AbstractWe solve the Milne, constant-source, and albedo problems for isotropic scattering in a two-dimensional “Flatland” half-space via the Wiener–Hopf method. The Flatland H-function is derived a...
Infinite media problems have been well studied in Flatland as well as spaces of general dimension @cite_20 @cite_4 @cite_15 @cite_13 @cite_14 @cite_18 @cite_26 @cite_5 @cite_6 and for beams @cite_23 . Some exact solutions have been presented for bounded @cite_25 and layered @cite_24 media, and the singular eigenfunctions for Flatland have been derived @cite_3 . However, to the best of the authors' knowledge, solutions to the classic Milne and albedo problems for the half-space and the @math -function have not been presented. @cite_19 , using an asymptotic analysis, have presented solutions to the classic Milne and albedo problems in two dimensions. The solutions make use of the Flatland equivalent of Chandrasekhar's @math -function, which is left as the solution to an integral equation. We present a complementary derivation of the Milne and albedo problem solutions using the Wiener-Hopf technique. In addition, we present new solutions and benchmark values for @math and provide some Monte Carlo comparisons for the albedo problem.
@cite_18 @cite_14 @cite_4 @cite_26 @cite_6 @cite_3 @cite_24 @cite_19 @cite_23 @cite_5 @cite_15 @cite_13 @cite_25 @cite_20
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AbstractWe solve the Milne, constant-source, and albedo problems for isotropic scattering in a two-dimensional “Flatland” half-space via the Wiener–Hopf method. The Flatland H-function is derived a... Abstract Existing two-stream approximations to radiative transfer theory for particulate media are shown to be represented by identical forms of coupled differential equations if the intensity is replaced by integrals of the intensity over hemispheres. One set of solutions thus suffices for all methods and provides convenient analytical comparisons. The equations also suggest modifications of the standard techniques so as to duplicate exact solutions for thin atmospheres and thus permit accurate determinations of the effects of typical aerosol layers. Numerical results for the plane albedos of plane-parallel atmospheres (single-scattering albedo = 0.8, 1.0; optical thickness = 0.25, 1, 4. 16; Henyey-Greenstein phase function with asymmetry factor 0.75) are given for conventional and modified Eddington approximations, conventional and modified two-point quadrature schemes, the hemispheric-constant method and the delta-function method, all for comparison with accurate discrete-ordinate solutions. A new two-... Abstract Two classic problems of radiative transfer and neutron transport are solved for a spatially-uniform semi-infinite medium with isotropic scattering. General analytical equations are derived for (1) angular moments of the outward current and (2) spatial moments of the total flux within the half-space. Such moments, for example, can provide analytically explicit equations for determining the surface albedo of the medium as well as the mean depth and mean square distance of travel within the medium. The analysis is done with the Case-style eigenmode method as expressed in terms of the Chandrasekhar H -function and its moments. In some applications, it is reasonable to assume that geodesics (rays) have a consistent orientation so that the Helmholtz equation may be viewed as an evolution equation in one of the spatial directions. With such applications in mind, we propose a new Eulerian computational geometrical-optics method, dubbed the fast Huygens sweeping method, for computing Green functions of Helmholtz equations in inhomogeneous media in the high-frequency regime and in the presence of caustics. The first novelty of the new method is that the Huygens–Kirchhoff secondary source principle is used to integrate many locally valid asymptotic solutions to yield a globally valid asymptotic solution so that caustics associated with the usual geometrical-optics ansatz can be treated automatically. The second novelty is that a butterfly algorithm is adapted to carry out the matrix–vector products induced by the Huygens–Kirchhoff integration in O(NlogN) operations, where N is the total number of mesh points, and the proportionality constant depends on the desired accuracy and is independent of the frequency parameter. To reduce the storage of the resulting traveltime and amplitude tables, we compress each table into a linear combination of tensor-product based multivariate Chebyshev polynomials so that the information of each table is encoded into a small number of Chebyshev coefficients. The new method enjoys the following desired features: (1) it precomputes a set of local traveltime and amplitude tables; (2) it automatically takes care of caustics; (3) it constructs Green functions of the Helmholtz equation for arbitrary frequencies and for many point sources; (4) for a specified number of points per wavelength it constructs each Green function