boundedness for the general semilinear duffing equations via the twist theorem abstract in this paper we prove the boundedness of all solutions for the periodic equation x 2 x x g x x t p t where satisfies the diophantine condition x c 19 is bounded p t c 23 and d x i d t j g x t is bounded for 0 i j 21

a fast poisson solver for complex geometries robust fast solvers for the poisson equation have generally been limited to regular geometries where direct methods based on fourier analysis or cyclic reduction and multigrid methods can be used while multigrid methods can be applied in irregular domains and to a broader class of partial differential equations they are difficult to implement in a robust fashion since they require an appropriate hierarchy of coarse grids which are not provided in many practical situations in this paper we present a new fast poisson solver based on potential theory rather than on direct discretization of the partial differential equation our method combines fast algorithms for computing volume integrals and evaluating layer potentials on a grid with a fast multipole accelerated integral equation solver the amount of work required is o m log m n where m is the number of interior grid points and n is the number of points on the boundary asymptotically the cost of our method is just twice that of a standard poisson solver on a rectangular domain in which the problem domain can be embedded independent of the complexity of the geometry

simulations of multiphase flows with multiple length scales using moving mesh interface tracking with adaptive meshing in multiphase flows the length scales of thin regions such as thin films between nearly touching drops and thin threads formed during the interface pinch off are usually several orders of magnitude smaller than the size of the drops in this paper a number of extra length criteria for adaptive meshes are developed and implemented in the moving mesh interface tracking method to solve these multiple length scale problems with high fidelity a nominal length scale based on the solutions of laplace s equations with the unit normal vectors of surfaces as the boundary conditions is proposed for the adaptive mesh refinement in the thin regions for almost flat interfaces boundaries which are near to the thin regions the averaged length of the interior edges sharing the two nodes with the boundary edge is introduced for the mesh adaptation the averaged length of the interfacial edges is used for the interior elements near the interfaces but outside of the thin regions for the interior mesh away from the interfaces boundaries different averaged length scales based on the initial mesh are employed for the adaptive mesh refining and coarsening numerous cases are simulated to demonstrate the capability of the proposed schemes in handling multiple length scales which include the relaxation and necking of an elongated droplet droplet droplet head on approaching droplet wall interactions and a droplet pair in a shear flow the smallest length resolved for the thin regions is three orders of magnitude smaller than the largest characteristic length of the problem

long time stability estimates for the non periodic littlewood boundedness problem we consider the nonlinear oscillator equation for 3 and non periodic forcing p for any solution x which is unbounded in the phase plane it is shown that for e 0 small enough there is a solution x e which is bounded in the phase plane and such that the actions of x e and x remain close on a time interval of length e 2 further precise information is available on the location of the zeros of x e in addition it is possible to take the bounded solution x e from a fixed countable family of such solutions

computing interface motion in compressible gas dynamics a hamilton jacobi level set formulation of the equations of motion for propagating interfaces has been introduced recently by osher and sethian this formulation allows fronts to self intersect develop singularities and change topology the numerical algorithms based on this approach handle topological merging and breaking naturally work in any number of space dimensions and do not require that the moving front be written as a function instead the moving front is embedded as a particular level set in a fixed domain partial differential equation numerical techniques borrowed from hyperbolic conservation laws are then used to accurately capture the complicated surface motion that satisfies the global entropy condition for propagating fronts given by sethian in this paper we analyze the coupling of this level set formulation to a system of conservation laws for compressible gas dynamics we study both conservative and non conservative differencing of the level set function and compare the two approaches to illustrate the capability of the method we study the compressible rayleigh taylor and kelvin helmholtz instabilities for air air and air helium boundaries we perform numerical convergence studies of the method over a range of parameters and analyze the accuracy of this approach applied to these problems

longtime closeness estimates for bounded and unbounded solutions of non recurrent duffing equations with polynomial potentials abstract in this paper we consider the littlewood s problem for the second order differential equation x x 2 n 1 q t x l p t l n where the functions p t and q t do not need to be periodic using the theory of non periodic twist mappings which is developed by kunze and ortega in 3 4 5 6 7 we obtained longtime closeness results on the bounded and unbounded solutions of the equation

invariant tori of duffing type equations abstract in this paper we prove the existence of invariant tori and thus the boundedness of all solutions and the existence of quasiperiodic solutions for a class of duffing type equations d 2 x dt 2 x 2n 1 j 0 2n p j t x j 0 n 1 wherepj t j 0 1 n are 1 periodicc 1 functions and wherepj t j n 1 2n are 1 periodicc 2 functions

