Coherent structures in non-local active-dissipative equations: theory and computations

Lead Research Organisation: Loughborough University
Department Name: Mathematical Sciences

Abstract

The aim of the proposed research is to analyse coherent structures for non-local active-dissipative partial differential equations (PDEs). Such equations are characterised by the presence of mechanisms of instability (energy production) and stability (energy dissipation). In addition, such equations contain non-local terms that cannot be expressed as polynomials or functions of the solution to be found and its derivatives. The solutions of active-dissipative equations are often characterised by a particular spatial and temporal behaviour, e.g. by space, time or space-time localised structures, the so-called coherent structures. The study of such structures has received a lot of attention over recent years due to their importance in hydrodynamics, nonlinear optics, chemical-reaction theory and mathematical biology. Despite recent developments in the theory of such structures for 'local' equations, coherent-structures interaction in non-local active-dissipative equations has not been developed as of yet and new mathematical techniques need to be introduced. The proposed research is a decisive step towards the understanding of the formation and interaction of coherent structures for such non-local equations with the ultimate goal to advance the understanding of non-local effects in PDEs, which is important both from the theoretical point of view and for numerous practical applications. The research is particularly timely because of its relevance to a wide range of industrial devices that utilise thin liquid films in the presence of various external effects and complexities. Examples include cooling systems, falling-film chemical reactors, compact reflux condensers and microfluidic devices.

Planned Impact

It is anticipated that the impact of the proposed research will be both academic and non-academic at the highest international level. Besides the immediate beneficiaries including applied mathematicians and physicists in the UK and overseas working in the fields of infinite-dimensional dynamical systems, interfacial fluid mechanics and thin-film flows, beneficiaries will also include geophysicists and biologists. There is a wide variety of natural phenomena (e.g. propagation of internal waves in a deep stratified fluid, certain types of continental-shelf waves, population dynamics, neuronal networks) where non-local equations arise. Therefore, the proposed work will improve understanding of the various processes and phenomena described by such equations.

The research will also be of interest to a wide community of experimentalists, engineers and workers in the commercial private sector, whose technological processes involve thin liquid films in the presence of various external effects and complexities such as an applied electric field or a turbulent gas flowing above the liquid film. In terms of practical applications, there is a broad range of technological processes and industries where liquid films subjected to various external effects are key components. This includes coating processes, cooling systems, falling-film chemical reactors used in the production of detergents, compact reflux condensers, desiccant cooling systems and also microfluidic devices. The spatio-temporal dynamics of the interface in these applications is often characterised by continuously interacting nonlinear wave patterns (coherent structures) that are known to profoundly affect the heat and mass transfer in industrial units. The equations that arise in the study of the dynamics of the interface in such applications are often non-local. The proposed research will improve theoretical understanding of such equations and will therefore enable to optimise processes utilising liquid films. A successful conclusion to the proposed work will therefore be of benefit for various industries. This will in turn bring obvious benefits for the wider public, society and economy.

In addition, the proposed research will have an educational impact. First, it will be an excellent training opportunity for the PDRA. Second, simplified versions of some parts of the proposed research will be given in the future to interested undergraduate students as part of the undergraduate project module at Loughborough University. This will provide the students with a research experience and with skills and confidence needed to proceed with postgraduate studies in the fields of applied and computational mathematics. This will therefore result in increasing the specialist knowledge of the UK force in these areas.
 
Description We have developed a theoretical framework allowing for a systematic investigation of the interaction of coherent structures in non-local active-dissipative systems. In particular, we have investigated the interaction of localised travelling waves in non-local systems possessing translational invariance. We have met the following award objectives:

1. We investigated analytically non-local weakly nonlinear active-dissipative models of the Kuramoto-Sivashinsky type. In particular, we rigorously derived a weak-interaction theory and showed that the standard first-neighbour approximation is no longer applicable, and long-range interactions have to be taken into account. In addition, since the Shilnikov-type approach is not applicable for analysing bound states in non-local equations, we used the weak-interaction theory to analyse bound states in non-local equations, thus generalising Shilnikov's approach to non-local dynamical systems. We found that the number of possible bound states for fixed parameter values is always finite (unlike in local equations) and we determined when there is a long-range attractive or repulsive force between the pulses. We also performed an absolute-convective instability analysis of such pulses, and investigated in detail the regularising and de-regularising effects of the various terms in the equation, and obtained regions in the parameter planes for which the solutions evolve into stable weakly-interacting multi-pulse solutions.

2. We have extended the techniques developed for weakly nonlinear models to more realistic systems that are relevant to applications. For example, we have analysed absolute and convective instabilities in falling liquid films that are additionally sheared by a turbulent counter-current gas. We have additionally investigated pulse-interaction and bound-state formation in a non-local quasi-linear model for a liquid film flow in the presence of an applied electric field. We have similarly found that the number of possible bound states for fixed parameter values is always finite, and we have used the absolute-convective instability analysis to investigate the regularising and de-regularising effect of the electric field on the dynamics of a thin-liquid film.

