Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

The unsteady flow of a weakly compressible fluid in a thin porous layer II: three-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a three-dimensional layer, composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Numerical solution of this three-dimensional evolution problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l, a situation which occurs frequently in the application to oil and gas reservoir recovery and which leads to significant stiffness in the numerical problem. Under the assumption that $\epsilon\propto h/l\ll 1$, we show that, to leading order in $\epsilon$, the pressure field varies only in the horizontal directions away from the wells (the outer region). We construct asymptotic expansions in $\epsilon$ in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive expressions for all significant process quantities. The only computations required are for the solution of non-stiff linear, elliptic, two-dimensional boundary-value, and eigenvalue problems. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the layer, $\epsilon$, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighbourhood of wells and away from wells.

The unsteady flow of a weakly compressible fluid in a thin porous layer III: three-dimensional computations

We describe a novel method for determining the pressure and velocity fields for a weakly compressible fluid flowing in a thin three-dimensional layer composed of an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting and/or extracting fluid. Our approach uses the method of matched asymptotic expansions to derive expressions for all significant process quantities, the computation of which requires only the solution of linear, elliptic, two-dimensional boundary value and eigenvalue problems. In this article, we provide full implementation details and present numerical results demonstrating the efficiency and accuracy of our scheme.

Advances in the study of boundary value problems for nonlinear integrable PDEs

In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.

On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

Cumulant-based deconvolution and identification: several new families of linear equations

This paper presents several new families of cumulant-based linear equations with respect to the inverse filter coefficients for deconvolution (equalisation) and identification of nonminimum phase systems. Based on noncausal autoregressive (AR) modeling of the output signals and three theorems, these equations are derived for the cases of 2nd-, 3rd and 4th-order cumulants, respectively, and can be expressed as identical or similar forms. The algorithms constructed from these equations are simpler in form, but can offer more accurate results than the existing methods. Since the inverse filter coefficients are simply the solution of a set of linear equations, their uniqueness can normally be guaranteed. Simulations are presented for the cases of skewed series, unskewed continuous series and unskewed discrete series. The results of these simulations confirm the feasibility and efficiency of the algorithms.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

Boundary integral equations on unbounded rough surfaces: Fredholmness and the finite section method

We consider a class of boundary integral equations that arise in the study of strongly elliptic BVPs in unbounded domains of the form $D = \{(x, z)\in \mathbb{R}^{n+1} : x\in \mathbb{R}^n, z > f(x)\}$ where $f : \mathbb{R}^n \to\mathbb{R}$ is a sufficiently smooth bounded and continuous function. A number of specific problems of this type, for example acoustic scattering problems, problems involving elastic waves, and problems in potential theory, have been reformulated as second kind integral equations $u+Ku = v$ in the space $BC$ of bounded, continuous functions. Having recourse to the so-called limit operator method, we address two questions for the operator $A = I + K$ under consideration, with an emphasis on the function space setting $BC$. Firstly, under which conditions is $A$ a Fredholm operator, and, secondly, when is the finite section method applicable to $A$?

Voronoi, Delaunay, and Block-Structured Mesh Refinement for Solution of the Shallow-Water Equations on the Sphere

Alternative meshes of the sphere and adaptive mesh refinement could be immensely beneficial for weather and climate forecasts, but it is not clear how mesh refinement should be achieved. A finite-volume model that solves the shallow-water equations on any mesh of the surface of the sphere is presented. The accuracy and cost effectiveness of four quasi-uniform meshes of the sphere are compared: a cubed sphere, reduced latitude–longitude, hexagonal–icosahedral, and triangular–icosahedral. On some standard shallow-water tests, the hexagonal–icosahedral mesh performs best and the reduced latitude–longitude mesh performs well only when the flow is aligned with the mesh. The inclusion of a refined mesh over a disc-shaped region is achieved using either gradual Delaunay, gradual Voronoi, or abrupt 2:1 block-structured refinement. These refined regions can actually degrade global accuracy, presumably because of changes in wave dispersion where the mesh is highly nonuniform. However, using gradual refinement to resolve a mountain in an otherwise coarse mesh can improve accuracy for the same cost. The model prognostic variables are height and momentum collocated at cell centers, and (to remove grid-scale oscillations of the A grid) the mass flux between cells is advanced from the old momentum using the momentum equation. Quadratic and upwind biased cubic differencing methods are used as explicit corrections to a fast implicit solution that uses linear differencing.

Linear and nonlinear generalized Fourier transforms

This article presents an overview of a transform method for solving linear and integrable nonlinear partial differential equations. This new transform method, proposed by Fokas, yields a generalization and unification of various fundamental mathematical techniques and, in particular, it yields an extension of the Fourier transform method.

Well-posed boundary value problems for integrable evolution equations on a finite interval

We consider boundary value problems posed on an interval [0,L] for an arbitrary linear evolution equation in one space dimension with spatial derivatives of order n. We characterize a class of such problems that admit a unique solution and are well posed in this sense. Such well-posed boundary value problems are obtained by prescribing N conditions at x=0 and n–N conditions at x=L, where N depends on n and on the sign of the highest-degree coefficient n in the dispersion relation of the equation. For the problems in this class, we give a spectrally decomposed integral representation of the solution; moreover, we show that these are the only problems that admit such a representation. These results can be used to establish the well-posedness, at least locally in time, of some physically relevant nonlinear evolution equations in one space dimension.