A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

Consistent Dirichlet Boundary Conditions for Numerical Solution of Moving Boundary Problems

We consider the imposition of Dirichlet boundary conditions in the finite element modelling of moving boundary problems in one and two dimensions for which the total mass is prescribed. A modification of the standard linear finite element test space allows the boundary conditions to be imposed strongly whilst simultaneously conserving a discrete mass. The validity of the technique is assessed for a specific moving mesh finite element method, although the approach is more general. Numerical comparisons are carried out for mass-conserving solutions of the porous medium equation with Dirichlet boundary conditions and for a moving boundary problem with a source term and time-varying mass.

A numerical study of the probe method

The goal of this work is the numerical realization of the probe method suggested by Ikehata for the detection of an obstacle D in inverse scattering. The main idea of the method is to use probes in the form of point source (., z) with source point z to define an indicator function (I) over cap (z) which can be reconstructed from Cauchy data or far. eld data. The indicator function boolean AND (I) over cap (z) can be shown to blow off when the source point z tends to the boundary aD, and this behavior can be used to find D. To study the feasibility of the probe method we will use two equivalent formulations of the indicator function. We will carry out the numerical realization of the functional and show reconstructions of a sound-soft obstacle.

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.

The Klein-Gordon equation in a domain with time-dependent boundary

We solve a Dirichlet boundary value problem for the Klein–Gordon equation posed in a time-dependent domain. Our approach is based on a general transform method for solving boundary value problems for linear and integrable nonlinear PDE in two variables. Our results consist of the inversion formula for a generalized Fourier transform, and of the application of this generalized transform to the solution of the boundary value problem.

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.

A nutrient increment method for reducing bias in global biogeochemical models

Assimilation of physical variables into coupled physical/biogeochemical models poses considerable difficulties. One problem is that data assimilation can break relationships between physical and biological variables. As a consequence, biological tracers, especially nutrients, are incorrectly displaced in the vertical, resulting in unrealistic biogeochemical fields. To prevent this, we present the idea of applying an increment to the nutrient field within a data assimilating model to ensure that nutrient-potential density relationships are maintained within a water column during assimilation. After correcting the nutrients, it is assumed that other biological variables rapidly adjust to the corrected nutrient fields. We applied this method to a 17 year run of the 2° NEMO ocean-ice model coupled to the PlankTOM5 ecosystem model. Results were compared with a control with no assimilation, and with a model with physical assimilation but no nutrient increment. In the nutrient incrementing experiment, phosphate distributions were improved both at high latitudes and at the equator. At midlatitudes, assimilation generated unrealistic advective upwelling of nutrients within the boundary currents, which spread into the subtropical gyres resulting in more biased nutrient fields. This result was largely unaffected by the nutrient increment and is probably due to boundary currents being poorly resolved in a 2° model. Changes to nutrient distributions fed through into other biological parameters altering primary production, air-sea CO2 flux, and chlorophyll distributions. These secondary changes were most pronounced in the subtropical gyres and at the equator, which are more nutrient limited than high latitudes.

Two-point boundary value problems for linear evolution equations

We study boundary value problems for a linear evolution equation with spatial derivatives of arbitrary order, on the domain 0 < x < L, 0 < t < T, with L and T positive nite constants. We present a general method for identifying well-posed problems, as well as for constructing an explicit representation of the solution of such problems. This representation has explicit x and t dependence, and it consists of an integral in the k-complex plane and of a discrete sum. As illustrative examples we solve some two-point boundary value problems for the equations iqt + qxx = 0 and qt + qxxx = 0.

