A convenient scheme for automatic computation
is the successive evaluation of Xi(n+1),
Xi((n+2)), and Xi,n+1
according to (9), (10) and (14). We have used this procedure
in all the computations described in this study.
In phase space a numerical solution of
(1) must be represented by a jumping particle rather than
a continuously moving particle. Moreover, if a digital computer
is instructed to represent each number in its memory by
a preassigned fixed number of bits, only certain discrete
points in phase space will ever be occupied. If the numerical
solution is bounded, repetitions must eventually occur,
so that, strictly speaking, every numerical solution is
periodic. In practice this consideration may be disregarded,
if the number of different possible states is far greater
than the number of iterations ever likely to be performed.
The necessity for repetition could be avoided altogether
by the somewhat uneconomical procedure of letting the precision
of computation increase as n increases.
Consider now numerica1 solutions
of equations (4), obtained by the forward-difference procedure
(11). For such solutions,
Let
S' be any surface of constant Q whose interior
R' contains the ellipsoid E where dQ/ dt
vanishes, and let S be any surface of constant
Q whose interior R contains S'.
Since ∑Fi2
and dQ/ dt both possess upper bounds in R',
we may choose ∆t so small that Pn+1
lies in R if Pn lies in R'.
Likewise, since ∑Fi2
possesses an upper bound and dQ/dt possesses
a negative upper bound in R-R', we may choose
∆t so small that Qn+1<Qn
if Pn lies in R- R'. Hence
∆t may be chosen so small that any jumping
particle which has entered R remains trapped within
R, and the numerical solution does not blow up. A
blow-up may still occur, however, if initially the particle
is exterior to R.
Consider now the double-approximation
procedure (14). The previous arguments imply not only that
P(n+1) lies within R if Pn
lies within R, but also that P(n+2)
lies within R if P(n+1) lies
within R. Since the region R is convex, it
follows that P n+1, as given by (14),
lies within R if Pn lies within
R. Hence if ∆t is chosen so small
that the forward-difference procedure does not blow up,
the double-approximation procedure also does not blow up.
We note in passing that if we
apply the forward difference procedure to a conservative
system where dQ/dt=0 everywhere,
In
this case, for any fixed choice of t the numerical solution
ultimately goes to infinity, unless it is asymptotically
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approaching a steady state. A similar
result holds when the double-approximation procedure (14)
is applied to a conservative system.
5. The convection equations of Saltzman
In this section we shall introduce a
system of three ordinary differential equations whose solutions
afford the simplest example of deterministic nonperiodic
flow of which the writer is aware. The system is a simplification
of one derived by Saltzman (1962) to study finite amplitude
convection. Although our present interest is in the nonperiodic
nature of its solutions, rather than in its contributions
to the convection problem, we shall describe its physical
background briefly.
Rayleigh (1916) studied the flow occurring
in a layer of fluid of uniform depth H, when the
temperature difference between the upper and lower surfaces
is maintained at a constant value ∆T. Such
a system possesses a steady-state solution in which there
is no motion, and the temperature varies linearly with depth,
if this solution is unstable, convection should develop.
In the case where all motions are parallel
to the x–z-plane, and no variations in the direction
of the y-axis occur, the governing equations may
be written (see Saltzman, 1962)
Here
ψ
is a stream function for the two-dimensional motion, θ
is the departure of temperature from that occurring in the
state of no convection, and the constants g, α,
v, and κ denote, respectively, the acceleration
of gravity, the coefficient of thermal expansion, the kinematic
viscosity, and the thermal conductivity. The problem is
most tractable when both the upper and lower boundaries
are taken to be free, in which case ψ
and Ñ2ψ
vanish at both boundaries.
Rayleigh found that fields of motion
of the form
would develop if the quantity
now called the Rayleigh number,
exceeded a critical value
The minimum value of Rc, namely 27p4/4,
occurs when a2=1/2.
Saltzman (1962) derived a set of ordinary differential
equations by expanding
ψ;
and θ in double Fourier series in x and z, with functions
of t alone for coefficients, and
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