arXiv subjects

Shijun Liao

Publications and source records attributed to Shijun Liao.

At least 55 records · Page 3Linked to original sources

arXiv2017

On the Generalized Wavelet-Galerkin Method

In the frame of the traditional wavelet-Galerkin method based on the compactly supported wavelets, it is important to calculate the so-called connection coefficients that are some integrals whose integrands involve products of wavelets, their derivatives as well as some known coefficients in considered differential equations. However, even for linear differential equations with non-constant coefficient, the computation of connect coefficients becomes rather time-consuming and often even impossible. In this paper, we propose a generalized wavelet-Galerkin method based on the compactly supported wavelets, which is computationally very efficient even for differential equations with non-constant coefficients, no matter linear or nonlinear problems. Some related mathematical theorems are proved, based on which the basic ideas of the generalized wavelet-Galerkin method are described in details. In addition, some examples are used to illustrate its validity and high efficiency. A nonlinear example shows that the generalized wavelet-Galerkin method is not only valid to solve nonlinear problems, but also possesses the ability to find new solutions of multi-solution problems. This method can be widely applied to various types of both linear and nonlinear differential equations in science and engineering.

math.NA↗

arXiv2017

The 1223 new periodic orbits of planar three-body problem with unequal mass and zero angular momentum

We present 1349 families of Newtonian periodic planar three-body orbits with unequal mass and zero angular momentum and the initial conditions in case of isosceles collinear configurations. These 1349 families of the periodic collisionless orbits can be divided into seven classes according to their geometric and algebraic symmetries. Among these 1349 families, 1223 families are entirely new, to the best of our knowledge. Furthermore, some periodic orbits have the same free group element for different mass. We find that the scale-invariant average period linearly increases with the mass of one body when the masses of the other two are constant. It is suggested that the masses of bodies may play an important role in periodic three-body systems. The movies of these periodic orbits are given on the website \url{http://numericaltank.sjtu.edu.cn/three-body/three-body-unequal-mass.htm} .

nlin.CD↗

arXiv2017

Influence of round-off errors on the reliability of numerical simulations of chaotic dynamic systems

We illustrate that, like the truncation error, the round-off error has a significant influence on the reliability of numerical simulations of chaotic dynamic systems. Due to the butterfly-effect, all numerical approaches in double precision cannot give a reliable long-term simulation of chaotic dynamic systems. So, in order to avoid man-made uncertainty of numerical simulations of chaos, we had to greatly decrease both of the truncation and round-off error to a small enough level, plus a verification of solution reliability by means of an additional computation using even smaller truncation and round-off errors.

nlin.CD↗

arXiv2017

More than six hundreds new families of Newtonian periodic planar collisionless three-body orbits

The famous three-body problem can be traced back to Isaac Newton in 1680s. In the 300 years since this "three-body problem" was first recognized, only three families of periodic solutions had been found, until 2013 when Šuvakov and Dmitrašinović [Phys. Rev. Lett. 110, 114301 (2013)] made a breakthrough to numerically find 13 new distinct periodic orbits, which belong to 11 new families of Newtonian planar three-body problem with equal mass and zero angular momentum. In this paper, we numerically obtain 695 families of Newtonian periodic planar collisionless orbits of three-body system with equal mass and zero angular momentum in case of initial conditions with isosceles collinear configuration, including the well-known Figure-eight family found by Moore in 1993, the 11 families found by Šuvakov and Dmitrašinović in 2013, and more than 600 new families that have been never reported, to the best of our knowledge. With the definition of the average period $\bar{T} = T/L_f$, where $L_f$ is the length of the so-called "free group element", these 695 families suggest that there should exist the quasi Kepler's third law $ \bar{T}^* \approx 2.433 \pm 0.075$ for the considered case, where $\bar{T}^*= \bar{T} |E|^{3/2}$ is the scale-invariant average period and $E$ is its total kinetic and potential energy, respectively. The movies of these 695 periodic orbits in the real space and the corresponding close curves on the "shape sphere" can be found via the website: http://numericaltank.sjtu.edu.cn/three-body/three-body.htm

nlin.CD↗

arXiv2016

On the homotopy analysis method for backward/forward-backward stochastic differential equations

