Multiple Scale Expansion Research Articles

Weakly Nonlinear and Numerical Analysis of Auto-Oscillatory Dynamics in a Solid Propellant Combustion Model

In solid combustion, a planar traveling flame wave may lose stability to oscillatory modes in certain parameter regimes. The loss of stability is commonly achieved through a Hopf bifurcation in which linearly unstable modes grow to fixed amplitudes. This situation has been well studied in models of strictly condensed combustion and has been observed experimentally. In this paper, we describe the onset and evolution of oscillatory modes arising in a free-interface model of solid propellant combustion. After a brief introduction, the structure and stability of small perturbations to a planar flame wave are then investigated. Multiple-scale expansions are utilized to describe changes in the amplitude and the phase of a single, weakly unstable mode, and the results are compared to numerical predictions. It is found the over much of the parameter space that the analytical and numerical solutions predict a supercritical Hopf bifurcation similar to those found in models of strictly condensed combustion.

Automated aerial compression based on nonlinear multiple scale expansion

Automated aerial compression based on nonlinear multiple scale expansion

Homogenization of Stokes Equation by Multiple Scale Expansion Method

In this paper we prove the homogenization of the Stokes equation by the method of multiple scale expansion. In particular the cell problems are clearly defined and an algorithm for obtaining the homogenized solution is well stated in the concluding part.

New porous medium Poisson-Nernst-Planck equations for strongly oscillating electric potentials

We consider the Poisson-Nernst-Planck system which is well-accepted for describing dilute electrolytes as well as transport of charged species in homogeneous environments. Here, we study these equations in porous media whose electric permittivities show a strong contrast compared with the electric permittivity of the electrolyte phase. Our main result is the derivation of convenient low-dimensional equations, that is, of effective macroscopic porous media Poisson-Nernst-Planck equations, which reliably describe ionic transport. The contrast in the electric permittivities between liquid and solid phase and the heterogeneity of the porous medium induce strongly oscillating electric potentials (fields). In order to account for this specific physical scenario, we introduce a modified asymptotic multiple-scale expansion which takes advantage of the nonlinearly coupled structure of the ionic transport equations. This allows for a systematic upscaling resulting in a new effective porous medium formulation which shows a new transport term on the macroscale. Solvability of all arising equations is rigorously verified. The emergence of a new transport term indicates promising physical insights into the influence of the microscale material properties on the macroscale. Hence, systematic upscaling strategies provide a source and a prospective tool to capitalize intrinsic scale effects for scientific, engineering, and industrial applications.

A Multiple-Scale Analysis of Evaporation Induced Marangoni Convection

This paper considers the stability of thin liquid layers of binary mixtures of a volatile (solvent) species and a nonvolatile (polymer) species. Evaporation leads to a depletion of the solvent near the liquid surface. If surface tension increases for lower solvent concentrations, sufficiently strong compositional gradients can lead to Bénard--Marangoni-type convection that is similar to the kind which is observed in films that are heated from below. The onset of the instability is investigated by a linear stability analysis. Due to evaporation, the base state is time dependent, thus leading to a nonautonomous linearized system which impedes the use of normal modes. However, the time scale for the solvent loss due to evaporation is typically long compared to the diffusive time scale, so a systematic multiple scales expansion can be sought for a finite-dimensional approximation of the linearized problem. This is determined to leading and to next order. The corrections indicate that the validity of the expansion does not depend on the magnitude of the individual eigenvalues of the linear operator, but it requires these eigenvalues to be well separated. The approximations are applied to analyze experiments by Bassou and Rharbi with polystyrene/toluene mixtures [Langmuir, 25 (2009), pp. 624--632].

Pattern formation driven by cross-diffusion in a 2D domain

In this work we investigate the process of pattern formation in a two dimensional domain for a reaction–diffusion system with nonlinear diffusion terms and the competitive Lotka–Volterra kinetics. The linear stability analysis shows that cross-diffusion, through Turing bifurcation, is the key mechanism for the formation of spatial patterns. We show that the bifurcation can be regular, degenerate non-resonant and resonant. We use multiple scales expansions to derive the amplitude equations appropriate for each case and show that the system supports patterns like rolls, squares, mixed-mode patterns, supersquares, and hexagonal patterns.