3. Since coherent structures in non-local equations cannot be obtained in a standard way by using standard continuation and bifurcation software such as Auto07p and Matcont, we have additionally developed numerical spectral methods for computing coherent structures in non-local equations, which can also be applied to local equations. The methods that we have developed can be used, for example, for computation of travelling-pulse solutions in non-local equations and also for computation of bound-states of such travelling pulses. In addition, our methods allow for computation of branches of time-periodic solutions bifurcating from the branches of travelling-wave solutions. This allows for the construction of detailed bifurcation diagrams for coherent structures in local and non-local systems, and therefore, for a systematic investigation of the various effects on the dynamics of the solutions. We have supported the theoretical predictions for weakly-nonlinear and quasi-linear models by detailed numerical simulations. In addition, we have compared the results obtained for these models with direct numerical simulations for Stokes flow and found that for the parameter values where reduced models are expected to be valid, there is a very good agreement between the results for reduced models and full Stokes equations. Thus, for example, theoretical predictions for bound states can be used as initial guesses for computation of bound states for full Stokes equations.
Exploitation Route The conducted research is of fundamental academic interest to researches across a spectrum of disciplines. The immediate beneficiaries are applied mathematicians and physicists working in the fields of infinite-dimensional dynamical systems generated by local and non-local partial differential equations (PDEs) of evolutionary type, interfacial fluid mechanics and thin-film flows. The findings of the research provide an improved understanding of non-local active-dissipative systems, therefore, contributing to fundamental knowledge about PDEs, and will ultimately encourage interactions between different areas of mathematics. Since non-local equations are often encountered in the modelling of a wide variety of natural phenomena, the findings of the research are also of interest to geophysicists and biologists.

The findings of the research are also of interest to the wider community of engineers and experimentalists, chemical and process engineers in particular, especially because non-local active-dissipative equations arise in the modelling of the dynamics of a thin liquid film in the presence of various external effects and complexities (such as an applied electric field or turbulent gas flow). Indeed, as far as practical applications are concerned, there is a broad range of technological processes and industries that exploit thin liquid films subjected to various external effects, from traditional applications, such as coating processes, to the rapidly growing field of microfluidics and nanotechnology. The spatio-temporal dynamics of the liquid film interface in these applications is characterised by continuously interacting nonlinear wave patterns (coherent structures) that are known to profoundly affect the heat and mass transfer in industrial units. Therefore, it is important for the design and optimisation of such applications to obtain a better understanding of the interaction of such coherent structures, as provided by the finding of the conducted research.
Sectors Energy,Environment,Manufacturing, including Industrial Biotechology,Pharmaceuticals and Medical Biotechnology

 
Description London Mathematical Society, Scheme 4 Grant
Amount £500 (GBP)
Funding ID Ref 41514 
Organisation London Mathematical Society 
Sector Academic/University
Country United Kingdom
Start 05/2016 
End 05/2016
 
Description The Mathematics of Multilayer Microfluidics: analysis, hybrid modelling and novel simulations underpinning new technologies at the microscale
Amount £461,979 (GBP)
Funding ID EP/K041134/1 
Organisation Engineering and Physical Sciences Research Council (EPSRC) 
Sector Public
Country United Kingdom
Start 02/2014 
End 01/2017
 
Description Collaboration with Dr M. G. Blyth, University of East Anglia, Norwich, UK 
Organisation University of East Anglia
Country United Kingdom 
Sector Academic/University 
PI Contribution Dr M. G. Blyth, Dr Te-Sheng Lin and I have been working on problems related to the grant, in particular analysis of liquid film flow over topography with both local and non-local effects, and on analysing coherent structures in non-local systems. Our contribution, was to develop a theoretical framework and perform computations for reduced model equations.
Collaborator Contribution Dr M. G. Blyth, Dr Te-Sheng Lin and I have been working on problems related to the grant, in particular analysis of liquid film flow over topography with both local and non-local effects, and on analysing coherent structures in non-local systems. Dr Blyth has been working on developing numerical codes for full systems of equations, Stokes equations in particular.
Impact Conference presentations: In particular APS-DFD conference, November 2013, Pittsburgh, USA; SIAM Conference on Nonlinear Waves and Coherent Structures, August 2014, Cambridge, UK; 4th Micro and Nano Flows Conference MNF2014, September 2014, London, UK. Publication: Tseluiko, D., Blyth, M. G. & Papageorgiou, D. T. (2013), Stability of film flow over inclined topography based on a long-wave nonlinear model. Journal of Fluid Mechanics, Vol. 729, 638-671 Several publications are in preparation.
Start Year 2012
 
