Taylor unstable interfaces in incompressible, inviscid, and irrotational fluids, as well as to Saffman-Taylor unstable interfaces in Hele-Shaw cells.

We propose a multiscale finite element method for solving second order elliptic equations with rapidly oscillating coefficients. The main purpose is to design a numerical method which is capable of correctly capturing the large scale components of the solution on a coarse grid without accurately resolving all the small scale features in the solution. This is accomplished by incorporating the local microstructures of the differential operator into the finite element base functions. As a consequence, the base functions are adapted to the local properties of the differential operator. In this paper, we provide a detailed convergence analysis of our method under the assumption that the oscillating coefficient is of two scales and is periodic in the fast scale. While such a simplifying assumption is not required by our method, it allows us to use homogenization theory to obtain a useful asymptotic solution structure. The issue of boundary conditions for the base functions will be discussed. Our numerical experiments demonstrate convincingly that our multiscale method indeed converges to the correct solution, independently of the small scale in the homogenization limit. Application of our method to problems with continuous scales is also considered.

Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods. A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312–338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another. The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution. The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.

We study numerically the simplest model of two incompressible, immiscible fluids shearing past one another. The fluids are two-dimensional, inviscid, irrotational, density matched, and separated by a sharp interface under a surface tension. The nonlinear growth and evolution of this interface is governed by only the competing effects of the Kelvin–Helmholtz instability and the dispersion due to surface tension. We have developed new and highly accurate numerical methods designed to treat the difficulties associated with the presence of surface tension. This allows us to accurately simulate the evolution of the interface over much longer times than has been done previously. A surprisingly rich variety of behavior is found. For small Weber numbers, where there are no unstable length-scales, the flow is dispersively dominated and oscillatory behavior is observed. For intermediate Weber numbers, where there are only a few unstable length-scales, the interface forms elongating and interpenetrating fingers of fluid. At larger Weber numbers, where there are many unstable scales, the interface rolls-up into a “Kelvin-Helmholtz” spiral with its late evolution terminated by the collision of the interface with itself, forming at that instant bubbles of fluid at the core of the spiral. Using locally refined grids, this singular event (a “topological” or “pinching” singularity) is studied carefully. Our computations suggest at least a partial conformance to a local self-similar scaling. For fixed initial data, the pinching singularity times decrease as the surface tension is reduced, apparently towards the singularity time associated with the zero surface tension problem, as studied by Moore and others. Simulations from more complicated, multi-modal initial data show the evolution as a combination of these fingers, spirals, and pinches.

In this paper, we study the motion of a free surface separating two different layers of fluid in three dimensions. We assume the flow to be inviscid, irrotational, and incompressible. In this case, one can reduce the entire motion by variables on the surface alone. In general, without additional regularizing effects such as surface alone. In general, without additional regularizing effects such as surface tension or viscosity, the flow can be subject to Rayleigh-Taylor or Kelvin-Helmholtz instabilities which will lead to unbounded growth in high frequency wave numbers. In this case, the problem is not well-posed in the Hadamard sense. The problem of water wave with no fluid above is a special case. It is well-known that such motion is well-posed when the free surface is sufficiently close to equilibrium. Beale, Hous and Lowengrub derived a general condition which ensures well-posedness of the linearization about a presumed time-dependent motion in two dimensional case. The linearized equations, when formulated in a proper coordinate system are found to have a qualitative structure surprisingly like that for the simple case of linear waves near equilbrium. Such an analysis is essential in analyzing stability of boundary integral methods for computing free interface problems. 19more » refs.« less

Many physically interesting problems involve propagation of free surfaces. Vortex-sheet roll-up in hydrodynamic instability, wave interactions on the ocean's free surface, the solidification problem for crystal growth and Hele-Shaw cells for pattern formation are some of the significant examples. These problems present a great challenge to physicists and applied mathematicians because the underlying problem is very singular. The physical solution is sensitive to small perturbations. Naïve discretisations may lead to numerical instabilities. Other numerical difficulties include singularity formation and possible change of topology in the moving free surfaces, and the severe time-stepping stability constraint due to the stiffness of high-order regularisation effects, such as surface tension.This paper reviews some of the recent advances in developing stable and efficient numerical algorithms for solving free boundary-value problems arising from fluid dynamics and materials science. In particular, we will consider boundary integral methods and the level-set approach for water waves, general multi-fluid interfaces, Hele–Shaw cells, crystal growth and solidification. We will also consider the stabilising effect of surface tension and curvature regularisation. The issue of numerical stability and convergence will be discussed, and the related theoretical results for the continuum equations will be addressed. This paper is not intended to be a detailed survey and the discussion is limited by both the taste and expertise of the author.

It has been a long open question whether the pseudospectral Fourier method without smoothing is stable for hyperbolic equations with variable coefficients that change signs. In this work we answer this question with a detailed stability analysis of prototype cases of the Fourier method. We show that due to weighted \(L^2\)-stability, the \(N\)-degree Fourier solution is algebraically stable in the sense that its \(L^2\) amplification does not exceed \({O}(N)\). Yet, the Fourier method is weakly \(L^2\) -unstable in the sense that it does experience such \({O}(N)\) amplification. The exact mechanism of this weak instability is due the aliasing phenomenon, which is responsible for an \({O}(N)\) amplification of the Fourier modes at the boundaries of the computed spectrum. Two practical conclusions emerge from our discussion. First, the Fourier method is required to have sufficiently many modes in order to resolve the underlying phenomenon. Otherwise, the lack of resolution will excite the weak instability which will propagate from the slowly decaying high modes to the lower ones. Second -- independent of whether smoothing was used or not, the small scale information contained in the highest modes of the Fourier solution will be destroyed by their \({O}(N)\) amplification. Happily, with enough resolution nothing worse can happen.