Long wavelength inner-resonance cut-off frequencies in elastic composite materials

We revisit an ancient paper (Auriault and Bonnet, 1985) which points out the existence of cut-off frequencies for long acoustic wavelength in high-contrast elastic composite materials, i.e. when the wavelength is large with respect to the characteristic heterogeneity length. The separation of scales enables the use of the method of multiple scale expansions for periodic structures, a powerful upscaling technique from the heterogeneity scale to the wavelength scale. However, the results remain valid for non-periodic composite materials which show a Representative Elementary Volume (REV). The paper extends the previous investigations to three-component composite materials made of hard inclusions, coated with a soft material, both of arbitrary geometry, and embedded in a connected stiff material. The equivalent macroscopic models are rigorously established as well as their domains of validity. Provided that the stiffness contrast within the soft and the connected stiff materials is of the order of the squared separation of scales parameter, it is demonstrated (i) that the propagation of long wave may coincide with the resonance frequencies of the hard inclusions/soft material system and (ii) that the macroscopic model presents a series of cut-off frequencies given by an eigenvalue problem for the resonating domain in the cell. These results are illustrated in the case of stratified composites and the possible microstructures of heterogeneous media in which the inner dynamics phenomena may occur are discussed.

Analytic treatment of a system with a vibro-impact nonlinear energy sink

This Communication reports on an approximate analytic procedure for analysis of transient damped response in a system comprising a primary linear oscillator and vibro-impact nonlinear energy sink (NES). Multiple-scale expansion reduces the problem in the first approximation to low-dimensional vibro-impact system with forcing and damping; the latter problem yields to direct analytic approach. The results computed by this way fairly correlate with direct numeric simulations. The analysis takes advantage of small ratio of the NES and the primary masses, but does not require the restitution coefficient to be close to unity. The proposed approach paves the way for efficient design of systems with vibro-impact NESs.

Bifurcation threshold of the delayed van der Pol oscillator under stochastic modulation

We obtain the location of the Hopf bifurcation threshold for a modified van der Pol oscillator, parametrically driven by a stochastic source and including delayed feedback in both position and velocity. We introduce a multiple scale expansion near threshold, and we solve the resulting Fokker-Planck equation associated with the evolution at the slowest time scale. The analytical results are compared with a direct numerical integration of the model equation. Delay modifies the Hopf frequency at threshold and leads to a stochastic bifurcation that is shifted relative to the deterministic limit by an amount that depends on the delay time, the amplitude of the feedback terms, and the intensity of the noise. Interestingly, stochasticity generally increases the region of stability of the limit cycle.

Dynamics of polaritons in semiconductor microcavities near instability thresholds

A theoretical study is presented on the dynamics of polaritons in semiconductor microcavities near parametric instability thresholds. With upward or downward ramp of optical pump, different instability modes emerge in parameter space defined by damping and detuning. According to these modes, stationary short-wave, stationary periodic, oscillatory periodic, and oscillatory uniform parametric instabilities are distinguished. By multiple scale expansion, the dynamics near threshold can be described by a critical mode with a slowly varying amplitude for the last three instabilities. Furthermore, it is found that the evolutions of their amplitudes are governed by real or complex Ginzburg–Landau equations.

Modulational instability and gap solitons in periodic ferromagnetic films

The modulational instability and gap solitons are theoretically studied in the ferromagnetic films under a periodic magnetic field. By multiple scale expansion, the envelope soliton solutions are obtained naturally. Due to the periodic modulation of dispersion, the solitons may be pushed into the gap region. For the easy-axis magnetic film, the red-shift of frequency leads to a modulational instability in the bottom of band and generates a bright gap soliton. For the easy-plane case, the blue-shift leads to an instability in the top of band and a dark gap soliton emerges. The weak damping produces an attenuation factor and a small oscillation.

