A traceable physical calibration of the vertical advection-diffusion equation for modelling ocean heat uptake

The classic vertical advection-diffusion (VAD) balance is a central concept in studying the ocean heat budget, in particular in simple climate models (SCMs). Here we present a new framework to calibrate the parameters of the VAD equation to the vertical ocean heat balance of two fully-coupled climate models that is traceable to the models’ circulation as well as to vertical mixing and diffusion processes. Based on temperature diagnostics, we derive an effective vertical velocity w∗ and turbulent diffusivity k∗ for each individual physical process. In steady-state, we find that the residual vertical velocity and diffusivity change sign in mid-depth, highlighting the different regional contributions of isopycnal and diapycnal diffusion in balancing the models’ residual advection and vertical mixing. We quantify the impacts of the time-evolution of the effective quantities under a transient 1%CO2 simulation and make the link to the parameters of currently employed SCMs.

Superfast non-linear diffusion: capillary transport in particulate porous media

The migration of liquids in porous media, such as sand, has been commonly considered at high saturation levels with liquid pathways at pore dimensions. In this letter we reveal a low saturation regime observed in our experiments with droplets of extremely low volatility liquids deposited on sand. In this regime the liquid is mostly found within the grain surface roughness and in the capillary bridges formed at the contacts between the grains. The bridges act as variable-volume reservoirs and the flow is driven by the capillary pressure arising at the wetting front according to the roughness length scales. We propose that this migration (spreading) is the result of interplay between the bridge volume adjustment to this pressure distribution and viscous losses of a creeping flow within the roughness. The net macroscopic result is a special case of non-linear diffusion described by a superfast diffusion equation (SFDE) for saturation with distinctive mathematical character. We obtain solutions to a moving boundary problem defined by SFDE that robustly convey a time power law of spreading as seen in our experiments.

A simple theoretical model for the intensification of tropical cyclones and polar lows

A simple theoretical model for the intensification of tropical cyclones and polar lows is developed using a minimal set of physical assumptions. These disturbances are assumed to be balanced systems intensifying through the WISHE (Wind-Induced Surface Heat Exchange) intensification mechanism, driven by surface fluxes of heat and moisture into an atmosphere which is neutral to moist convection. The equation set is linearized about a resting basic state and solved as an initial-value problem. A system is predicted to intensify with an exponential perturbation growth rate scaled by the radial gradient of an efficiency parameter which crudely represents the effects of unsaturated processes. The form of this efficiency parameter is assumed to be defined by initial conditions, dependent on the nature of a pre-existing vortex required to precondition the atmosphere to a state in which the vortex can intensify. Evaluation of the simple model using a primitive-equation, nonlinear numerical model provides support for the prediction of exponential perturbation growth. Good agreement is found between the simple and numerical models for the sensitivities of the measured growth rate to various parameters, including surface roughness, the rate of transfer of heat and moisture from the ocean surface, and the scale for the growing vortex.

From a discrete to a continuum model of cell dynamics in one dimension

Multiscale modeling is emerging as one of the key challenges in mathematical biology. However, the recent rapid increase in the number of modeling methodologies being used to describe cell populations has raised a number of interesting questions. For example, at the cellular scale, how can the appropriate discrete cell-level model be identified in a given context? Additionally, how can the many phenomenological assumptions used in the derivation of models at the continuum scale be related to individual cell behavior? In order to begin to address such questions, we consider a discrete one-dimensional cell-based model in which cells are assumed to interact via linear springs. From the discrete equations of motion, the continuous Rouse [P. E. Rouse, J. Chem. Phys. 21, 1272 (1953)] model is obtained. This formalism readily allows the definition of a cell number density for which a nonlinear "fast" diffusion equation is derived. Excellent agreement is demonstrated between the continuum and discrete models. Subsequently, via the incorporation of cell division, we demonstrate that the derived nonlinear diffusion model is robust to the inclusion of more realistic biological detail. In the limit of stiff springs, where cells can be considered to be incompressible, we show that cell velocity can be directly related to cell production. This assumption is frequently made in the literature but our derivation places limits on its validity. Finally, the model is compared with a model of a similar form recently derived for a different discrete cell-based model and it is shown how the different diffusion coefficients can be understood in terms of the underlying assumptions about cell behavior in the respective discrete models.

Finite- N effects for ideal polymer chains near a flat impenetrable wall

This paper addresses the statistical mechanics of ideal polymer chains next to a hard wall. The principal quantity of interest, from which all monomer densities can be calculated, is the partition function, G N(z) , for a chain of N discrete monomers with one end fixed a distance z from the wall. It is well accepted that in the limit of infinite N , G N(z) satisfies the diffusion equation with the Dirichlet boundary condition, G N(0) = 0 , unless the wall possesses a sufficient attraction, in which case the Robin boundary condition, G N(0) = - x G N ′(0) , applies with a positive coefficient, x . Here we investigate the leading N -1/2 correction, D G N(z) . Prior to the adsorption threshold, D G N(z) is found to involve two distinct parts: a Gaussian correction (for z <~Unknown control sequence '\lesssim' aN 1/2 with a model-dependent amplitude, A , and a proximal-layer correction (for z <~Unknown control sequence '\lesssim' a described by a model-dependent function, B(z).

Understanding mixing efficiency in the oceans. Do the nonlinearities of the equation of state matter?

