Global existence, uniqueness and stability for nonlinear dissipative bulk-interface interaction systems

We show global well-posedness and exponential stability of equilibria for a general class of nonlinear dissipative bulk-interface systems. They correspond to thermodynamically consistent gradient structure models of bulk-interface interaction. The setting includes nonlinear slow and fast diffusion in the bulk and nonlinear coupled diffusion on the interface. Additional driving mechanisms can be included and non-smooth geometries and coefficients are admissible, to some extent. An important application are volume-surface reaction-diffusion systems with nonlinear coupled diffusion.Comment: 21 page

On the flow of non-axisymmetric perturbations of cylinders via surface diffusion

We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders $\mathcal{C}_r$ in ${\rm I \! R}^3$. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity, we establish existence and uniqueness of solutions to surface diffusion flow starting from (spatially--unbounded) surfaces defined over $\mathcal{C}_r$ via scalar height functions which are uniformly bounded away from the central cylindrical axis. Additionally, we show that $\mathcal{C}_r$ is normally stable with respect to $2 \pi$--axially--periodic perturbations if the radius $r > 1$,and unstable if $0 < r < 1$. Stability is also shown to hold in settings with axial Neumann boundary conditions.Comment: 20 pages, 1 figure, submitted for publicatio

Space-modulated Stability and Averaged Dynamics

In this brief note we give a brief overview of the comprehensive theory, recently obtained by the author jointly with Johnson, Noble and Zumbrun, that describes the nonlinear dynamics about spectrally stable periodic waves of parabolic systems and announce parallel results for the linearized dynamics near cnoidal waves of the Korteweg-de Vries equation. The latter are expected to contribute to the development of a dispersive theory, still to come.Comment: Proceedings of the "Journ\'ees \'Equations aux d\'eriv\'ees partielles", Roscoff 201

Convective instability and transient growth in flow over a backward-facing step

Transient energy growths of two- and three-dimensional optimal linear perturbations to two-dimensional flow in a rectangular backward-facing-step geometry with expansion ratio two are presented. Reynolds numbers based on the step height and peak inflow speed are considered in the range 0–500, which is below the value for the onset of three-dimensional asymptotic instability. As is well known, the flow has a strong local convective instability, and the maximum linear transient energy growth values computed here are of order 80×103 at Re = 500. The critical Reynolds number below which there is no growth over any time interval is determined to be Re = 57.7 in the two-dimensional case. The centroidal location of the energy distribution for maximum transient growth is typically downstream of all the stagnation/reattachment points of the steady base flow. Sub-optimal transient modes are also computed and discussed. A direct study of weakly nonlinear effects demonstrates that nonlinearity is stablizing at Re = 500. The optimal three-dimensional disturbances have spanwise wavelength of order ten step heights. Though they have slightly larger growths than two-dimensional cases, they are broadly similar in character. When the inflow of the full nonlinear system is perturbed with white noise, narrowband random velocity perturbations are observed in the downstream channel at locations corresponding to maximum linear transient growth. The centre frequency of this response matches that computed from the streamwise wavelength and mean advection speed of the predicted optimal disturbance. Linkage between the response of the driven flow and the optimal disturbance is further demonstrated by a partition of response energy into velocity components

Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems

We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in which the underlying dynamics can be well approximated by a reduced order effective dynamics in the time scale limit (using classical homogenziation results), the associated optimal expected cost converges in the time scale limit to an effective optimal cost. This entails that we can well approximate the stochastic optimal control for the whole system by the reduced order stochastic optimal control, which is clearly easier to solve because of lower dimensionality. The approach uses an equivalent formulation of the Hamilton-Jacobi-Bellman (HJB) equation, in terms of forward-backward SDEs (FBSDEs). We exploit the efficient solvability of FBSDEs via a least squares Monte Carlo algorithm and show its applicability by a suitable numerical example

Hyperbolic-parabolic singular perturbation for Kirchhoff equations with weak dissipation

We consider Kirchhoff equations with a small parameter epsilon in front of the second-order time-derivative, and a dissipative term whose coefficient may tend to 0 as t -> + infinity (weak dissipation). In this note we present some recent results concerning existence of global solutions, and their asymptotic behavior both as t -> + infinity and as epsilon -> 0. Since the limit equation is of parabolic type, this is usually referred to as a hyperbolic-parabolic singular perturbation problem. We show in particular that the equation exhibits hyperbolic or parabolic behavior depending on the values of the parameters.Comment: 20 pages, 2 tables, 1 figure, conference paper (7th ISAAC congress, London 2009

On well-posedness, stability, and bifurcation for the axisymmetric surface diffusion flow

In this article, we study the axisymmetric surface diffusion flow (ASD), a fourth-order geometric evolution law. In particular, we prove that ASD generates a real analytic semiflow in the space of (2 + \alpha)-little-H\"older regular surfaces of revolution embedded in R^3 and satisfying periodic boundary conditions. We also give conditions for global existence of solutions and prove that solutions are real analytic in time and space. Further, we investigate the geometric properties of solutions to ASD. Utilizing a connection to axisymmetric surfaces with constant mean curvature, we characterize the equilibria of ASD. Then, focusing on the family of cylinders, we establish results regarding stability, instability and bifurcation behavior, with the radius acting as a bifurcation parameter for the problem.Comment: 37 pages, 6 figures, To Appear in SIAM J. Math. Ana