Reduced order computational continua

We present a new multiscale approach, hereafter referred to as reduced order computational continua (RC2), that possesses computational efficiency of phenomenological models for heterogeneous media with accuracy inherent to generalized and nonlocal continua models. The RC2 approach introduces no scale separation, makes no assumption about infinitesimality of the fine-scale structure, does not require higher order continuity, introduces no new degrees-of-freedom, is free of higher order boundary conditions and exploits a pre-computed material database to effectively solve a unit cell (representative volume) problem. It features three building blocks: (i) the nonlocal quadrature scheme, (ii) the coarse-scale stress function and (iii) the residual-free fields. The nonlocal quadrature scheme permits nonlocal interactions to extend over finite neighborhoods and thus introduces nonlocality into the two-scale integrals employed in the multiple-scale asymptotic expansion methods, or alternatively, into the Hill–Mandel macrohomogeneity condition. The coarse-scale stress function, which replaces the classical notion of coarse-scale stress being the average of fine-scale stresses, is constructed to express the governing equations in terms of coarse-scale fields only. Finally, the residual-free fields are constructed to avoid costly discrete equilibrium solution of the unit cell problems, which is known to be the bottleneck of multiscale computations.

Eddy diffusivities of inertial particles under gravity

AbstractThe large-scale/long-time transport of inertial particles of arbitrary mass density under gravity is investigated by means of a formal multiple-scale perturbative expansion in the scale-separation parameter between the carrier flow and the particle concentration field. The resulting large-scale equation for the particle concentration is determined, and is found to be diffusive with a positive definite eddy diffusivity. The calculation of the latter tensor is reduced to the resolution of an auxiliary differential problem, consisting of a coupled set of two differential equations in a $(6+ 1)$-dimensional coordinate system (three space coordinates plus three velocity coordinates plus time). Although expensive, numerical methods can be exploited to obtain the eddy diffusivity, for any desirable non-perturbative limit (e.g. arbitrary Stokes and Froude numbers). The aforementioned large-scale equation is then specialized to deal with two different relevant perturbative limits: (i) vanishing of both Stokes time and sedimenting particle velocity; (ii) vanishing Stokes time and finite sedimenting particle velocity. Both asymptotics lead to a greatly simplified auxiliary differential problem, now involving only space coordinates and thus easily tackled by standard numerical techniques. Explicit, exact expressions for the eddy diffusivities have been calculated, for both asymptotics, for the class of parallel flows, both static and time-dependent. This allows us to investigate analytically the role of gravity and inertia on the diffusion process by varying relevant features of the carrier flow, such as the form of its temporal correlation function. Our results exclude a universal role played by gravity and inertia on the diffusive behaviour: regimes of both enhanced and reduced diffusion may exist, depending on the detailed structure of the carrier flow.

Helicity and Wave Switching in a Nonlinear Model of DNA Dynamics

We have introduced helicity in the revised Hamiltonian in which the dipole-dipole interaction and dipoleinduced- dipole interaction have taken into account. The system has been shown to be govern by a set of coupled discrete sine- Gordon equations, which describe the bending and oscillations of the hydrogen bonds. The multiple scale expansion has been used and the stability of planar waves, solutions of the system, has been investigated. We have brought out the effect of discreteness and have shown that helicity brings about wave switching in the two-component DNA model under study. PACS number(s): 87.14.gk, 05.45.Yv, 87.15.H.

Thin-Layer Solutions of the Helmholtz and Related Equations

This paper concerns a certain class of two-dimensional solutions to four generic partial differential equations—the Helmholtz, modified Helmholtz, and convection-diffusion equations, and the heat conduction equation in the frequency domain—and the connections between these equations for this particular class of solutions. Specifically, we consider “thin-layer” solutions, valid in narrow regions across which there is rapid variation, in the singularly perturbed limit as the coefficient of the Laplacian tends to zero. For the well-studied Helmholtz equation, this is the high-frequency limit and the solutions in question underpin the conventional ray theory/WKB approach in that they provide descriptions valid in some of the regions where these classical techniques fail. Examples are caustics, shadow boundaries, whispering gallery, and creeping waves and focusing and bouncing ball modes. It transpires that virtually all such thin-layer models reduce to a class of generalized parabolic wave equations, of which the heat conduction equation is a special case. Moreover, in most situations, we will find that the appropriate parabolic wave equation solutions can be derived as limits of exact solutions of the Helmholtz equation. We also show how reasonably well-understood thin-layer phenomena associated with any one of the four generic equations may translate into less well-known effects associated with the others. In addition, our considerations also shed some light on the relationship between the methods of matched asymptotic, WKB, and multiple-scales expansions.

