Transcript
Page 1: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Nonlinear transport phenomena:models, method of solving and unusual

features

Vsevolod Vladimirov

AGH University of Science and technology, Faculty of AppliedMathematics

Krakow, August 10, 2010

Summer School: KPI, 2010 Nonlinear transport phenomena 1 / 38

Page 2: Nonlinear transport phenomena: models, method of solving and unusual features (1)

THE AIM OF THIS LECTURE IS TO PRESENT THESIMPLEST PATTERNS SUPPORTED BY TRANSPORTEQUATIONS

WHAT ARE PATTERNS?

Summer School: KPI, 2010 Nonlinear transport phenomena 2 / 38

Page 3: Nonlinear transport phenomena: models, method of solving and unusual features (1)

THE AIM OF THIS LECTURE IS TO PRESENT THESIMPLEST PATTERNS SUPPORTED BY TRANSPORTEQUATIONS

WHAT ARE PATTERNS?

Summer School: KPI, 2010 Nonlinear transport phenomena 2 / 38

Page 4: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 5: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 6: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 7: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 8: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 9: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 10: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Examples of patterns:I Solution to the system of reaction-diffusion equation

ut = Du ∆u + a(1− u)

vt = Dv ∆v + u v2 − k v

u(0, x) = f(x), v(0, x) = g(x),

∆ =∑2

i=1∂ 2

∂x2i

I periodically initiated cordial impulse; formation of thetrain of solitary waves;

I tsunami;I tornadoI etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 3 / 38

Page 11: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 12: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 13: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 14: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 15: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 16: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Our aim to discuss the patterns supported by the varioustransport equations in case of one spatial variable.

Advantages:I ability to present and analyze the analytical solutions to

non-linear modelsI the possibility to analyze the problem by means of

qualitative theory methods.

By patterns we temporarily mean:I non-monotonic solution to the modelling system,

maintaining their shape during the evolution;I or the non-monotonic solutions evolving in a self-similar

modeI or the non-monotonic solutions tending to infinity in finite

time (blowing-up patterns)Summer School: KPI, 2010 Nonlinear transport phenomena 4 / 38

Page 17: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Heat transport: the balance equation

d

d t

∫Ω

ρ u(t, x)d x = −∫

∂ Ω~q d~σ +

∫Ω

f (u(t, x); t, x)d x, (1)

where ~q is the density of the heat flux on the boundary ∂ Ω.On virtue of the Fick law, is as follows:

~q = −κ∇u(t, x);

u(t, x) is the energy per unit mass (the temperature);ρ is the heat capacity per unit volume;

κ(u; t, x) is the heat transport coefficient;f (u(t, x); t, x) is the voluminal heat source.

Summer School: KPI, 2010 Nonlinear transport phenomena 5 / 38

Page 18: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Heat transport: the balance equation

d

d t

∫Ω

ρ u(t, x)d x = −∫

∂ Ω~q d~σ +

∫Ω

f (u(t, x); t, x)d x, (1)

where ~q is the density of the heat flux on the boundary ∂ Ω.On virtue of the Fick law, is as follows:

~q = −κ∇u(t, x);

u(t, x) is the energy per unit mass (the temperature);ρ is the heat capacity per unit volume;

κ(u; t, x) is the heat transport coefficient;f (u(t, x); t, x) is the voluminal heat source.

Summer School: KPI, 2010 Nonlinear transport phenomena 5 / 38

Page 19: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Heat transport: the balance equation

d

d t

∫Ω

ρ u(t, x)d x = −∫

∂ Ω~q d~σ +

∫Ω

f (u(t, x); t, x)d x, (1)

where ~q is the density of the heat flux on the boundary ∂ Ω.On virtue of the Fick law, is as follows:

~q = −κ∇u(t, x);

u(t, x) is the energy per unit mass (the temperature);ρ is the heat capacity per unit volume;

κ(u; t, x) is the heat transport coefficient;f (u(t, x); t, x) is the voluminal heat source.

Summer School: KPI, 2010 Nonlinear transport phenomena 5 / 38

Page 20: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Heat transport: the balance equation

d

d t

∫Ω

ρ u(t, x)d x = −∫

∂ Ω~q d~σ +

∫Ω

f (u(t, x); t, x)d x, (1)

where ~q is the density of the heat flux on the boundary ∂ Ω.On virtue of the Fick law, is as follows:

~q = −κ∇u(t, x);

u(t, x) is the energy per unit mass (the temperature);ρ is the heat capacity per unit volume;

κ(u; t, x) is the heat transport coefficient;f (u(t, x); t, x) is the voluminal heat source.

Summer School: KPI, 2010 Nonlinear transport phenomena 5 / 38

Page 21: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Using the Green-Gauss-Ostrogradsky theorem, we are able towrite down the following identities:

−∫

∂ Ω~q d~σ ≡

∫∂ Ω

κ∇u(t, x) d~σ =

∫Ω∇ [κ∇u(t, x)] d x.

