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David M. Ambrose

Publications and source records attributed to David M. Ambrose.

At least 37 records · Page 2Linked to original sources

Well-posedness, ill-posedness, and traveling waves for models of pulsatile flow in viscoelastic vessels

We study dispersive models of fluid flow in viscoelastic vessels, derived in the study of blood flow. The unknowns in the models are the velocity of the fluid in the axial direction and the displacement of the vessel wall from rest. We prove that one such model has a well-posed initial value problem, while we argue that a related model instead has an ill-posed initial value problem; in the second case, we still prove the existence of solutions in analytic function spaces. Finally we prove the existence of some periodic traveling waves.

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Global solutions of the two-dimensional Kuramoto-Sivashinsky equation with a linearly growing mode in each direction

In two spatial dimensions, there are very few global existence results for the Kuramoto-Sivashinsky equation. The majority of the few results in the literature are strongly anisotropic, i.e. are results of thin-domain type. In the spatially periodic case, the dynamics of the Kuramoto-Sivashinsky equation are in part governed by the size of the domain, as this determines how many linearly growing Fourier modes are present. The strongly anisotropic results allow linearly growing Fourier modes in only one of the spatial directions. We provide here the first proof of global solutions for the two-dimensional Kuramoto-Sivashinsky equation with a linearly growing mode in both spatial directions. We develop a new method to this end, categorizing wavenumbers as low (linearly growing modes), intermediate (linearly decaying modes which serve as energy sinks for the low modes), and high (strongly linearly decaying modes). The low and intermediate modes are controlled by means of a Lyapunov function, while the high modes are controlled with operator estimates in function spaces based on the Wiener algebra.

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Convergence of the boundary integral method for interfacial Stokes flow

Boundary integral numerical methods are among the most accurate methods for interfacial Stokes flow, and are widely applied. They have the advantage that only the boundary of the domain must be discretized, which reduces the number of discretization points and allows the treatment of complicated interfaces. Despite their popularity, there is no analysis of the convergence of these methods for interfacial Stokes flow. In practice, the stability of discretizations of the boundary integral formulation can depend sensitively on details of the discretization and on the application of numerical filters. We present a convergence analysis of the boundary integral method for Stokes flow, focusing on a rather general method for computing the evolution of an elastic capsule, viscous drop, or inviscid bubble in 2D strain and shear flows. The analysis clarifies the role of numerical filters in practical computations.

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Well-posedness and asymptotics of a coordinate-free model of flame fronts

We investigate a coordinate-free model of flame fronts introduced by Frankel and Sivashinsky; this model has a parameter $α$ which relates to how unstable the front might be. We first prove short-time well-posedness of the coordinate-free model, for any value of $α>0.$ We then argue that near the threshold $α\approx 1,$ the solution stays arbitrarily close to the solution of the weakly nonlinear Kuramoto--Sivashinsky (KS) equation, as long as the initial values are close.

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Existence theory for non-separable mean field games in Sobolev spaces

The mean field games system is a coupled pair of nonlinear partial differential equations arising in differential game theory, as a limit as the number of agents tends to infinity. We prove existence and uniqueness of classical solutions for time-dependent mean field games with Sobolev data. Many works in the literature assume additive separability of the Hamiltonian, as well as further structure such as convexity and monotonicity of the resulting components. Problems arising in practice, however, may not have this separable structure; we therefore consider the non-separable problem. For our existence and uniqueness results, we introduce new smallness constraints which simultaneously consider the size of the time horizon, the size of the data, and the strength of the coupling in the system.

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Existence theory for a time-dependent mean field games model of household wealth

We study a nonlinear system of partial differential equations arising in macroeconomics which utilizes a mean field approximation. This system together with the corresponding data, subject to two moment constraints, is a model for debt and wealth across a large number of similar households, and was introduced in a recent paper of Achdou, Buera, Lasry, Lions, and Moll. We introduce a relaxation of their problem, generalizing one of the moment constraints; any solution of the original model is a solution of this relaxed problem. We prove existence and uniqueness of strong solutions to the relaxed problem, under the assumption that the time horizon is small. Since these solutions are unique and since solutions of the original problem are also solutions of the relaxed problem, we conclude that if the original problem does have solutions, then such solutions must be the solutions we prove to exist. Furthermore, for some data and for sufficiently small time horizons, we are able to show that solutions of the relaxed problem are in fact not solutions of the original problem. In this way we demonstrate nonexistence of solutions for the original problem in certain cases.

