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.

Prediction of supercritical flow in open channels

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow water equations in open channels. 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. 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 non-physical, spurious oscillations. The scheme is applied to a problem of flow in a river whose geometry induces a region of supercritical flow.

Flux difference splitting for open channel flows

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow-water equations in open channels, together with an extension to two-dimensional flows. A linearized 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 linearized problem. 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 non-physical, spurious oscillations. The scheme is applied to a one-dimensional dam-break problem, and to a problem of flow in a river whose geometry induces a region of supercritical flow. The scheme is also applied to a two-dimensional dam-break problem. The numerical results are compared with the exact solution, or other numerical results, where available.

The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.

An exact local conservation theorem for finite-amplitude disturbances to non-parallel shear flows, with remarks on Hamiltonian structure and on Arnol'd's stability theorems

Disturbances of arbitrary amplitude are superposed on a basic flow which is assumed to be steady and either (a) two-dimensional, homogeneous, and incompressible (rotating or non-rotating) or (b) stably stratified and quasi-geostrophic. Flow over shallow topography is allowed in either case. The basic flow, as well as the disturbance, is assumed to be subject neither to external forcing nor to dissipative processes like viscosity. An exact, local ‘wave-activity conservation theorem’ is derived in which the density A and flux F are second-order ‘wave properties’ or ‘disturbance properties’, meaning that they are O(a2) in magnitude as disturbance amplitude a [rightward arrow] 0, and that they are evaluable correct to O(a2) from linear theory, to O(a3) from second-order theory, and so on to higher orders in a. For a disturbance in the form of a single, slowly varying, non-stationary Rossby wavetrain, $\overline{F}/\overline{A}$ reduces approximately to the Rossby-wave group velocity, where (${}^{-}$) is an appropriate averaging operator. F and A have the formal appearance of Eulerian quantities, but generally involve a multivalued function the correct branch of which requires a certain amount of Lagrangian information for its determination. It is shown that, in a certain sense, the construction of conservable, quasi-Eulerian wave properties like A is unique and that the multivaluedness is inescapable in general. The connection with the concepts of pseudoenergy (quasi-energy), pseudomomentum (quasi-momentum), and ‘Eliassen-Palm wave activity’ is noted. The relationship of this and similar conservation theorems to dynamical fundamentals and to Arnol'd's nonlinear stability theorems is discussed in the light of recent advances in Hamiltonian dynamics. These show where such conservation theorems come from and how to construct them in other cases. An elementary proof of the Hamiltonian structure of two-dimensional Eulerian vortex dynamics is put on record, with explicit attention to the boundary conditions. The connection between Arnol'd's second stability theorem and the suppression of shear and self-tuning resonant instabilities by boundary constraints is discussed, and a finite-amplitude counterpart to Rayleigh's inflection-point theorem noted

Triple isotope (δD, δ17O, δ18O) study on precipitation, drip water and speleothem fluid inclusions for a central European cave (NW Switzerland)

Deuterium (dD) and oxygen (d18O) isotopes are powerful tracers of the hydrological cycle and have been extensively used for paleoclimate reconstructions as they can provide information on past precipitation, temperature and atmospheric circulation. More recently, the use of 17Oexcess derived from precise measurement of d17O and d18O gives new and additional insights in tracing the hydrological cycle whereas uncertainties surround this proxy. However, 17Oexcess could provide additional information on the atmospheric conditions at the moisture source as well as about fractionations associated with transport and site processes. In this paper we trace water stable isotopes (dD, d17O and d18O) along their path from precipitation to cave drip water and finally to speleothem fluid inclusions for Milandre cave in northwestern Switzerland. A two year-long daily resolved precipitation isotope record close to the cave site is compared to collected cave drip water (3 months average resolution) and fluid inclusions of modern and Holocene stalagmites. Amount weighted mean dD, d18O and d17O are �71.0‰, �9.9‰, �5.2‰ for precipitation, �60.3‰, �8.7‰, �4.6‰ for cave drip water and �61.3‰, �8.3‰, �4.7‰ for recent fluid inclusions respectively. Second order parameters have also been derived in precipitation and drip water and present similar values with 18 per meg for 17Oexcess whereas d-excess is 1.5‰ more negative in drip water. Furthermore, the atmospheric signal is shifted towards enriched values in the drip water and fluid inclusions (D of ~ þ 10‰ for dD). The isotopic composition of cave drip water exhibits a weak seasonal signal which is shifted by around 8e10 months (groundwater residence time) when compared to the precipitation. Moreover, we carried out the first d17O measurement in speleothem fluid inclusions, as well as the first comparison of the d17O behaviour from the meteoric water to the fluid inclusions entrapment in speleothems. This study on precipitation, drip water and fluid inclusions will be used as a speleothem proxy calibration for Milandre cave in order to reconstruct paleotemperatures and moisture source variations for Western Central Europe.