in nearly optimal complexity in terms of the total number of mesh points, where the prefactor of the complexity only depends on the specified accuracy and is independent of the frequency parameter. Both two-dimensional (2-D) and three-dimensional (3-D) numerical experiments are presented to demonstrate the performance and accuracy of the new method. We develop a definitive physical-space scattering theory for the scalar wave equation on Kerr exterior backgrounds in the general subextremal case |a|<M. In particular, we prove results corresponding to "existence and uniqueness of scattering states" and "asymptotic completeness" and we show moreover that the resulting "scattering matrix" mapping radiation fields on the past horizon and past null infinity to radiation fields on the future horizon and future null infinity is a bounded operator. The latter allows us to give a time-domain theory of superradiant reflection. The boundedness of the scattering matrix shows in particular that the maximal amplification of solutions associated to ingoing finite-energy wave packets on past null infinity is bounded. On the frequency side, this corresponds to the novel statement that the suitably normalised reflection and transmission coefficients are uniformly bounded independently of the frequency parameters. We further complement this with a demonstration that superradiant reflection indeed amplifies the energy radiated to future null infinity of suitable wave-packets as above. The results make essential use of a refinement of our recent proof [M. Dafermos, I. Rodnianski and Y. Shlapentokh-Rothman, Decay for solutions of the wave equation on Kerr exterior spacetimes III: the full subextremal case |a|<M, arXiv:1402.6034] of boundedness and decay for solutions of the Cauchy problem so as to apply in the class of solutions where only a degenerate energy is assumed finite. We show in contrast that the analogous scattering maps cannot be defined for the class of finite non-degenerate energy solutions. This is due to the fact that the celebrated horizon red-shift effect acts as a blue-shift instability when solving the wave equation backwards. The Green’s function of the time dependent radiative transfer equation for the semi-infinite medium is derived for the first time by a heuristic approach based on the extrapolated boundary condition and on an almost exact solution for the infinite medium. Monte Carlo simulations performed both in the simple case of isotropic scattering and of an isotropic point-like source, and in the more realistic case of anisotropic scattering and pencil beam source, are used to validate the heuristic Green’s function. Except for the very early times, the proposed solution has an excellent accuracy (>98 for the isotropic case, and >97 for the anisotropic case) significantly better than the diffusion equation. The use of this solution could be extremely useful in the biomedical optics field where it can be directly employed in conditions where the use of the diffusion equation is limited, e.g. small volume samples, high absorption and or low scattering media, short source-receiver distances and early times. Also it represents a first step to derive tools for other geometries (e.g. slab and slab with inhomogeneities inside) of practical interest for noninvasive spectroscopy and diffuse optical imaging. Moreover the proposed solution can be useful to several research fields where the study of a transport process is fundamental. This contribution is the numerically oriented companion article of the work [E. Cances, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector problem introduced in [E. Cances, V. Ehrlacher, F. Legoll and B. Stamm, CRAS 2015; E. Cances, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131] in the context of homogenization of diffusion equations. Our approach consists in considering a corrector-type problem, posed on the whole space, but with a diffusion matrix which is constant outside some bounded domain. In [E. Cances, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131], we have shown how to define three approximate homogenized diffusion coefficients on the basis of the embedded corrector problems. We have also proved that these approximations all converge to the exact homogenized coefficients when the size of the bounded domain increases. We show here that, under the assumption that the diffusion matrix is piecewise constant, the corrector problem to solve can be recast as an integral equation. In case of spherical inclusions with isotropic materials, we explain how to efficiently discretize this integral equation using spherical harmonics, and how to use the fast multipole method (FMM) to compute the resulting matrix-vector products at a cost which scales only linearly with respect to the number of inclusions. Numerical tests illustrate the performance of our approach in various settings. We consider a spherically symmetric, double characteristic initial value problem for the (real) Einstein-Maxwell-scalar