Finite volume evolution Galerkin method for hyperbolic conservation laws with spatially varying flux functions

We present a generalization of the finite volume evolution Galerkin scheme [M. Lukacova-Medvid'ova,J. Saibertov'a, G. Warnecke, Finite volume evolution Galerkin methods for nonlinear hyperbolic systems, J. Comp. Phys. (2002) 183 533-562; M. Luacova-Medvid'ova, K.W. Morton, G. Warnecke, Finite volume evolution Galerkin (FVEG) methods for hyperbolic problems, SIAM J. Sci. Comput. (2004) 26 1-30] for hyperbolic systems with spatially varying flux functions. Our goal is to develop a genuinely multi-dimensional numerical scheme for wave propagation problems in a heterogeneous media. We illustrate our methodology for acoustic waves in a heterogeneous medium but the results can be generalized to more complex systems. The finite volume evolution Galerkin (FVEG) method is a predictor-corrector method combining the finite volume corrector step with the evolutionary predictor step. In order to evolve fluxes along the cell interfaces we use multi-dimensional approximate evolution operator. The latter is constructed using the theory of bicharacteristics under the assumption of spatially dependent wave speeds. To approximate heterogeneous medium a staggered grid approach is used. Several numerical experiments for wave propagation with continuous as well as discontinuous wave speeds confirm the robustness and reliability of the new FVEG scheme.

Denoising neural data with state-space smoothing: Method and application

Neural data are inevitably contaminated by noise. When such noisy data are subjected to statistical analysis, misleading conclusions can be reached. Here we attempt to address this problem by applying a state-space smoothing method, based on the combined use of the Kalman filter theory and the Expectation–Maximization algorithm, to denoise two datasets of local field potentials recorded from monkeys performing a visuomotor task. For the first dataset, it was found that the analysis of the high gamma band (60–90 Hz) neural activity in the prefrontal cortex is highly susceptible to the effect of noise, and denoising leads to markedly improved results that were physiologically interpretable. For the second dataset, Granger causality between primary motor and primary somatosensory cortices was not consistent across two monkeys and the effect of noise was suspected. After denoising, the discrepancy between the two subjects was significantly reduced.

A new approach for fixed point smoothing in linear distributed parameter systems

In this paper, we solve the distributed parameter fixed point smoothing problem by formulating it as an extended linear filtering problem and show that these results coincide with those obtained in the literature using the forward innovations method.

Approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic

In 1956 Whitham gave a nonlinear theory for computing the intensity of an acoustic pulse of an arbitrary shape. The theory has been used very successfully in computing the intensity of the sonic bang produced by a supersonic plane. [4.] derived an approximate quasi-linear equation for the propagation of a short wave in a compressible medium. These two methods are essentially nonlinear approximations of the perturbation equations of the system of gas-dynamic equations in the neighborhood of a bicharacteristic curve (or rays) for weak unsteady disturbances superimposed on a given steady solution. In this paper we have derived an approximate quasi-linear equation which is an approximation of perturbation equations in the neighborhood of a bicharacteristic curve for a weak pulse governed by a general system of first order quasi-linear partial differential equations in m + 1 independent variables (t, x1,…, xm) and derived Gubkin's result as a particular case when the system of equations consists of the equations of an unsteady motion of a compressible gas. We have also discussed the form of the approximate equation describing the waves propagating upsteam in an arbitrary multidimensional transonic flow.

An appendix to the paper "approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic"

The theory of Varley and Cumberbatch [l] giving the intensity of discontinuities in the normal derivatives of the dependent variables at a wave front can be deduced from the more general results of Prasad which give the complete history of a disturbance not only at the wave front but also within a short distance behind the wave front. In what follows we omit the index M in Eq. (2.25) of Prasad [2].

A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

A one point shock capturing kinetic scheme for hyperbolic conservation laws

We have presented a new low dissipative kinetic scheme based on a modified Courant Splitting of the molecular velocity through a parameter φ. Conditions for the split fluxes derived based on equilibrium determine φ for a one point shock. It turns out that φ is a function of the Left and Right states to the shock and that these states should satisfy the Rankine-Hugoniot Jump condition. Hence φ is utilized in regions where the gradients are sufficiently high, and is switched to unity in smooth regions. Numerical results confirm a discrete shock structure with a single interior point when the shock is aligned with the grid.