So, the balance equation can be rewritten as∫Ω

ρ

∂ u(t, x)

∂ t−∇ [κ∇u(t, x)]− f [u(t, x); t, x]

d x = 0.

Since the volume Ω is arbitrary, fulfillment of the balanceequation is possible providing that the integrand is equal to zero

In the case of one spatial variable, we get this way the equation

∂ u(t, x)

∂ t=

∂ x

[κ (u(t, x), t, x)

∂ u(t, x)

∂ x

]+f (u(t, x), t, x) ,

(2)

κ = κ/ρ, f = f/ρ.

Summer School: KPI, 2010 Nonlinear transport phenomena 6 / 38

Page 22: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Using the Green-Gauss-Ostrogradsky theorem, we are able towrite down the following identities:

−∫

∂ Ω~q d~σ ≡

∫∂ Ω

κ∇u(t, x) d~σ =

∫Ω∇ [κ∇u(t, x)] d x.

So, the balance equation can be rewritten as∫Ω

ρ

∂ u(t, x)

∂ t−∇ [κ∇u(t, x)]− f [u(t, x); t, x]

d x = 0.

Since the volume Ω is arbitrary, fulfillment of the balanceequation is possible providing that the integrand is equal to zero

In the case of one spatial variable, we get this way the equation

∂ u(t, x)

∂ t=

∂ x

[κ (u(t, x), t, x)

∂ u(t, x)

∂ x

]+f (u(t, x), t, x) ,

(2)

κ = κ/ρ, f = f/ρ.

Summer School: KPI, 2010 Nonlinear transport phenomena 6 / 38

Page 23: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Using the Green-Gauss-Ostrogradsky theorem, we are able towrite down the following identities:

−∫

∂ Ω~q d~σ ≡

∫∂ Ω

κ∇u(t, x) d~σ =

∫Ω∇ [κ∇u(t, x)] d x.

So, the balance equation can be rewritten as∫Ω

ρ

∂ u(t, x)

∂ t−∇ [κ∇u(t, x)]− f [u(t, x); t, x]

d x = 0.

Since the volume Ω is arbitrary, fulfillment of the balanceequation is possible providing that the integrand is equal to zero

In the case of one spatial variable, we get this way the equation

∂ u(t, x)

∂ t=

∂ x

[κ (u(t, x), t, x)

∂ u(t, x)

∂ x

]+f (u(t, x), t, x) ,

(2)

κ = κ/ρ, f = f/ρ.

Summer School: KPI, 2010 Nonlinear transport phenomena 6 / 38

Page 24: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Using the Green-Gauss-Ostrogradsky theorem, we are able towrite down the following identities:

−∫

∂ Ω~q d~σ ≡

∫∂ Ω

κ∇u(t, x) d~σ =

∫Ω∇ [κ∇u(t, x)] d x.

So, the balance equation can be rewritten as∫Ω

ρ

∂ u(t, x)

∂ t−∇ [κ∇u(t, x)]− f [u(t, x); t, x]

d x = 0.

Since the volume Ω is arbitrary, fulfillment of the balanceequation is possible providing that the integrand is equal to zero

In the case of one spatial variable, we get this way the equation

∂ u(t, x)

∂ t=

∂ x

[κ (u(t, x), t, x)

∂ u(t, x)

∂ x

]+f (u(t, x), t, x) ,

(2)

κ = κ/ρ, f = f/ρ.

Summer School: KPI, 2010 Nonlinear transport phenomena 6 / 38

Page 25: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Self-similar solutions to the heat equation.

Statement 1. Any physical law can be written down in theform

a = ϕ (a1, a2, ..., an; an+1, ...an+m) , where

a1, a2, ..., an

are the physical quantities expressed in the basic units,

a, an+1, ...an+m

are the physical quantities expressed in derived units.Example of basic units:

the length[L], the time [T ], the mass [M ]

Examples of physical quantities expressed in derivedunits:

V =d x

d t

[L

T

], F = m

d2 x

d t2

[M · LT 2

], etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 7 / 38

Page 26: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Self-similar solutions to the heat equation.

Statement 1. Any physical law can be written down in theform

a = ϕ (a1, a2, ..., an; an+1, ...an+m) , where

a1, a2, ..., an

are the physical quantities expressed in the basic units,

a, an+1, ...an+m

are the physical quantities expressed in derived units.Example of basic units:

the length[L], the time [T ], the mass [M ]

Examples of physical quantities expressed in derivedunits:

V =d x

d t

[L

T

], F = m

d2 x

d t2

[M · LT 2

], etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 7 / 38

Page 27: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Self-similar solutions to the heat equation.