field equations. On the initial outgoing characteristic, the data is assumed to satisfy the Price law decay widely believed to hold on an event horizon arising from the collapse of an asymptotically flat Cauchy surface. We establish that the heuristic mass inflation scenario put forth by Israel and Poisson is mathematically correct in the context of this initial value problem. In particular, the maximal future development has a future boundary over which the space-time is extendible as a C0 metric but along which the Hawking mass blows up identically; thus, the space-time is inextendible as a C1 metric. In view of recent results of the author in collaboration with I. Rodnianski, which rigorously establish the validity of Price's law as an upper bound for the decay of scalar field hair, the C0 extendibility result applies to the collapse of complete, asymptotically flat, spacelike initial data where the scalar field is compactly supported. This shows that under Christodoulou's C0 formulation, the strong cosmic censorship conjecture is false for this system. © 2005 Wiley Periodicals, Inc. We study the flatland (two dimensional) linear transport equation, under an angular2@pperiodicity assumption both on particle density function @j(x,y,@q) and on the differential scattering @s"s(@q). We consider the beam problem, with a forward peaked source on phase-space, and derive P"1 approximation with a diffusion coefficient of 1 2@s"t"r, (versus 1 3@s"t"r of the three dimensional problem), where @s"t"r is the transport cross section. Further assumptions as peaked @s"s(@q) near @q=0 (small angle of scattering), and small angle of flight (@q 0) yield Fokker-Planck and Fermi approximations with the diffusion coefficients @s"t"r (rather than @s"t"r 2 of the three dimensional case). We discretize the problem using four different Galerkin schemes and justify the results through some numerical examples. In this paper we consider the localization of a collection of small, three-dimensional bounded homogeneous inclusions via time-harmonic electromagnetic means, typically using arrays of electric or magnetic dipole transmitters and receivers with given polarization(s) at some distance from the collection, possibly also lying in the far field. The inclusions, somewhat apart or closely spaced, are buried within a homogeneous medium, and are of arbitrary contrast of permittivity, conductivity, and permeability vis-ag-vis this embedding medium. The problem is formulated as an inverse scattering problem for the full Maxwell equations and it involves a robust asymptotic modeling of the multistatic response matrix. No specific application is studied at this stage, but characterization of obstacles in subsoils, nondestructive evaluation of man-made structures, and medical imaging are primary fields of application envisaged. The proposed approach uses a MUSIC (multiple signal classification)-type algorithm, and it yields fast numbering, accurate localization, and estimates of the electromagnetic and geometric parameters (polarization tensors) of the inclusions. The mathematical machinery is detailed first, some specific attention being given to triaxial ellipsoidal inclusions and degenerate spherical shapes (for the latter known results are retrieved). Then, the viability of this algorithm—which would be easily extended to planarly layered environments by introduction of their Green’s functions—is documented by a variety of numerical results from synthetic, noiseless, and severely noisy field data. This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new alternatives for the approximation of the homogenized matrix for diffusion problems with highly-oscillatory coefficients. These different approximations all rely on the use of an embedded corrector problem (that we previously introduced in [Cances, Ehrlacher, Legoll and Stamm, C. R. Acad. Sci. Paris, 2015]), where a finite-size domain made of the highly oscillatory material is embedded in a homogeneous infinite medium whose diffusion coefficients have to be appropriately determined. The motivation for considering such embedded corrector problems is made clear in the companion article [Cances, Ehrlacher, Legoll, Stamm and Xiang, in preparation], where a very efficient algorithm is presented for the resolution of such problems for particular heterogeneous materials. In the present article, we prove that the three different approximations we introduce converge to the homogenized matrix of the medium when the size of the embedded domain goes to infinity. In the present work, we consider the well-posedness and asymptotics of grazing collisions limit of the spatially inhomogeneous Boltzmann equation with Coulomb interaction. Under the screening hypothesis on the cross-section @math of the Boltzmann collision operator, that is, @math , where @math , we prove that there exists a common lifespan @math such that for any @math , the Boltzmann equation admits a unique nonnegative solution @math in the function space @math when