boundedness in a piecewise linear oscillator and a variant of the small twist theorem consider the differential equation ddot x n 2 x h l x p t where n 1 2 dots is an integer p is a 2 pi periodic function and h l is the piecewise linear function h l x begin cases l text if x geq 1 lx text if x leq 1 l text if x leq 1 end cases a classical result of lazer and leach implies that this equation has a 2 pi periodic solution if and only if begin equation label ll hat p n 2l over pi end equation where hat p n 1 over 2 pi int 0 2 pi p t e int dt in this paper i prove that if p is of class c 5 then the condition ref ll is also necessary and sufficient for the boundedness of all the solutions of the equation the proof of this theorem motivates a new variant of moser s small twist theorem this variant guarantees the existence of invariant curves for certain mappings of the cylinder which have a twist that may depend on the angle 1991 mathematics subject classification 34c11 58f35

the quantum group suq 2 and a q analogue of the boson operators a new realisation of the quantum group suq 2 is constructed by means of a q analogue to the jordan schwinger mapping determining thereby both the complete representation structure and q analogues to the wigner and racah operators to achieve this realisation a new elementary object is defined a q analogue to the harmonic oscillator the uncertainty relation for position and momentum in a q harmonic oscillator is quite unusual

a level set approach for computing solutions to incompressible two phase flow a level set approach for computing solutions to incompressible two phase flow is presented the interface between the two fluids is considered to be sharp and is described as the zero level set of a smooth function a new treatment of the level set method allows us to efficiently maintain the level set function as the signed distance from the interface we never have to explicitly reconstruct or find the zero level set consequently we are able to handle arbitrarily complex topologies large density and viscosity ratios and surface tension on relatively coarse grids we use a second order projection method along with a second order upwinded procedure for advecting the momentum and level set equations we consider the motion of air bubbles and water drops we also compute flows with multiple fluids such as air oil and water

semi implicit second order schemes for numerical solution of level set advection equation on cartesian grids abstract a new parametric class of semi implicit numerical schemes for a level set advection equation on cartesian grids is derived and analyzed an accuracy and a stability study is provided for a linear advection equation with a variable velocity using partial lax wendroff procedure and numerical von neumann stability analysis the obtained semi implicit scheme is 2nd order accurate in space and time in any dimensional case when using a dimension by dimension extension of the one dimensional scheme that is not the case for analogous fully explicit or fully implicit schemes a further improvement is obtained by using so called corner transport upwind extension in two dimensional case the extended semi implicit scheme with a specific velocity dependent value of is 3rd order accurate in space and time for a constant advection velocity and it is unconditional stable according to the numerical von neumann stability analysis for the linear advection equation in general

multicomponent flow calculations by a consistent primitive algorithm the dynamics of inviscid multicomponent fluids may be modelled by the euler equations augmented by one or more additional species equation s attempts to compute solutions for extended euler models in conservation form show strong oscillations and other computational inaccuracies near material interfaces these are due to erroneous pressure fluctuations generated by the conservative wave model this problem does not occur in single component computations and arises only in the presence of several species a nonconservative primitive euler formulation is proposed which results in complete elimination of the oscillations the numerical algorithm uses small viscous perturbations to remove leading order conservation errors and is conservative to the order of numerical approximation numerical experiments show clean monotonic solution profiles with acceptably small conservation error for shocks of weak to moderate strengths

the immersed interface multigrid methods for interface problems new multigrid methods are developed for the maximum principle preserving immersed interface method applied to second order linear elliptic and parabolic pdes that involve interfaces and discontinuities for elliptic interface problems the multigrid solver developed in this paper works while some other multigrid solvers do not for linear parabolic equations we have developed the second order maximum principle preserving finite difference scheme in this paper we use the crank nicolson scheme to deal with the diffusion part and an explicit scheme for the first order derivatives numerical examples are also presented

maximum principle preserving schemes for interface problems with discontinuous coefficients new finite difference methods using cartesian grids are developed for elliptic interface problems with variable discontinuous coefficients singular sources and nonsmooth or even discontinuous solutions the new finite difference schemes are constructed to satisfy the sign property of the discrete maximum principle using quadratic optimization techniques the methods are shown to converge under certain conditions using comparison functions the coefficient matrix of the resulting linear system of equations is an m matrix and is coupled with a multigrid solver numerical examples are also provided to show the efficiency of the proposed methods

a cartesian grid embedded boundary method for poisson s equation on irregular domains we present a numerical method for solving poisson s equation with variable coefficients and dirichlet boundary conditions on two dimensional regions the approach uses a finite volume discretization which embeds the domain in a regular cartesian grid we treat the solution as a cell centered quantity even when those centers are outside the domain cells that contain a portion of the domain boundary use conservative differencing of second order accurate fluxes on each cell volume the calculation of the boundary flux ensures that the conditioning of the matrix is relatively unaffected by small cell volumes this allows us to use multigrid iterations with a simple point relaxation strategy we have combined this with an adaptive mesh refinement amr procedure we provide evidence that the algorithm is second order accurate on various exact solutions and compare the adaptive and nonadaptive calculations

