David P. Nicholls

Traveling Two and Three Dimensional Capillary Gravity Water Waves

The main results of this paper are existence theorems for traveling gravity and cap- illary gravity water waves in two dimensions, and capillary gravity water waves in three dimensions, for any periodic fundamental domain. This is a problem in bifurcation theory, yielding curves in the two dimensional case and bifurcation surfaces in the three dimensional case. In order to address the presence of resonances, the proof is based on a variational formulation and a topological argument, which is related to the resonant Lyapunov center theorem.

A new approach to analyticity of Dirichlet{Neumann operators

This paper outlines the theoretical background of a new approach towards an accurate and well-conditioned perturbative calculation of Dirichlet{Neumann operators (DNOs) on domains that are perturbations of simple geometries. Previous work on the analyticity of DNOs has produced formulae that, as we have found, are very ill-conditioned. We show how a simple change of variables can lead to recursions that satisfy analyticity estimates without relying on subtle cancellation properties at the heart of previous formulae.

Hamiltonian long–wave expansions for water waves over a rough bottom

This paper is a study of the problem of nonlinear wave motion of the free surface of a body of fluid with a periodically varying bottom. The object is to describe the character of wave propagation in a long–wave asymptotic regime, extending the results of R. Rosales & G. Papanicolaou (1983 Stud. Appl. Math. 68, 89–102) on periodic bottoms for two–dimensional flows.We take the point of view of perturbation of a Hamiltonian system dependent on a small scaling parameter, with the starting point being Zakharovs Hamiltonian (V. E. Zakharov 1968 J. Appl. Mech. Tech. Phys. 9, 1990–1994) for the Euler equations for water waves. We consider bottom topography which is periodic in horizontal variables on a short length–scale, with the amplitude of variation being of the same order as the fluid depth. The bottom may also exhibit slow variations at the same length–scale as, or longer than, the order of the wavelength of the surface waves. We do not take up the question of random bottom variations, a topic which is considered in Rosales & Papanicolaou (1983). In the two–dimensional case of waves in a channel, we give an alternate derivation of the effective Korteweg–de Vries (KdV) equation that is obtained in Rosales & Papanicolaou (1983). In addition, we obtain effective Boussinesq equations that describe the motion of bidirectional long waves, in cases in which the bottom possesses both short and long–scale variations. In certain cases we also obtain unidirectional equations that are similar to the KdV equation. In three dimensions we obtain effective three–dimensional long–wave equations in a Boussinesq scaling regime, and again in certain cases an effective Kadomtsev–Petviashvili (KP) system in the appropriate unidirectional limit. The computations for these results are performed in the framework of an asymptotic analysis of multiple–scale operators. In the present case this involves the Dirichlet–Neumann operator for the fluid domain which takes into account the variations in bottom topography as well as the deformations of the free surface from equilibrium.

Analytic continuation of Dirichlet-Neumann operators

Summary. The analytic dependence of Dirichlet-Neumann operators (DNO) with respect to variations of their domain of definition has been successfully used to devise diverse computational strategies for their estimation. These strategies have historically proven very competitive when dealing with small deviations from exactly solvable geometries, as in this case the perturbation series of the DNO can be easily and recursively evaluated. In this paper we introduce a scheme for the enhancement of the domain of applicability of these approaches that is based on techniques of analytic continuation. We show that, in fact, DNO depend analytically on variations of arbitrary smooth domains. In particular, this implies that they generally remain analytic beyond the disk of convergence of their power series representations about a canonical separable geometry. And this, in turn, guarantees that alternative summation mechanisms, such as Padé approximation, can be effectively used to numerically access this extended domain of analyticity. Our method of proof is motivated by our recent development of stable recursions for the coefficients of the perturbation series. Here, we again utilize this recursion as we compare and contrast the performance of our new algorithms with that of previously advanced perturbative methods. The numerical results clearly demonstrate the beneficial effect of incorporating analytic continuation procedures into boundary perturbation methods. Moreover, the results also establish the superior accuracy and applicability of our new approach which, as we show, allows for precise calculations corresponding to very large perturbations of a basic geometry.

Shape deformations in rough-surface scattering: cancellations, conditioning, and convergence

We analyze the conditioning properties of classical shape-perturbation methods for the prediction of scattering returns from rough surfaces. A central observation relates to the identification of significant cancellations that are present in the recurrence relations satisfied by successive terms in a perturbation series. We show that these cancellations are precisely responsible for the observed performance of shape-deformation methods, which typically deteriorates with decreasing regularity of the scattering surfaces. We further demonstrate that the cancellations preclude a straightforward recursive estimation of the size of the terms in the perturbation series, which, in turn, has historically prevented the derivation of a direct proof of its convergence. On the other hand, we also show that such a direct proof can be attained if a simple change of independent variables is effected in advance of the derivation of the perturbation series. Finally, we show that the relevance of these observations goes beyond the theoretical, as we explain how they provide definite guiding principles for the design of new, stabilized implementations of methods based on shape deformations.

