jfr mathematics for the planet earth -...
TRANSCRIPT
SOME MATHEMATICAL ASPECTS OF THE PLANET EARTH
José Francisco Rodrigues (University of Lisbon) Article of the Special Invited Lecture, 6th European Congress of Mathematics 3 July 2012, Krakow. The Planet Earth System is composed of several sub-‐systems: the atmosphere, the liquid oceans and the icecaps and the biosphere. In all of them Mathematics, enhanced by the supercomputers, has currently a key role through the “universal method" for their study, which consists of mathematical modeling, analysis, simulation and control, as it was re-‐stated by Jacques-‐Louis Lions in [L]. Much before the advent of computers, the representation of the Earth, the navigation and the cartography have contributed in a decisive form to the mathematical sciences. Nowadays the International Geosphere-‐Biosphere Program, sponsored by the International Council of Scientific Unions, may contribute to stimulate several mathematical research topics. In this article, we present a brief historical introduction to some of the essential mathematics for understanding the Planet Earth, stressing the importance of Mathematical Geography and its role in the Scientific Revolution(s), the modeling efforts of Winds, Heating, Earthquakes, Climate and their influence on basic aspects of the theory of Partial Differential Equations. As a special topic to illustrate the wide scope of these (Geo)physical problems we describe briefly some examples from History and from current research and advances in Free Boundary Problems arising in the Planet Earth. Finally we conclude by referring the potential impact of the international initiative Mathematics of Planet Earth (www.mpe2013.org) in Raising Public Awareness of Mathematics, in Research and in the Communication of the Mathematical Sciences to the new generations. Ancient Mathematics and the Earth There is no doubt that the planet Earth is one a main ancient root of mathematics. Distancing, constructing, spacing, surveying or angulating led to Geometry, that means literally measurement of the earth (respectively, metron and geo, from ancient Greek). The Babylonian tablets and the Egyptian papyri, which are dated back about 4000 years, are the first known records of elementary geometry. Even if it may be controversial to attribute to Pythagoras the idea that the shape of the Earth is a sphere, this was clear already to Aristotle (384 – 322 BCE) in his “On the Heavens”: “Its shape must be spherical… If the earth were not spherical, eclipses of the moon would not exhibit segments of the shape they do… Observation of the stars also shows not only that the earth is spherical but that it is not no great size, since a small change of position on our part southward or northward visibly alters the circle of the horizon, so that the stars above our heads change their position considerably, and we do not see the same stars as we move to the North or South.” But if the Hellenistic scientists had observed the sphericity of the planet, they had also obtained a relatively accurate estimate of its radius. Indeed, we owe one of the first estimates of the circumference of the earth to Erastosthenes
(276-‐194 BCE), a member of the Alexandrine school, who established it in 250,000 stadia. He measured in Alexandria the angle elevation of the sun at midday, i.e. the angular distance from the zenith at the summer solstice, and he found 1/50th of a circle (about 7°12’) making then the proportion, by knowing that Syene (Aswan) was on the Tropic of Cancer at a distance of about 5000 stadia. If the stadion meant 185 m, he obtained 46,620 km, an error of 16.3% too great, but if the stadion meant 157.5 m, them the result of 39,690 km has an error less than 2%!
Erastosthenes of Cyrene, as Heath wrote [H], “was, indeed, recognised by his contemporaries as a man of great distinction in all branches of knowledge”. He is remembered for his prime number sieve, still a useful tool in number theory, and was the first to use the word geography and to attempt to make a map of the world for which he invented a line system of latitude and longitude. Another old trigonometric technic, the basic principle of triangulation to determine distances of inaccessible points on earth, was used by Aristarchus of Samos (about 310-‐230 BCE) to estimate the relative sizes and distances of the Sun and the Moon. Even if these estimates were of an order of magnitude too small, this was a remarkable intellectual achievement of the Hellenic mathematician. He was also a precursor of Copernicus, as one of the philosophers of the Antiquity to suggest the heliocentric theory in Astronomy.
http://en.wikipedia.org/wiki/File:PtolemyWorldMap.jpg (15th century redrawn of Ptolemy’s world map)
Ptolemy (about 100-‐178), the most influential Hellenic astronomer and geographer of his time, credited Eratosthenes to have measured the tilt of the Earth's axis with great accuracy obtaining the value of 11/83 of 180° (23° 51'
15"). In his Guide to Geography he gave information on the construction of maps of the known world in Europe, Africa and Asia. However, as we may see from a world map redrawn in the 15th century, from the present point of view his representation of the earth is not accurate at all, in particular showing the Atlantic and the Indian Oceans as closed seas. Ptolemy used Strabo’s value for the circumference of the Earth, which was too small with an error of 27.7%. This crude estimate has been used to explain the Columbus’ error of looking Cipango (Japan) going West more than thirteen centuries later [RW], but historians have recently discovered other reasons for this fact. In its great astronomical treatise of the second century, the Almagest, which geocentric theory was not superseded until a century after Copernicus’ book De Revolutionibus Orbium Coelestium of 1543, Ptolemy describes, in particular, a kind of ‘astrolabe’, which is a combination of graduated circles that later became a more sophisticated chief astronomical instrument reintroduced into Europe from the Islamic world. The nautical adaptation of the planispheric astrolabe was one of the tools used by the Portuguese navigator Bartolomeu Dias in his ocean expedition rounding Africa and crossing the Cape of “Boa Esperança” in 1488. This has shown the connection between the Atlantic and the Indian Oceans, a discovery that would change dramatically the geographical vision of the world, and has happened four years before Columbus first travel to the Antilles.
