Numerical methods for ill-posed, linear problems

A means of assessing the effectiveness of methods used in the numerical solution of various linear ill-posed problems is outlined. Two methods: Tikhonov' s method of regularization and the quasireversibility method of Lattès and Lions are appraised from this point of view.

In the former method, Tikhonov provides a useful means for incorporating a constraint into numerical algorithms. The analysis suggests that the approach can be generalized to embody constraints other than those employed by Tikhonov. This is effected and the general "T-method" is the result.

A T-method is used on an extended version of the backwards heat equation with spatially variable coefficients. Numerical computations based upon it are performed.

The statistical method developed by Franklin is shown to have an interpretation as a T-method. This interpretation, although somewhat loose, does explain some empirical convergence properties which are difficult to pin down via a purely statistical argument.

Numerical solution of parabolic equations by the box scheme

The box scheme proposed by H. B. Keller is a numerical method for solving parabolic partial differential equations. We give a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations. Von Neumann stability is shown to hold for the box scheme combined with the method of fractional steps to solve the two-dimensional heat equation. Computations were performed on Burgers' equation with three different initial conditions, and Richardson extrapolation is shown to be effective.

Nearly free molecular heat transfer from a sphere

Consider a sphere immersed in a rarefied monatomic gas with zero mean flow. The distribution function of the molecules at infinity is chosen to be a Maxwellian. The boundary condition at the body is diffuse reflection with perfect accommodation to the surface temperature. The microscopic flow of particles about the sphere is modeled kinetically by the Boltzmann equation with the Krook collision term. Appropriate normalizations in the near and far fields lead to a perturbation solution of the problem, expanded in terms of the ratio of body diameter to mean free path (inverse Knudsen number). The distribution function is found directly in each region, and intermediate matching is demonstrated. The heat transfer from the sphere is then calculated as an integral over this distribution function in the inner region. Final results indicate that the heat transfer may at first increase over its free flow value before falling to the continuum level.

The heat capacity of superfluid ^4He in the presence of a constant heat flux near Tλ

We present the first experimental evidence that the heat capacity of superfluid ⁴He, at temperatures very close to the lambda transition temperature, T_λ,is enhanced by a constant heat flux, Q. The heat capacity at constant Q, C_Q,is predicted to diverge at a temperature T_c(Q) < T_λ at which superflow becomes unstable. In agreement with previous measurements, we find that dissipation enters our cell at a temperature, T_DAS(Q),below the theoretical value, T_c(Q). Our measurements of C_Q were taken using the discrete pulse method at fourteen different heat flux values in the range 1µW/cm² ≤ Q≤ 4µW /cm². The excess heat capacity ∆C_Q we measure has the predicted scaling behavior as a function of T and Q:∆C_Q • t^α ∝ (Q/Q_c)², where Q_cT) ~ t^2ν is the critical heat current that results from the inversion of the equation for T_c(Q). We find that if the theoretical value of T_c( Q) is correct, then ∆C_Q is considerably larger than anticipated. On the other hand,if T_c(Q)≈ T_DAS(Q),then ∆C_Q is the same magnitude as the theoretically predicted enhancement.

High pressure states in condensed matter: I. High pressure behavior of the iron-sulphur system with applications to the earth's core. II. Empirical equation of state for organic compounds at high pressures

Part I:

