0000000000393716
AUTHOR
Russel E. Caflisch
showing 11 related works from this author
Zero Viscosity Limit for Analytic Solutions, of the Navier-Stokes Equation on a Half-Space.¶I. Existence for Euler and Prandtl Equations
1998
This is the first of two papers on the zero-viscosity limit for the incompressible Navier-Stokes equations in a half-space. In this paper we prove short time existence theorems for the Euler and Prandtl equations with analytic initial data in either two or three spatial dimensions. The main technical tool in this analysis is the abstract Cauchy-Kowalewski theorem. For the Euler equations, the projection method is used in the primitive variables, to which the Cauchy-Kowalewski theorem is directly applicable. For the Prandtl equations, Cauchy-Kowalewski is applicable once the diffusion operator in the vertical direction is inverted.
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis
2015
In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.
Vortex layers of small thickness
2020
We consider a 2D vorticity configuration where vorticity is highly concentrated around a curve and exponentially decaying away from it: the intensity of the vorticity is $O(1/epsilon)$ on the curve while it decays on an $O(epsilon)$ distance from the curve itself. We prove that, if the initial datum is of vortex-layer type, Euler solutions preserve this structure for a time which does not depend on $epsilon$. Moreover the motion of the center of the layer is well approximated by the Birkhoff-Rott equation.
Regularized Euler-alpha motion of an infinite array of vortex sheets
2016
We consider the Euler- $$\alpha $$ regularization of the Birkhoff–Rott equation and compare its solutions with the dynamics of the non regularized vortex-sheet. For a flow induced by an infinite array of planar vortex-sheets we analyze the complex singularities of the solutions.Through the singularity tracking method we show that the regularized solution has several complex singularities that approach the real axis. We relate their presence to the formation of two high-curvature points in the vortex sheet during the roll-up phenomenon.
VORTEX LAYERS IN THE SMALL VISCOSITY LIMIT
2006
In this paper we suppose that the initial datum for the 2D Navier–Stokes equations are of the vortex layer type, in the sense that there is a rapid variation in the tangential component across a curve. The variation occurs through a distance which is of the same order of the square root of the viscosity. Assuming the initial as well the matching (with the outer flow) data analytic, we show that our model equations are well posed. Another necessary assumption is that the radius of curvature of the curve is much larger than the thickness of the layer.
Existence and Singularities for the Prandtl Boundary Layer Equations
2000
Prandtl's boundary layer equations, first formulated in 1904, resolve the differences between the viscous and inviscid description of fluid flows. This paper presents a review of mathematical results, both analytic and computational, on the unsteady boundary layer equations. This includes a review of the derivation and basic properties of the equations, singularity formation, well-posedness results, and infinite Reynolds number limits.
Zero Viscosity Limit for Analytic Solutions of the Navier-Stokes Equation on a Half-Space.¶ II. Construction of the Navier-Stokes Solution
1998
This is the second of two papers on the zero-viscosity limit for the incompressible Navier-Stokes equations in a half-space in either 2D or 3D. Under the assumption of analytic initial data, we construct solutions of Navier-Stokes for a short time which is independent of the viscosity. The Navier-Stokes solution is constructed through a composite asymptotic expansion involving the solutions of the Euler and Prandtl equations, which were constructed in the first paper, plus an error term. This shows that the Navier-Stokes solution goes to an Euler solution outside a boundary layer and to a solution of the Prandtl equations within the boundary layer. The error term is written as a sum of firs…
ASYMPTOTIC ANALYSIS OF THE LINEARIZED NAVIER–STOKES EQUATION ON AN EXTERIOR CIRCULAR DOMAIN: EXPLICIT SOLUTION AND THE ZERO VISCOSITY LIMIT
2001
In this paper we study and derive explicit formulas for the linearized Navier-Stokes equations on an exterior circular domain in space dimension two. Through an explicit construction, the solution is decomposed into an inviscid solution, a boundary layer solution and a corrector. Bounds on these solutions are given, in the appropriate Sobolev spaces, in terms of the norms of the initial and boundary data. The correction term is shown to be of the same order of magnitude as the square root of the viscosity. Copyright © 2001 by Marcel Dekker, Inc.
Navier-Stokes equations on an exterior circular domain: construction of the solution and the zero viscosity limit
1997
Abstract In this Note, we consider the limit of Navier-Stokes equations on a circular domain. By an explicit construction of the solution, it is proved that, when viscosity goes to zero, solution converges to the Euler solution outside the boundary layer and to the Prandtl solution inside the boundary layer.
Asymptotic Analysis of a Slightly Rarefied Gas with Nonlocal Boundary Conditions
2011
In this paper nonlocal boundary conditions for the Navier–Stokes equations are derived, starting from the Boltzmann equation in the limit for the Knudsen number being vanishingly small. In the same spirit of (Lombardo et al. in J. Stat. Phys. 130:69–82, 2008) where a nonlocal Poisson scattering kernel was introduced, a gaussian scattering kernel which models nonlocal interactions between the gas molecules and the wall boundary is proposed. It is proved to satisfy the global mass conservation and a generalized reciprocity relation. The asymptotic expansion of the boundary-value problem for the Boltzmann equation, provides, in the continuum limit, the Navier–Stokes equations associated with a…
Non-Local Scattering Kernel and the Hydrodynamic Limit
2007
In this paper we study the interaction of a fluid with a wall in the framework of the kinetic theory. We consider the possibility that the fluid molecules can penetrate the wall to be reflected by the inner layers of the wall. This results in a scattering kernel which is a non-local generalization of the classical Maxwell scattering kernel. The proposed scattering kernel satisfies a global mass conservation law and a generalized reciprocity relation. We study the hydrodynamic limit performing a Knudsen layer analysis, and derive a new class of (weakly) nonlocal boundary conditions to be imposed to the Navier-Stokes equations.