http://en.wikipedia.org/wiki/File:Martellus_world_map.jpg (Martellus world map of 1489 or 1490)
This fact was immediately reflected in the world map made in 1489 or 1490 by Henricus Martellus and in the Nuremberg Globe of Martin Behaim, of 1492 [Da]. Atlas and globes are treasures of the Renaissance cartography that illustrate how useful mathematical techniques were necessary for map making in the late 15th century, for practical navigations or for helping the European minds to change their concept of the world, as did the famous Globus Jagellonicus of 1510 that is considered as being the oldest existing globe showing the Americas. The strategic importance of the new terrestrial representations and of the ocean navigations, as new key technologies, goes beyond their scientific meaning and consequences. They represented technological breakthroughs and were decisive tools for the European expansion in the period 1400-‐1700, as “the
conquest of the high seas gave Europe a world supremacy that lasted for centuries” [B]. If shape, measure and representation of the Earth were key elements in ancient mathematics, the novel problems and concepts of Renaissance mathematics, in particular, those associated with a new geometric approach to the theory and practice of navigation, as well as to mapping techniques, were instrumental in the rise of modern science. As the Dutch historian of science R. Hooykaas has stressed, “the great change (not only in astronomy or physics, but in all scientific disciplines) occurred when, not incidentally but in principle and in practice, the scientists definitively recognized the priority of Experience. The change of attitude caused by the voyages of discovery is a landmark affecting not only geography and cartography, but the whole of 'natural history'.” [Ho]
Mathematical Geography and the Scientific Revolution(s) Recently historians of Mathematics have been recognizing the importance of Renaissance methods [K], often invoking the significant and countlessly repeated phrase of Galileo in “Il Saggiatore” (1623): “Philosophy is written in this grand book, the universe, (…) written in the language of mathematics, and its characters are triangles, circles, and other geometric figures without which it is humanly impossible to understand a single word of it; without these, one wonders about in a dark labyrinth.” The Elements of Euclides were first printed, in Latin, in Venice in 1482, and had several vernacular translations in the following century in Italian, German, French, English and Spanish. The English’s edition, printed in London in 1570, contains a “very fruitfull Preface made by M.I.Dee, specifying the chiefe Mathematicall Sciences” [AG]. In this influential text of the English scientist John Dee (1527-‐1608), after stating that “Of Mathematicall thinges, are two principall kindes: namely, Number, and Magnitude”, he describes among the branches of his remarkable “Mathematicall Tree”, the “Arte of Nauigation, demonstrateth how, by the shortest good way, by the aptest Directiõ, & in the shortest time, a sufficient Ship, betwene any two places (in passage Nauigable,) assigned: may be cõducted: and in all stormes, & naturall disturbances chauncyng, how, to vse the best possible meanes, whereby to recouer the place first assigned” [D]. Geography and navigation were in fact extremely important in the 16th century [LA] and it became now clear that Dee’s mathematical program has roots in the works of the Portuguese mathematician and cosmographer Pedro Nunes (1502-‐1578). In a letter of 1558 to Mercator, Dee considered Nunes as the “most learned and grave man who is the sole relic and ornament and prop of the mathematical arts among us” [A]. Gerardus Mercator (1512-‐1594), the German cartographer and mathematician, in his Mapamundi of 1569 had constructed a new projection to represent the rhumb lines, i.e. the curves with a constant angle V (0<V<π/2) with all meridians, as straight lines on a flat map [C]. Those spiral curves on the sphere, later also called loxodromes, as it is confirmed with recent new evidence by historians [A], were brought to Mercator’s attention by Nunes’ works, who a few years earlier had imagined and had discussed a method for their representation for nautical purposes. Although this major advance in mathematical cartography was of great importance for navigation [D’H], it took one and half century to understand
completely the mathematical equation of the loxodrome and to establish that its stereographic projection in the plane is the logarithmic spiral, as it was published by the English astronomer Edmund Halley in 1696 [Ha]. Directly questioned by the seamen returning from the oceanic navigations, Pedro Nunes was the first to distinguished on the terrestrial globe between the loxodromic course, then called rhumb lines, consisting in navigating with a constant angle and the orthodromic course, which is the shortest distance on the arc of a great circle, i.e. the geodesic. In two small original treatises published in Portuguese in 1537, in particular in “Tratado em defensam da carta de marear” (‘Treatise defending the nautical chart’) [LA], Nunes described the spiral nature of the rhumb lines and represented them in a symmetrical picture inside an equinoctial circle. However, only in is Opera, a Latin Collectanea of his extended works published in Basel in 1566, Nunes clearly stated that the
The 1537’s original representation of the loxodromes by Pedro Nunes [N].
loxodrome behaves similarly to a helix never reaching the pole, a concept he also described in a manuscript of the 1540’s found in Florence. Later in a manuscript of 1595 Thomas Harriot suggested a relation with the logarithm spiral in the plane. In the book “Certain errors in navigation” published in London in 1599, another English mathematician and cartographer, Edward Wright (1561-‐1615) that studied carefully Nunes’ works, described precisely the process of representing rumbs lines as straight lines in Mercator charts. In modern notations, in a sphere with unit radius the equation of the loxodrome with angle V may be given by
φ = − τ log tan (θ/2) , where τ = tan V, φ is the longitude (φ = 0 at its intersection with the equator) and θ the colatitude. Hence, in Cartesian coordinates, z = cos θ and in the xy-‐plan of the equator x = sin θ cos φ and y = sin θ sin φ. By eliminating θ in the equation ρ = sin θ and using the loxodrome equation, we obtain
ρ = sech (φ/τ ) = 2 (eφ /τ + e−φ /τ )−1 .