The earth's core is generally accepted to be composed primarily of iron, with an admixture of other elements. Because the outer core is observed not to transmit shear waves at seismic frequencies, it is known to be liquid or primarily liquid. A new equation of state is presented for liquid iron, in the form of parameters for the 4th order Birch-Murnaghan and Mie-Grüneisen equations of state. The parameters were constrained by a set of values for numerous properties compiled from the literature. A detailed theoretical model is used to constrain the P-T behavior of the heat capacity, based on recent advances in the understanding of the interatomic potentials for transition metals. At the reference pressure of 10⁵ Pa and temperature of 1811 K (the normal melting point of Fe), the parameters are: ρ = 7037 kg/m³, K_S0 = 110 GPa, K_S' = 4.53, K_S" = -.0337 GPa-1, and γ = 2.8, with γ α ρ^-1.17. Comparison of the properties predicted by this model with the earth model PREM indicates that the outer core is 8 to 10 % less dense than pure liquid Fe at the same conditions. The inner core is also found to be 3 to 5% less dense than pure liquid Fe, supporting the idea of a partially molten inner core. The density deficit of the outer core implies that the elements dissolved in the liquid Fe are predominantly of lower atomic weight than Fe. Of the candidate light elements favored by researchers, only sulfur readily dissolves into Fe at low pressure, which means that this element was almost certainly concentrated in the core at early times. New melting data are presented for FeS and FeS₂ which indicate that the FeS₂ is the S-hearing liquidus solid phase at inner core pressures. Consideration of the requirement that the inner core boundary be observable by seismological means and the freezing behavior of solutions leads to the possibility that the outer core may contain a significant fraction of solid material. It is found that convection in the outer core is not hindered if the solid particles are entrained in the fluid flow. This model for a core of Fe and S admits temperatures in the range 3450K to 4200K at the top of the core. An all liquid Fe-S outer core would require a temperature of about 4900 K at the top of the core.

Part II.

The abundance of uses for organic compounds in the modern world results in many applications in which these materials are subjected to high pressures. This leads to the desire to be able to describe the behavior of these materials under such conditions. Unfortunately, the number of compounds is much greater than the number of experimental data available for many of the important properties. In the past, one approach that has worked well is the calculation of appropriate properties by summing the contributions from the organic functional groups making up molecules of the compounds in question. A new set of group contributions for the molar volume, volume thermal expansivity, heat capacity, and the Rao function is presented for functional groups containing C, H, and O. This set is, in most cases, limited in application to low molecular liquids. A new technique for the calculation of the pressure derivative of the bulk modulus is also presented. Comparison with data indicates that the presented technique works very well for most low molecular hydrocarbon liquids and somewhat less well for oxygen-bearing compounds. A similar comparison of previous results for polymers indicates that the existing tabulations of group contributions for this class of materials is in need of revision. There is also evidence that the Rao function contributions for polymers and low molecular compounds are somewhat different.

Studies of the equation of state and elasticity of mantle minerals

Because the Earth’s upper mantle is inaccessible to us, in order to understand the chemical and physical processes that occur in the Earth’s interior we must rely on both experimental work and computational modeling. This thesis addresses both of these geochemical methods. In the first chapter, I develop an internally consistent comprehensive molar volume model for spinels in the oxide system FeO-MgO-Fe₂O₃-Cr₂O₃-Al₂O₃-TiO₂. The model is compared to the current MELTS spinel model with a demonstration of the impact of the model difference on the estimated spinel-garnet lherzolite transition pressure. In the second chapter, I calibrate a molar volume model for cubic garnets in the system SiO₂-Al₂O₃-TiO₂-Fe₂O₃-Cr₂O₃-FeO-MnO-MgO-CaO-Na₂O. I use the method of singular value analysis to calibrate excess volume of mixing parameters for the garnet model. The implications the model has for the density of the lithospheric mantle are explored. In the third chapter, I discuss the nuclear inelastic X-ray scattering (NRIXS) method, and present analysis of three orthopyroxene samples with different Fe contents. Longitudinal and shear wave velocities, elastic parameters, and other thermodynamic information are extracted from the raw NRIXS data.

I. Exact solution of some nonlinear evolution equations. II. The similarity solution for the Korteweg-De Vries equation and the related Painleve Transcendent

In Part I, a method for finding solutions of certain diffusive dispersive nonlinear evolution equations is introduced. The method consists of a straightforward iteration procedure, applied to the equation as it stands (in most cases), which can be carried out to all terms, followed by a summation of the resulting infinite series, sometimes directly and other times in terms of traces of inverses of operators in an appropriate space.

We first illustrate our method with Burgers' and Thomas' equations, and show how it quickly leads to the Cole-Hopft transformation, which is known to linearize these equations.

We also apply this method to the Korteweg and de Vries, nonlinear (cubic) Schrödinger, Sine-Gordon, modified KdV and Boussinesq equations. In all these cases the multisoliton solutions are easily obtained and new expressions for some of them follow. More generally we show that the Marcenko integral equations, together with the inverse problem that originates them, follow naturally from our expressions.