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Well-posedness of fully nonlinear KdV-type evolution equations

We study the well-posedness of the initial value problem for fully nonlinear evolution equations, $u_{t}=f[u],$ where $f$ may depend on up to the first three spatial derivatives of $u.$ We make three primary assumptions about the form of $f:$ a regularity assumption, a dispersivity assumption, and an assumption related to the strength of backwards diffusion. Because the third derivative of $u$ is present in the right-hand side and we effectively assume that the equation is dispersive, we say that these fully nonlinear evolution equations are of KdV-type. We prove the well-posedness of the initial value problem in the Sobolev space $H^{7}(\mathbb{R}).$ The proof relies on gauged energy estimates which follow after making two regularizations, a parabolic regularization and mollification of the initial data.

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Existence theory for magma equations in dimension two and higher

We examine a degenerate, dispersive, nonlinear wave equation related to the evolution of partially molten rock in dimensions two and higher. This simplified model, for a scalar field capturing the melt fraction by volume, has been studied by direct numerical simulation where it has been observed to develop stable solitary waves. In this work, we prove local in time well-posedness results for the time dependent equation, on both the whole space and the torus, for dimensions two and higher. We also prove the existence of the solitary wave solutions in dimensions two and higher.

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The radius of analyticity for solutions to a problem in epitaxial growth on the torus

A certain model for epitaxial film growth has recently attracted attention, with the existence of small global solutions having being proved in both the case of the n-dimensional torus and free space. We address a regularity question for these solutions, showing that in the case of the torus, the solutions become analytic at any positive time, with the radius of analyticity growing linearly for all time. As other authors have, we take the Laplacian of the initial data to be in the Wiener algebra, and we find an explicit smallness condition on the size of the data. Our particular condition on the torus is that the Laplacian of the initial data should have norm less than 1/4 in the Wiener algebra.

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Periodic traveling interfacial hydroelastic waves with or without mass II: Multiple bifurcations and ripples

In a prior work, the authors proved a global bifurcation theorem for spatially periodic interfacial hydroelastic traveling waves on infinite depth, and computed such traveling waves. The formulation of the traveling wave problem used both analytically and numerically allows for waves with multi-valued height. The global bifurcation theorem required a one-dimensional kernel in the linearization of the relevant mapping, but for some parameter values, the kernel is instead two-dimensional. In the present work, we study these cases with two-dimensional kernels, which occur in resonant and non-resonant variants. We apply an implicit function theorem argument to prove existence of traveling waves in both of these situations. We compute the waves numerically as well, in both the resonant and non-resonant cases.

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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.

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Periodic traveling interfacial hydroelastic waves with or without mass

We study the motion of an interface between two irrotational, incompressible fluids, with elastic bending forces present; this is the hydroelastic wave problem. We prove a global bifurcation theorem for the existence of families of spatially periodic traveling waves on infinite depth. Our traveling wave formulation uses a parameterized curve, in which the waves are able to have multi-valued height. This formulation and the presence of the elastic bending terms allows for the application of an abstract global bifurcation theorem of "identity plus compact" type. We furthermore perform numerical computations of these families of traveling waves, finding that, depending on the choice of parameters, the curves of traveling waves can either be unbounded, reconnect to trivial solutions, or end with a wave which has a self-intersection. Our analytical and computational methods are able to treat in a unified way the cases of positive or zero mass density along the sheet, the cases of single-valued or multi-valued height, and the cases of single-fluid or interfacial waves.

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Strong solutions for time-dependent mean field games with non-separable Hamiltonians

We prove existence theorems for strong solutions of time-dependent mean field games with non-separable Hamiltonian. In a recent announcement, we showed existence of small, strong solutions for mean field games with local coupling. We first generalize that prior work to allow for non-separable Hamiltonians. This proof is inspired by the work of Duchon and Robert on the existence of small-data vortex sheets in incompressible fluid mechanics. Our next existence result is in the case of weak coupling of the system; that is, we allow the data to be of arbitrary size, but instead require that the (still possibly non-separable) Hamiltonian be small in a certain sense. The proof of this theorem relies upon an appeal to the implicit function theorem.