This equation is the orthogonal projection of the loxodrome in polar coordinates on the equator plan and represents a Poinsot spiral [GT], a planar curve considered by the French mathematician Louis Poinsot in his 1834 geometrical mechanics theory [P]. Another remarkable work of Pedro Nunes is the book on twilights, De Crepusculis published for the first time in Lisbon in 1542. This geophysical problem had been considered by the Islamic Al-‐Andalus mathematician Ibn Mu’adh in the 11th century and by the Polish scientist Witelo in the 13th century. In his book, Nunes treated the twilight variation produced by the sun during the annual course through the ecliptic. Using spherical trigonometry only, he was able, in particular, to answer completely the question about the shortest twilight, while Jakob Bernouilli, l’Hospital and d’Alembert gave only an indirect, incomplete solution of the problem, as recognized by Delambre in 1815 and refereed by Gauss in 1817 [Kno]. No less important is the method invented by Nunes to improve the measurements of angles in the division of the scale of a quadrant or of a nautical astrolabe. The concept of the “nonius” arise in the second part of the “De Crepusculis”, after proposition III: “to construct an instrument well suited to observation of the heavenly bodies, with which one can accurately determine their altitudes” [ER]. The method was used by Tycho Brahe (1546-‐1601) in two quadrants he constructed for his observatory in Uraniborg, in Denmark, that were equipped with the nonius and he described in the book “Astronomiae Insaturatae Mechanica” [Br], first published in 1598, referring explicitly “inside this division there is yet another according to the principles set forth by … Petrus Nonnius in his learned little book on the Twilight”. The only known existing instrument of this period reproducing the Nunes’ invention is a quadrant used to measure altitudes dated 1595 and belonging to the Museum of the History of Science in Florence [ER].
The quadrant of the 16th century of the Museum of the History of Science in Florence and a
picture from the Brahe’s “Astronomiae Insaturatae Mechanica” of 1598.
A pioneer and most important feature of this Iberian Renaissance mathematician was his professional activity as royal cosmographer from 1529 on and, in addition of being mathematics professor at the University of Coimbra since 1544, his appointment as Cosmographer-‐in-‐Chief of Portugal in 1547, who was in charge of the examination the chart masters and nautical instruments manufacturers and of the certification of its quality [ER]. These facts placed Pedro Nunes as one of the “few learned authors [who] began to be interested in the mechanical arts, which had become economically so important” in the sixteenth century, since “natural science needs theory and mathematics as well as experiments and observations” and “only theoretically educated men with rationally trained intellects were able to supply that other half of its methods to science”, so that paraphrasing Edgar Zilsel [Z], “eventually the social barrier between the two components of the scientific method broke down, and the methods of the superior craftsmen were adopted by academically trained scholars: the real science was born”. These original contributions in mathematical navigation, together with other advances in geography, astronomy, architecture, mechanics and music, are significant examples of a paradigm of Renaissance mathematics on the establishment of a “program for the mathematization of the real world” [Le] and have contributed to the creation of the first “Academia Real Mathematica” de Madrid, by Filipe II, while he was in Lisbon in 1582. In a remarkable text on the institutional foundations of this pioneer Iberian academy, Juan de Herrera [He] refers the importance of “las disciplinas Mathematicas que abren la entrada y puerta a todas las demas sciencias por su grande certitude y mucha euidencia, donde tomaron el nombre de Mathematicas o disciplinas que todo es vno, porque manifestan el methodo verdadero y orden de saber” (the Mathematical disciplines that open the door and entrance to all other sciences for his great certitude and much evidence, which took the name of Mathematics or disciplines that the whole is one, because they express the true method and order of knowledge"). Indeed, almost one century before Galileo’s famous statement, Nunes in his 1537 work on mathematical navigation had already written “(…) because no rule that is based on speculative or theoretical knowledge can be well practiced and understood if one doesn’t know this same principles” since “nothing is most evident than mathematical demonstration, which by no means, is possible to be contested” [AL]. Winds, Heating, Earthquakes and Climate The atmosphere, the liquid oceans, the icecaps, the internal structure and the biosphere are the sub-‐systems of the Planet Earth whose mathematical models and simulations, nowadays enhanced by the supercomputers, play an essential role, as observed by J-‐L Lions (1928-‐2001) in [L]. Much before the advent of computers, while navigation and cartography have contributed to advance the mathematical knowledge in the Renaissance, after the invention of the Calculus in the following century, the planet Earth has continued to contribute in several ways to advance Mathematical Analysis in the eighteen and nineteen centuries as well. The partial calculus appeared in the end of the 17th century with trajectory and isoperimetric problems with one parameter families of curves.
However the creation of the theory of partial differential equation took a decisive step in the works of Jean D’Alembert (1717-‐1783) on the “vibrating string problem” and on a problem of the Planet Earth [De]. The introduction in 1743 in his “Traité de dynamique” of the first wave equation of the type
ddy = dyds
− (l − s) ddyds2
⎡⎣⎢
⎤⎦⎥dt 2
was followed by the more developed work published in Paris in 1747 on “Réflexions sur la cause générale des vents”. In this book, that won the 1746 prize of the Academy of Sciences of Berlin, d’Alembert considered the geophysical problem of the vibrations of a layer of air (winds) under the action of the Earth rotation and he derives for the first time the general formula for the solution of
the wave equation that has now his name. He developed the method of Euler, introducing first order systems of the type
∂α∂t
= ∂β∂s and ν ∂β
∂t= ρ ∂α
∂s+ϕ(t, s)
Looking for total differentials and using the usual change of coordinates, d’Alembert arrived to the general solution of the wave equation in terms of two arbitrary functions defined on the characteristics equations t + λ s = C1 and t − λ s = C2 , where λ2 = ν/ρ. The third part of his Mémoire actually initiated this new branch of mathematical analysis that was immediately followed and developed by Euler and Lagrange. Also related to the Planet Earth, the Academy of Sciences of Paris had proposed in 1738 in the class of mathematics the theme “the cause of the flux
and reflux of the sea” and among the prizewinners were Daniel Bernoulli, Euler and MacLaurin. But, as J-‐L Lions also observed in his interesting little book [L], Joseph Fourier (1768-‐1830) became a forerunner by calling the attention in 1824 on the possible effect of anthropogenic factors on the surface temperature of the Earth. In fact, Fourier, recognized in [F2]: “La question des températures terrestres m'a toujours paru un des plus grands objets des études cosmologiques, et je l'avais principalement en vue en établissant la théorie mathématique de la chaleur” (The question of the terrestrial temperatures has always seemed to me one of greatest subjects of the cosmological studies, and I had it mainly in mind in establishing the mathematical theory of heat); and in [F2] he also conjectured explicitly that “L’établissement et le progress des sociétés humaines, l’action des forces naturelles peuvent changer notablement, et dans de vastes contrées, l’état de la surface du sol, la distribuition des eaux et les grands mouvements de l’air” (The establishment and progress of the human societies, the action of natural forces can change significantly, and in large parts, the surface condition of the soil, the distribution of water and the large air movements), as possible causes of the variation of the average temperatures in the course of several centuries. Indeed the interest of Fourier on the temperature of the Earth dated from the first manuscripts of 1807 of his “Théorie Analytique de la Chaleur”, which final version was published in Paris only in 1822. In his Mémoire [F1] of 1820 he referred three factors acting upon the heat of the planet: the heating by the sunrays, the internal heat of the globe and the secular dissipation due to the cooling of the Earth. Then he described the model of the “refroidissement séculaire” of the sphere using the heat equation in polar coordinates for the temperature υ at time t and at the layer of radius x:
∂ν∂t
= KCD
∂2ν∂x2
+ 2x∂ν∂x
⎛⎝⎜
⎞⎠⎟
where K, C and D are physical constants. To model the heat change at the surface of the Earth Fourier was the first to write the differential equation of the qualitative law observed experimentally by Newton in 1701:
K ∂ν∂x
+ hν = 0 ,
which means that the heat flux is proportional to the surface temperature with constant h/K. He gave then the exact general solution in the form of a trigonometric series in x with an exponential in t with precise coefficients in terms of the initial temperature, by referring to his earlier work of 1807. Finally he concluded that “on peut connaître, au moyen de cette formule, toutes les circunstances du refroidissement d’un globe solide dont le diamètre n’est pas extrêmement grand” (By means of this formula, we may know all circunstances of the cooling of a solid globe whose diameter is not extremely large). More than a century later, after graduating at the Physics and Mathematics Faculty of the Leningrad (St Petersburg) University in 1929, Sergey Sobolev (1908-‐1989) worked at the Theoretical Department of the Seismological Institute and at the Steklov Institute of Physics and Mathematics of the USSR Academy of Sciences in his city. In the first decade of his mathematical production, he introduced and developed new theories that were fundamental for the development of partial differential equations and functional analysis in
the 20th century [Ba]. Besides his deep work in hyperbolic partial differential equations of second order and the proof of the seminal Sobolev inequalities, which are at the basis of the theory of Sobolev spaces, he introduced in 1934 generalized solutions [So] for the wave equation, a landmark that became adaptable to an enormous number of problems of mathematical physics and other areas of mathematics. The following year he introduces the novel concept “solution in functionals” for the Cauchy problem for hyperbolic linear equations, which corresponds to what is now called a distribution.
The young S L Sobolev with A N Krilov in the 1930’s.
Also in 1934 another young mathematician, Jean Leray (1906-‐1998) after completing his PhD at the Faculty of Science of Paris the year before, introduced the fundamental concept of weak solutions of the Navier-‐Stokes equations, which he called “solutions turbulentes”, based on the new definition of “quasi-‐dérivées” and on the approximation of integrable functions by mollification in [L1]. In fact, Leray used implicitly the Sobolev space H1( 3 ) in his existence theory and raised a still open double question. Sixty years later he described in [L2] this double question that became known as one of “The Millenium Problems”: “The theoretical study of a fluid motion with initial condition leads in various cases to a same conclusion: the existence of at least one weak solution that is regular and unique near the initial time, and exists for any later time (…) but does it remain regular and uniquely determined?” If the wave equation in heterogeneous media is an essential tool in theoretical seismology, the Navier-‐Stokes equations are of no less importance in meteorology, in particular, in developing mathematical models of the atmosphere or of the ocean. For instance, with the purpose to understand the long-‐term weather prediction and climate changes, in 1992 J-‐L Lions proposed, in collaboration with R Temam and S Wang [LTW1], a long range project based on the mathematical study and computational simulations of an important class in the hierarchy of models for in geophysical fluid dynamics, the primitive equations of the dynamics of the atmosphere and of the oceans, as well as their coupling effects, by analogy to the mathematical theory of Navier-‐Stokes equations (see [PTZ], for a recent survey). From a different point of view, the Serbian mathematical-‐physicist Milutin Milankovitch (1879-‐1958) in the first quarter of the 20th century studied the effect of solar radiation in different latitudes and its consequence in the
planetary albedo and proposed a decisive theory on “mathematical climate” [M] to explain the Earth’s long term climate changes caused by the variation of its position, including obliquity and precession, in the orbit around the Sun (the Milankovitch cycles). In a certain sense, this work started a whole hierarchy of climate models, paving the way to John von Neumann optimistic suggestion in 1955, by referring to climate control through managing solar radiation: “Probably intervention in atmospheric and climate matters will come in a few decades, and will unfold on a scale difficult to imagine at present” [Neu] In recent decades, the “rising tide of scientific data” and the advances of mathematical and computational tools has raised climate science to a whole new level, although global representations and predictions are still very difficult, of limited range and often quite deficient. Nevertheless, applied mathematics is bringing new contributions among the whole range of multiscale problems of this interdisciplinary research, by blending asymptotic, qualitative, numerical simulations with rigorous analysis. For instance, the modeling climate phenomena in the tropics in the range of scales from kilometers to ten thousand kilometers and shorter time scales has been recently surveyed in [KMS]. In this review paper, the dynamics of precipitation fronts in the tropical atmosphere are modeled as large-‐scale boundaries between moist and dry regions and treated as a new hyperbolic free boundary problem for which rigorous mathematical analysis is possible in the framework of weak solutions. Free Boundary Problems (FBP) in the Planet Earth Generally speaking, free boundaries are interfaces, for instance curves or surfaces, which are a priori unknown and separate different regions in space and/or time and appear typically in models with phase changes. Their mathematical treatment has a long history and a large scope of applications. It was the subject of a five years scientific program of the European Science Foundation in the 1990’s [R2] and interfaces and free boundaries appear often in the mathematics of models for climatology and environment [Di]. As typical examples of FBPs relevant to theses models, we have the dynamic of glaciers and ice sheets that lead to very complex and rich mathematical questions, like for instance, the motion of grounding lines which solutions with zero contact angle have been shown to exist and were asymptotically characterized in the recent work [FM]. The first FBP was exactly motivated by an application of the “Théorie Analytique de la Chaleur” to the cooling of the terrestrial globe. Lamé and Clapeyron presented at the session of 10th May 1830 of the Academy of Science of Paris, the elegant solution of what is now known as the one phase Stefan problem in one space dimension: the depth of the solidification front of the Earth, supposed homogenous and initially liquid [LC]. Looking for solutions of the heat equation of the single variable y = x / t , they obtained the formulas for the temperature ν(x,t) in the solid and for the free boundary x =ϕ(t)
ν(x,t) = A e− y2 /4 dy
0
x/ t
∫ and ϕ(t) = β t ,
where the constants A and β are determined as the unique roots of the transcendental equations involving the normalized latent heat λ and the solidification temperature σ at the two free boundary conditions
σ = v(ϕ(t),t) and λ dϕdt(t) = ∂ν
∂x(ϕ(t),t) .