the initial data belongs to the weighted Sobolev space @math with @math and @math . Moreover, it is proved that the solution @math is uniformly bounded with respect to the parameter @math in the above function spaces. As a consequence, by using the ... Abstract We prove that a large class of smooth solutions ψ to the linear wave equation □ g ψ = 0 on subextremal rotating Kerr spacetimes which are regular and decaying along the event horizon become singular at the Cauchy horizon. More precisely, we show that assuming appropriate upper and lower bounds on the energy along the event horizon, the solution has infinite (non-degenerate) energy on any spacelike hypersurfaces intersecting the Cauchy horizon transversally. Extrapolating from known results in the Reissner–Nordstrom case, the assumed upper and lower bounds required for our theorem are conjectured to hold for solutions arising from generic smooth and compactly supported initial data on a Cauchy hypersurface. This result is motivated by the strong cosmic censorship conjecture in general relativity. This paper contains the first two parts (I-II) of a three-part series concerning the scalar wave equation = 0 on a fixed Kerr background. We here restrict to two cases: (II1) |a| M, general or (II2) |a| < M, axisymmetric. In either case, we prove a version of 'integrated local energy decay', specifically, that the 4-integral of an energy-type density (degenerating in a neighborhood of the Schwarzschild photon sphere and at infinity), integrated over the domain of dependence of a spacelike hypersurface connecting the future event horizon with spacelike infinity or a sphere on null infinity, is bounded by a natural (non-degenerate) energy flux of through . (The case (II1) has in fact been treated previously in our Clay Lecture notes: Lectures on black holes and linear waves, arXiv:0811.0354.) In our forthcoming Part III, the restriction to axisymmetry for the general |a| < M case is removed. The complete proof is surveyed in our companion paper The black hole stability problem for linear scalar perturbations, which includes the essential details of our forthcoming Part III. Together with previous work (see our: A new physical-space approach to decay for the wave equation with applications to black hole spacetimes, in XVIth International Congress on Mathematical Physics, Pavel Exner ed., Prague 2009 pp. 421-433, 2009, arxiv:0910.4957), this result leads, under suitable assumptions on initial data of , to polynomial decay bounds for the energy flux of through the foliation of the black hole exterior defined by the time translates of a spacelike hypersurface terminating on null infinity, as well as to pointwise decay estimates, of a definitive form useful for nonlinear applications. These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. It is shown that for small, spherically symmetric perturbations of asymptotically flat two-ended Reissner–Nordstrom data for the Einstein–Maxwell-real scalar field system, the boundary of the dynamic spacetime which evolves is globally represented by a bifurcate null hypersurface across which the metric extends continuously. Under additional assumptions, it is shown that the Hawking mass blows up identically along this bifurcate null hypersurface, and thus the metric cannot be extended twice differentiably; in fact, it cannot be extended in a weaker sense characterized at the level of the Christoffel symbols. The proof combines estimates obtained in previous work with an elementary Cauchy stability argument. There are no restrictions on the size of the support of the scalar field, and the result applies to both the future and past boundary of spacetime. In particular, it follows that for an open set in the moduli space of solutions around Reissner–Nordstrom, there is no spacelike component of either the future or the past singularity. Abstract We consider boundary value problems for semilinear hyperbolic systems of the type ∂ t u j + a j ( x , λ ) ∂ x u j + b j ( x , λ , u ) = 0 , x ∈ ( 0 , 1 ) , j = 1 , … , n , with smooth coefficient functions a j and b j such that b j ( x , λ , 0 ) = 0 for all x ∈ [ 0 , 1 ] , λ ∈ R , and j = 1 , … , n . We state conditions for Hopf bifurcation, i.e., for existence, local uniqueness (up to phase shifts), smoothness and smooth dependence on λ of time-periodic solutions bifurcating from the zero stationary solution. Furthermore, we derive a formula which determines the bifurcation direction. The proof is done by means of a Liapunov–Schmidt reduction procedure. For this purpose, Fredholm properties of the linearized system and implicit function theorem techniques are used. In this article we consider large energy wave maps in dimension 2+1, as in the resolution of the threshold conjecture by Sterbenz and Tataru (Commun. Math. Phys. 298(1):139–230, 2010; Commun. Math. Phys. 298(1):231–264, 2010), but more specifically into the unit Euclidean sphere ( S ^ n-1 R ^ n ) with ( n ), and study further the dynamics of the sequence of wave