arXiv subjects

Anna L. Mazzucato

Publications and source records attributed to Anna L. Mazzucato.

28 records · Page 2Linked to original sources

arXiv2018

Embeddings for the space $LD_γ^{p}$ on sets of finite perimeter

Given an open set with finite perimeter $Ω\subset \mathbb{R}^n$, we consider the space $LD_γ^{p}(Ω)$, $1\leq p<\infty$, of functions with $p$th-integrable deformation tensor on $Ω$ and with $p$ th-integrable trace value on the essential boundary of $Ω$. We establish the continuous embedding $LD_γ^{p}(Ω)\subset L^{pN/(N-1)}(Ω)$. The space $LD_γ^{p}(Ω)$ and this embedding arise naturally in studying the motion of rigid bodies in a viscous, incompressible fluid.

math.AP↗

arXiv2017

Global existence and analyticity for the 2D Kuramoto-Sivashinsky equation

There is little analytical theory for the behavior of solutions of the Kuramoto-Sivashinsky equation in two spatial dimensions over long times. We study the case in which the spatial domain is a two-dimensional torus. In this case, the linearized behavior depends on the size of the torus -- in particular, for different sizes of the domain, there are different numbers of linearly growing modes. We prove that small solutions exist for all time if there are no linearly growing modes, proving also in this case that the radius of analyticity of solutions grows linearly in time. In the general case (i.e., in the presence of a finite number of growing modes), we make estimates for how the radius of analyticity of solutions changes in time.

math.AP↗

arXiv2017

The Vanishing viscosity limit for some symmetric flows

The focus of this paper is on the analysis of the boundary layer and the associated vanishing viscosity limit for two classes of flows with symmetry, namely, Plane-Parallel Channel Flows and Parallel Pipe Flows. We construct explicit boundary layer correctors, which approximate the difference between the Navier-Stokes and the Euler solutions. Using properties of these correctors, we establish convergence of the Navier-Stokes solution to the Euler solution as viscosity vanishes with optimal rates of convergence. In addition, we investigate vorticity production on the boundary in the limit of vanishing viscosity. Our work significantly extends prior work in the literature.

math.AP↗

arXiv2016

Heat Kernels, Solvable Lie Groups, and the Mean Reverting SABR Stochastic Volatility Model

We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on risky assets. In particular, by restricting to domains of bounded volatility, we establish the existence of the semi-groups generated by the spatial part of the operators in these models, concentrating on those arising in the so-called "SABR stochastic volatility model with mean reversion." The main goal of this work is to approximate the solutions of the Cauchy problem for the SABR PDE with mean reversion, a parabolic problem the generator of which is denoted by $L$. The fundamental solution for this problem is not known in closed form. We obtain an approximate solution by performing an expansion in the so-called volvol or volatility of the volatility, which leads us to study a degenerate elliptic operator $L_0$, corresponding the the zero-volvol case of the SABR model with mean reversion, to which the classical results do not apply. However, using Lie algebra techniques we are able to derive an exact formula for the solution operator of the PDE $\partial_t u - L_0 u = 0$. We then compare the semi-group generated by $L$--the existence of which does follows from standard arguments--to that generated by $L_0$, thus establishing a perturbation result that is useful for numerical methods for the SABR PDE with mean reversion. In the process, we are led to study semigroups arising from both a strongly parabolic and a hyperbolic problem.

math.AP↗

arXiv2014

Exponential self-similar mixing and loss of regularity for continuity equations

We consider the mixing behaviour of the solutions of the continuity equation associated with a divergence-free velocity field. In this announcement we sketch two explicit examples of exponential decay of the mixing scale of the solution, in case of Sobolev velocity fields, thus showing the optimality of known lower bounds. We also describe how to use such examples to construct solutions to the continuity equation with Sobolev but non-Lipschitz velocity field exhibiting instantaneous loss of any fractional Sobolev regularity.

math.AP↗

arXiv2013

Planar limits of three-dimensional incompressible flows with helical symmetry

Helical symmetry is invariance under a one-dimensional group of rigid motions generated by a simultaneous rotation around a fixed axis and translation along the same axis. The key parameter in helical symmetry is the step or pitch, the magnitude of the translation after rotating one full turn around the symmetry axis. In this article we study the limits of three-dimensional helical viscous and inviscid incompressible flows in an infinite circular pipe, with respectively no-slip and no-penetration boundary conditions, as the step approaches infinity. We show that, as the step becomes large, the three-dimensional helical flow approaches a planar flow, which is governed by the so-called two-and-half Navier-Stokes and Euler equations, respectively.