In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic differential equations (FBSDEs), including one with high dimensionality (up to 12 dimensions). By means of the HAM, convergent series solutions can be quickly obtained with high accuracy for a FBSDE in a 6 dimensional case, within less than $1\%$ CPU time used by a currently reported numerical method for the same case [34]. Especially, as dimensionality enlarges, the increase of computational complexity for the HAM is not as dramatic as this numerical method. All of these demonstrate the validity and high efficiency of the HAM for the backward/forward-backward stochastic differential equations in science, engineering and finance.

math.NA↗

arXiv2016

On the origin of intrinsic randomness of Rayleigh-Benard turbulence

It is of broad interest to understand how the evolution of non-equilibrium systems can be triggered and the role played by external perturbations. A famous example is the origin of randomness in the laminar-turbulence transition, which is raised in the pipe flow experiment by Reynolds as a century old unresolved problem. Although there exist different hypotheses, it is widely believed that the randomness is "intrinsic", which, however, remains as an open question to be verified. Simulating the modeled Rayleigh-Benard convection system by means of the so-called clean numerical simulation (CNS) with negligible numerical noises that are smaller even than thermal fluctuation, we verify that turbulence can be self-excited from the inherent thermal fluctuation, without any external disturbances, i.e. out of nothing. This reveals a relationship between microscopic physical uncertainty and macroscopic randomness. It is found that in physics the system nonlinearity functions as a channel for randomness information, and energy as well, to transport microscopic uncertainty toward large scales. Such scenario can generally be helpful to understand the various relevant phenomena. In methodology, compared with direct numerical simulation (DNS), CNS opens a new direction to investigate turbulent flows with largely improved accuracy and reliability.

physics.flu-dyn↗

arXiv2016

Analytic Solutions of Von Karman Plate under Arbitrary Uniform Pressure --- Equations in Differential Form

The large deflection of a circular thin plate under uniform external pressure is a classic problem in solid mechanics, dated back to Von K{á}rm{á}n \cite{Karman}. {This problem is reconsidered in this paper using an analytic approximation method, namely the homotopy analysis method (HAM).} Convergent series solutions are obtained for four types of boundary conditions with rather high nonlinearity, even in the case of $w(0)/h>20$, where $w(0)/h$ denotes the ratio of central deflection to plate thickness. Especially, we prove that the previous perturbation methods for an arbitrary perturbation quantity (including the Vincent's [2] and Chien's [3] methods) and the modified iteration method [4] are only the special cases of the HAM. However, the HAM works well even when the perturbation methods become invalid. All of these demonstrate the validity and potential of the HAM for the Von K{á}rm{á}n's plate equations, and show the superiority of the HAM over perturbation methods for highly nonlinear problems

math.AP↗

arXiv2016

The influence of numerical noises on statistics computation of chaotic dynamic systems

It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependance on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error) always exist in practice. Thus, due to the SDIC, long-term accurate prediction of chaotic dynamic systems is practically impossible, and therefore numerical simulations of chaos are only mixtures of "true" solution with physical meanings and numerical noises without physical meanings. However, it is traditionally believed that statistic computations based on such kind of "mixtures" of numerical simulations of chaotic dynamic systems are acceptable. In this paper, using the so-called "clean numerical simulation" (CNS) whose numerical noises might be much smaller even than micro-level physical uncertainty and thus are negligible, we gain accurate prediction of a chaotic dynamic system in a long enough interval of time. Then, based on these reliable simulations, the influence of numerical noises on statistic computations is investigated. It is found that the influence of numerical noises is negligible when statistic results are time-independent. Unfortunately, when a chaotic dynamic system is far from equilibrium state so that its statistics are time-dependent, numerical noises have a great influence even on statistic computations. It suggests that even the direct numerical simulations (DNS) might not give reliable statistic computations for non-equilibrium dynamic systems with the SDIC.