Only solutions that are small in some sense (i.e., they tend to zero as the independent variable goes to ∞) are covered by our methods. However, by the study of the effect of writing the initial iterate u_1 = u_(1)(x,t) as a sum u_1 = ^∼/u_1 + ^≈/u_1 when we know the solution which results if u_1 = ^∼/u_1, we are led to expressions that describe the interaction of two arbitrary solutions, only one of which is small. This should not be confused with Backlund transformations and is more in the direction of performing the inverse scattering over an arbitrary “base” solution. Thus we are able to write expressions for the interaction of a cnoidal wave with a multisoliton in the case of the KdV equation; these expressions are somewhat different from the ones obtained by Wahlquist (1976). Similarly, we find multi-dark-pulse solutions and solutions describing the interaction of envelope-solitons with a uniform wave train in the case of the Schrodinger equation.

Other equations tractable by our method are presented. These include the following equations: Self-induced transparency, reduced Maxwell-Bloch, and a two-dimensional nonlinear Schrodinger. Higher order and matrix-valued equations with nonscalar dispersion functions are also presented.

In Part II, the second Painleve transcendent is treated in conjunction with the similarity solutions of the Korteweg-de Vries equat ion and the modified Korteweg-de Vries equation.

Two new integral transforms and their applications

This thesis is in two parts. In Part I the independent variable θ in the trigonometric form of Legendre's equation is extended to the range ( -∞, ∞). The associated spectral representation is an infinite integral transform whose kernel is the analytic continuation of the associated Legendre function of the second kind into the complex θ-plane. This new transform is applied to the problems of waves on a spherical shell, heat flow on a spherical shell, and the gravitational potential of a sphere. In each case the resulting alternative representation of the solution is more suited to direct physical interpretation than the standard forms.

In Part II separation of variables is applied to the initial-value problem of the propagation of acoustic waves in an underwater sound channel. The Epstein symmetric profile is taken to describe the variation of sound with depth. The spectral representation associated with the separated depth equation is found to contain an integral and a series. A point source is assumed to be located in the channel. The nature of the disturbance at a point in the vicinity of the channel far removed from the source is investigated.

Liquid silicate equation of state : using shock waves to understand the properties of the deep Earth

The equations of state (EOS) of several geologically important silicate liquids have been constrained via preheated shock wave techniques. Results on molten Fe₂SiO₄ (fayalite), Mg₂SiO₄ (forsterite), CaFeSi₂O₆ (hedenbergite), an equimolar mixture of CaAl₂Si₂O₈-CaFeSi₂O₆ (anorthite-hedenbergite), and an equimolar mixture of CaAl₂Si₂O₈-CaFeSi₂O₆-CaMgSi₂O₆(anorthite-hedenbergite-diopside) are presented. This work represents the first ever direct EOS measurements of an iron-bearing liquid or of a forsterite liquid at pressures relevant to the deep Earth (> 135 GPa). Additionally, revised EOS for molten CaMgSi₂O₆ (diopside), CaAl₂Si₂O₈ (anorthite), and MgSiO₃ (enstatite), which were previously determined by shock wave methods, are also presented.

The liquid EOS are incorporated into a model, which employs linear mixing of volumes to determine the density of compositionally intermediate liquids in the CaO-MgO-Al₂O₃-SiO₂-FeO major element space. Liquid volumes are calculated for temperature and pressure conditions that are currently present at the core-mantle boundary or that may have occurred during differentiation of a fully molten mantle magma ocean.

The most significant implications of our results include: (1) a magma ocean of either chondrite or peridotite composition is less dense than its first crystallizing solid, which is not conducive to the formation of a basal mantle magma ocean, (2) the ambient mantle cannot produce a partial melt and an equilibrium residue sufficiently dense to form an ultralow velocity zone mush, and (3) due to the compositional dependence of Fe2+ coordination, there is a threshold of Fe concentration (molar X_Fe ≤ 0.06) permitted in a liquid for which its density can still be approximated by linear mixing of end-member volumes.

Sound velocities and equation of state of iron-rich (Mg,Fe)O

Ultralow-velocity zones (ULVZs) are small structures at the base of the mantle characterized by sound velocities up to 30% lower than those of surrounding mantle. In this thesis, we propose that iron-rich (Mg,Fe)O plays a key role in the observed sound velocities, and argue that chemically distinct, iron-enriched structures are consistent with both the low sound velocities and the measured shapes of ULVZs.