Description Collaboration with Dr N. Savva, Cardiff University, UK 
Organisation Cardiff University
Country United Kingdom 
Sector Academic/University 
PI Contribution We have been working on problems related to the grant, in particular on the analysis of non-local equations arising in the modelling of liquid films sheared by a turbulent gas. Our contribution and Dr Savva's contribution was both in the developing of theoretical approaches and numerical computations.
Collaborator Contribution We have been working on problems related to the grant, in particular on the analysis of non-local equations arising in the modelling of liquid films sheared by a turbulent gas. Our contribution and Dr Savva's contribution was both in the developing of theoretical approaches and numerical computations.
Impact Conference presentations: talks at BAMC 2013, April 2013, Leeds, UK; APS-DFD meeting, November 2014, Pittsburgh, USA; 9th UK-Japan Seminar on Multiphase Flows, September 2013, London; Research group (Groupement de Recherche, GDR) devoted to falling film instabilities and funded by CNRS and some industrial partners, March 2013; IUTAM Symposium on Nonlinear Interfacial Wave Phenomena from the Micro to the Macro-Scale, April 2013, Cyprus; BAMC 2014, April 2014, Cardiff, UK; Publications: Vellingiri, R., Tseluiko, D., Savva, N. & Kalliadasis, S. (2013), Dynamics of a liquid film sheared by a co-flowing turbulent gas. International Journal of Multiphase Flow, Vol. 56, 93-104
Start Year 2012
 
Description Collaboration with Prof. Christian Ruyer-Quil, Université de Savoie, Chambéry, France 
Organisation University of Savoy
Country France 
Sector Academic/University 
PI Contribution We have been collaborating with Prof. Christian Ruyer-Quil on the problems related to the grant. This collaboration has been particularly relevant to developing coherent-structure theories for falling liquid films exhibiting shear-thinning effects using realistic two-filed models. Our collaboration has been interconnected.
Collaborator Contribution We have been collaborating with Prof. Christian Ruyer-Quil on the problems related to the grant. This collaboration has been particularly relevant to developing coherent-structure theories for falling liquid films exhibiting shear-thinning effects using realistic two-filed models. Our collaboration has been interconnected.
Impact Pradas, M., Tseluiko, D., Ruyer-Quil, C. and Kalliadasis, S. (2014), Pulse dynamics in a power-law falling film, Journal of Fluid Mechanics 747, 460-480
Start Year 2014
 
Description Collaboration with Prof. D. T. Papageorgiou, Imperial College London 
Organisation Imperial College London
Country United Kingdom 
Sector Academic/University 
PI Contribution We have been working on problems related to the grant, in particular on the analysis of local and non-local equations arising in the modelling of liquid films flowing over topography, and and on analysing coherent structures. Our contribution and Prof. Papageorgiou's contribution was both in the developing of theoretical approaches and numerical computations.
Collaborator Contribution We have been working on problems related to the grant, in particular on the analysis of local and non-local equations arising in the modelling of liquid films flowing over topography, and and on analysing coherent structures. Our contribution and Prof. Papageorgiou's contribution was both in the developing of theoretical approaches and numerical computations.
Impact Conference presentations: talks at BAMC 2013, April 2013, Leeds, UK; APS-DFD meeting, November 2014, Pittsburgh, USA; Research group (Groupement de Recherche, GDR) devoted to falling film instabilities and funded by CNRS and some industrial partners, March 2013; BAMC 2014, April 2014, Cardiff, UK; DPG (Deutsche Physikalische Gesellschaft e.V.) meeting, 30 March - 4 April 2014, Dresden, Germany; SIAM conference on Nonlinear Waves and Coherent Structures 2014, August 2014, Cambridge, UK; 4th Micro and Nano Flows Conference MNF2014, September 2014, London, UK. Publications: Tseluiko, D., Blyth, M. G. & Papageorgiou, D. T. (2013), Stability of film flow over inclined topography based on a long-wave nonlinear model. Journal of Fluid Mechanics, Vol. 729, 638-671 Tseluiko, D., Blyth, M. G. & Papageorgiou, D. T. (2013), Stability of film flow over inclined topography based on a long-wave nonlinear model. Journal of Fluid Mechanics, Vol. 729, 638-671 Some publications are in preparation.
Start Year 2012
 