math.AP↗

arXiv2012

Anisotropic regularity and optimal rates of convergence for the Finite Element Method on three dimensional polyhedral domains

We consider the model Poisson problem $-Δu = f \in Ω$, $u = g$ on $\pa Ω$, where $ Ω$ is a bounded polyhedral domain in $\RR^n$. The objective of the paper is twofold. The first objective is to review the well posedness and the regularity of our model problem using appropriate weighted spaces for the data and the solution. We use these results to derive the domain of the Laplace operator with zero boundary conditions on a concave domain, which seems not to have been fully investigated before. We also mention some extensions of our results to interface problems for the Elasticity equation. The second objective is to illustrate how anisotropic weighted regularity results for the Laplace operator in 3D are used in designing efficient finite element discretizations of elliptic boundary value problems, with the focus on the efficient discretization of the Poisson problem on polyhedral domains in $\RR^3$, following {\em Numer. Funct. Anal. Optim.}, 28(7-8):775--824, 2007. The anisotropic weighted regularity results described and used in the second part of the paper are a consequence of the well-posedness results in (isotropically) weighted Sobolev spaces described in the first part of the paper. The paper is based on the talk by the last named author at the Congress of Romanian Mathematicians, Brasov 2011, and is largely a survey paper.

math.NA↗

arXiv2011

Ensemble Dynamics and Bred Vectors

We introduce the new concept of an EBV to assess the sensitivity of model outputs to changes in initial conditions for weather forecasting. The new algorithm, which we call the "Ensemble Bred Vector" or EBV, is based on collective dynamics in essential ways. By construction, the EBV algorithm produces one or more dominant vectors. We investigate the performance of EBV, comparing it to the BV algorithm as well as the finite-time Lyapunov Vectors. We give a theoretical justification to the observed fact that the vectors produced by BV, EBV, and the finite-time Lyapunov vectors are similar for small amplitudes. Numerical comparisons of BV and EBV for the 3-equation Lorenz model and for a forced, dissipative partial differential equation of Cahn-Hilliard type that arises in modeling the thermohaline circulation, demonstrate that the EBV yields a size-ordered description of the perturbation field, and is more robust than the BV in the higher nonlinear regime. The EBV yields insight into the fractal structure of the Lorenz attractor, and of the inertial manifold for the Cahn-Hilliard-type partial differential equation.

physics.ao-ph↗

arXiv2011

A proof of Einstein's effective viscosity for a dilute suspension of spheres

We present a mathematical proof of Einstein's formula for the effective viscosity of a dilute suspension of rigid neutrally--buoyant spheres when the spheres are centered on the vertices of a cubic lattice. We keep the size of the container finite in the dilute limit and consider boundary effects. Einstein's formula is recovered as a first-order asymptotic expansion of the effective viscosity in the volume fraction. To rigorously justify this expansion, we obtain an explicit upper and lower bound on the effective viscosity. A lower bound is found using energy methods reminiscent of the work of Keller et al. An upper bound follows by obtaining an explicit estimate for the tractions, the normal component of the stress on the fluid boundary, in terms of the velocity on the fluid boundary. This estimate, in turn, is established using a boundary integral formulation for the Stokes equation. Our proof admits a generalization to other particle shapes and the inclusion of point forces to model self-propelled particles.

math.AP↗

arXiv2004

Weak solutions, renormalized solutions and enstrophy defects in 2D turbulence

Enstrophy, half the integral of the square of vorticity, plays a role in 2D turbulence theory analogous to that played by kinetic energy in the Kolmogorov theory of 3D turbulence. It is therefore interesting to obtain a description of the way enstrophy is dissipated at high Reynolds number. In this article we explore the notions of viscous and transport enstrophy defect, which model the spatial structure of the dissipation of enstrophy. These notions were introduced by G. Eyink in an attempt to reconcile the Kraichnan-Batchelor theory of 2D turbulence with current knowledge of the properties of weak solutions of the equations of incompressible and ideal fluid motion. Three natural questions arise from Eyink's theory: (1) Existence of the enstrophy defects (2) Conditions for the equality of transport and viscous enstrophy defects (3) Conditions for the vanishing of the enstrophy defects. In [Nonlinearity, v 14 (2001) 787-802], Eyink proved a number of results related to these questions and formulated a conjecture on how to answer these problems in a physically meaningful context. In the present article we improve and extend some of Eyink's results and present a counterexample to his conjecture.

math.AP↗