nlin.CD↗

arXiv2016

Observation of two coupled Faraday waves in a vertically vibrating Hele-Shaw cell with one of them oscillating horizontally

A system of two-dimensional, two coupled Faraday interfacial waves is experimentally observed at the two interfaces of the three layers of fluids (air, pure ethanol and silicon oil) in a sealed Hele-Shaw cell with periodic vertical vibration. The upper and lower Faraday waves coexist: the upper vibrates vertically, but the crests of the lower one oscillate horizontally with unchanged wave height and a frequency equal to the half of the forcing one of the vertically vibrating basin, while the troughs of the lower one always stay in the same place (relative to the basin). Besides, they are strongly coupled: the wave height of the lower Faraday wave is either a linear function (in the case of a fixed forcing frequency) or a parabolic function (in the case of a fixed acceleration amplitude) of that of the upper, with the same wave length. In addition, the upper Faraday wave temporarily loses its smoothness at around $t=T/4$ and $t=3T/4$, where $T$ denotes the wave period, and thus has fundamental difference from the traditional one. To the best of our knowledge, this system of the two coupled Faraday waves has never been reported.

physics.flu-dyn↗

arXiv2016

Analytic Solutions of Von Karman Plate under Arbitrary Uniform Pressure (II): Equations in Integral Form

In this paper, the homotopy analysis method (HAM) is successfully applied to solve the Von Karman's plate equations in the integral form for a circular plate with the clamped boundary under an arbitrary uniform external pressure. Two HAM-based approaches are proposed. One is for a given external load Q, the other for a given central deflection. Both of them are valid for an arbitrary uniform external pressure by means of choosing a proper value of the so-called convergence-control parameters c_1 and c_2 in the frame of the HAM. Besides, it is found that iteration can greatly accelerate the convergence of solution series. In addition, we prove that the interpolation iterative method is a special case of the HAM-based 1st-order iteration approach for a given external load Q when c_1=-theta and c_2=-1, where theta denotes the interpolation parameter of the interpolation iterative method. Therefore, like Zheng and Zhou}, one can similarly prove that the HAM-based approaches are valid for an arbitrary uniform external pressure, at least in some special cases such as c_1=-theta and c_2=-1. Furthermore, it is found that the HAM-based iteration approaches converge much faster than the interpolation iterative method. All of these illustrate the validity and potential of the HAM for the famous Von Karman's plate equations, and show the superiority of the HAM over perturbation methods.

math.AP↗

arXiv2015

On the method of directly defining inverse mapping for nonlinear differential equations

In scientific computing, it is time-consuming to calculate an inverse operator ${\mathscr A}^{-1}$ of a differential equation ${\mathscr A}φ= f$, especially when ${\mathscr A}$ is a highly nonlinear operator. In this paper, based on the homotopy analysis method (HAM), a new approach, namely the method of directly defining inverse mapping (MDDiM), is proposed to gain analytic approximations of nonlinear differential equations. In other words, one can solve a nonlinear differential equation ${\mathscr A}φ= f$ by means of directly defining an inverse mapping $\mathscr J$, i.e. without calculating any inverse operators. Here, the inverse mapping $\mathscr J$ is even unnecessary to be explicitly expressed in a differential form, since "mapping" is a more general concept than "differential operator". To guide how to directly define an inverse mapping $\mathscr J$, some rules are provided. Besides, a convergence theorem is proved, which guarantees that a convergent series solution given by the MDDiM must be a solution of problems under consideration. In addition, three nonlinear differential equations are used to illustrate the validity and potential of the MDDiM, and especially the great freedom and large flexibility of directly defining inverse mappings for various types of nonlinear problems. The method of directly defining inverse mapping (MDDiM) might open a completely new, more general way to solve nonlinear problems in science and engineering, which is fundamentally different from traditional methods.