This type of phase transition problems was named after the Slovene mathematical-‐physicist Joseph Stefan, who published in 1889 a series of four papers [St] where a model for the ice formation in the polar oceans was discussed. The impressive bibliography [T], containing about 5900 references up to the year 2000, reflects the huge number of variants and applications of Stefan-‐type problems. For instance, the first proof of existence and uniqueness of the generalized solution of the multidimensional (one or two-‐phase) Stefan problem was given by Shoshana Kamin [Ka] in 1958 her doctoral thesis at the Moscow University under the supervision of Olga Oleinik [O]. From the mathematical point of view, the one-‐phase Stefan problem is closely related to another FBP arising in filtration through porous media. In the “dam problem”, an engineering model arising in the control of a particular but important Earth problem, Claudio Baiocchi has observed in 1971 [Ba] that a simple transformation allowed to reformulate the problem as a variational inequality, opening new directions of research [BC]. Similarly, for the multi-‐dimensional one-‐phase Stefan problem, the variational inequality approach has enabled the analysis of the regularity of the free boundary, in particular, by Luis Caffarelli in 1976 [Ca]. As a consequence, that allowed, under certain conditions, to show that the generalized solution is also the classical one, in which the jump conditions are satisfied at the moving interface (see, for instance, [R1] for references and details). It is not possible to give a complete picture of the FBPs encountered and modeled in the Planet Earth, but in order to illustrate the variety of mathematical results and contributions in the last years we give a few examples. For instance the design of freshwater reservoirs in coastal regions, when freshwater overlays salt water from the sea may lead, in a special case, to a two-‐phase free boundary problem for the stationary flow in a porous medium. In [AD] Alt and van Duijn using a weak formulation have shown rigorously that the separation of fresh and salt water, in two or three dimensions, is a continuous interface, which ends up
The breakthrough of salt water creates a cusp in the free boundary
separating the fresh from the salted water in the well and has an asymptotic behavior that can be precisely described in function of real parameters, the water outflows at the well. This special case is related to another relevant but different model for the joint motion of two immiscible liquids, the Muskat problem. Starting with the stationary Stokes system for an incompressible inhomogeneous viscous fluid, occupying a pore space, coupled with the stationary Lamé equations for an incompressible elastic
solid skeleton, through suitable boundary conditions on the common boundary “solid skeleton – pore space”, and a transport equation for the unknown liquid density, Meirmanov [Me] has recently used homogenization techniques to derive a well-‐posed model of viscoelastic filtration. FBPs for the Navier-‐Stokes and related equations constitute a major challenge and source of open questions. In the framework of coupled models for the dynamics of the atmosphere and the ocean, a free surface problem is considered and some existence and uniqueness results are shown for an eddy viscosity model in [LTW2]. Another classical fundamental problem is the shape and stability of equilibrium figures of a uniformly rotating isolated fluid, at least since the famous publication in 1743 of “Théorie de la figure de la Terre”, by Alexis Clairaut, supporting the Newton-‐Huygens conjecture that the Earth was flattened at the poles. Studying the Navier-‐Stokes equations with surface tension and kinematic free boundary conditions, Vsevolod Solonnikov in [Sol] has recently shown that the positivity of the second variation of the energy in an appropriate functional space is a sufficient condition for the stability of even certain nonsymmetrical equilibrium figures of rotating viscous fluids, confirming an old conjecture of Poincaré and Lyapunov of the end of the nineteenth century.
A very interesting mathematical model in Aeolian research is the “sand pile problem”, motivated by the detachment, transport and deposition of sediments by wind. Among different approaches [HK], Prigozhin in [Pr] has observed that the shape of a growing pile z = u(x,t) , x ∈Ω⊂ 2, t > 0 , of a cohesionless granular material, being characterized by its angle of repose α > 0 , is constrained through its surface slope, i.e.
∇u(x,t) ≤ γ = tanα . This condition is complementary to a general conservation of mass in the form
∂u∂t
+∇⋅Φ(u,∇u) = f ,
where the source of material f is given. The horizontal projection of the material flux Φ in the case without convection is directed to the steepest descent Φ = −µ∇u and subjected to the unilateral condition
µ ≥ 0 , ∇u ≤ γ and ∇u < γ ⇒ µ = 0 . This model corresponds to an evolutionary variational inequality, may be regarded as a limit case of the p -‐Laplacian diffusion when p→∞ [AEW] and has been extended in several directions. The case γ = G(u) corresponds to a quasi-‐variational inequality and has applications to other critical-‐state problems, such as magnetization of type-‐II superconductors, formation of networks of lakes and rivers, and was preceded by problems in elastic-‐plastic deformations (see [RS] for a recent mathematical treatment and references).