Shape deformations in rough-surface scattering: improved algorithms

We present new, stabilized shape-perturbation methods for calculations of scattering from rough surfaces. For practical purposes, we present new algorithms for both low- (first- and second-) and high-order implementations. The new schemes are designed with guidance from our previous results that uncovered the basic mechanism behind the instabilities that can arise in methods based on shape perturbations [D. P. Nicholls and F. Reitich, J. Opt. Soc. Am. A 21, 590 (2004)]. As was shown there, these instabilities stem from significant cancellations that are inevitably present in the recursions underlying these methods. This clear identification of the source of instabilities resulted also in a collection of guiding principles, which we now test and confirm. As predicted, improved low-order algorithms can be attained from an explicit consideration of the recurrence. At high orders, on the other hand, the complexity of the formulas precludes an explicit account of cancellations. In this case, however, the theory suggests a number of alternatives to implicitly mollify them. We show that two such alternatives, based on a change of independent variables and on Dirichlet-to-interior-derivative operators, respectively, successfully resolve the cancellations and thus allow for very-high-order calculations that can significantly expand the domain of applicability of shape-perturbation approaches.

A High-Order Spectral Method for Nonlinear Water Waves over Moving Bottom Topography

We present a numerical method for simulations of nonlinear surface water waves over variable bathymetry. It is applicable to either two- or three-dimensional flows, as well as to either static or moving bottom topography. The method is based on the reduction of the problem to a lower-dimensional Hamiltonian system involving boundary quantities alone. A key component of this formulation is the Dirichlet-Neumann operator which, in light of its joint analyticity properties with respect to surface and bottom deformations, is computed using its Taylor series representation. We present new, stabilized forms for the Taylor terms, each of which is efficiently computed by a pseudospectral method using the fast Fourier transform. Physically relevant applications are displayed to illustrate the performance of the method; comparisons with analytical solutions and laboratory experiments are provided.

A Stable High-Order Method for Two-Dimensional Bounded-Obstacle Scattering

A stable and high-order method for solving the Helmholtz equation on a two-dimensional domain exterior to a bounded obstacle is developed in this paper. The method is based on a boundary perturbation technique (“transformed field expansions”) coupled with a well-conditioned high-order spectral-Galerkin solver. The method is further enhanced with numerical analytic continuation, implemented via Pade´ approximation. Ample numerical results are presented to show the accuracy, stability, and versatility of the proposed method.

Assessing instantaneous synchrony of nonlinear nonstationary oscillators in the brain.

Neuronal populations throughout the brain achieve levels of synchronous electrophysiological activity as a consequence of both normal brain function as well as during pathological states such as in epileptic seizures. Understanding this synchrony and being able to quantitatively assess the dynamics with which neuronal oscillators across the brain couple their activity is a critical component toward decoding such complex behavior. Commonly applied techniques to resolve relationships between oscillators typically make assumptions of linearity and stationarity that are likely not to be valid for complex neural signals. In this study, intracranial electroencephalographic activity was recorded bilaterally in both hippocampi and in anteromedial thalamus of rat under normal conditions and during hypersynchronous seizure activity induced by focal injection of the epileptogenic agent kainic acid. Nonlinear oscillators were first extracted using empirical mode decomposition. The technique of eigenvalue decomposition was used to assess global phase synchrony of the highest energy oscillators. The Hilbert analytical technique was then used to measure instantaneous phase synchrony of these oscillators as they evolved in time. To test the reliability of this method, we first applied it to a system of two coupled Rössler attractors under varying levels of coupling with small frequency mismatch. The application of these analytical techniques to intracranially recorded brain signals provides a means for assessing how complex oscillatory behavior in the brain evolves and changes during both normal activity and as a consequence of diseased states without making restrictive and possibly erroneous assumptions of the linearity and stationarity of the underlying oscillatory activity.

Numerical simulation of solitary waves on plane slopes

In this paper, we present a numerical method for the computation of surface water waves over bottom topography. It is based on a series expansion representation of the Dirichlet-Neumann operator in terms of the surface and bottom variations. This method is computationally very efficient using the fast Fourier transform. As an application, we perform computations of solitary waves propagating over plane slopes and compare the results with those obtained from a boundary element method. A good agreement is found between the two methods.