maps that are obtained in Sterbenz and Tataru (Commun. Math. Phys. 298(1):231–264, 2010) at the final rescaling for a first, finite or infinite, time singularity. We prove that, on a suitably chosen sequence of time slices at this scaling, there is a decomposition of the map, up to an error with asymptotically vanishing energy, into a decoupled sum of rescaled solitons concentrating in the interior of the light cone and a term having asymptotically vanishing energy dispersion norm, concentrating on the null boundary and converging to a constant locally in the interior of the cone, in the energy space. Similar and stronger results have been recently obtained in the equivariant setting by several authors (Cote, Commun. Pure Appl. Math. 68(11):1946–2004, 2015; Cote, Commun. Pure Appl. Math. 69(4):609–612, 2016; Cote, Am. J. Math. 137(1):139–207, 2015; , Am. J. Math. 137(1):209–250, 2015; Krieger, Commun. Math. Phys. 250(3):507–580, 2004), where better control on the dispersive term concentrating on the null boundary of the cone is provided, and in some cases the asymptotic decomposition is shown to hold for all time. Here, however, we do not impose any symmetry condition on the map itself and our strategy follows the one from bubbling analysis of harmonic maps into spheres in the supercritical regime due to Lin and Riviere (Ann. Math. 149(2):785–829, 1999; Duke Math. J. 111:177–193, 2002), which we make work here in the hyperbolic context of Sterbenz and Tataru (Commun. Math. Phys. 298(1), 231–264, 2010). In short-exposure imaging through turbulence, there is some probability that the image will be nearly diffraction limited because the instantaneous wave-front distortion over the aperture was negligible. A number of years ago in a rather brief paper, Hufnagel (1966) argued heuristically that the probability of getting a good image would decrease exponentially with aperture area. This paper undertakes a rigorous quantitative analysis of the probability. We find that the probability of obtaining a good short-exposure image is Prob ≈ 5.6 exp[−0.1557 (D r0)2] (for D r0 ≥ 3.5), where D is the aperture diameter and r0 is the coherence length of the distorted wave front, as defined by Fried (1967). A good image is taken to be one for which the squared wave-front distortion over the aperture is 1 rad2 or less. The analysis is based on the decomposition of the distorted wave front over the aperture, in an orthonormal series with randomly independent coefficients. The orthonormal functions used are the eigenfunctions of a Karhunen-Loeve integral equation. The integral equation is solved using a separation of variables into radial and azimuthal dependence. The azimuthal dependence was solved analytically and the radial, numerically. The first 569 radial eigenfunctions and eigenvalues were obtained. The probability of obtaining a good short-exposure image corresponds to a hyperspace integral in which the spatial dimensions are the independent random coefficients in the orthonormal series expansion. It is equal to the probability that a randomly chosen point in the hyperspace will lie within a hypersphere of unit radius, the points in the hyperspace being randomly chosen in accordance with the product of independent Gaussian probability distribution—one distribution for each dimension. The variance of these distrbutions is directly proportional to the eigenvalues of the Karhunen-Loeve equation. This hyperspace integral (involving up to several hundred dimensions) has been evaluated using Monte Carlo techniques. Abstract We revisit the efficient approximation of functions by sums of exponentials or Gaussians in Beylkin and Monzon (2005) [16] to discuss several new results and applications of these approximations. By using the Poisson summation to discretize integral representations of e.g., power functions r − β , β > 0 , we obtain approximations with uniform relative error on the whole real line. Our approach is applicable to a class of functions and, in particular, yields a separated representation for the function e − x y . As a result, we obtain sharper error estimates and a simpler method to derive trapezoidal-type quadratures valid on finite intervals. We also introduce a new reduction algorithm for the case where our representation has an excessive number of terms with small exponents. As an application of these new estimates, we simplify and improve previous results on separated representations of operators with radial kernels. For any finite but arbitrary accuracy, we obtain new separated representations of solutions of Laplace's equation satisfying boundary conditions on the half-space or the sphere. These representations inherit a multiresolution structure from the Gaussian approximation leading to fast algorithms for the evaluation of the solutions. In the case of the sphere, our approach provides a foundation for a new multiresolution approach to evaluating and estimating models of gravitational potentials used for satellite orbit computations.