There exist two central measures of turbulent mixing in turbulent stratified fluids that are both caused by molecular diffusion: 1) the dissipation rate D(APE) of available potential energy APE; 2) the turbulent rate of change Wr, turbulent of background gravitational potential energy GPEr. So far, these two quantities have often been regarded as the same energy conversion, namely the irreversible conversion of APE into GPEr, owing to the well known exact equality D(APE)=Wr, turbulent for a Boussinesq fluid with a linear equation of state. Recently, however, Tailleux (2009) pointed out that the above equality no longer holds for a thermally-stratified compressible, with the ratio ξ=Wr, turbulent/D(APE) being generally lower than unity and sometimes even negative for water or seawater, and argued that D(APE) and Wr, turbulent actually represent two distinct types of energy conversion, respectively the dissipation of APE into one particular subcomponent of internal energy called the "dead" internal energy IE0, and the conversion between GPEr and a different subcomponent of internal energy called "exergy" IEexergy. In this paper, the behaviour of the ratio ξ is examined for different stratifications having all the same buoyancy frequency N vertical profile, but different vertical profiles of the parameter Υ=α P/(ρCp), where α is the thermal expansion coefficient, P the hydrostatic pressure, ρ the density, and Cp the specific heat capacity at constant pressure, the equation of state being that for seawater for different particular constant values of salinity. It is found that ξ and Wr, turbulent depend critically on the sign and magnitude of dΥ/dz, in contrast with D(APE), which appears largely unaffected by the latter. These results have important consequences for how the mixing efficiency should be defined and measured in practice, which are discussed.

Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open.

The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

The counter-propagating Rossby-wave perspective on baroclinic instability. Part III: Primitive-equation disturbances on the sphere

Baroclinic instability of perturbations described by the linearized primitive quations, growing on steady zonal jets on the sphere, can be understood in terms of the interaction of pairs of counter-propagating Rossby waves (CRWs). The CRWs can be viewed as the basic components of the dynamical system where the Hamiltonian is the pseudoenergy and each CRW has a zonal coordinate and pseudomomentum. The theory holds for adiabatic frictionless flow to the extent that truncated forms of pseudomomentum and pseudoenergy are globally conserved. These forms focus attention on Rossby wave activity. Normal mode (NM) dispersion relations for realistic jets are explained in terms of the two CRWs associated with each unstable NM pair. Although derived from the NMs, CRWs have the conceptual advantage that their structure is zonally untilted, and can be anticipated given only the basic state. Moreover, their zonal propagation, phase-locking and mutual interaction can all be understood by ‘PV-thinking’ applied at only two ‘home-bases’—potential vorticity (PV) anomalies at one home-base induce circulation anomalies, both locally and at the other home-base, which in turn can advect the PV gradient and modify PV anomalies there. At short wavelengths the upper CRW is focused in the mid-troposphere just above the steering level of the NM, but at longer wavelengths the upper CRW has a second wave-activity maximum at the tropopause. In the absence of meridional shear, CRW behaviour is very similar to that of Charney modes, while shear results in a meridional slant with height of the air-parcel displacement-structures of CRWs in sympathy with basic-state zonal angular-velocity surfaces. A consequence of this slant is that baroclinically growing eddies (on jets broader than the Rossby radius) must tilt downshear in the horizontal, giving rise to up-gradient momentum fluxes that tend to accelerate the barotropic component of the jet.

Small- and waiting-time behaviour of the thin-film-equation

We consider the small-time behavior of interfaces of zero contact angle solutions to the thin-film equation. For a certain class of initial data, through asymptotic analyses, we deduce a wide variety of behavior for the free boundary point. These are supported by extensive numerical simulations. © 2007 Society for Industrial and Applied Mathematics

An integral equation method for a boundary value problem arising in unsteady water wave problems

In this paper we consider the 2D Dirichlet boundary value problem for Laplace’s equation in a non-locally perturbed half-plane, with data in the space of bounded and continuous functions. We show uniqueness of solution, using standard Phragmen-Lindelof arguments. The main result is to propose a boundary integral equation formulation, to prove equivalence with the boundary value problem, and to show that the integral equation is well posed by applying a recent partial generalisation of the Fredholm alternative in Arens et al [J. Int. Equ. Appl. 15 (2003) pp. 1-35]. This then leads to an existence proof for the boundary value problem. Keywords. Boundary integral equation method, Water waves, Laplace’s

A well-posed integral equation formulation for three-dimensional rough surface scattering

We consider the problem of scattering of time-harmonic acoustic waves by an unbounded sound-soft rough surface. Recently, a Brakhage Werner type integral equation formulation of this problem has been proposed, based on an ansatz as a combined single- and double-layer potential, but replacing the usual fundamental solution of the Helmholtz equation with an appropriate half-space Green's function. Moreover, it has been shown in the three-dimensional case that this integral equation is uniquely solvable in the space L-2 (Gamma) when the scattering surface G does not differ too much from a plane. In this paper, we show that this integral equation is uniquely solvable with no restriction on the surface elevation or slope. Moreover, we construct explicit bounds on the inverse of the associated boundary integral operator, as a function of the wave number, the parameter coupling the single- and double-layer potentials, and the maximum surface slope. These bounds show that the norm of the inverse operator is bounded uniformly in the wave number, kappa, for kappa > 0, if the coupling parameter h is chosen proportional to the wave number. In the case when G is a plane, we show that the choice eta = kappa/2 is nearly optimal in terms of minimizing the condition number.