Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

Numerical evaluation of three dimensional effects in planar flow birefringence

The influence of three dimensional effects on isochromatic birefringence is evaluated for planar flows by means of numerical simulation. Two fluid models are investigated in channel and abrupt contraction geometries. In practice, the flows are confined by viewing windows, which alter the stresses along the optical path. The observed optical properties differ therefore from their counterpart in an ideal two-dimensional flow. To investigate the influence of these effects, the stress optical rule and the differential propagation Mueller matrix are used. The material parameters are selected so that a retardation of multiple orders is achieved, as is typical for highly birefringent melts. Errors due to three dimensional effects are mainly found on the symmetry plane, and increase significantly with the flow rate. Increasing the geometric aspect ratio improve the accuracy provided that the error on the retardation is less than one order. (C) 2004 Elsevier B.V. All rights reserved.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Numerical Study of Hypersonic Leeward Flow over a Blunt Nosed Delta Wing

A kinetic theory based Navier-Stokes solver has been implemented on a parallel supercomputer (Intel iPSC Touchstone Delta) to study the leeward flowfield of a blunt nosed delta wing at 30-deg incidence at hypersonic speeds (similar to the proposed HERMES aerospace plane). Computational results are presented for a series of grids for both inviscid and laminar viscous flows at Reynolds numbers of 225,000 and 2.25 million. In addition, comparisons are made between the present and two independent calculations of the some flows (by L. LeToullec and P. Guillen, and S. Menne) which were presented at the Workshop on Hypersonic Flows for Re-entry Problems, Antibes, France, 1991.

Entanglement between a qubit and the environment in the spin-boson model

The quantitative description of the quantum entanglement between a qubit and its environment is considered. Specifically, for the ground state of the spin-boson model, the entropy of entanglement of the spin is calculated as a function of α, the strength of the ohmic coupling to the environment, and ɛ, the level asymmetry. This is done by a numerical renormalization group treatment of the related anisotropic Kondo model. For ɛ=0, the entanglement increases monotonically with α, until it becomes maximal for α→1-. For fixed ɛ>0, the entanglement is a maximum as a function of α for a value, α=αM

Comparison of experimental and numerical studies of ionizing flow over a cylinder

Comparisons are made between experimental measurements and numerical simulations of ionizing flows generated in a superorbital facility. Nitrogen, with a freestream velocity of around 10 km/s, was passed over a cylindrical model, and images were recorded using two-wavelength holographic interferometry. The resulting density, electron concentration, and temperature maps were compared with numerical simulations from the Langley Research Center aerothermodynamic upwind relaxation algorithm. The results showed generally good agreement in shock location and density distributions. Some discrepancies were observed for the electron concentration, possibly, because simulations were of a two-dimensional flow, whereas the experiments were likely to have small three-dimensional effects.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Flush air data system calibration using numerical simulation

The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

A numerical study of pore-fluid, thermal and mass flow iu fluid-saturated porous rock basins

We present a numerical methodology for the study of convective pore-fluid, thermal and mass flow in fluid-saturated porous rock basins. lit particular, we investigate the occurrence and distribution pattern of temperature gradient driven convective pore-fluid flow and hydrocarbon transport in the Australian North West Shelf basin. The related numerical results have demonstrated that: (1) The finite element method combined with the progressive asymptotic approach procedure is a useful tool for dealing with temperature gradient driven pore-fluid flow and mass transport in fluid-saturated hydrothermal basins; (2) Convective pore-fluid flow generally becomes focused in more permeable layers, especially when the layers are thick enough to accommodate the appropriate convective cells; (3) Large dislocation of strata has a significant influence off the distribution patterns of convective pore;fluid flow, thermal flow and hydrocarbon transport in the North West Shelf basin; (4) As a direct consequence of the formation of convective pore-fluid cells, the hydrocarbon concentration is highly localized in the range bounded by two major faults in the basin.

Finite element analysis of flow patterns near geological lenses in hydrodynamic and hydrothermal systems

We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.

Theoretical and numerical analyses of convective instability in porous media with upward throughflow

Exact analytical solutions have been obtained for a hydrothermal system consisting of a horizontal porous layer with upward throughflow. The boundary conditions considered are constant temperature, constant pressure at the top, and constant vertical temperature gradient, constant Darcy velocity at the bottom of the layer. After deriving the exact analytical solutions, we examine the stability of the solutions using linear stability theory and the Galerkin method. It has been found that the exact solutions for such a hydrothermal system become unstable when the Rayleigh number of the system is equal to or greater than the corresponding critical Rayleigh number. For small and moderate Peclet numbers (Pe less than or equal to 6), an increase in upward throughflow destabilizes the convective flow in the horizontal layer. To confirm these findings, the finite element method with the progressive asymptotic approach procedure is used to compute the convective cells in such a hydrothermal system. Copyright (C) 1999 John Wiley & Sons, Ltd.

Numerical and experimental study of seepage in unconfined aquifers with a periodic boundary condition

The assessment of groundwater conditions within an unconfined aquifer with a periodic boundary condition is of interest in many hydrological and environmental problems. A two-dimensional numerical model for density dependent variably saturated groundwater flow, SUTRA (Voss, C.I., 1984. SUTRA: a finite element simulation model for saturated-unsaturated, fluid-density dependent ground-water flow with energy transport or chemically reactive single species solute transport. US Geological Survey, National Center, Reston, VA) is modified in order to be able to simulate the groundwater flow in unconfined aquifers affected by a periodic boundary condition. The basic flow equation is changed from pressure-form to mixed-form. The model is also adjusted to handle a seepage-face boundary condition. Experiments are conducted to provide data for the groundwater response to the periodic boundary condition for aquifers with both vertical and sloping faces. The performance of the numerical model is assessed using those data. The results of pressure- and mixed-form approximations are compared and the improvement achieved through the mixed-form of the equation is demonstrated. The ability of the numerical model to simulate the water table and seepage-face is tested by modelling some published experimental data. Finally the numerical model is successfully verified against present experimental results to confirm its ability to simulate complex boundary conditions like the periodic head and the seepage-face boundary condition on the sloping face. (C) 1999 Elsevier Science B.V. All rights reserved.