Statement 1. Any physical law can be written down in theform

a = ϕ (a1, a2, ..., an; an+1, ...an+m) , where

a1, a2, ..., an

are the physical quantities expressed in the basic units,

a, an+1, ...an+m

are the physical quantities expressed in derived units.Example of basic units:

the length[L], the time [T ], the mass [M ]

Examples of physical quantities expressed in derivedunits:

V =d x

d t

[L

T

], F = m

d2 x

d t2

[M · LT 2

], etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 7 / 38

Page 28: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Self-similar solutions to the heat equation.

Statement 1. Any physical law can be written down in theform

a = ϕ (a1, a2, ..., an; an+1, ...an+m) , where

a1, a2, ..., an

are the physical quantities expressed in the basic units,

a, an+1, ...an+m

are the physical quantities expressed in derived units.Example of basic units:

the length[L], the time [T ], the mass [M ]

Examples of physical quantities expressed in derivedunits:

V =d x

d t

[L

T

], F = m

d2 x

d t2

[M · LT 2

], etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 7 / 38

Page 29: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Self-similar solutions to the heat equation.

Statement 1. Any physical law can be written down in theform

a = ϕ (a1, a2, ..., an; an+1, ...an+m) , where

a1, a2, ..., an

are the physical quantities expressed in the basic units,

a, an+1, ...an+m

are the physical quantities expressed in derived units.Example of basic units:

the length[L], the time [T ], the mass [M ]

Examples of physical quantities expressed in derivedunits:

V =d x

d t

[L

T

], F = m

d2 x

d t2

[M · LT 2

], etc., etc.

Summer School: KPI, 2010 Nonlinear transport phenomena 7 / 38

Page 30: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 2. Derived physical quantities a, an+1, ...an+m canbe expressed through the basic ones in the following form:

a = ar11 ar2

2 ...arnn Π,

an+j = arj1

1 arj2

2 ...arjn

n Πj , j = 1, 2, ....,m,

where Π, Π1, ...., Πm are dimensionless parameters.So, the physical law

a = F (a1, ...an; ...an+j , ....)

is equivalent to

Π =1

ar11 ar2

2 ...arnn

F

[a1, a2, ..., an;...a

rj1

1 arj2

2 ...arjn

n Πj ...

]. (3)

Summer School: KPI, 2010 Nonlinear transport phenomena 8 / 38

Page 31: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 2. Derived physical quantities a, an+1, ...an+m canbe expressed through the basic ones in the following form:

a = ar11 ar2

2 ...arnn Π,

an+j = arj1

1 arj2

2 ...arjn

n Πj , j = 1, 2, ....,m,

where Π, Π1, ...., Πm are dimensionless parameters.So, the physical law

a = F (a1, ...an; ...an+j , ....)

is equivalent to

Π =1

ar11 ar2

2 ...arnn

F

[a1, a2, ..., an;...a

rj1

1 arj2

2 ...arjn

n Πj ...

]. (3)

Summer School: KPI, 2010 Nonlinear transport phenomena 8 / 38

Page 32: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The essence of Π theorem

Theorem. The RHS of the formula (3) depends, at most,on the m dimensionless parameters Π1, ...., Πm, and doesnot depend on the dimension quantities a1, a2, ..., an.

1

So, the physical law

a = F (a1, ...an; ...an+j , ....)

in dimensionless variables takes the form to

Π = Ψ(Π1, Π2, ...Πm ) . (4)

1A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Mosclw, 1997, Ch. V.

Summer School: KPI, 2010 Nonlinear transport phenomena 9 / 38

Page 33: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The essence of Π theorem

Theorem. The RHS of the formula (3) depends, at most,on the m dimensionless parameters Π1, ...., Πm, and doesnot depend on the dimension quantities a1, a2, ..., an.

1

So, the physical law

a = F (a1, ...an; ...an+j , ....)

in dimensionless variables takes the form to

Π = Ψ(Π1, Π2, ...Πm ) . (4)

1A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Mosclw, 1997, Ch. V.

Summer School: KPI, 2010 Nonlinear transport phenomena 9 / 38

Page 34: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The essence of Π theorem

Theorem. The RHS of the formula (3) depends, at most,on the m dimensionless parameters Π1, ...., Πm, and doesnot depend on the dimension quantities a1, a2, ..., an.

1

So, the physical law

a = F (a1, ...an; ...an+j , ....)

in dimensionless variables takes the form to

Π = Ψ(Π1, Π2, ...Πm ) . (4)

1A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Mosclw, 1997, Ch. V.

Summer School: KPI, 2010 Nonlinear transport phenomena 9 / 38

Page 35: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Applications. Point explosion (linear case)

ut = κ ux x, (5)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (5) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[E · L2

T

], Q[E · L].

Derived units:

u =Q√κ t

Π, x =√

κ t Π1.

Thus, passing to dimensionless variables we get

Π =

√κ t

Qf(t, κ, Q;

√κ t Π1) = ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 10 / 38

Page 36: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Applications. Point explosion (linear case)

ut = κ ux x, (5)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (5) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[E · L2

T

], Q[E · L].