The Planet Earth if full of very complex FBPs and challenges to the mathematical modeler, as the mere example of a sand pile or an avalanche may illustrate. As a simple toy problem to illustrate the variational inequality approach, we describe the free boundary evolution for the sand pile with constant convection in one space dimension, with slope γ = 1 and constantly increasing source. We may find the explicit solution that solves the following simple problem: Find u = u(⋅,t)∈Κ = {v∈Η0
1 (0,1) : ′ν (x) ≤1} , t > 0 , such that:
0
1
∫∂u∂t(t)+ ∂u
∂x(t)− t⎛
⎝⎜⎞⎠⎟ (v − u(t))dx ≥ 0, t > 0 , ∀v∈Κ ,
with initial condition u(x,0) = −x2 / 2, if 0 ≤ x ≤ ξ(0) , u(x,0) = x −1, if ξ(0) ≤ x ≤1 . Choosing as initial free boundary ξ(0) = 3 −1 , a second free boundary point ς (t) < ξ(t) appears for t >1and the solution attains the steady state exactly at t = 5 / 4when ς (5 / 4) = ξ(5 / 4) = 1/ 2 (see figure at times t=0, 3/4, 8/9 and 5/4).
Satellite image and simulated rivers and lakes of the Réunion island, by Barrett and Prigozhin (FBP2012). http://www.uni-‐regensburg.de/Fakultaeten/nat_Fak_I/fbp2012/FBP2012_files/Talks/Prigozhin_talk.pdf It is interesting to notice that this approach is applicable to other geological problems, such as lakes and rivers, by taking also a quasi-‐variational inequality model that allows the solution to describe “rivers” running out of “lakes” and flowing in the steepest descent direction until reaching the next horizontal surface of a lake. By approximating the continuous problem, the zero-‐repose-‐angle limit of a growing sand pile model, with a network of fluxes along the edges of a triangulation, in 2012 Barrett and Prigozhin [BP] were able to provide a numerical simulation with public domain (from the Shuttle Radar Topography Mission) real data of the Réunion island in the Indian ocean with a mesh of 504 thousand triangles obtaining a very realistic picture.
Raising Awareness of Mathematics and MPE2103 The “Mathematics of Planet Earth" initiative (MPE2013) aims to be an important occasion for showing the essential relevance of mathematical sciences in planetary issues at research level for solving some of the greatest challenges of our century. The scope is broad as we may see from the four themes compiled by C. Rousseau [Rou], that range from “a planet to discover” (oceans, meteorology and climate, mantle processes, natural resources, celestial mechanics
cartography) to “a planet at risk” (climate change, sustainable development, epidemics, invasive species, natural disasters), nor forgetting that “our planet supports life” (ecology, biodiversity, evolution) and is “organized by humans and structured by civilization” (political, economic, social and financial systems, transport organization and communication networks, management of resources and energy). Like in the World Mathematical Year 2000, it should also be an opportunity for stimulating a collective reflection on the great challenges of the 21st Century, on the role of mathematics as a key for development and on the importance of the image of mathematics in the public understanding.
As observed by Jones [J], “since the Earth is not available for experimentation, climate science relies on mathematical models to make up its ‘laboratory’”, the mathematical community should address this topic and be also aware “that the greatest challenges as well as the greatest promise for novel and innovative mathematical thinking is at this interface between data and models”. On another hand, for the non-‐less important Raising Public Awareness of mathematics at the educational and societal levels, mathematicians should be encouraged to write expository versions of popular mathematical lectures, for instance, on the global change, as in [Kl], or on sand piles and avalanches, as in [CF] and [ADG]. But any other well-‐established Public Awareness of some terrestrial phenomenon X may be chosen to Raising the Public Awareness of Mathematics, as the example of X=wildfires, illustrated with interesting ideas in [Ma]. Among several initiatives promoted by MPE2013, the international competition for modules for a virtual global exhibition, which launching has the UNESCO patronage, and the research initiatives announced for 2013, in particular, in Europe by the ERCOM centers, deserve special reference. Acknowledgements. During the preparation of the lecture, that was sponsored by the London Mathematical Society, and of this article, the author has profited of several conversations and references kindly shared with B Almeida, J I Diaz, K Hutter, H Leitão, L Prigozhin, L Santos, D Tarzia and J P Xavier.