An experimental investigation of the heat transfer from a buoyant gas plume to a horizontal unobstructed ceiling

This thesis presents an experimental investigation of the axisymmetric heat transfer from a small scale fire and resulting buoyant plume to a horizontal, unobstructed ceiling during the initial stages of development. A propane-air burner yielding a heat source strength between 1.0 kW and 1.6 kW was used to simulate the fire, and measurements proved that this heat source did satisfactorily represent a source of buoyancy only. The ceiling consisted of a 1/16" steel plate of 0.91 m. diameter, insulated on the upper side. The ceiling height was adjustable between 0.5 m and 0.91 m. Temperature measurements were carried out in the plume, ceiling jet, and on the ceiling.

Heat transfer data were obtained by using the transient method and applying corrections for the radial conduction along the ceiling and losses through the insulation material. The ceiling heat transfer coefficient was based on the adiabatic ceiling jet temperature (recovery temperature) reached after a long time. A parameter involving the source strength Q and ceiling height H was found to correlate measurements of this temperature and its radial variation. A similar parameter for estimating the ceiling heat transfer coefficient was confirmed by the experimental results.

This investigation therefore provides reasonable estimates for the heat transfer from a buoyant gas plume to a ceiling in the axisymmetric case, for the stagnation region where such heat transfer is a maximum and for the ceiling jet region (r/H ≤ 0.7). A comparison with data from experiments which involved larger heat sources indicates that the predicted scaling of temperatures and heat transfer rates for larger scale fires is adequate.

Boundary-layer transition on a slender cone in hypervelocity flow with real gas effects

The laminar to turbulent transition process in boundary layer flows in thermochemical nonequilibrium at high enthalpy is measured and characterized. Experiments are performed in the T5 Hypervelocity Reflected Shock Tunnel at Caltech, using a 1 m length 5-degree half angle axisymmetric cone instrumented with 80 fast-response annular thermocouples, complemented by boundary layer stability computations using the STABL software suite. A new mixing tank is added to the shock tube fill apparatus for premixed freestream gas experiments, and a new cleaning procedure results in more consistent transition measurements. Transition location is nondimensionalized using a scaling with the boundary layer thickness, which is correlated with the acoustic properties of the boundary layer, and compared with parabolized stability equation (PSE) analysis. In these nondimensionalized terms, transition delay with increasing CO₂ concentration is observed: tests in 100% and 50% CO₂, by mass, transition up to 25% and 15% later, respectively, than air experiments. These results are consistent with previous work indicating that CO₂ molecules at elevated temperatures absorb acoustic instabilities in the MHz range, which is the expected frequency of the Mack second-mode instability at these conditions, and also consistent with predictions from PSE analysis. A strong unit Reynolds number effect is observed, which is believed to arise from tunnel noise. N_Tr for air from 5.4 to 13.2 is computed, substantially higher than previously reported for noisy facilities. Time- and spatially-resolved heat transfer traces are used to track the propagation of turbulent spots, and convection rates at 90%, 76%, and 63% of the boundary layer edge velocity, respectively, are observed for the leading edge, centroid, and trailing edge of the spots. A model constructed with these spot propagation parameters is used to infer spot generation rates from measured transition onset to completion distance. Finally, a novel method to control transition location with boundary layer gas injection is investigated. An appropriate porous-metal injector section for the cone is designed and fabricated, and the efficacy of injected CO₂ for delaying transition is gauged at various mass flow rates, and compared with both no injection and chemically inert argon injection cases. While CO₂ injection seems to delay transition, and argon injection seems to promote it, the experimental results are inconclusive and matching computations do not predict a reduction in N factor from any CO₂ injection condition computed.

Theory of s-d exchange scattering in dilute magnetic alloys

The problem of s-d exchange scattering of conduction electrons off localized magnetic moments in dilute magnetic alloys is considered employing formal methods of quantum field theoretical scattering. It is shown that such a treatment not only allows for the first time, the inclusion of multiparticle intermediate states in single particle scattering equations but also results in extremely simple and straight forward mathematical analysis. These equations are proved to be exact in the thermodynamic limit. A self-consistent integral equation for electron self energy is derived and approximately solved. The ground state and physical parameters of dilute magnetic alloys are discussed in terms of the theoretical results. Within the approximation of single particle intermediate states our results reduce to earlier versions. The following additional features are found as a consequence of the inclusion of multiparticle intermediate states;

(i) A non analytic binding energy is pre sent for both, antiferromagnetic (J < o) and ferromagnetic (J > o) couplings of the electron plus impurity system.