Derived units:

u =Q√κ t

Π, x =√

κ t Π1.

Thus, passing to dimensionless variables we get

Π =

√κ t

Qf(t, κ, Q;

√κ t Π1) = ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 10 / 38

Page 37: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Applications. Point explosion (linear case)

ut = κ ux x, (5)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (5) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[E · L2

T

], Q[E · L].

Derived units:

u =Q√κ t

Π, x =√

κ t Π1.

Thus, passing to dimensionless variables we get

Π =

√κ t

Qf(t, κ, Q;

√κ t Π1) = ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 10 / 38

Page 38: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Applications. Point explosion (linear case)

ut = κ ux x, (5)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (5) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[E · L2

T

], Q[E · L].

Derived units:

u =Q√κ t

Π, x =√

κ t Π1.

Thus, passing to dimensionless variables we get

Π =

√κ t

Qf(t, κ, Q;

√κ t Π1) = ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 10 / 38

Page 39: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Applications. Point explosion (linear case)

ut = κ ux x, (5)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (5) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[E · L2

T

], Q[E · L].

Derived units:

u =Q√κ t

Π, x =√

κ t Π1.

Thus, passing to dimensionless variables we get

Π =

√κ t

Qf(t, κ, Q;

√κ t Π1) = ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 10 / 38

Page 40: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary.Ansatz

u =Q√κ t

ϕ(ξ), ξ = Π1

should strongly simplify the point explosion problem (5).In fact, inserting this ansatz into the heat transport equation,we get

2 ϕ[ξ] + ξ ϕ[ξ] + ϕ[ξ] ≡ d

d ξ(ξϕ[ξ] + 2 ϕ[ξ]) = 0, (6)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (7)

Summer School: KPI, 2010 Nonlinear transport phenomena 11 / 38

Page 41: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary.Ansatz

u =Q√κ t

ϕ(ξ), ξ = Π1

should strongly simplify the point explosion problem (5).In fact, inserting this ansatz into the heat transport equation,we get

2 ϕ[ξ] + ξ ϕ[ξ] + ϕ[ξ] ≡ d

d ξ(ξϕ[ξ] + 2 ϕ[ξ]) = 0, (6)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (7)

Summer School: KPI, 2010 Nonlinear transport phenomena 11 / 38

Page 42: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary.Ansatz

u =Q√κ t

ϕ(ξ), ξ = Π1

should strongly simplify the point explosion problem (5).In fact, inserting this ansatz into the heat transport equation,we get

2 ϕ[ξ] + ξ ϕ[ξ] + ϕ[ξ] ≡ d

d ξ(ξϕ[ξ] + 2 ϕ[ξ]) = 0, (6)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (7)

Summer School: KPI, 2010 Nonlinear transport phenomena 11 / 38

Page 43: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 3. Solution to the problem

d

d ξ(ξϕ[ξ] + 2 ϕ[ξ]) = 0,

∫ ∞

−∞ϕ[ξ] dξ = 1

is given by the formula

ϕ[ξ] =1√4 π

e−ξ2

4 .

Corollary. The only solution to the linear point explosionproblem (5) is given by the formula

u =Q√

4 κπ te−

x2

4 κ t . (8)

Summer School: KPI, 2010 Nonlinear transport phenomena 12 / 38

Page 44: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 3. Solution to the problem

d

d ξ(ξϕ[ξ] + 2 ϕ[ξ]) = 0,

∫ ∞

−∞ϕ[ξ] dξ = 1

is given by the formula

ϕ[ξ] =1√4 π

e−ξ2

4 .

Corollary. The only solution to the linear point explosionproblem (5) is given by the formula

u =Q√

4 κπ te−

x2

4 κ t . (8)

Summer School: KPI, 2010 Nonlinear transport phenomena 12 / 38

Page 45: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 13 / 38

Page 46: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 14 / 38

Page 47: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 15 / 38

Page 48: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Remark 1. For Q = 1 the previous formula written as

E =1√

4 π κ te−

x2

4 κ t

defines so called fundamental solution of the operator

L =∂

∂ t− κ

∂2

∂ x2.

Knowledge of this solution enables to solve the initial valueproblem.

Theorem Solution to the initial value problem

ut − κux x, u(0, x) = F (x)

is given by the formula

u(t, x) = E ∗ F (t, x) ≡∫ +∞

−∞E (t, x− y) · F (y) d y

provided that the integral in the RHS does exist.

Summer School: KPI, 2010 Nonlinear transport phenomena 16 / 38

Page 49: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Remark 1. For Q = 1 the previous formula written as

E =1√

4 π κ te−

x2

4 κ t

defines so called fundamental solution of the operator

L =∂

∂ t− κ

∂2

∂ x2.

Knowledge of this solution enables to solve the initial valueproblem.