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Global bifurcation theory for periodic traveling interfacial gravity-capillary waves

We consider the global bifurcation problem for spatially periodic traveling waves for two-dimensional gravity-capillary vortex sheets. The two fluids have arbitrary constant, non-negative densities (not both zero), the gravity parameter can be positive, negative, or zero, and the surface tension parameter is positive. Thus, included in the parameter set are the cases of pure capillary water waves and gravity-capillary water waves. Our choice of coordinates allows for the possibility that the fluid interface is not a graph over the horizontal. We use a technical reformulation which converts the traveling wave equations into a system of the form "identity plus compact." Rabinowitz' global bifurcation theorem is applied and the final conclusion is the existence of either a closed loop of solutions, or an unbounded set of nontrivial traveling wave solutions which contains waves which may move arbitrarily fast, become arbitrarily long, form singularities in the vorticity or curvature, or whose interfaces self-intersect.

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Nonexistence of small doubly periodic solutions for dispersive equations

We study the question of existence of time-periodic, spatially periodic solutions for dispersive evolution equations, and in particular, we introduce a framework for demonstrating the nonexistence of such solutions. We formulate the problem so that doubly periodic solutions correspond to fixed points of a certain operator. We prove that this operator is locally contracting, for almost every temporal period, if the Duhamel integral associated to the evolution exhibits a weak smoothing property. This implies the nonexistence of nontrivial, small-amplitude time-periodic solutions for almost every period if the smoothing property holds. This can be viewed as a partial analogue of scattering for dispersive equations on periodic intervals, since scattering in free space implies the nonexistence of small coherent structures. We use a normal form to demonstrate the smoothing property on specific examples, so that it can be seen that there are indeed equations for which the hypotheses of the general theorem hold. The nonexistence result is thus established through the novel combination of small divisor estimates and dispersive smoothing estimates. The examples treated include the Korteweg-de Vries equation and the Kawahara equation.

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Local Existence Theory for Derivative Nonlinear Schrödinger Equations with Non-Integer Power Nonlinearities

We study a derivative nonlinear Schrödinger equation, allowing non-integer powers in the nonlinearity, $|u|^{2σ} u_x$. Making careful use of the energy method, we are able to establish short-time existence of solutions with initial data in the energy space, $H^1$. For more regular initial data, we establish not just existence of solutions, but also well-posedness of the initial value problem. These results hold for real-valued $σ\geq 1,$ while prior existence results in the literature require integer-valued $σ$ or $σ$ sufficiently large ($σ\geq 5/2$), or use higher-regularity function spaces.

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Serfati solutions to the 2D Euler equations on exterior domains

We prove existence and uniqueness of a weak solution to the incompressible 2D Euler equations in the exterior of a bounded smooth obstacle when the initial data is a bounded divergence-free velocity field having bounded scalar curl. This work completes and extends the ideas outlined by P. Serfati for the same problem in the whole-plane case. With non-decaying vorticity, the Biot-Savart integral does not converge, and thus velocity cannot be reconstructed from vorticity in a straightforward way. The key to circumventing this difficulty is the use of the Serfati identity, which is based on the Biot-Savart integral, but holds in more general settings.

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Dispersion vs. anti-diffusion: well-posedness in variable coefficient and quasilinear equations of KdV-type

We study the well-posedness of the initial value problem on periodic intervals for linear and quasilinear evolution equations for which the leading-order terms have three spatial derivatives. In such equations, there is a competition between the dispersive effects which stem from the leading-order term, and anti-diffusion which stems from the lower-order terms with two spatial derivatives. We show that the dispersive effects can dominate the backwards diffusion: we find a condition which guarantees well-posedness of the initial value problem for linear, variable coefficient equations of this kind, even when such anti-diffusion is present. In fact, we show that even in the presence of localized backwards diffusion, the dispersion will in some cases lead to an overall effect of parabolic smoothing. By contrast, we also show that when our condition is violated, the backwards diffusion can dominate the dispersive effects, leading to an ill-posed initial value problem. We use these results on linear evolution equations as a guide when proving well-posedness of the initial value problem for some quasilinear equations which also exhibit this competition between dispersion and anti-diffusion: a Rosenau-Hyman compacton equation, the Harry Dym equation, and equations which arise in the numerical analysis of finite difference schemes for dispersive equations. For these quasilinear equations, the well-posedness theorem requires that the initial data be uniformly bounded away from zero.

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