David M. Ambrose's Publications

Refereed journal articles

8. (with Jon Wilkening) Time-periodic solutions of the Benjamin-Ono equation, Submitted.
Abstract: We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is positive unless the solution is periodic, in which case it is zero. We solve an adjoint PDE to compute the gradient of this functional with respect to the initial condition. We include additional terms in the functional to specify the free parameters, which are the mean, a spatial phase, a temporal phase and the real part of one of the Fourier modes at t=0. We use our method to study global paths of non-trivial time-periodic solutions connecting stationary and traveling waves of the Benjamin-Ono equation. As a starting guess for each path, we compute periodic solutions of the linearized problem by solving an infinite dimensional eigenvalue problem in closed form. We then use our numerical method to continue these solutions beyond the realm of linear theory until another traveling wave is reached (or until the solution blows up). By experimentation with data fitting, we identify the analytical form of the solutions on the path connecting the one-hump stationary solution to the two-hump traveling wave. We then derive exact formulas for these solutions by explicitly solving the system of ODE's governing the evolution of solitons using the ansatz suggested by the numerical simulations.

7. Singularity formation in a model for the vortex sheet with surface tension, Accepted, Math. Comput. Simulation, (2008).
Abstract: In a recent analytical study, the author has proved well-posedness of the vortex sheet with surface tension. This work included using a formulation of the problem introduced by Hou, Lowengrub, and Shelley for a numerical study of the same problem. The analytical study required identification of a term in the evolution equations which can be viewed as being responsible for the Kelvin-Helmholtz instability; this term is of lower order than the surface tension term. In the present work, the author introduces a simple model for the vortex sheet with surface tension which maintains the same dispersion relation and the same destabilizing force as in the vortex sheet with surface tension. For the model problem, it is found that finite-time singularities can form when the initial data is taken from a certain class. For the vortex sheet with surface tension, the only observed singularities thus far in numerical work have coincided with self-intersection of the fluid interface. There is no analogue of self-intersection in the model problem, and thus the singularities observed in the present work may well be related to a previously unobserved singularity for the full vortex sheet problem.

6. (with Nader Masmoudi) The zero surface tension limit of three-dimensional water waves, Accepted, Indiana U. Math. J., (2007).
Abstract: We provide a new proof of existence of irrotational water waves in three space dimensions. We do this by establishing that the limit of the water wave with surface tension, as surface tension vanishes, is the water wave without surface tension. The main tool is an energy estimate which is uniform in the surface tension parameter. Before establishing estimates, we reformulate the problem using suitable variables and an isothermal parameterization. With these variables and parameterizations, estimates for the water wave with or without surface tension are straightforward, and the existence proof is more elementary and shorter than other proofs.

5. (with Nader Masmoudi) Well-posedness of 3D vortex sheets with surface tension, Comm. Math. Sci., (2007) 5:391-430.
Abstract: We prove well-posedness for the initial value problem for a vortex sheet in 3D fluids, in the presence of surface tension. We first reformulate the problem by making a favorable choice of variables and parameterizations. We then perform energy estimates for the evolution equations. It is important to note that the Kelvin-Helmholtz instability is present for the vortex sheet in the absence of surface tension. Accordingly, we must construct the energy functional carefully with an eye toward the regularization of this instability. Well-posedness follows from the estimates.

4. Well-posedness of two-phase Darcy flows in 3D, Quart. Appl. Math., (2007) 65:189-203.
Abstract: We prove the well-posedness, locally in time, of the motion of two fluids flowing according to Darcy's law, separated by a sharp interface in the absence of surface tension. We first reformulate the problem using favorable variables and coordinates. This results in a quasilinear parabolic system. Energy estimates are performed, and these estimates imply that the motion is well-posed for a short time with data in a Sobolev space, as long as a condition is satisfied. This condition essentially says that the more viscous fluid must displace the less viscous fluid. It should be true that small solutions exist for all time; however, this question is not addressed in the present work.

3. (with Nader Masmoudi) The zero surface tension limit of two-dimensional water waves, Comm. Pure Appl. Math., (2005) 58:1287-1315.
Abstract: We consider two-dimensional water waves of infinite depth, periodic in the horizontal direction. It has been proved by Wu (in the slightly different non-periodic setting) that solutions to this initial value problem exist in the absence of surface tension. Recently, Ambrose has proved that solutions exist when surface tension is taken into account. In this paper, we provide a shorter, more elementary proof of existence of solutions to the water wave initial value problem both with and without surface tension. Our proof requires estimating the growth of geometric quantities using an arclength parameterization of the free surface and using physical quantities related to the tangential velocity of the free surface. Using this formulation, we find that as surface tension goes to zero the water wave without surface tension is the limit of the water wave with surface tension. Far from being a simple adaptation of previous works, our method requires a very original choice of variables; these variables turn out to be physical and well adapted to both cases.

