Transparent boundary conditions for wave propagation on unbounded domains

The numerical solution of the time dependent wave equation in an unbounded domain generally leads to a truncation of this domain, which requires the introduction of an artificial boundary with associated boundary conditions. Such nonreflecting conditions ensure the equivalence between the solution of the original problem in the unbounded region and the solution inside the artificial boundary. We consider the acoustic wave equation and derive exact transparent boundary conditions that are local in time and can be directly used in explicit methods. These conditions annihilate wave harmonics up to a given order on a spherical artificial boundary, and we show how to combine the derived boundary condition with a finite difference method. The analysis is complemented by a numerical example in two spatial dimensions that illustrates the usefulness and accuracy of transparent boundary conditions.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Application of a coupled ground-surface water flow model to simulate periodic groundwater flow influenced by a sloping boundary, capillarity and vertical flows

Theoretical developments as well as field and laboratory data have shown the influence of the capillary fringe on water table fluctuations to increase with the fluctuation frequency. The numerical solution of a full, partially saturated flow equation can be computationally expensive. In this paper, the influence of the capillary fringe on water table fluctuations is simplified through its parameterisation into the storage coefficient of a fully-saturated groundwater flow model using the complex effective porosity concept [Nielsen, P., Perrochet, P., 2000. Water table dynamics under capillary fringes: experiments and modelling. Advances in Water Resources 23 (1), 503-515; Nielsen, P., Perrochet, P., 2000. ERRATA: water table dynamics under capillary fringes: experiments and modelling (Advances in Water Resources 23 (2000) 503-515). Advances in Water Resources 23, 907-908]. The model is applied to sand flume observations of periodic water table fluctuations induced by simple harmonic forcing across a sloping boundary, analogous to many beach groundwater systems. While not providing information on the moisture distribution within the aquifer, this approach can reasonably predict the water table fluctuations in response to periodic forcing across a sloping boundary. Furthermore, he coupled ground-surface water model accurately predicts the extent of the seepage face formed at the sloping boundary. (C) 2005 Elsevier Ltd. All rights reserved.

Transient temperature rise in a mouse due to low-frequency regional hyperthermia

A refined nonlinear heat transfer model of a mouse has been developed to simulate the transient temperature rise in a neoplastic tumour and neighbouring tissue during regional hyperthermia using a 150 kHz inductive coil. In this study, we incorporate various bio-energetic enhancements to the heat transfer equation and numerical validations based on experimental findings for the mouse, in terms of nonlinear metabolic heat production, homeothermy, blood perfusion parameters, thermoregulation, psychological and physiological effects. The discretized bio-heat transfer equation has been validated with the commercial software FEMLAB on a canonical multi-sphere object before applying the scheme to the inhomogeneous mouse voxel phantom. The time-dependent numerical results of regional hyperthermia of mouse thigh have been compared with the available experimental temperature results with only a few small disparities. During the first 20 min of local unfocused heating, the temperature in the tumour and the surrounding tissue increased by around 7.5 degrees C. The objective of this preliminary study was to develop a validated electrothermal numerical scheme for inductive hyperthermia of a small mammal with the intention of expanding the model into a complete numerical solution involving ferromagnetic nanoparticles for targeted heating of tumours at low frequencies. In addition, the numerical scheme herein could assist in optimizing and tailoring of focused electromagnetic fields for hyperthermia.

Exact solution, scaling behaviour and quantum dynamics of a model of an atom-molecule Bose-Einstein condensate

0We study the exact solution for a two-mode model describing coherent coupling between atomic and molecular Bose-Einstein condensates (BEC), in the context of the Bethe ansatz. By combining an asymptotic and numerical analysis, we identify the scaling behaviour of the model and determine the zero temperature expectation value for the coherence and average atomic occupation. The threshold coupling for production of the molecular BEC is identified as the point at which the energy gap is minimum. Our numerical results indicate a parity effect for the energy gap between ground and first excited state depending on whether the total atomic number is odd or even. The numerical calculations for the quantum dynamics reveals a smooth transition from the atomic to the molecular BEC.

