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.

Observations of ice multiplication in a weakly convective cell embedded in supercooled mid-level stratus

Simultaneous observations of cloud microphysical properties were obtained by in-situ aircraft measurements and ground based Radar/Lidar. Widespread mid-level stratus cloud was present below a temperature inversion (~5 °C magnitude) at 3.6 km altitude. Localised convection (peak updraft 1.5 m s−1) was observed 20 km west of the Radar station. This was associated with convergence at 2.5 km altitude. The convection was unable to penetrate the inversion capping the mid-level stratus. The mid-level stratus cloud was vertically thin (~400 m), horizontally extensive (covering 100 s of km) and persisted for more than 24 h. The cloud consisted of supercooled water droplets and small concentrations of large (~1 mm) stellar/plate like ice which slowly precipitated out. This ice was nucleated at temperatures greater than −12.2 °C and less than −10.0 °C, (cloud top and cloud base temperatures, respectively). No ice seeding from above the cloud layer was observed. This ice was formed by primary nucleation, either through the entrainment of efficient ice nuclei from above/below cloud, or by the slow stochastic activation of immersion freezing ice nuclei contained within the supercooled drops. Above cloud top significant concentrations of sub-micron aerosol were observed and consisted of a mixture of sulphate and carbonaceous material, a potential source of ice nuclei. Particle number concentrations (in the size range 0.1

Impact of earthworms on trace element solubility in contaminated mine soils amended with green waste compost

The common practice of remediating metal contaminated mine soils with compost can reduce metal mobility and promote revegetation, but the effect of introduced or colonising earthworms on metal solubility is largely unknown. We amended soils from an As/Cu (1150 mgAs kg−1 and 362 mgCu kg−1) and Pb/Zn mine (4550 mgPb kg−1 and 908 mgZn kg−1) with 0, 5, 10, 15 and 20% compost and then introduced Lumbricus terrestris. Porewater was sampled and soil extracted with water to determine trace element solubility, pH and soluble organic carbon. Compost reduced Cu, Pb and Zn, but increased As solubility. Earthworms decreased water soluble Cu and As but increased Pb and Zn in porewater. The effect of the earthworms decreased with increasing compost amendment. The impact of the compost and the earthworms on metal solubility is explained by their effect on pH and soluble organic carbon and the environmental chemistry of each element.

Changes in race-specific virulence in pseudomonas syringae pv. phaseolicola are Associated with a chimeric transposable element and rare deletion events in a plasmid-borne pathogenicity island

Virulence for bean and soybean is determined by effector genes in a plasmid-borne pathogenicity island (PAI) in race 7 strain 1449B of Pseudomonas syringae pv. phaseolicola. One of the effector genes, avrPphF, confers either pathogenicity, virulence, or avirulence depending on the plant host and is absent from races 2, 3, 4, 6, and 8 of this pathogen. Analysis of cosmid clones and comparison of DNA sequences showed that the absence of avrPphF from strain 1448A is due to deletion of a continuous 9.5-kb fragment. The remainder of the PAI is well conserved in strains 1448A and 1449B. The left junction of the deleted region consists of a chimeric transposable element generated from the fusion of homologs of IS1492 from Pseudomonas putida and IS1090 from Ralstonia eutropha. The borders of the deletion were conserved in 66 P. syringae pv. phaseolicola strains isolated in different countries and representing the five races lacking avrPphF. However, six strains isolated in Spain had a 10.5-kb deletion that extended 1 kb further from the right junction. The perfect conservation of the 28-nucleotide right repeat of the IS1090 homolog in the two deletion types and in the other 47 insertions of the IS1090 homolog in the 1448A genome strongly suggests that the avrPphF deletions were mediated by the activity of the chimeric mobile element. Our data strongly support a clonal origin for the races of P. syringae pv. phaseolicola lacking avrPphF.

Under what conditions does embedded convection enhance orographic precipitation?

Idealised convection-permitting simulations are used to quantify the impact of embedded convection on the precipitation generated by moist flow over midlatitude mountain ridges. A broad range of mountain dimensions and moist stabilities are considered to encompass a spectrum of physically plausible flows. The simulations reveal that convection only enhances orographic precipitation in cap clouds that are otherwise unable to efficiently convert cloud condensate into precipitate. For tall and wide mountains (e.g. the Washington Cascades or the southern Andes), precipitate forms efficiently through vapour deposition and collection, even in the absence of embedded convection. When embedded convection develops in such clouds, it produces competing effects (enhanced condensation in updraughts and enhanced evaporation through turbulent mixing and compensating subsidence) that cancel to yield little net change in precipitation. By contrast, convection strongly enhances precipitation over short and narrow mountains (e.g. the UK Pennines or the Oregon Coastal Range) where precipitation formation is otherwise highly inefficient. Although cancellation between increased condensation and evaporation still occurs, the enhanced precipitation formation within the convective updraughts leads to a net increase in precipitation efficiency. The simulations are physically interpreted through non-dimensional diagnostics and relevant time-scales that govern advective, microphysical, and convective processes.