(ii) The correct behavior of the energy difference of the conduction electron plus impurity system and the free electron system is found which is free of unphysical singularities present in earlier versions of the theories.

(iii) The ground state of the conduction electron plus impurity system is shown to be a many-body condensate state for J < o and J > o, both. However, a distinction is made between the usual terminology of "Singlet" and "Triplet" ground states and nature of our ground state.

(iv) It is shown that a long range ordering, leading to an ordering of the magnetic moments can result from a contact interaction such as the s-d exchange interaction.

(v) The explicit dependence of the excess specific heat of the Kondo systems is obtained and found to be linear in temperatures as T→ o and T ℓnT for 0.3 T_K ≤ T ≤ 0.6 T_K. A rise in (ΔC/T) for temperatures in the region 0 < T ≤ 0.1 T_K is predicted. These results are found to be in excellent agreement with experiments.

(vi) The existence of a critical temperature for Ferromagnetic coupling (J > o) is shown. On the basis of this the apparent contradiction of the simultaneous existence of giant moments and Kondo effect is resolved.

A Detailed Analysis of Transcriptional Regulators Affecting the Saccharomyces cerevisiae Heat-shock Gene SSA1

The yeast Saccharomyces cerevisiae contains a family of hsp70 related genes. One member of this family, SSA1, encodes a 70kD heat-shock protein which in addition to its heat inducible expression has a significant basal level of expression. The first 500 bp upstream of the SSA1 start point of transcription was examined by DNAse I protection analysis. The results reveal the presence of at least 14 factor binding sites throughout the upstream promoter region. The function of these binding sites has been examined using a series of 5' promoter deletions fused to the recorder gene lacZ in a centromere-containing yeast shuttle vector. The following sites have been identified in the promoter and their activity in yeast determined individually with a centromere-based recorder plasmid containing a truncated CYC1 /lacZ fusion: a heat-shock element or HSE which is sufficient to convey heat-shock response on the recorder plasmid; a homology to the SV40 'core' sequence which can repress the GCN4 recognition element (GCRE) and the yAP1 recognition element (ARE), and has been designated a upstream repression element or URE; a 'G'-rich region named G-box which can also convey heatshock response on the recorder plasmid; and a purine-pyrimidine alternating sequence name GT-box which is an activator of transcription. A series of fusion constructs were made to identify a putative silencer-like element upstream of SSA1. This element is position dependent and has been localized to a region containing both an ABF1 binding site and a RAP1 binding site. Five site-specific DNA-binding factors are identified and their purification is presented: the heat-shock transcription factor or HSTF, which recognizes the HSE; the G-box binding factor or GBF; the URE recognition factor or URF; the GT-box binding factor; and the GC-box binding factor or yeast Sp1.

The Equation of State and Petrogenesis of Komatiite

(1) Equation of State of Komatiite

The equation of state (EOS) of a molten komatiite (27 wt% MgO) was detennined in the 5 to 36 GPa pressure range via shock wave compression from 1550°C and 0 bar. Shock wave velocity, U_S, and particle velocity, U_P, in km/s follow the linear relationship U_S = 3.13(±0.03) + 1.47(±0.03) U_P. Based on a calculated density at 1550°C, 0 bar of 2.745±0.005 glee, this U_S-U_P relationship gives the isentropic bulk modulus K_S = 27.0 ± 0.6 GPa, and its first and second isentropic pressure derivatives, K'_S = 4.9 ± 0.1 and K"_S = -0.109 ± 0.003 GPa^-1.

The calculated liquidus compression curve agrees within error with the static compression results of Agee and Walker [1988a] to 6 GPa. We detennine that olivine (FO₉₄) will be neutrally buoyant in komatiitic melt of the composition we studied near 8.2 GPa. Clinopyroxene would also be neutrally buoyant near this pressure. Liquidus garnet-majorite may be less dense than this komatiitic liquid in the 20-24 GPa interval, however pyropic-garnet and perovskite phases are denser than this komatiitic liquid in their respective liquidus pressure intervals to 36 GPa. Liquidus perovskite may be neutrally buoyant near 70 GPa.