Description Collaboration with the research group of Prof. S. Kalliadasis (including Dr M. Pradas, who has moved to Open University, Dr R. Vellingiri), Imperial College London 
Organisation Imperial College London
Country United Kingdom 
Sector Academic/University 
PI Contribution We have been working on problems related to the grant, in particular on the analysis of non-local equations arising in the modelling of liquid films sheared by a turbulent gas, on the analysis of shear thinning flows. Our contribution and Prof. Kaliadasis' contribution was both in the developing of theoretical approaches and numerical computations.
Collaborator Contribution We have been working on problems related to the grant, in particular on the analysis of non-local equations arising in the modelling of liquid films sheared by a turbulent gas, on the analysis of shear thinning flows. Our contribution and Prof. Kaliadasis' contribution was both in the developing of theoretical approaches and numerical computations.
Impact Conference presentations: talks at BAMC 2013, April 2013, Leeds, UK; APS-DFD meeting, November 2014, Pittsburgh, USA; 9th UK-Japan Seminar on Multiphase Flows, September 2013, London; Research group (Groupement de Recherche, GDR) devoted to falling film instabilities and funded by CNRS and some industrial partners, March 2013; IUTAM Symposium on Nonlinear Interfacial Wave Phenomena from the Micro to the Macro-Scale, April 2013, Cyprus; BAMC 2014, April 2014, Cardiff, UK; DPG (Deutsche Physikalische Gesellschaft e.V.) meeting, 30 March - 4 April 2014, Dresden, Germany; SIAM conference on Nonlinear Waves and Coherent Structures 2014, August 2014, Cambridge, UK; Publications: Pradas, M., Tseluiko, D., Ruyer-Quil, C. & Kalliadasis, S. (2014), Pulse dynamics in a power-law falling film. Journal of Fluid Mechanics, Vol. 11, 98-109 Lin, T.-S., Tseluiko, D. & Kalliadasis, S. (2013), Numerical study of a non-local weakly nonlinear model for a liquid film sheared by a turbulent gas. Accepted by Procedia IUTAM Vellingiri, R., Tseluiko, D., Savva, N. & Kalliadasis, S. (2013), Dynamics of a liquid film sheared by a co-flowing turbulent gas. International Journal of Multiphase Flow, Vol. 56, 93-104 Several publications are in preparation.
Start Year 2012
 
Description Collaboration with the research group of Prof. U. Thiele (in particular with M. Galvagno, H. Lopez, J. Baxter) (Loughborough Univeristy and Univeristy of Muenster) 
Organisation University of Münster
Country Germany 
Sector Academic/University 
PI Contribution We have been collaborating with Prof. Uwe Thiele on the problems related to the grant. This collaboration has been particularly relevant to the development of some analytical and numerical techniques for the problems of our interest, e.g. numerical continuation techniques that would be applicable to both local and non-local equations. Our collaboration has been interconnected.
Collaborator Contribution We have been collaborating with Prof. Uwe Thiele on the problems related to the grant. This collaboration has been particularly relevant to the development of some analytical and numerical techniques for the problems of our interest, e.g. numerical continuation techniques that would be applicable to both local and non-local equations. Our collaboration has been interconnected.
Impact Conference presentations: talks and posters at DPG (Deutsche Physikalische Gesellschaft e.V.) meeting, 30 March - 4 April 2014, Dresden, Germany; CompMat2014: Computational Condensed Matter: Advances and Challenges, Whitehaven, UK, September 2014; 4th Micro and Nano Flows Conference MNF2014, University College London, UK, September 2014; Publications: Tseluiko, D., Galvagno, M. & Thiele, U. (2014), Collapsed heteroclinic snaking near a heteroclinic chain in dragged meniscus problems. European Physical Journal E 37 Tseluiko, D., Baxter, J. & Thiele, U. (2013), A homotopy continuation approach for analysing finite-time singularities in thin liquid films. IMA Journal of Applied Mathematics, DOI: 10.1093/imamat/hxt021 Several publications are in preparation.
Start Year 2012
 
Title Numerical continuation methods for computing coherent structures in non-local active-dissipative systems 
Description Coherent structures in non-local equations cannot be obtained in a standard way by using standard continuation and bifurcation software such as Auto07p and Matcont. We have developed numerical spectral methods for computing coherent structures in non-local equations (which can also be applied to local equations). The methods that we have developed can be used, for example, for computation of travelling-pulse solutions in non-local equations and also for computation of bound-states of such travelling pulses. In addition, our methods allow for computation of time-periodic branches of solutions bifurcating from the branches of travelling-wave solutions. These methods have been used, for exmple, in Lin et al. (2015), SIAM J. Appl. Math. 75, 538-563. Other publications are in preparation. 
Type Of Technology New/Improved Technique/Technology 
Year Produced 2014 
Impact The developed research methods allow for computation of travelling-pulse solutions and of bound-states of such travelling waves in non-local active dissipative systems. In addition, the developed methods allow for computation of branches of time-periodic solutions in such systems. The methods can therefore be used for a systematic investigation of coherent structures in non-local equations (see e.g. Lin et al. (2015), SIAM J. Appl. Math. 75, 538-563). The methods can also be applied for a more systematics investigation of solutions in local equations, for example, to understand coarsening dynamics in a convective Cahn-Hilliard equation (this is an ongoing work). We expect more impact to be generated in the future.