REFERENCES [ADG] C Acary-‐Robert, D Dutykh & M Gisclon, Une approche pour simuler des avalanches de neige, Images des Mathématiques, CNRS, 2011. http://images.math.cnrs.fr/Une-‐approche-‐pour-‐simuler-‐des.html [AG] G L Alexandeson & W S Greenwalt, About the cover: Billingsley’s Euclid in English, Bull AMS, v.49 n.1 (2012) 163-‐167. [A] B Almeida, On the origins of Dee’s mathematical programme: The John Dee–Pedro Nunes connection, Studies in History and Philosophy of Science, Part A, v.43, n.3 (2012) 460-‐469. [AL] B Almeida & H Leitão, (2009). Pedro Nunes (1502–1578). Mathematics, cosmography and nautical Science in the 16th century. http://pedronunes.fc.ul.pt Accessed 15 September 2012. [AD] H W Alt & C J van Duijn, A free boundary problem involving a cusp: breakthrough of salt water, Interfaces and Free Boundaries, 2 (2000), 21-‐72. [AEW] G Aronson, L C Evans & Y Wu, Fast/Slow Diffusion and Growing Sandpiles, J. Diff. Eq. 131 (1996), 304-‐335. [Ba] V Babich, On the Mathematical Works of S.L. Sobolev in the 1930’s, in V Maz’ya (ed. Sobolev
Spaces in Mathematics II, International Mathematical Series, Springer (2009), 1-‐9. [BP] J W Barret & L Prigozhin, Lakes and Rivers in the Landscape: A Quasi-‐Variational Inequality Approach, Communication to 12th International Conference on Free Boundary Problems: Theory & Applications, Germany, 11-‐15 June 2012. http://www.uni-‐regensburg.de/Fakultaeten/nat_Fak_I/fbp2012/ [Br] Tycho Brahe, Astronomiæ instauratæ mechanica, Wandsbek 1598. English transl. in Tycho Brahe's Description of his Instruments and Scientific Work, København 1946; http://www.kb.dk/en/nb/tema/webudstillinger/brahe_mechanica/index.html [B] F Braudel, Civilization and Capitalism 15th-‐18th Centuries, The Structures of Everyday Life (vol.1), 1979 (English translation, 1982). [Ba] C Baiocchi, Sur un problème à frontière libre traduisant le filtrage de liquides à travers le milieu poreux, C.R.Acad.Sci. Paris, 273-‐A (1971), 1215-‐1217. [BC] C Baiocchi & A Capelo, "Disequazioni variazionali e quasivariazionali. Applicazioni a problemi di frontiera libera", Vol.1, 2, Pitagora Editrice, Bologna (1978) (English transl. Wiley, 1983) [C] N Crane, Mercator, The Man who Mapped the Planet, Weidenfeld & Nicolson, London, 2002. [Ca] L Caffarelli, "The regularity of free boundaries in higher dimensions", Acta Math., 139 (1977), pp.156-‐184. (see also: Indiana Univ. Math. J., 27 (1978), pp. 73-‐77). [CF] P Cannarsa & S Finzi Vita, Pile di sabia, dune, valanghe: modelli matematici per la material granulare, Lettera Matematica PRISTEM 70-‐71 (2009), pp. 47-‐61. [Da] Arthur Davies: Behaim, Martellus and Columbus, The Geographical Journal, Vol. 143, No. 3 (Nov., 1977), pp. 451-‐459. [D] J Dee, The Project Gutenberg EBook of The Mathematicall Praeface to Elements of Geometrie of Euclid of Megara, by John Dee. http://www.gutenberg.org/files/22062/22062-‐h/main.html [De] S S Demidov, Création et développement de la théorie des équations différentielles aux dérivées partielles dans les travaux de j. d’Alembert, Rev. Hist. Sci., XXXV (1982), 3-‐ 42 [Di] J I Diaz (Editor) The Mathematics of Models for Climatology and Environment, Proceedings of the NATO Advanced Institute, January 11-‐21, 1995, Tenerife, Spain, Spriger-‐Verlag Berlin, 1997. [ER] A Estácio dos Reis, Pedro Nunes’ Nonius, in “The Practice of Mathematics in Portugal”, Acta Universitatis Conimbrigensis, Coimbra 2004, 195-‐223. [FM] M A Fontelos & A I Muñoz, A free boundary problem in glaciology: The motion of grounding lines, Interfaces and Free Boundaries, 9 (2007), 67-‐93. [F1] J Fourier, Sur le refroidissement séculaire du globe terrestre, Annales de Chimie et de Physique, 13 (1820), 418-‐438 (partially in Oeuvres, II, pp 271-‐288). [F2] J Fourier, Remarques generals sur la température du globe terrestre et des espaces planétaires, Annales de Chimie et de Physique, 27 (1824), 136-‐167 (also in Oeuvres, II, pp 97-‐125). [GT] F Gomes Teixeira, Traité des Courbes Spéciales Remarquable Planes et Gauches, Ouvrage couronné et publié par l'Académie Royale des Sciences de Madrid, Traduit de l'espagnol, revu et très augmenté, Tome II, Coimbra 1909, Reprint 1995 Ed. J. Gabay, Paris. [D’H] R D’Hollander, La théorie de la Loxodromie de Pedro Nunes, in Proc.s of 2002 International Conference on Petrii Nonii Salaciensis Opera, Universidade de Lisboa, 2003, pp. 63-‐111. [Ha] E Halley, An Easie Demonstration of the Analogy of the Logarithmick Tangents to the Meridian Line, Philosophical Transactions of the Royal Society of London 19 (1696), 199-‐214. [He] T L Heath, A History of Greek Mathematics (2 vols.) Oxford, 1921. [Her] Juan de Herrera, Institvcion de la Academia Real Mathematica, Madrid, 1584 (Reprint in 1995, by Instituto de Estudios Madrileños). [Ho] R Hooykaas, "The Rise of Modern Science: When and Why?" British Journal for History of Science 20, 4, 1987, pp. 453–473. [HK] K Hutter & N Kirchner (Eds.) Dynamic Response of Granular and Porous Materials under Large and Catastrophic Deformations, Springer, Berlin-‐Heidelberg, 2003. [J] C K T Jones, “Will climate change mathematics (?)” IMA J. Appl. Math. 76 (2011), 353–370. [Ka] S L Kamenomostskaya, "On Stefan Problem" (in Russian), Nauchnye Doklady Vysshey Shkoly, Fiziko-‐Matematicheskie Nauki 1 (1) (1958), 60–62, Zbl 0143.13901. See also Matematicheskii Sbornik 53(95) (4), (1961) 489–514, MR 0141895, Zbl 0102.09301. [K] V J Katz. A History of Mathematics, HarperCollins College Publishers, New York, 1993. [KMS] B Khouider, A J Majda & S N Stechmann, Climate Science in the Tropics: Waves, Vortices and PDEs, Nonlinearity (in print, 2013). [Kl] R Klein, “Mathematics in the Climate of Global Change”, Chap. 15 “Mathematics Everywhere”, M Aigner, E Behrends(Ed.s), American Mathematical Society, Providence, R.I. 2010, 197–216. [Kno] E Knobloch, Nunes’ “Book on Twilights”, in Proceedings of the 2002 International Conference on Petrii Nonii Salaciensis Opera, Universidade de Lisboa, Lisboa, 2003, pp. 113-‐140.