Theorem Solution to the initial value problem

ut − κux x, u(0, x) = F (x)

is given by the formula

u(t, x) = E ∗ F (t, x) ≡∫ +∞

−∞E (t, x− y) · F (y) d y

provided that the integral in the RHS does exist.

Summer School: KPI, 2010 Nonlinear transport phenomena 16 / 38

Page 50: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Peculiarity of the solution

u =Q√

4 κ π te−

x2

4 κ t

to the linear point explosion:

At any moment of time all the space ”knows ” that the pointexplosion took place. This is physically incorrect!!!

Summer School: KPI, 2010 Nonlinear transport phenomena 17 / 38

Page 51: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Peculiarity of the solution

u =Q√

4 κ π te−

x2

4 κ t

to the linear point explosion:

At any moment of time all the space ”knows ” that the pointexplosion took place. This is physically incorrect!!!

Summer School: KPI, 2010 Nonlinear transport phenomena 17 / 38

Page 52: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Point explosion (nonlinear case)

ut = κ [u ux]x , (9)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (9) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[L2

E · T

], Q[E · L].

Derived units:

u =Q2/3

[κ t]1/3Π, x = [κ Q t]1/3 Π1.

Thus, passing to dimensionless variables we get

Π =[κ t]1/3

Q2/3f

(t, κ, Q; Π1 [κ Q t]1/3

)= ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 18 / 38

Page 53: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Point explosion (nonlinear case)

ut = κ [u ux]x , (9)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (9) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[L2

E · T

], Q[E · L].

Derived units:

u =Q2/3

[κ t]1/3Π, x = [κ Q t]1/3 Π1.

Thus, passing to dimensionless variables we get

Π =[κ t]1/3

Q2/3f

(t, κ, Q; Π1 [κ Q t]1/3

)= ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 18 / 38

Page 54: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Point explosion (nonlinear case)

ut = κ [u ux]x , (9)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (9) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[L2

E · T

], Q[E · L].

Derived units:

u =Q2/3

[κ t]1/3Π, x = [κ Q t]1/3 Π1.

Thus, passing to dimensionless variables we get

Π =[κ t]1/3

Q2/3f

(t, κ, Q; Π1 [κ Q t]1/3

)= ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 18 / 38

Page 55: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Point explosion (nonlinear case)

ut = κ [u ux]x , (9)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (9) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[L2

E · T

], Q[E · L].

Derived units:

u =Q2/3

[κ t]1/3Π, x = [κ Q t]1/3 Π1.

Thus, passing to dimensionless variables we get

Π =[κ t]1/3

Q2/3f

(t, κ, Q; Π1 [κ Q t]1/3

)= ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 18 / 38

Page 56: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Point explosion (nonlinear case)

ut = κ [u ux]x , (9)

u(0, x) = 0, x ∈ R, x 6= 0,

∫ ∞

−∞u(t, x) d x = Q = const.

The solution to (9) can be expressed as u = f(t, κ, Q; x). Basicunits:

t[T ], κ

[L2

E · T

], Q[E · L].

Derived units:

u =Q2/3

[κ t]1/3Π, x = [κ Q t]1/3 Π1.

Thus, passing to dimensionless variables we get

Π =[κ t]1/3

Q2/3f

(t, κ, Q; Π1 [κ Q t]1/3

)= ϕ (Π1) .

Summer School: KPI, 2010 Nonlinear transport phenomena 18 / 38

Page 57: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary. Ansatz

u =Q

[κ Q t]1/3ϕ(ξ), ξ = Π1 =

x

[κ Q t]1/3

should strongly simplify the point explosion problem (9).In fact, inserting this ansatz into the heat transport equation,we get

d

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0, (10)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (11)

Summer School: KPI, 2010 Nonlinear transport phenomena 19 / 38

Page 58: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary. Ansatz

u =Q

[κ Q t]1/3ϕ(ξ), ξ = Π1 =

x

[κ Q t]1/3

should strongly simplify the point explosion problem (9).In fact, inserting this ansatz into the heat transport equation,we get

d

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0, (10)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (11)

Summer School: KPI, 2010 Nonlinear transport phenomena 19 / 38

Page 59: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary. Ansatz

u =Q

[κ Q t]1/3ϕ(ξ), ξ = Π1 =

x

[κ Q t]1/3

should strongly simplify the point explosion problem (9).In fact, inserting this ansatz into the heat transport equation,we get

d

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0, (10)

with the additional condition (as well expressed in thedimensionless variables):∫ ∞

−∞ϕ[ξ] dξ = 1. (11)

Summer School: KPI, 2010 Nonlinear transport phenomena 19 / 38

Page 60: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 4. Solution to the problemd

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0,∫ ∞

−∞ϕ[ξ] dξ = 1

is given by the formula

ϕ[ξ] =

16

(ξ2Φ − ξ2

)if |ξ| < ξΦ,

0 otherwise,

where ξΦ = (9/2)1/3.

