A Nyström method for a boundary value problem arising in unsteady water wave problems

This paper is concerned with solving numerically the Dirichlet boundary value problem for Laplace’s equation in a nonlocally perturbed half-plane. This problem arises in the simulation of classical unsteady water wave problems. The starting point for the numerical scheme is the boundary integral equation reformulation of this problem as an integral equation of the second kind on the real line in Preston et al. (2008, J. Int. Equ. Appl., 20, 121–152). We present a Nystr¨om method for numerical solution of this integral equation and show stability and convergence, and we present and analyse a numerical scheme for computing the Dirichlet-to-Neumann map, i.e., for deducing the instantaneous fluid surface velocity from the velocity potential on the surface, a key computational step in unsteady water wave simulations. In particular, we show that our numerical schemes are superalgebraically convergent if the fluid surface is infinitely smooth. The theoretical results are illustrated by numerical experiments.

Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

An efficient numerical method for compressible flows of a real gas using arithmetic averaging

An efficient numerical method is presented for the solution of the Euler equations governing the compressible flow of a real gas. The scheme is based on the approximate solution of a specially constructed set of linearised Riemann problems. An average of the flow variables across the interface between cells is required, and this is chosen to be the arithmetic mean for computational efficiency, which is in contrast to the usual square root averaging. The scheme is applied to a test problem for five different equations of state.

An efficient numerical scheme for the Euler equations

A finite difference scheme based on flux difference splitting is presented for the solution of the Euler equations for the compressible flow of an ideal gas. A linearised Riemann problem is defined, and a scheme based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to the usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. The scheme is applied to a shock tube problem and a blast wave problem. Each approximate solution compares well with those given by other schemes, and for the shock tube problem is in agreement with the exact solution.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

Using Doppler radar with a simple explicit microphysics model to diagnose problems with ice sublimation depth-scales in forecast models

Several previous studies have attempted to assess the sublimation depth-scales of ice particles from clouds into clear air. Upon examining the sublimation depth-scales in the Met Office Unified Model (MetUM), it was found that the MetUM has evaporation depth-scales 2–3 times larger than radar observations. Similar results can be seen in the European Centre for Medium-Range Weather Forecasts (ECMWF), Regional Atmospheric Climate Model (RACMO) and Météo-France models. In this study, we use radar simulation (converting model variables into radar observations) and one-dimensional explicit microphysics numerical modelling to test and diagnose the cause of the deep sublimation depth-scales in the forecast model. The MetUM data and parametrization scheme are used to predict terminal velocity, which can be compared with the observed Doppler velocity. This can then be used to test the hypothesis as to why the sublimation depth-scale is too large within the MetUM. Turbulence could lead to dry air entrainment and higher evaporation rates; particle density may be wrong, particle capacitance may be too high and lead to incorrect evaporation rates or the humidity within the sublimating layer may be incorrectly represented. We show that the most likely cause of deep sublimation zones is an incorrect representation of model humidity in the layer. This is tested further by using a one-dimensional explicit microphysics model, which tests the sensitivity of ice sublimation to key atmospheric variables and is capable of including sonde and radar measurements to simulate real cases. Results suggest that the MetUM grid resolution at ice cloud altitudes is not sufficient enough to maintain the sharp drop in humidity that is observed in the sublimation zone.

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.