Geometric Asymptotics For Nonlinear Pde I

The study of asymptotic solutions to nonlinear systems of partial differential equations is a very powerful tool in the analysis of such systems and their applications in physics, mechanics, and engineering. In the present book, the authors propose a new powerful method of asymptotic analysis of solutions, which can be successfully applied in the case of the so-called ``smoothed shock waves'', i.e., nonlinear waves which vary fast in a neighborhood of the front and slowly outside of this neighborhood. The proposed method, based on the study of geometric objects associated to the front, can be viewed as a generalization of the geometric optics (or WKB) method for linear equations. This volume offers to a broad audience a simple and accessible presentation of this new method. The authors present many examples originating from problems of hydrodynamics, nonlinear optics, plasma physics, mechanics of continuum, and theory of phase transitions (free boundary problems). In the examples, characterized by smoothing of singularities due to dispersion or diffusion, asymptotic solutions in the form of distorted solitons, kinks, breathers, or smoothed shock waves are constructed. By a unified rule, a geometric picture is associated with each physical problem that allows for obtaining tractable asymptotic formulas and provides a geometric interpretation of the physical process. Included are many figures illustrating the various physical effects.

The collection consists of four papers in different areas of mathematical physics united by the intrinsic coherence of the asymptotic methods used. The papers describe both the known results and most recent achievements, as well as new concepts and ideas in mathematical analysis of quantum and wave problems. In the introductory paper ``Quantization and Intrinsic Dynamics'' a relationship between quantization of symplectic manifolds and nonlinear wave equations is described and discussed from the viewpoint of the weak asymptotics method (asymptotics in distributions) and the semiclassical approximation method. It also explains a hidden dynamic geometry that arises when using these methods. Three other papers discuss applications of asymptotic methods to the construction of wave-type solutions of nonlinear PDE's, to the theory of semiclassical approximation (in particular, the Whitham method) for nonlinear second-order ordinary differential equations, and to the study of the Schrodinger type equations whose potential wells are sufficiently shallow that the discrete spectrum contains precisely one point. All the papers contain detailed references and are oriented not only to specialists in asymptotic methods, but also to a wider audience of researchers and graduate students working in partial differential equations and mathematical physics.

Among the theoretical methods for solving many problems of applied mathematics, physics, and technology, asymptotic methods often provide results that lead to obtaining more effective algorithms of numerical evaluation. Presenting the mathematical methods of perturbation theory, Introduction to Asymptotic Methods reviews the most important m

This book is dedicated to fundamentals of a new theory, which is an analog of affine algebraic geometry for (nonlinear) partial differential equations. This theory grew up from the classical geometry of PDE's originated by S. Lie and his followers by incorporating some nonclassical ideas from the theory of integrable systems, the formal theory of PDE's in its modern cohomological form given by D. Spencer and H. Goldschmidt and differential calculus over commutative algebras (Primary Calculus). The main result of this synthesis is Secondary Calculus on diffieties, new geometrical objects which are analogs of algebraic varieties in the context of (nonlinear) PDE's. Secondary Calculus surprisingly reveals a deep cohomological nature of the general theory of PDE's and indicates new directions of its further progress. Recent developments in quantum field theory showed Secondary Calculus to be its natural language, promising a nonperturbative formulation of the theory. In addition to PDE's themselves, the author describes existing and potential applications of Secondary Calculus ranging from algebraic geometry to field theory, classical and quantum, including areas such as characteristic classes, differential invariants, theory of geometric structures, variational calculus, control theory, etc. This book, focused mainly on theoretical aspects, forms a natural dipole with Symmetries and Conservation Laws for Differential Equations of Mathematical Physics, Volume 182 in this same series, Translations of Mathematical Monographs, and shows the theory "in action".

"The book is aimed at researchers and graduate students working in differential topology, differential geometry, and global analysis who are interested in learning about operator algebras."--BOOK JACKET.

This volume presents the proceedings of a series of lectures hosted by the Math ematics Department of The University of Tennessee, Knoxville, March 22-24, 1995, under the title "Nonlinear Partial Differential Equations in Geometry and Physics" . While the relevance of partial differential equations to problems in differen tial geometry has been recognized since the early days of the latter subject, the idea that differential equations of differential-geometric origin can be useful in the formulation of physical theories is a much more recent one. Perhaps the earliest emergence of systems of nonlinear partial differential equations having deep geo metric and physical importance were the Einstein equations of general relativity (1915). Several basic aspects of the initial value problem for the Einstein equa tions, such as existence, regularity and stability of solutions remain prime research areas today. eighty years after Einstein's work. An even more recent development is the realization that structures originally the context of models in theoretical physics may turn out to have introduced in important geometric or topological applications. Perhaps its emergence can be traced back to 1954, with the introduction of a non-abelian version of Maxwell's equations as a model in elementary-particle physics, by the physicists C.N. Yang and R. Mills. The rich geometric structure ofthe Yang-Mills equations was brought to the attention of mathematicians through work of M.F. Atiyah, :"J. Hitchin, I.

Geometry and physics have been developed with a strong influence on each other. One of the most remarkable interactions between geometry and physics since 1980 has been an application of quantum field theory to topology and differential geometry. This book focuses on a relationship between two-dimensional quantum field theory and three-dimensional topology which has been studied intensively since the discovery of the Jones polynomial in the middle of the 1980s and Witten's invariantfor 3-manifolds derived from Chern-Simons gauge theory. An essential difficulty in quantum field theory comes from infinite-dimensional freedom of a system. Techniques dealing with such infinite-dimensional objects developed in the framework of quantum field theory have been influential in geometryas well. This book gives an accessible treatment for a rigorous construction of topological invariants originally defined as partition functions of fields on manifolds. The book is organized as follows: The Introduction starts from classical mechanics and explains basic background materials in quantum field theory and geometry. Chapter 1 presents conformal field theory based on the geometry of loop groups. Chapter 2 deals with the holonomy of conformal field theory. Chapter 3 treatsChern-Simons perturbation theory. The final chapter discusses topological invariants for 3-manifolds derived from Chern-Simons perturbation theory.

Using ideas from homogenization theory and stability of viscosity solutions, we provide an asymptotic expansion of the value function of a multidimensional utility maximization problem with small non-linear price impact. In our model cross-impacts between assets are allowed. In the limit for small price impact, we determine the asymptotic expansion of the value function around its frictionless version. The leading order correction is characterized by a nonlinear second order PDE related to an ergodic control problem. We illustrate our result on a multivariate geometric Brownian motion price model.