This paper attempts to give a qualitative and quantitative description of the numerical error introduced by using finite difference schemes in nonconservative form for scalar conservation laws. We show that these schemes converge strongly in L loc 1 L_{\operatorname {loc}}^1 norm to the solution of an inhomogeneous conservation law containing a Borel measure source term. Moreover, we analyze the properties of this Borel measure, and derive a sharp estimate for the L 1 {L^1} error between the limit function given by the scheme and the correct solution. In general, the measure source term is of the order of the entropy dissipation measure associated with the scheme. In certain cases, the error can be small for short times, which makes it difficult to detect numerically. But generically, such an error will grow in time, and this would lead to a large error for large-time calculations. Finally, we show that a local correction of any high-order accurate scheme in nonconservative form is sufficient to ensure its convergence to the correct solution.

We consider the motion of a two-dimensional interface separating an inviscid, incompressible, irrotational fluid, influenced by gravity, from a region of zero density. We show that under certain conditions the equations of motion, linearized about a presumed time-dependent solution, are wellposed; that is, linear disturbances have a bounded rate of growth. If surface tension is neglected, the linear equations are well-posed provided the underlying exact motion satisfies a condition on the acceleration of the interface relative to gravity, similar to the criterion formulated by G. I. Taylor. If surface tension is included, the linear equations are well-posed without qualifications, whether the fluid is above or below the interface. An interesting qualitative structure is found for the linear equations. A Lagrangian approach is used, like that of numerical work such as [3], except that the interface is assumed horizontal at infinity. Certain integral equations which occur, involving double layer potentials, are shown to be solvable in the present case. © 1993 John Wiley & Sons, Inc.

Multi-valued solutions are constructed for 2 × 2 first-order systems using a generalization of the hodograph transformation. The solution is found as a complex analytic function on a complex Riemann surface for which the branch points move as part of the solution. The branch point singularities are envelopes for the characteristics and thus move at the characteristic speeds. We perform an analysis of stability of these singularities with respect to perturbations of the initial data. The generic singularity types are folds, cusps, and nondegenerate umbilic points with non-zero 3-jet. An isolated singularity is generically a square root branch point corresponding to a fold. Two types of collisions between singularities are generic: At a “tangential” collision between two singularities moving at the same characteristic speed, a cube root branch point is formed, corresponding to a cusp. A “non-tangential” collision, between two square root branch points moving at different characteristic speeds, remains a square root branch point at the collision and corresponds to a nondegenerate umbilic point. These results are also valid for a diagonalizable n-th order system for which there are exactly two speeds. © 1993 John Wiley & Sons, Inc.

We have compared the results of a von Neumann-Richtmyer calculation with the weak limit of calculations performed by von Neumann's original method; although there are discernible differences, they are surprisingly small. We analyze von Newmann's algorithm for solving the initial value problem for the Lagrangian equations of compressible flow

We prove consistency, stability, and convergence of a point vortex approximation to the 3-D incompressible Euler equations with smooth solutions. The 3-D algorithm we consider here is similar to the corresponding 3-D vortex blob algorithm introduced by Beale and Majda; see [3]. We first show that the discretization error is second-order accurate. Then we show that the method is stable in lp norm for the particle trajectories and in w−1.p norm for discrete vorticity. Consequently, the method converges up to any time for which the Euler equations have a smooth solution. One immediate application of our convergence result is that the vortex filament method without smoothing also converges.

The 2-D incompressible Euler equations with oscillatory vorticity fields are studied. A homogenization result for 2-D Euler equations in velocity-vorticity formulation is obtained and weak continuity of the equations is proved. Convergence of the vortex method is analyzed in the case when the continuous vorticity is not well resolved by the computational particles. Numerical results are given. Comparisons are made with the corresponding finite difference approximation.

A grid free Lagrangian finite element method is introduced for the 2-D incompressible Euler equations. The method is derived based on the observation that the product of the Biot-Savart kernel and a polynomial can be integrated analytically over any triangle. This enables us to obtain a numerically stable Lagrangian method without using numerical smoothing. Moreover, we show that the method converges uniformly with second-order accuracy. Actually, we establish a l∞ stability result which applies to kernels that are more singular than the Biot-Savart kernel, as long as the kernel is L integrable. Another useful result is that we prove convergence of our method when using local regridding, which allows the method to run for longer time even with a fixed mesh. The second-order convergence is also illustrated by our numerical experiments.

We prove consistency, stability and convergence of the point vortex approximation to the 2-D incompressible Euler equations with smooth solutions. We first show that the discretization error is second-order accurate. Then we show that the method is stable in l p norm. Consequently the method converge in l p norm for all time. The convergence is also illustrated by a numerical experiment