Corollary. The only solution to the nonlinear pointexplosion problem (9) is given by the formula

u =Q

6 [κQ t]1/3

(9/2)1/3 − x2

[κ Q t]2/3 if |x| <[

9 (κ t Q)2

2

]1/6

,

0 otherwise(12)

Summer School: KPI, 2010 Nonlinear transport phenomena 20 / 38

Page 61: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 4. Solution to the problemd

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0,∫ ∞

−∞ϕ[ξ] dξ = 1

is given by the formula

ϕ[ξ] =

16

(ξ2Φ − ξ2

)if |ξ| < ξΦ,

0 otherwise,

where ξΦ = (9/2)1/3.

Corollary. The only solution to the nonlinear pointexplosion problem (9) is given by the formula

u =Q

6 [κQ t]1/3

(9/2)1/3 − x2

[κ Q t]2/3 if |x| <[

9 (κ t Q)2

2

]1/6

,

0 otherwise(12)

Summer School: KPI, 2010 Nonlinear transport phenomena 20 / 38

Page 62: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Statement 4. Solution to the problemd

d ξ(ξϕ[ξ] + 3 ϕ[ξ] ϕ[ξ]) = 0,∫ ∞

−∞ϕ[ξ] dξ = 1

is given by the formula

ϕ[ξ] =

16

(ξ2Φ − ξ2

)if |ξ| < ξΦ,

0 otherwise,

where ξΦ = (9/2)1/3.

Corollary. The only solution to the nonlinear pointexplosion problem (9) is given by the formula

u =Q

6 [κQ t]1/3

(9/2)1/3 − x2

[κ Q t]2/3 if |x| <[

9 (κ t Q)2

2

]1/6

,

0 otherwise(12)

Summer School: KPI, 2010 Nonlinear transport phenomena 20 / 38

Page 63: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 21 / 38

Page 64: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 22 / 38

Page 65: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 23 / 38

Page 66: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 24 / 38

Page 67: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Conclusion. Nonlinearity of the heat transport coefficientcauses the localization of the heat wave within the finitedomain

< −L(t), L(t) >,

where

L(t) =

[9 (κ t Q)2

2

]1/6

= C t1/3.

Summer School: KPI, 2010 Nonlinear transport phenomena 25 / 38

Page 68: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Unlimited growth of temperature and the completelocalization of the heat energy

ut = κ [uσ ux]x , (13)u(t, 0) = A (−t)−n , t < 0, n > 0, x ∈ R+, lim

t→−∞u(t, x) = 0(14)

In general, the problem is self-similar and the ansatz

u =A

(−t)nϕ(ξ), ξ =

x√Aσ κ t1−n σ

reduces the initial problem to corresponding ODE.

If we assume that n = σ = 1, than ξ will not depend on t:

u =A

(−t)ϕ(ξ), ξ =

x√A κ

.

Summer School: KPI, 2010 Nonlinear transport phenomena 26 / 38

Page 69: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Unlimited growth of temperature and the completelocalization of the heat energy

ut = κ [uσ ux]x , (13)u(t, 0) = A (−t)−n , t < 0, n > 0, x ∈ R+, lim

t→−∞u(t, x) = 0(14)

In general, the problem is self-similar and the ansatz

u =A

(−t)nϕ(ξ), ξ =

x√Aσ κ t1−n σ

reduces the initial problem to corresponding ODE.

If we assume that n = σ = 1, than ξ will not depend on t:

u =A

(−t)ϕ(ξ), ξ =

x√A κ

.

Summer School: KPI, 2010 Nonlinear transport phenomena 26 / 38

Page 70: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Unlimited growth of temperature and the completelocalization of the heat energy

ut = κ [uσ ux]x , (13)u(t, 0) = A (−t)−n , t < 0, n > 0, x ∈ R+, lim

t→−∞u(t, x) = 0(14)

In general, the problem is self-similar and the ansatz

u =A

(−t)nϕ(ξ), ξ =

x√Aσ κ t1−n σ

reduces the initial problem to corresponding ODE.

If we assume that n = σ = 1, than ξ will not depend on t:

u =A

(−t)ϕ(ξ), ξ =

x√A κ

.

Summer School: KPI, 2010 Nonlinear transport phenomena 26 / 38

Page 71: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Unlimited growth of temperature and the completelocalization of the heat energy

ut = κ [uσ ux]x , (13)u(t, 0) = A (−t)−n , t < 0, n > 0, x ∈ R+, lim

t→−∞u(t, x) = 0(14)

In general, the problem is self-similar and the ansatz

u =A

(−t)nϕ(ξ), ξ =

x√Aσ κ t1−n σ

reduces the initial problem to corresponding ODE.

If we assume that n = σ = 1, than ξ will not depend on t:

u =A

(−t)ϕ(ξ), ξ =

x√A κ

.