unboundedness in a duffing equation with polynomial potentials abstract in this paper a continuous periodic function p t is constructed such that the duffing equation d2x dt2 x2n 1 p t xl 0 with p t c0 s1 n 2 2n 1 l n 2 possesses an unbounded solution which shows that the smoothness of the coefficients of the perturbation does influence the boundedness of solutions

a weak formulation for solving elliptic interface problems without body fitted grid a typical elliptic interface problem is casted as piecewise defined elliptic partial differential equations pde in different regions which are coupled together with interface conditions such as jumps in solution and flux across the interface in many situations such as the interface is moving the challenge is how to solve such a problem accurately robustly and efficiently without generating a body fitted mesh the key issue is how to capture complex geometry of the interface and jump conditions across the interface effectively on a fixed mesh while the interface is not aligned with the mesh and the pde is not valid across the interface in this work we present a systematic formulation and further study of a second order accurate numerical method proposed in hou and liu 2005 16 for elliptic interface problem the key idea is to decompose the solution into two parts a singular part and a regular part the singular part captures the interface conditions while the regular part belongs to an appropriate space in the whole domain which can be solved by a standard finite element formulation in a general setup the two parts are coupled together we give an explicit study of the construction of the singular part and the discretized system for the regular part one key advantage of using weak formulation is that one can avoid assuming using more regularity than necessary of the solution and the interface we present the numerical algorithm and numerical tests in 3d to demonstrate the accuracy and other properties of our method

a note on immersed interface method for three dimensional elliptic equations abstract the immersed interface method proposed by leveque and li 1 is extended to three dimensional elliptic equations of the form x u x x u x f x we study the situation in which there is an irregular interface surface s contained in the solution domain across which and f may be discontinuous or even singular as a result the solution u will usually be nonsmooth or even discontinuous a finite difference approach with a uniform cartesian grid is used in the discretization local truncation error analysis is performed to estimate the accuracy of the numerical solution

the immersed interface method for elliptic equations with discontinuous coefficients and singular sources the authors develop finite difference methods for elliptic equations of the form nabla cdot beta x nabla u x kappa x u x f x in a region omega in one or two space dimension

the fast solution of poisson s and the biharmonic equations on irregular regions we present fast methods for solving laplace s and the biharmonic equations on irregular regions with smooth boundaries the methods used for solving both equations make use of fast poisson solvers on a rectangular region in which the irregular region is embedded they also both use an integral equation formulation of the problem where the integral equations are fredholm integral equations of the second kind the main idea is to use the integral equation formulation to define a discontinuous extension of the solution to the rest of the rectangular region fast solvers are then used to compute the extended solution aside from solving the equations we have also been able to compute derivatives of the solutions with little loss of accuracy when the data was sufficiently smooth

a fast and robust rns algorithm for evaluating signs of determinants abstract a new and efficient number theoretic algorithm for evaluating signs of determinants is proposed the algorithm uses computations over small finite rings it is devoted to a variety of computational geometry problems where the necessity of evaluating signs of determinants of small matrices often arises

a fast iterative algorithm for elliptic interface problems a fast second order accurate iterative method is proposed for the elliptic equation grad cdot beta x y grad u f x y in a rectangular region omega in two space dimensions we assume that there is an irregular interface across which the coefficient beta the solution u and its derivatives and or the source term f may have jumps we are especially interested in the cases where the coefficients beta are piecewise constant and the jump in beta is large the interface may or may not align with an underlying cartesian grid the idea in our approach is to precondition the differential equation before applying the immersed interface method proposed by leveque and li siam j numer anal 4 1994 pp 1019 1044 in order to take advantage of fast poisson solvers on a rectangular region an intermediate unknown function the jump in the normal derivative across the interface is introduced our discretization is equivalent to using a second order difference scheme for a corresponding poisson equation in the region and a second order discretization for a neumann like interface condition thus second order accuracy is guaranteed a gmres iteration is employed to solve the schur complement system derived from the discretization a new weighted least squares method is also proposed to approximate interface quantities from a grid function numerical experiments are provided and analyzed the number of iterations in solving the schur complement system appears to be independent of both the jump in the coefficient and the mesh size

rapid parallel evaluation of integrals in potential theory on general three dimensional regions we present a new high order accurate method for the rapid parallel evaluation of certain integrals in potential theory on general three dimensional regions these methods use fast methods for solving the differential equation which the kernel satisfies and the number of operations needed to evaluate the integrals is essentially equal to the number of operations needed to solve the differential equation on a regular rectangular grid in particular one can evaluate integrals whose kernels are the greens function for poissons equation by using fourier methods on a rectangular grid or a fast poisson solver thus these methods avoid the problems associated with using quadrature methods to evaluate an integral with a singular kernel numerical results are presented for experiments on a variety of geometries