Heterogeneous tensor decomposition for clustering via manifold optimization

Tensor clustering is an important tool that exploits intrinsically rich structures in real-world multiarray or Tensor datasets. Often in dealing with those datasets, standard practice is to use subspace clustering that is based on vectorizing multiarray data. However, vectorization of tensorial data does not exploit complete structure information. In this paper, we propose a subspace clustering algorithm without adopting any vectorization process. Our approach is based on a novel heterogeneous Tucker decomposition model taking into account cluster membership information. We propose a new clustering algorithm that alternates between different modes of the proposed heterogeneous tensor model. All but the last mode have closed-form updates. Updating the last mode reduces to optimizing over the multinomial manifold for which we investigate second order Riemannian geometry and propose a trust-region algorithm. Numerical experiments show that our proposed algorithm compete effectively with state-of-the-art clustering algorithms that are based on tensor factorization.

Approximate Gauss-Newton methods for nonlinear least squares problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

Relationships between lightning and properties of convective cloud clusters

Satellite observations of convective system properties and lightning flash rate are used to investigate the ability of potential lightning parameterizations to capture both the dominant land-ocean contrast in lightning occurrence and regional differences between Africa, the Amazon and the islands of the maritime continent. As found in previous studies, the radar storm height is tightly correlated with the lightning flash rate. A roughly second order power-law fit to the mean radar echo top height above the 0C isotherm is shown to capture both regional and land-ocean contrasts in lightning occurrence and flash rate using a single set of parameters. Recent developments should soon make it possible to implement a parameterization of this kind in global models. Parameterizations based on cloud top height, convective rain rate and convective rain fraction all require the use of separate fits over land and ocean and fail to capture observed differences between continental regions.

Structure of turbulent flow over arrays of cubical roughness

The structure of turbulent flow over large roughness consisting of regular arrays of cubical obstacles is investigated numerically under constant pressure gradient conditions. Results are analysed in terms of first- and second-order statistics, by visualization of instantaneous flow fields and by conditional averaging. The accuracy of the simulations is established by detailed comparisons of first- and second-order statistics with wind-tunnel measurements. Coherent structures in the log region are investigated. Structure angles are computed from two-point correlations, and quadrant analysis is performed to determine the relative importance of Q2 and Q4 events (ejections and sweeps) as a function of height above the roughness. Flow visualization shows the existence of low-momentum regions (LMRs) as well as vortical structures throughout the log layer. Filtering techniques are used to reveal instantaneous examples of the association of the vortices with the LMRs, and linear stochastic estimation and conditional averaging are employed to deduce their statistical properties. The conditional averaging results reveal the presence of LMRs and regions of Q2 and Q4 events that appear to be associated with hairpin-like vortices, but a quantitative correspondence between the sizes of the vortices and those of the LMRs is difficult to establish; a simple estimate of the ratio of the vortex width to the LMR width gives a value that is several times larger than the corresponding ratio over smooth walls. The shape and inclination of the vortices and their spatial organization are compared to recent findings over smooth walls. Characteristic length scales are shown to scale linearly with height in the log region. Whilst there are striking qualitative similarities with smooth walls, there are also important differences in detail regarding: (i) structure angles and sizes and their dependence on distance from the rough surface; (ii) the flow structure close to the roughness; (iii) the roles of inflows into and outflows from cavities within the roughness; (iv) larger vortices on the rough wall compared to the smooth wall; (v) the effect of the different generation mechanism at the wall in setting the scales of structures.