At 40 GPa, the density of shock-compressed molten komatiite would be approximately equal to the calculated density of an equivalent mixture of dense solid oxide components. This observation supports the model of Rigden et al. [1989] for compressibilities of liquid oxide components. Using their theoretical EOS for liquid forsterite and fayalite, we calculate the densities of a spectrum of melts from basaltic through peridotitic that are related to the experimentally studied komatiitic liquid by addition or subtraction of olivine. At low pressure, olivine fractionation lowers the density of basic magmas, but above 14 GPa this trend is reversed. All of these basic to ultrabasic liquids are predicted to have similar densities at 14 GPa, and this density is approximately equal to the bulk (PREM) mantle. This suggests that melts derived from a peridotitic mantle may be inhibited from ascending from depths greater than 400 km.

The EOS of ultrabasic magmas was used to model adiabatic melting in a peridotitic mantle. If komatiites are formed by >15% partial melting of a peridotitic mantle, then komatiites generated by adiabatic melting come from source regions in the lower transition zone (≈500-670 km) or the lower mantle (>670 km). The great depth of incipient melting implied by this model, and the melt density constraint mentioned above, suggest that komatiitic volcanism may be gravitationally hindered. Although komatiitic magmas are thought to separate from their coexisting crystals at a temperature =200°C greater than that for modern MORBs, their ultimate sources are predicted to be diapirs that, if adiabatically decompressed from initially solid mantle, were more than 700°C hotter than the sources of MORBs and derived from great depth.

We considered the evolution of an initially molten mantle, i.e., a magma ocean. Our model considers the thermal structure of the magma ocean, density constraints on crystal segregation, and approximate phase relationships for a nominally chondritic mantle. Crystallization will begin at the core-mantle boundary. Perovskite buoyancy at > 70 GPa may lead to a compositionally stratified lower mantle with iron-enriched mangesiowiistite content increasing with depth. The upper mantle may be depleted in perovskite components. Olivine neutral buoyancy may lead to the formation of a dunite septum in the upper mantle, partitioning the ocean into upper and lower reservoirs, but this septum must be permeable.

(2) Viscosity Measurement with Shock Waves

We have examined in detail the analytical method for measuring shear viscosity from the decay of perturbations on a corrugated shock front The relevance of initial conditions, finite shock amplitude, bulk viscosity, and the sensitivity of the measurements to the shock boundary conditions are discussed. The validity of the viscous perturbation approach is examined by numerically solving the second-order Navier-Stokes equations. These numerical experiments indicate that shock instabilities may occur even when the Kontorovich-D'yakov stability criteria are satisfied. The experimental results for water at 15 GPa are discussed, and it is suggested that the large effective viscosity determined by this method may reflect the existence of ice VII on the Rayleigh path of the Hugoniot This interpretation reconciles the experimental results with estimates and measurements obtained by other means, and is consistent with the relationship of the Hugoniot with the phase diagram for water. Sound waves are generated at 4.8 MHz at in the water experiments at 15 GPa. The existence of anelastic absorption modes near this frequency would also lead to large effective viscosity estimates.

(3) Equation of State of Molybdenum at 1400°C

Shock compression data to 96 GPa for pure molybdenum, initially heated to 1400°C, are presented. Finite strain analysis of the data gives a bulk modulus at 1400°C, K'_S. of 244±2 GPa and its pressure derivative, K'_OS of 4. A fit of shock velocity to particle velocity gives the coefficients of U_S = C_O+S U_P to be C_O = 4.77±0.06 km/s and S = 1.43±0.05. From the zero pressure sound speed, C_O, a bulk modulus of 232±6 GPa is calculated that is consistent with extrapolation of ultrasonic elasticity measurements. The temperature derivative of the bulk modulus at zero pressure, θK_OSθT|_P, is approximately -0.012 GPa/K. A thermodynamic model is used to show that the thermodynamic Grüneisen parameter is proportional to the density and independent of temperature. The Mie-Grüneisen equation of state adequately describes the high temperature behavior of molybdenum under the present range of shock loading conditions.