2. Well-posedness of two-phase Hele-Shaw flow without surface tension, European J. Appl. Math., (2004) 15:597-607.
Abstract: We prove short-time well-posedness of a Hele-Shaw system with two fluids and no surface tension. In order for the motion to be well-posed, the initial data must satisfy a sign condition which is a generalization of a condition of Saffman and Taylor. The proof uses the formulation introduced in the numerical work of Hou, Lowengrub, and Shelley, and relies on energy methods.

1. Well-posedness of vortex sheets with surface tension, SIAM J. Math. Anal., (2003) 35:211-244.
Abstract: We study the initial value problem for two-dimensional, periodic vortex sheets with surface tension. We allow the upper and lower fluid to have different densities. Without surface tension, the vortex sheet is ill-posed: it exhibits the well-known Kelvin-Helmholtz instability. In the linearized equations of motion, surface tension removes the instability. It has been conjectured that surface tension also makes the full problem well-posed. We prove that this conjecture is correct using energy methods. In particular, for the initial value problem for vortex sheets with surface tension with sufficiently smooth data, it is proved that solutions exist locally in time, are unique, and depend continuously on the initial data. The analysis uses two important ideas from the numerical work of Hou, Lowengrub, and Shelley. First, the tangent angle and arclength of the vortex sheet are used rather than Cartesian variables. Second, instead of a purely Lagrangian formulation, a special tangential velocity is used in order to simplify the evolution equations. A special case of the result is well-posedness of water waves with surface tension; this is the first proof (with surface tension) which allows the wave to overturn.

Refereed conference proceedings

3. Short-time well-posedness of free-surface problems in irrotational 3D fluids. Hyperbolic Problems: Theory, Numerics, and Applications. Proceedings of the Eleventh International Conference, Lyon (July, 2006). Springer-Verlag (2008), pages 307-314.
We discuss the proof of short-time well-posedness for free-surface problems in irrotational three-dimensional fluids. We consider three situations: the vortex sheet with surface tension, the water wave, and Darcy flow. A common framework is described for treating each of these problems. In this framework, we choose convenient parameterizations and variables. In each case, we arrive at a system of evolution equations which is amenable to use of the energy method. The work on the vortex sheet and the water wave is joint with Nader Masmoudi.

2. Regularization of the Kelvin-Helmholtz instability by surface tension. Phil. Trans. R. Soc. A, (2007) 365:2253-2266. Proceedings of the Semester on Wave Motion; Institut Mittag-Leffler, Djursholm, Sweden (Fall, 2005).
Abstract: The Kelvin-Helmholtz instabilty is present in the motion of a vortex sheet without surface tension. This can be seen from the linearization of the equations of motion, and there have also been proofs of ill-posedness for the full, nonlinear equations. In the presence of surface tension, the linearized equations no longer exhibit an instability, and it has been believed that the full equations should then be well-posed. In this paper, we sketch a proof that the vortex sheet with surface tension is well-posed in the case of both two-dimensional and three-dimensional fluids. The proof in the case of three-dimensional fluids is joint work with Nader Masmoudi. The method is to first reformulate the problem using suitable variables and parameterizations, and then to perform energy estimates. The choice of variables and parameterizations in the two-dimensional case is the same as that of Hou, Lowengrub, and Shelley in prior numerical work.

1. Short-time well-posedness of free-surface problems in 2D fluids, Hyperbolic Problems: Theory, Numerics, and Applications. Proceedings of the Tenth International Conference, Osaka (September, 2004). Yokohama Publishers (2006) vol. 1, pages 247-254.
Abstract: We describe recent progress in the analysis of free-surface problems in 2D fluids. This includes the solution of two long-standing open problems: the well-posedness of the vortex sheet with surface tension and the well-posedness of the Muskat problem. We also describe a new proof of well-posedness of 2D water waves. The method of proof is similar for all of these problems: the evolution equations are first reformulated using geometric variables and an arclength parameterization, and then energy methods are employed.