Summer School: KPI, 2010 Nonlinear transport phenomena 26 / 38

Page 72: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The reduced equation

ϕϕ + ϕ2 − ϕ = 0,

together with the initial condition ϕ(0) = 1 (arising from thecondition u(t, 0) = A

(−t)), has the solution

ϕ(ξ) =

(1− ξ/

√6)2, if 0 < ξ <

√6,

0 if ξ ≥√

6,

The corresponding solution to the BV problem (13) is asfollows:

u(t, x) =

A−t

(1− x√

6 κ A

)2, if 0 < x <

√6 κ A,

0 if x ≥√

6 κ A.

Moral of the tale: [1]. Heat energy is completely localized inthe segment 0 < x <

√6 κ A0;

[2]. The temperature u(t, x) tends to +∞ in every pointx ∈ [0,

√6 κ A0) as t → 0−.

Summer School: KPI, 2010 Nonlinear transport phenomena 27 / 38

Page 73: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The reduced equation

ϕϕ + ϕ2 − ϕ = 0,

together with the initial condition ϕ(0) = 1 (arising from thecondition u(t, 0) = A

(−t)), has the solution

ϕ(ξ) =

(1− ξ/

√6)2, if 0 < ξ <

√6,

0 if ξ ≥√

6,

The corresponding solution to the BV problem (13) is asfollows:

u(t, x) =

A−t

(1− x√

6 κ A

)2, if 0 < x <

√6 κ A,

0 if x ≥√

6 κ A.

Moral of the tale: [1]. Heat energy is completely localized inthe segment 0 < x <

√6 κ A0;

[2]. The temperature u(t, x) tends to +∞ in every pointx ∈ [0,

√6 κ A0) as t → 0−.

Summer School: KPI, 2010 Nonlinear transport phenomena 27 / 38

Page 74: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The reduced equation

ϕϕ + ϕ2 − ϕ = 0,

together with the initial condition ϕ(0) = 1 (arising from thecondition u(t, 0) = A

(−t)), has the solution

ϕ(ξ) =

(1− ξ/

√6)2, if 0 < ξ <

√6,

0 if ξ ≥√

6,

The corresponding solution to the BV problem (13) is asfollows:

u(t, x) =

A−t

(1− x√

6 κ A

)2, if 0 < x <

√6 κ A,

0 if x ≥√

6 κ A.

Moral of the tale: [1]. Heat energy is completely localized inthe segment 0 < x <

√6 κ A0;

[2]. The temperature u(t, x) tends to +∞ in every pointx ∈ [0,

√6 κ A0) as t → 0−.

Summer School: KPI, 2010 Nonlinear transport phenomena 27 / 38

Page 75: Nonlinear transport phenomena: models, method of solving and unusual features (1)

The reduced equation

ϕϕ + ϕ2 − ϕ = 0,

together with the initial condition ϕ(0) = 1 (arising from thecondition u(t, 0) = A

(−t)), has the solution

ϕ(ξ) =

(1− ξ/

√6)2, if 0 < ξ <

√6,

0 if ξ ≥√

6,

The corresponding solution to the BV problem (13) is asfollows:

u(t, x) =

A−t

(1− x√

6 κ A

)2, if 0 < x <

√6 κ A,

0 if x ≥√

6 κ A.

Moral of the tale: [1]. Heat energy is completely localized inthe segment 0 < x <

√6 κ A0;

[2]. The temperature u(t, x) tends to +∞ in every pointx ∈ [0,

√6 κ A0) as t → 0−.

Summer School: KPI, 2010 Nonlinear transport phenomena 27 / 38

Page 76: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 28 / 38

Page 77: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 29 / 38

Page 78: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 30 / 38

Page 79: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 80: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 81: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 82: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 83: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 84: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Blow-up regime caused by the source term incorporation

Model equation:ut = κ [u ux]x + q0 u2. (15)

Ansatz u(t, x) = P (t) Q(x) leads, after some algebraicmanipulation, to the equations

P−2(t)P (t) =[κ(Q(x) Q(x)′)′ + q0 Q(x)2

]Q−1(x) = C1. (16)

Theorem. The equation (15) has the following solution:

u(t, x) =4

3 q0 (tf − t)

cos2

[√q0

8 κx], if |x| <

√2 π2 κ

q0,

0 otherwise.(17)

The above solution

I is localized within the interval [−L, L], L =√

2 π2 κq0

;

I tends to +∞ ∀ x ∈ (−L, L), as t → tf − 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 31 / 38

Page 85: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 32 / 38

Page 86: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 33 / 38

Page 87: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 34 / 38

Page 88: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Figure:

Summer School: KPI, 2010 Nonlinear transport phenomena 35 / 38

Page 89: Nonlinear transport phenomena: models, method of solving and unusual features (1)

THE ROLE OF SELF-SIMILAR SOLUTIONS

Summer School: KPI, 2010 Nonlinear transport phenomena 36 / 38

Page 90: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Maximum principle. Comparison theorems ( initialvalue problem).