Inertial-particle dispersion and diffusion

We analytically investigate the dynamics of inertial particles in incompressible flows in the limit of small but finite inertia, focusing on two specific instances. First, we study the concentration of particles continuously emitted from a point source with a given exit velocity distribution. The anisotropy of the latter turns out to be a necessary factor for the presence of a correction (with respect to the corresponding tracer case) at order square root of the Stokes number. Secondly, by means of a multiple-scale expansion, we analyse the particle effective diffusivity, and in particular its dependence on Brownian diffusivity, gravity effects and particle-to-fluid density ratio. In both cases, we obtain forced advection–diffusion equations for auxiliary quantities in the physical space, thus simplifying the problem from the full phase space to a system which can easily be solved numerically.

Pattern Formation in Rectangular Planform Containers

Insight is gained into the onset and nonlinear development of convection in rectangular planform containers uniformly heated from below through a study of the two-dimensional Swift–Hohenberg equation with no-slip boundary conditions. Numerical computation is used to identify the bifurcation structure of steady-state solutions and to track their nonlinear development, a key element of which is the formation of a centrosymmetric roll pattern via a secondary bifurcation. The notion that in such systems, the pattern at onset always consists of rolls parallel to the shorter lateral boundaries is shown to be false. For planforms whose dimensions are much greater than the characteristic wavelength of convection, a weakly nonlinear theory based on the use of multiple-scale matched asymptotic expansions is used to describe the onset of convection in the form of rolls confined to the neighbourhood of the diagonals of the rectangle. For large planforms of a given diagonal length, an aspect ratio is determined at which the earliest onset of convection occurs.

An application of modified reductive perturbation method to long water waves

In this work, we extended the application of “the modified reductive perturbation method” to long water waves and obtained the governing equations as the KdV hierarchy. Seeking a localized travelling wave solutions to these evolution equations we determined the scale parameter c 1so as to remove the possible secularities that might occur. The present method is seen to be fairly simple as compared to the renormalization method [Kodama, Y., & Taniuti, T. (1977). Higher order approximation in reductive perturbation method 1. Weakly dispersive system. Journal of Physics Society of Japan, 45, 298–310] and the multiple scale expansion method [Kraenkel, R. A., Manna, M. A., & Pereira, J. G. (1995). The Korteweg–deVries hierarchy and long water waves. Journal of Mathematics Physics, 36, 307–320].

Initial-value problem for coupled Boussinesq equations and a hierarchy of Ostrovsky equations

We consider the initial-value problem for a system of coupled Boussinesq equations on the infinite line for localised or sufficiently rapidly decaying initial data, generating sufficiently rapidly decaying right- and left-propagating waves. We study the dynamics of weakly nonlinear waves, and using asymptotic multiple-scale expansions and averaging with respect to the fast time, we obtain a hierarchy of asymptotically exact coupled and uncoupled Ostrovsky equations for unidirectional waves. We then construct a weakly nonlinear solution of the initial-value problem in terms of solutions of the derived Ostrovsky equations within the accuracy of the governing equations, and show that there are no secular terms. When coupling parameters are equal to zero, our results yield a weakly nonlinear solution of the initial-value problem for the Boussinesq equation in terms of solutions of the initial-value problems for two Korteweg–de Vries equations, integrable by the Inverse Scattering Transform. We also perform relevant numerical simulations of the original unapproximated system of Boussinesq equations to illustrate the difference in the behaviour of its solutions for different asymptotic regimes.

Investigation on the Nonlinear Excitation in an Array of Spin Valve Pillars During the propagation of Electromagnetic Wave

We have investigated the nonlinear excitations in an array of spin valve pillars during the propagation of an electromagnetic wave. The flowing electrons exhibit spins transportation effect due to the torque experienced by the spin magnetization. From the Hamiltonian which models the spin interaction in a spin valve array, we have studied the effect of perturbation using multiple scale expansion and Reduction Perturbation method. The Landau–Lifshitz–Gilbert equation of magnetization, which models the evolution of magnetization of the ferromagnetic layer, is studied along with Maxwell’s equation for the electromagnetic waves. It is found that the system of equations reduce to the celebrated modified KdV equation. The solution of the spin excitations are localized solitons. The physically interesting solitons can be harnessed to the increase in density of memory devices.