A generalised cole-hopf transformation for nonlinear parabolic and hyperbolic equations

The Cole-Hopf transformation has been generalized to generate a large class of nonlinear parabolic and hyperbolic equations which are exactly linearizable. These include model equations of exchange processes and turbulence. The methods to solve the corresponding linear equations have also been indicated.La transformation de Cole et de Hopf a été généralisée en vue d'engendrer une classe d'équations nonlinéaires paraboliques et hyperboliques qui peuvent être rendues linéaires de façon exacte. Elles comprennent des équations modèles de procédés d'échange et de turbulence. Les méthodes pour résoudre les équations linéaires correspondantes ont également été indiquées.

Exact Solution of a One-Dimensional Multicomponent Lattice Gas with Hyperbolic Interaction

We present the exact solution to a one-dimensional multicomponent quantum lattice model interacting by an exchange operator which falls off as the inverse sinh square of the distance. This interaction contains a variable range as a parameter and can thus interpolate between the known solutions for the nearest-neighbor chain and the inverse-square chain. The energy, susceptibility, charge stiffness, and the dispersion relations for low-lying excitations are explicitly calculated for the absolute ground state, as a function of both the range of the interaction and the number of species of fermions.

Weighted subspace methods and spatial smoothing: analysis and comparison

The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.

On the performance of strain smoothing for quadratic and enriched finite element approximations (XFEM/GFEM/PUFEM)

By using the strain smoothing technique proposed by Chen et al. (Comput. Mech. 2000; 25: 137-156) for meshless methods in the context of the finite element method (FEM), Liu et al. (Comput. Mech. 2007; 39(6): 859-877) developed the Smoothed FEM (SFEM). Although the SFEM is not yet well understood mathematically, numerical experiments point to potentially useful features of this particularly simple modification of the FEM. To date, the SFEM has only been investigated for bilinear and Wachspress approximations and is limited to linear reproducing conditions. The goal of this paper is to extend the strain smoothing to higher order elements and to investigate numerically in which condition strain smoothing is beneficial to accuracy and convergence of enriched finite element approximations. We focus on three widely used enrichment schemes, namely: (a) weak discontinuities; (b) strong discontinuities; (c) near-tip linear elastic fracture mechanics functions. The main conclusion is that strain smoothing in enriched approximation is only beneficial when the enrichment functions are polynomial (cases (a) and (b)), but that non-polynomial enrichment of type (c) lead to inferior methods compared to the standard enriched FEM (e.g. XFEM). Copyright (C) 2011 John Wiley & Sons, Ltd.

Further results in spatial smoothing

The paper analyses the effect of spatial smoothing on the performance of MUSIC algorithm. In particular, an attempt is made to bring out two effects of the smoothing: (i) reduction of effective correlation between the impinging signals and (ii) reduction of the noise perturbations due to finite data. For the case of a two-source scenario with widely spaced sources, simplified expressions for improvement with smoothing have been obtained which provide more insight into the impact of smoothing. Specifically, a pessimistic estimate of the minimum value of source correlation beyond which the smoothing is beneficial is brought out by these expressions. Computer simulations are used to demonstrate the usefulness of the analytical results.

Performance analysis of a modified spatial smoothing technique for direction estimation

The statistical performance analysis of ESPRIT, root-MUSIC, minimum-norm methods for direction estimation, due to finite data perturbations, using the modified spatially smoothed covariance matrix, is developed. Expressions for the mean-squared error in the direction estimates are derived based on a common framework. Based on the analysis, the use of the modified smoothed covariance matrix improves the performance of the methods when the sources are fully correlated. Also, the performance is better even when the number of subarrays is large unlike in the case of the conventionally smoothed covariance matrix. However, the performance for uncorrelated sources deteriorates due to an artificial correlation introduced by the modified smoothing. The theoretical expressions are validated using extensive simulations. (C) 1999 Elsevier Science B.V. All rights reserved.