Let us consider the Cauchy problem

ut = [κ(u) ux]x , (18)u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0.

Theorem 1. Maximum of the solution u(t, x) at any timet > 0 does not exceed the maximum of the initial data:

maxt>0, −∞<x<∞u(t, x) ≤ max−∞<x<∞u0(x).

2

2A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Moscow, 1997, A. Samarskij, V. Galaktionov et al, Blow-upregimes in quasilinear parabolic equations, Berlin: Walter de Gruyter, 1995.

Summer School: KPI, 2010 Nonlinear transport phenomena 37 / 38

Page 91: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Maximum principle. Comparison theorems ( initialvalue problem).

Let us consider the Cauchy problem

ut = [κ(u) ux]x , (18)u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0.

Theorem 1. Maximum of the solution u(t, x) at any timet > 0 does not exceed the maximum of the initial data:

maxt>0, −∞<x<∞u(t, x) ≤ max−∞<x<∞u0(x).

2

2A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Moscow, 1997, A. Samarskij, V. Galaktionov et al, Blow-upregimes in quasilinear parabolic equations, Berlin: Walter de Gruyter, 1995.

Summer School: KPI, 2010 Nonlinear transport phenomena 37 / 38

Page 92: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Maximum principle. Comparison theorems ( initialvalue problem).

Let us consider the Cauchy problem

ut = [κ(u) ux]x , (18)u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0.

Theorem 1. Maximum of the solution u(t, x) at any timet > 0 does not exceed the maximum of the initial data:

maxt>0, −∞<x<∞u(t, x) ≤ max−∞<x<∞u0(x).

2

2A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Moscow, 1997, A. Samarskij, V. Galaktionov et al, Blow-upregimes in quasilinear parabolic equations, Berlin: Walter de Gruyter, 1995.

Summer School: KPI, 2010 Nonlinear transport phenomena 37 / 38

Page 93: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Maximum principle. Comparison theorems ( initialvalue problem).

Let us consider the Cauchy problem

ut = [κ(u) ux]x , (18)u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0.

Theorem 1. Maximum of the solution u(t, x) at any timet > 0 does not exceed the maximum of the initial data:

maxt>0, −∞<x<∞u(t, x) ≤ max−∞<x<∞u0(x).

2

2A. Samarskij, A. Mikhailov, Mathematical Modelling: Ideas, Methods,Examples, Moscow, 1997, A. Samarskij, V. Galaktionov et al, Blow-upregimes in quasilinear parabolic equations, Berlin: Walter de Gruyter, 1995.

Summer School: KPI, 2010 Nonlinear transport phenomena 37 / 38

Page 94: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary (comparison theorem). Let u1(t, x),u2(t, x), u3(t, x), are the solutions to the equation

ut = [κ(u) ux]x ,

u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0,

corresponding to the initial data u10(x), u2

0(x), and u30(x)

such thatu1

0(x) ≤ u20(x) ≤ u3

0(x)

for −∞ < x < ∞. Then

u1(t, x) ≤ u2(t, x) ≤ u3(t, x)

for all −∞ < x < ∞, and t > 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 38 / 38

Page 95: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary (comparison theorem). Let u1(t, x),u2(t, x), u3(t, x), are the solutions to the equation

ut = [κ(u) ux]x ,

u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0,

corresponding to the initial data u10(x), u2

0(x), and u30(x)

such thatu1

0(x) ≤ u20(x) ≤ u3

0(x)

for −∞ < x < ∞. Then

u1(t, x) ≤ u2(t, x) ≤ u3(t, x)

for all −∞ < x < ∞, and t > 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 38 / 38

Page 96: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary (comparison theorem). Let u1(t, x),u2(t, x), u3(t, x), are the solutions to the equation

ut = [κ(u) ux]x ,

u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0,

corresponding to the initial data u10(x), u2

0(x), and u30(x)

such thatu1

0(x) ≤ u20(x) ≤ u3

0(x)

for −∞ < x < ∞. Then

u1(t, x) ≤ u2(t, x) ≤ u3(t, x)

for all −∞ < x < ∞, and t > 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 38 / 38

Page 97: Nonlinear transport phenomena: models, method of solving and unusual features (1)

Corollary (comparison theorem). Let u1(t, x),u2(t, x), u3(t, x), are the solutions to the equation

ut = [κ(u) ux]x ,

u(0, x) = u0(x) ≥ 0, x ∈ R, κ(u) > 0,

corresponding to the initial data u10(x), u2

0(x), and u30(x)

such thatu1

0(x) ≤ u20(x) ≤ u3

0(x)

for −∞ < x < ∞. Then

u1(t, x) ≤ u2(t, x) ≤ u3(t, x)

for all −∞ < x < ∞, and t > 0.

Summer School: KPI, 2010 Nonlinear transport phenomena 38 / 38


Recommended