Semi-analytical solution for nonlinear vibration of laminated FGM plates with geometric imperfections

This paper investigates the nonlinear vibration of imperfect shear deformable laminated rectangular plates comprising a homogeneous substrate and two layers of functionally graded materials (FGMs). A theoretical formulation based on Reddy's higher-order shear deformation plate theory is presented in terms of deflection, mid-plane rotations, and the stress function. A semi-analytical method, which makes use of the one-dimensional differential quadrature method, the Galerkin technique, and an iteration process, is used to obtain the vibration frequencies for plates with various boundary conditions. Material properties are assumed to be temperature-dependent. Special attention is given to the effects of sine type imperfection, localized imperfection, and global imperfection on linear and nonlinear vibration behavior. Numerical results are presented in both dimensionless tabular and graphical forms for laminated plates with graded silicon nitride/stainless steel layers. It is shown that the vibration frequencies are very much dependent on the vibration amplitude and the imperfection mode and its magnitude. While most of the imperfect laminated plates show the well-known hard-spring vibration, those with free edges can display soft-spring vibration behavior at certain imperfection levels. The influences of material composition, temperature-dependence of material properties and side-to-thickness ratio are also discussed. (C) 2004 Elsevier Ltd. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Numerical investigation of seawater intrusion at Gooburrum, Bundaberg, Queensland, Australia

Seawater intrusion in coastal agricultural areas due to groundwater abstraction is a major environmental problem along the northeastern coast of Australia. Management options are being explored using numerical modelling, however, questions remain concerning the appropriate level of sophistication in models, choice of seaward boundary conditions, and how to accommodate heterogeneity and data uncertainty. The choice of seaward boundary condition is important since it affects the amount of salt transported into the aquifers and forms the focus of the present study. The impact of this boundary condition is illustrated for the seawater-intrusion problem in the Gooburrum aquifers, which occur within Tertiary sedimentary strata. A two-dimensional variable-density groundwater and solute-transport model was constructed using the computer code 2DFEMFAT (Cheng et al. 1998). The code was tested against an experiment for a steady-state freshwater-saltwater interface and against the Elder (Elder 1967) free-convection problem. Numerical simulations show that the imposition of the commonly-used equivalent hydrostatic freshwater heads, combined with a constant salt concentration at the seaward boundary, results in overestimated seawater intrusion in the lower Gooburrum aquifer. Since the imposition of this boundary condition allows water flow across the boundary, which subsequently takes salt into the aquifer, a careful check is essential to estimate whether too much mass of salt is introduced.

Numerical solutions of the sediment conservation law: A review and improved formulation for coastal morphological modelling

Numerical solutions of the sediment conservation law are reviewed in terms of their application to bed update schemes in coastal morphological models. It is demonstrated that inadequately formulated numerical techniques lead to the introduction of diffusion, dispersion and the bed elevation oscillations previously reported in the literature. Four different bed update schemes are then reviewed and tested against benchmark analytical solutions. These include a first order upwind scheme, two Lax-Wendroff schemes and a non-oscillating centred scheme (NOCS) recently applied to morphological modelling by Saint-Cast [Saint-Cast, F., 2002. Modelisation de la morphodynamique des corps sableux en milieu littoral (Modelling of coastal sand banks morphodynamics), University Bordeaux 1, Bordeaux, 245 pp.]. It is shown that NOCS limits and controls numerical errors while including all the sediment flux gradients that control morphological change. Further, no post solution filtering is required, which avoids difficulties with selecting filter strength. Finally, NOCS is compared to a recent Lax-Wendroff scheme with post-solution filtering for a longer term simulation of the morphological evolution around a trained river entrance. (C) 2006 Elsevier B.V. All rights reserved.

Modelling trickle irrigation: Comparison of analytical and numerical models for estimation of wetting front position with time

Irrigation practices that are profligate in their use of water have come under closer scrutiny by water managers and the public. Trickle irrigation has the propensity to increase water use efficiency but only if the system is designed to meet the soil and plant conditions. Recently we have provided a software tool, WetUp (http://www.clw.csiro.au/products/wetup/), to calculate the wetting patterns from trickle irrigation emitters. WetUp uses an analytical solution to calculate the wetted perimeter for both buried and surface emitters. This analytical solution has a number of assumptions, two of which are that the wetting front is defined by water content at which the hydraulic conductivity (K) is I mm day(-1) and that the flow occurs from a point source. Here we compare the wetting patterns calculated with a 2-dimensional numerical model, HYDRUS2D, for solving the water flow into typical soils with the analytical solution. The results show that the wetting patterns are similar, except when the soil properties result in the assumption of a point source no longer being a good description of the flow regime. Difficulties were also experienced with getting stable solutions with HYDRUS2D for soils with low hydraulic conductivities. (c) 2005 Elsevier Ltd. All rights reserved.