math.NA↗

arXiv2015

On the inherent self-excited macroscopic randomness of chaotic three-body system

What is the origin of macroscopic randomness (uncertainty)? This is one of the most fundamental open questions for human being. In this paper, 10000 samples of reliable (convergent), multiple-scale (from 1.0E-60 to 100) numerical simulations of a chaotic three-body system indicate that, without any external disturbance, the microscopic inherent uncertainty (in the level of 1.0E-60) due to physical fluctuation of initial positions of the three-body system enlarges exponentially into macroscopic randomness (at the level O(1)) until t=T*, the so-called physical limit time of prediction, but propagates algebraically thereafter when accurate prediction of orbit is impossible. Note that these 10000 samples use micro-level, inherent physical fluctuations of initial position, which have nothing to do with human being. Especially, the differences of these 10000 fluctuations are mathematically so small (in the level of 1.0E-60) that they are physically the SAME since a distance shorter than a Planck length does not make physical senses according to the spring theory. It indicates that the macroscopic randomness of the chaotic three-body system is self-excited, say, without any external force or disturbances, from the inherent micro-level uncertainty. This provides us the new concept "self-excited macroscopic randomness (uncertainty)". In addition, it is found that, without any external disturbance, the chaotic three-body system might randomly disrupt with the symmetry-breaking at t=1000 in about 25% probability, which provides us the new concepts "self-excited random disruption", "self-excited random escape" and "self-excited symmetry breaking" of the chaotic three-body system. It suggests that a chaotic three-body system might randomly evolve by itself, without any external forces or disturbance.

nlin.CD↗

arXiv2014

Observations of highly localized oscillons with multiple crests and troughs

Two types of stable, highly localized Faraday's resonant standing waves with multiple crests and troughs are observed in the alcoholic solution partly filled in a Hele-Shaw cell vertically oscillated with a single frequency. These oscillons have never been reported. Systematical experiments are performed to investigate the properties of these ocsillons. Especially, some experiments are performed, for the first time, to indicate the high localization of the oscillons, which suggest that these oscillons may be regarded as a combination of the two elementary oscillons discovered by Rajchenbach et al. (Physical Review Letters, 107, 2011), for instance, (2,3) = (1,1) + (1,2), where ($m,n$) denotes oscillon with m crests and n troughs. So, our experiments also reveal an interesting, elegant "arithmetic" of these oscillons.

physics.flu-dyn↗

arXiv2014

On cusped solitary waves in finite water depth

It is well-known that the Camassa-Holm (CH) equation admits both of the peaked and cusped solitary waves in shallow water. However, it was an open question whether or not the exact wave equations can admit them in finite water depth. Besides, it was traditionally believed that cusped solitary waves, whose 1st-derivative tends to infinity at crest, are essentially different from peaked solitary ones with finite 1st-derivative. Currently, based on the symmetry and the exact water wave equations, Liao [1] proposed a unified wave model (UWM) for progressive gravity waves in finite water depth. The UWM admits not only all traditional smooth progressive waves but also the peaked solitary waves in finite water depth: in other words, the peaked solitary progressive waves are consistent with the traditional smooth ones. In this paper, in the frame of the linearized UWM, we further give, for the first time, the cusped solitary waves in finite water depth, and besides reveal a close relationship between the cusped and peaked solitary waves: a cusped solitary wave is consist of an infinite number of peaked solitary ones with the same phase speed, so that it can be regarded as a special peaked solitary wave. This also well explains why and how a cuspon has an infinite 1st-derivative at crest. It is found that, like peaked solitary waves, the vertical velocity of a cusped solitary wave in finite water depth is also discontinuous at crest (x=0), and especially its phase speed has nothing to do with wave height, too. In addition, it is unnecessary to consider whether the peaked/cusped solitary waves given by the UWM are weak solution or not, since the governing equation is not necessary to be satisfied at crest. All of these would deepen and enrich our understandings about the cusped solitary waves.

physics.flu-dyn↗

arXiv2014

On the mathematically reliable long-term simulation of chaos of Lorenz equation in the interval [0,10000]