Sequence analysis and distribution of an IS3-like insertion element isolated from Salmonella enteritidis

The nucleotide sequence of a 3 kb region immediately upstream of the sef operon operon of Salmonella enteritidis was determined. A 1230 base pair insertion sequence which shared sequence identity (> 75%) with members of the IS3 family was revealed. This element, designated IS1230, had almost identical (90% identity) terminal inverted repeats to Escherichia coli IS3 but unlike other IS3-like sequences lacked the two characteristic open reading frames which encode the putative transposase. S. enteritidis possessed only one copy of this insertion sequence although Southern hybridisation analysis of restriction digests of genomic DNA revealed another fragment located in a region different from the sef operon which hybridised weakly which suggested the presence of an IS1230 homologue. The distribution of IS1230 and IS1230-like elements was shown to be widespread amongst salmonellas and the patterns of restriction fragments which hybridised differed significantly between Salmonella serotypes and it is suggested that IS1230 has potential for development as a differential diagnostic tool.

Effect of shear rupture on aggregate scale formation in sea ice

A discrete element model is used to study shear rupture of sea ice under convergent wind stresses. The model includes compressive, tensile, and shear rupture of viscous elastic joints connecting floes that move under the action of the wind stresses. The adopted shear rupture is governed by Coulomb’s criterion. The ice pack is a 400 km long square domain consisting of 4 km size floes. In the standard case with tensile strength 10 times smaller than the compressive strength, under uniaxial compression the failure regime is mainly shear rupture with the most probable scenario corresponding to that with the minimum failure work. The orientation of cracks delineating formed aggregates is bimodal with the peaks around the angles given by the wing crack theory determining diamond-shaped blocks. The ice block (floe aggregate) size decreases as the wind stress gradient increases since the elastic strain energy grows faster leading to a higher speed of crack propagation. As the tensile strength grows, shear rupture becomes harder to attain and compressive failure becomes equally important leading to elongation of blocks perpendicular to the compression direction and the blocks grow larger. In the standard case, as the wind stress confinement ratio increases the failure mode changes at a confinement ratio within 0.2–0.4, which corresponds to the analytical critical confinement ratio of 0.32. Below this value, the cracks are bimodal delineating diamond shape aggregates, while above this value failure becomes isotropic and is determined by small-scale stress anomalies due to irregularities in floe shape.

The (de)merits of minimum-variance hedging: application to the crack spread

We study the empirical performance of the classical minimum-variance hedging strategy, comparing several econometric models for estimating hedge ratios of crude oil, gasoline and heating oil crack spreads. Given the great variability and large jumps in both spot and futures prices, considerable care is required when processing the relevant data and accounting for the costs of maintaining and re-balancing the hedge position. We find that the variance reduction produced by all models is statistically and economically indistinguishable from the one-for-one “naïve” hedge. However, minimum-variance hedging models, especially those based on GARCH, generate much greater margin and transaction costs than the naïve hedge. Therefore we encourage hedgers to use a naïve hedging strategy on the crack spread bundles now offered by the exchange; this strategy is the cheapest and easiest to implement. Our conclusion contradicts the majority of the existing literature, which favours the implementation of GARCH-based hedging strategies.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

A high frequency $hp$ boundary element method for scattering by convex polygons

In this paper we propose and analyze a hybrid $hp$ boundary element method for the solution of problems of high frequency acoustic scattering by sound-soft convex polygons, in which the approximation space is enriched with oscillatory basis functions which efficiently capture the high frequency asymptotics of the solution. We demonstrate, both theoretically and via numerical examples, exponential convergence with respect to the order of the polynomials, moreover providing rigorous error estimates for our approximations to the solution and to the far field pattern, in which the dependence on the frequency of all constants is explicit. Importantly, these estimates prove that, to achieve any desired accuracy in the computation of these quantities, it is sufficient to increase the number of degrees of freedom in proportion to the logarithm of the frequency as the frequency increases, in contrast to the at least linear growth required by conventional methods.

Gradient recovery in adaptive finite-element methods for parabolic problems

We derive energy-norm a posteriori error bounds, using gradient recovery (ZZ) estimators to control the spatial error, for fully discrete schemes for the linear heat equation. This appears to be the �rst completely rigorous derivation of ZZ estimators for fully discrete schemes for evolution problems, without any restrictive assumption on the timestep size. An essential tool for the analysis is the elliptic reconstruction technique.Our theoretical results are backed with extensive numerical experimentation aimed at (a) testing the practical sharpness and asymptotic behaviour of the error estimator against the error, and (b) deriving an adaptive method based on our estimators. An extra novelty provided is an implementation of a coarsening error "preindicator", with a complete implementation guide in ALBERTA in the appendix.