[LC] G Lamé & B P Clapeyron, Memoire sur la solidification par refroidissement d’un globe liquide. Annales Chimie Physique, 47, (1831),. 250-‐256. [Le] H Leitão, Ars e ratio: A náutica e a constituição da ciência moderna. In M. V. Maroto & M. E. Piñeiro (Eds.), La ciencia y el mar (pp. 183–207). Valladolid (2006).: Los autores. [L1] J Leray, Sur le mouvement d’un liquide visqueux emplissant l’espace, Acta Mathematica, 63 (1934), 193–248. [L2] J Leray, Aspects de la mécanique théorique des fluides, La Vie des Sciences, Comptes Rendus de l’Académie des Sciences, Paris, Série Générale, 11 (1994), 287–290. [L] J-‐L Lions, El Planeta Tierra, El papel de las Matemáticas y de los super ordenadores, Instituto de España, Madrid,(1990). [LTW1] J L Lions, R Temam & S Wang, New formulations of the primitive equations of the atmosphere and applications and On the equations of the large-‐scale ocean, Nonlinearity, 5, (1992) 237-‐288 and 1007–1053. [LTW2] J L Lions, R Temam & S Wang, Problème à frontière libre pour les modèles couplés de l’océan et de l’atmosphère, C.R.Acad.Sci.Paris, Sér.I Math. 318 (1994), 1165-‐1171. [Ma] S Markvorsen, From PA(X) to RPAM(X), in E Behrends, N Crato & J F Rodrigues (Editors) Raising Public Awareness of Mathematics, Springer, Berlin-‐Heidelberg 2012, pp. 255-‐267. [Me] A Meimanov, The Muskat problem for a viscoelastic filtration, Interfaces and Free Boundaries, 13 (2011), 463-‐484. [M] M Milankovitch; Théorie mathématique des phénomènes thermiques produits par la radiation solaire, Gauthier-‐Villars et Cie, Paris (1920). [Neu] J von Neumann, Can we survive Technology?, Fortune, June 1955 (also in Collected Works, vol.VI, Pergamon Press, 1963; see also Population and Development Review 12, nº1 March 1986, pp. 117-‐126). [N] P Nunes , Obras vol.1 Academia de Ciências de Lisboa (1940). A new edition of six volumes of Nunes works have been done by the Fundação Calouste Gulbenkian, Lisbon 2002-‐2010. See direct links to the digitized original works in http://pedronunes.fc.ul.pt/works.html . [O] O A Oleinik, "A method of solution of the general Stefan problem" (in Russian), Doklady Akademii Nauk SSSR 135: 1050–1057, MR 0125341, Zbl 0131.09202. [PTZ] M Petcu, R Temam & M Ziane, Some Mathematical Problems in Geophysical Fluid Dynamics, Handbook of Numerical Analysis, 14 (2009), 577-‐750. [P] L Poinsot, Théorie nouvelle de la rotation des corps, J math. pures et appl. 1er s. t.16 (1851), 289-‐336. [Pr] L Prigozhin, Sandpiles and river networks: Extended systems with nonlocal interactions, Phys.Rev.E 49 (1994), 1161-‐1167 (see also Eur. J. Appl. Math. 7 (1996), 225-‐235). [RW] H L Resnikoff & R.O.Wells, Mathematics in Civilization, Dover, New York, 1973. [R1] J F Rodrigues, The variational inequality approach to the one-‐phase Stefan problem, Acta Appl. Math. 8 (1987), 1-‐35. [R2] J F Rodrigues, Mathematical Treatment of Free Boundary Problems, ESF Communications #28, April 1993, pp.18-‐19 http://newsletter.fbpnews.org , Accessed 15 September 2012. [RS] J F Rodrigues & L Santos, Quasivariational Solutions for First Order Quasilinear Equations with Gradient Constraint, Arch. Rational Mech. Anal. 205 (2012), 493-‐514. [Rou] C Rousseau, “Four themes with potential examples of modules for a virtual exhibition on the “Mathematics of Planet Earth”, Centro Internacional de Matemática Bulletin #30 Jul 2011, 31–32. [So] S L Sobolev, Generalized solutions to the wave equation (Russian). In: Proc. the 2nd All-‐Union Math. Congr. (Leningrad, 24-‐30 June 1934), Vol. 2, p. 259. Akad. Nauk SSSR, Moscow–Leningrad (1936). [Sol] V A Solonnikov, On the stability of nonsymmetric equilibrium figures of a rotating viscous incompressible liquid, Interfaces and Free Boundaries, 6 (2004), 461-‐492. [St] J Stefan, Über die Theorie der Eisbildung, insbesondere über die Eisbildung im Polarmeere Sitzungsber.Wien.Akad.Mat.Nat. 98 (1889), 965-983 (see also pp. 473-484, 614-634 and 1418-1442). [Ta] D Tarzia, "A Bibliography on Moving-‐Free Boundary Problems for the Heat-‐Diffusion Equation. The Stefan and Related Problems", MAT, Series A: Conferencias, seminarios y trabajos de matemática. Univ Austral, Rosario, #2: (2000), 1–297, MR 1802028, Zbl 0963.35207. [Z] E Zilsel, The Sociological Roots of Science, in “The social origins of modern science”, by E Zilsel, Kluwer Academic Publ., Dordrecht, 2003.
José Francisco Rodrigues <[email protected]> Centro de Matemática e Aplicações Fundamentais, Universidade de Lisboa,
Av Prof Gama Pinto, 2. 1649-‐003 Lisboa, PORTUGAL