Using 1200 CPUs of the National Supercomputer TH-A1 and a parallel integral algorithm based on the 3500th-order Taylor expansion and the 4180-digit multiple precision data, we have done a reliable simulation of chaotic solution of Lorenz equation in a rather long interval [0,10000] (Lorenz time unit). Such a kind of mathematically reliable chaotic simulation has never been reported. It provides us a numerical benchmark for mathematically reliable long-term prediction of chaos. Besides, it also proposes a safe method for mathematically reliable simulations of chaos in a finite but long enough interval. In addition, our very fine simulations suggest that such a kind of mathematically reliable long-term prediction of chaotic solution might have no physical meanings, because the inherent physical micro-level uncertainty due to thermal fluctuation might quickly transfer into macroscopic uncertainty so that trajectories for a long enough time would be essentially uncertain in physics.

nlin.CD↗

arXiv2014

A comment on the arguments about the reliability and convergence of chaotic simulations

Yao and Hughes commented (Tellus-A, 60: 803 - 805, 2008) that "all chaotic responses are simply numerical noise and have nothing to do with the solutions of differential equations". However, using 1200 CPUs of the National Supercomputer TH-A1 and a parallel integral algorithm of the so-called "Clean Numerical Simulation" (CNS) based on the 3500th-order Taylor expansion and data in 4180-digit multiple precision, one can gain reliable, convergent chaotic solution of Lorenz equation in a rather long interval [0,10000]. This supports Lorenz's optimistic viewpoint (Tellus-A, 60: 806 - 807, 2008): "numerical approximations can converge to a chaotic true solution throughout any finite range of time".

nlin.CD↗

arXiv2013

A commend on "Three Classes of Newtonian Three-Body Planar Periodic Orbits" by Šuvakov and Dmitrašinović (PRL, 2013)

Currently, the fifteen new periodic solutions of Newtonian three-body problem with equal mass were reported by Šuvakov and Dmitrašinović (PRL, 2013) [1]. However, using a reliable numerical approach (namely the Clean Numerical Simulation, CNS) that is based on the arbitrary-order Taylor series method and data in arbitrary-digit precision, it is found that at least seven of them greatly depart from the periodic orbits after a long enough interval of time. Therefore, the reported initial conditions of at least seven of the fifteen orbits reported by Šuvakov and Dmitrašinović [1] are not accurate enough to predict periodic orbits. Besides, it is found that these seven orbits are unstable.

astro-ph.EP↗

arXiv2013

Do peaked solitary water waves indeed exist?

Many models of shallow water waves admit peaked solitary waves. However, it is an open question whether or not the widely accepted peaked solitary waves can be derived from the fully nonlinear wave equations. In this paper, a unified wave model (UWM) based on the symmetry and the fully nonlinear wave equations is put forward for progressive waves with permanent form in finite water depth. Different from traditional wave models, the flows described by the UWM are not necessarily irrotational at crest, so that it is more general. The unified wave model admits not only the traditional progressive waves with smooth crest, but also a new kind of solitary waves with peaked crest that include the famous peaked solitary waves given by the Camassa-Holm equation. Besides, it is proved that Kelvin's theorem still holds everywhere for the newly found peaked solitary waves. Thus, the UWM unifies, for the first time, both of the traditional smooth waves and the peaked solitary waves. In other words, the peaked solitary waves are consistent with the traditional smooth ones. So, in the frame of inviscid fluid, the peaked solitary waves are as acceptable and reasonable as the traditional smooth ones. It is found that the peaked solitary waves have some unusual and unique characteristics. First of all, they have a peaked crest with a discontinuous vertical velocity at crest. Especially, the phase speed of the peaked solitary waves has nothing to do with wave height. In addition, the kinetic energy of the peaked solitary waves either increases or almost keeps the same from free surface to bottom. All of these unusual properties show the novelty of the peaked solitary waves, although it is still an open question whether or not they are reasonable in physics if the viscosity of fluid and surface tension are considered.

physics.flu-dyn↗