Application of the Lighthill-Ford theory of spontaneous imbalance to clear-air turbulence forecasting

A new method of clear-air turbulence (CAT) forecasting based on the Lighthill–Ford theory of spontaneous imbalance and emission of inertia–gravity waves has been derived and applied on episodic and seasonal time scales. A scale analysis of this shallow-water theory for midlatitude synoptic-scale flows identifies advection of relative vorticity as the leading-order source term. Examination of leading- and second-order terms elucidates previous, more empirically inspired CAT forecast diagnostics. Application of the Lighthill–Ford theory to the Upper Mississippi and Ohio Valleys CAT outbreak of 9 March 2006 results in good agreement with pilot reports of turbulence. Application of Lighthill–Ford theory to CAT forecasting for the 3 November 2005–26 March 2006 period using 1-h forecasts of the Rapid Update Cycle (RUC) 2 1500 UTC model run leads to superior forecasts compared to the current operational version of the Graphical Turbulence Guidance (GTG1) algorithm, the most skillful operational CAT forecasting method in existence. The results suggest that major improvements in CAT forecasting could result if the methods presented herein become operational.

The acoustic signature of fluid flow in complex porous media

Effective medium approximations for the frequency-dependent and complex-valued effective stiffness tensors of cracked/ porous rocks with multiple solid constituents are developed on the basis of the T-matrix approach (based on integral equation methods for quasi-static composites), the elastic - viscoelastic correspondence principle, and a unified treatment of the local and global flow mechanisms, which is consistent with the principle of fluid mass conservation. The main advantage of using the T-matrix approach, rather than the first-order approach of Eshelby or the second-order approach of Hudson, is that it produces physically plausible results even when the volume concentrations of inclusions or cavities are no longer small. The new formulae, which operates with an arbitrary homogeneous (anisotropic) reference medium and contains terms of all order in the volume concentrations of solid particles and communicating cavities, take explicitly account of inclusion shape and spatial distribution independently. We show analytically that an expansion of the T-matrix formulae to first order in the volume concentration of cavities (in agreement with the dilute estimate of Eshelby) has the correct dependence on the properties of the saturating fluid, in the sense that it is consistent with the Brown-Korringa relation, when the frequency is sufficiently low. We present numerical results for the (anisotropic) effective viscoelastic properties of a cracked permeable medium with finite storage porosity, indicating that the complete T-matrix formulae (including the higher-order terms) are generally consistent with the Brown-Korringa relation, at least if we assume the spatial distribution of cavities to be the same for all cavity pairs. We have found an efficient way to treat statistical correlations in the shapes and orientations of the communicating cavities, and also obtained a reasonable match between theoretical predictions (based on a dual porosity model for quartz-clay mixtures, involving relatively flat clay-related pores and more rounded quartz-related pores) and laboratory results for the ultrasonic velocity and attenuation spectra of a suite of typical reservoir rocks. (C) 2003 Elsevier B.V. All rights reserved.

Approximations to the scattering of water waves by steep topography

A new method is developed for approximating the scattering of linear surface gravity waves on water of varying quiescent depth in two dimensions. A conformal mapping of the fluid domain onto a uniform rectangular strip transforms steep and discontinuous bed profiles into relatively slowly varying, smooth functions in the transformed free-surface condition. By analogy with the mild-slope approach used extensively in unmapped domains, an approximate solution of the transformed problem is sought in the form of a modulated propagating wave which is determined by solving a second-order ordinary differential equation. This can be achieved numerically, but an analytic solution in the form of a rapidly convergent infinite series is also derived and provides simple explicit formulae for the scattered wave amplitudes. Small-amplitude and slow variations in the bedform that are excluded from the mapping procedure are incorporated in the approximation by a straightforward extension of the theory. The error incurred in using the method is established by means of a rigorous numerical investigation and it is found that remarkably accurate estimates of the scattered wave amplitudes are given for a wide range of bedforms and frequencies.

Vibrational intensities in methane

The absorption intensities of the two infra-red active vibrations in methane have been obtained from a perturbation calculation on the equilibrium wave functions derived in the preceding paper. The perturbation field is the change in the potential field due to the nuclei which results from moving the nuclei in the vibrational coordinate concerned, and a simplified form of second order perturbation theory, developed by Pople and Schofield, is used for the calculation. The main approximation involved is the neglect of f and higher harmonics in the spherical harmonic expansion of the nuclear field. The resulting dipole moment derivatives are approximately three times larger than the experimental values, but they show qualitative features and sign relationships which are significant.