A method for estimating the turbulent kinetic energy dissipation rate from a vertically pointing Doppler lidar, and independent evaluation from balloon-borne in situ measurements

A method of estimating dissipation rates from a vertically pointing Doppler lidar with high temporal and spatial resolution has been evaluated by comparison with independent measurements derived from a balloon-borne sonic anemometer. This method utilizes the variance of the mean Doppler velocity from a number of sequential samples and requires an estimate of the horizontal wind speed. The noise contribution to the variance can be estimated from the observed signal-to-noise ratio and removed where appropriate. The relative size of the noise variance to the observed variance provides a measure of the confidence in the retrieval. Comparison with in situ dissipation rates derived from the balloon-borne sonic anemometer reveal that this particular Doppler lidar is capable of retrieving dissipation rates over a range of at least three orders of magnitude. This method is most suitable for retrieval of dissipation rates within the convective well-mixed boundary layer where the scales of motion that the Doppler lidar probes remain well within the inertial subrange. Caution must be applied when estimating dissipation rates in more quiescent conditions. For the particular Doppler lidar described here, the selection of suitably short integration times will permit this method to be applicable in such situations but at the expense of accuracy in the Doppler velocity estimates. The two case studies presented here suggest that, with profiles every 4 s, reliable estimates of ϵ can be derived to within at least an order of magnitude throughout almost all of the lowest 2 km and, in the convective boundary layer, to within 50%. Increasing the integration time for individual profiles to 30 s can improve the accuracy substantially but potentially confines retrievals to within the convective boundary layer. Therefore, optimization of certain instrument parameters may be required for specific implementations.

A new method for evaluating regional air quality forecasts

A Kriging interpolation method is combined with an object-based evaluation measure to assess the ability of the UK Met Office's dispersion and weather prediction models to predict the evolution of a plume of tracer as it was transported across Europe. The object-based evaluation method, SAL, considers aspects of the Structure, Amplitude and Location of the pollutant field. The SAL method is able to quantify errors in the predicted size and shape of the pollutant plume, through the structure component, the over- or under-prediction of the pollutant concentrations, through the amplitude component, and the position of the pollutant plume, through the location component. The quantitative results of the SAL evaluation are similar for both models and close to a subjective visual inspection of the predictions. A negative structure component for both models, throughout the entire 60 hour plume dispersion simulation, indicates that the modelled plumes are too small and/or too peaked compared to the observed plume at all times. The amplitude component for both models is strongly positive at the start of the simulation, indicating that surface concentrations are over-predicted by both models for the first 24 hours, but modelled concentrations are within a factor of 2 of the observations at later times. Finally, for both models, the location component is small for the first 48 hours after the start of the tracer release, indicating that the modelled plumes are situated close to the observed plume early on in the simulation, but this plume location error grows at later times. The SAL methodology has also been used to identify differences in the transport of pollution in the dispersion and weather prediction models. The convection scheme in the weather prediction model is found to transport more pollution vertically out of the boundary layer into the free troposphere than the dispersion model convection scheme resulting in lower pollutant concentrations near the surface and hence a better forecast for this case study.

A simple method of calculating eigenvalues and resonances in domains with infinite regular ends

A new approach is presented for the solution of spectral problems on infinite domains with regular ends, which avoids the need to solve boundary-value problems for many trial values of the spectral parameter. We present numerical results both for eigenvalues and for resonances, comparing with results reported by Aslanyan, Parnovski and Vassiliev.

Measuring departures from Hardy-Weinberg: a Markov chain Monte Carlo method for estimating the inbreeding coefficient

Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.

A moving-mesh finite element method and its application to the numerical solution of phase-change problems

A distributed Lagrangian moving-mesh finite element method is applied to problems involving changes of phase. The algorithm uses a distributed conservation principle to determine nodal mesh velocities, which are then used to move the nodes. The nodal values are obtained from an ALE (Arbitrary Lagrangian-Eulerian) equation, which represents a generalization of the original algorithm presented in Applied Numerical Mathematics, 54:450--469 (2005). Having described the details of the generalized algorithm it is validated on two test cases from the original paper and is then applied to one-phase and, for the first time, two-phase Stefan problems in one and two space dimensions, paying particular attention to the implementation of the interface boundary conditions. Results are presented to demonstrate the accuracy and the effectiveness of the method, including comparisons against analytical solutions where available.