a boundary condition capturing method for poisson s equation on irregular domains interfaces have a variety of boundary conditions or jump conditions that need to be enforced the ghost fluid method gfm was developed to capture the boundary conditions at a contact discontinuity in the inviscid euler equations and has been extended to treat more general discontinuities such as shocks detonations and deflagrations and compressible viscous flows in this paper a similar boundary condition capturing approach is used to develop a new numerical method for the variable coefficient poisson equation in the presence of interfaces where both the variable coefficients and the solution itself may be discontinuous this new method is robust and easy to implement even in three spatial dimensions furthermore the coefficient matrix of the associated linear system is the standard symmetric matrix for the variable coefficient poisson equation in the absence of interfaces allowing for straightforward application of standard black box solvers

oscillatory escape in a duffing equation with a polynomial potential t x 0 v t 1 x v t x 1 a large class of such systems turns out to be near integrable at infinity asa consequence most large amplitude solutions are quasiperiodic withtwo frequencies and furthermore all solutions are bounded for all time the main distinguishing feature of this class of systems is the super quadratic behavior of the potential v for large x the near integrabilityat infinity is due to the difference in time scales between the time dependence of the potential on the one hand and the rapid oscillations ofhigh amplitude solutions on the other there has been much work on the

a continuum method for modeling surface tension abstract a new method for modeling surface tension effects on fluid motion has been developed interfaces between fluids of different properties or colors are represented as transition regions of finite thickness across which the color variable varies continuously at each point in the transition region a force density is defined which is proportional to the curvature of the surface of constant color at that point it is normalized so that the conventional description of surface tension on an interface is recovered when the ratio of local transition region thickness to local radius of curvature approaches zero the continuum method eliminates the need for interface reconstruction simplifies the calculation of surface tension enables accurate modeling of two and three dimensional fluid flows driven by surface forces and does not impose any modeling restrictions on the number complexity or dynamic evolution of fluid interfaces having surface tension computational results for two dimensional flows are given to illustrate the properties of the method

boundedness for solutions of nonlinear hill s equations with periodic forcing terms via moser s twist theorem we consider the nonlinear hill s equation with periodic forcing term x x2n 1 a1 ea t x p t n 1 where a t and p t are continuous and 1 periodic a1 and are positive constants and e is a small parameter the purpose of this paper is to prove that all solutions of the above mentioned equation are bounded for t r and that there are infinitely many quasi periodic solutions and an infinity of periodic solutions of minimal period m for each positive integer m

a front tracking method for viscous incompressible multi fluid flows abstract a method to simulate unsteady multi fluid flows in which a sharp interface or a front separates incompressible fluids of different density and viscosity is described the flow field is discretized by a conservative finite difference approximation on a stationary grid and the interface is explicitly represented by a separate unstructured grid that moves through the stationary grid since the interface deforms continuously it is necessary to restructure its grid as the calculations proceed in addition to keeping the density and viscosity stratification sharp the tracked interface provides a natural way to include surface tension effects both two and three dimensional full numerical simulations of bubble motion are presented

quasiperiodic motions in superquadratic time periodic potentials it is shown that for a large class of potentials on the line with superquadratic growth at infinity and with the additional time periodic dependence all possible motions under the influence of such potentials are bounded for all time and that most in a precise sense motions are in fact quasiperiodic the class of potentials includes as very particular examples the exponential polynomial and much more this extends earlier results and gives an answer to a problem posed by littlewood in the mid 1960 s along the way machinery is developed for estimating the action angle transformation directly in terms of the potential and also some apparently new identities involving singular integrals are derived

improved volume conservation in the computation of flows with immersed elastic boundaries this paper introduces a recipe for the construction of a finite difference divergence operator the coefficients of which are completely determined once an interpolation scheme has been chosen substitution of this divergence operator for the previously used divergence based on central differences makes a dramatic improvement in the overall volume conservation that is observed in an immersed boundary computation this improvement is particularly important for computations in which an elastic boundary separates chambers containing fluid at substantially different pressures a situation which is prominent in cardiac fluid dynamics during the contraction of the ventricles

the rapid evaluation of volume integrals of potential theory on general regions abstract we present a new method for the rapid high order accurate evaluation of certain volume integrals in potential theory on general irregular regions the kernels of the integrals are either a fundamental solution or a linear combination of the derivatives of a fundamental solution of a second order linear elliptic differential equation instead of using a standard quadrature formula or the exact evaluation of any integral the methods rely on rapid methods of solving the differential equation which the kernel is the solution of therefore the number of operations needed to evaluate the volume integral is essentially equal to the number of operations needed to solve the differential equation on a rectangular region with a regular grid and the method requires no evaluation of the kernel