A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

On the stability and convergence of the finite section method for integral equation formulations of rough surface scattering

We consider the Dirichlet and Robin boundary value problems for the Helmholtz equation in a non-locally perturbed half-plane, modelling time harmonic acoustic scattering of an incident field by, respectively, sound-soft and impedance infinite rough surfaces.Recently proposed novel boundary integral equation formulations of these problems are discussed. It is usual in practical computations to truncate the infinite rough surface, solving a boundary integral equation on a finite section of the boundary, of length 2A, say. In the case of surfaces of small amplitude and slope we prove the stability and convergence as A→∞ of this approximation procedure. For surfaces of arbitrarily large amplitude and/or surface slope we prove stability and convergence of a modified finite section procedure in which the truncated boundary is ‘flattened’ in finite neighbourhoods of its two endpoints. Copyright © 2001 John Wiley & Sons, Ltd.

On asymptotic behavior at infinity and the finite section method for integral equations on the half-line

e consider integral equations on the half-line of the form and the finite section approximation to x obtained by replacing the infinite limit of integration by the finite limit β. We establish conditions under which, if the finite section method is stable for the original integral equation (i.e. exists and is uniformly bounded in the space of bounded continuous functions for all sufficiently large β), then it is stable also for a perturbed equation in which the kernel k is replaced by k + h. The class of perturbations allowed includes all compact and some non-compact perturbations of the integral operator. Using this result we study the stability and convergence of the finite section method in the space of continuous functions x for which ()()()=−∫∞dttxt,sk)s(x0()syβxβx()sxsp+1 is bounded. With the additional assumption that ()(tskt,sk−≤ where ()()(),qsomefor,sassOskandRLkq11>+∞→=∈− we show that the finite-section method is stable in the weighted space for ,qp≤≤0 provided it is stable on the space of bounded continuous functions. With these results we establish error bounds in weighted spaces for x - xβ and precise information on the asymptotic behaviour at infinity of x. We consider in particular the case when the integral operator is a perturbation of a Wiener-Hopf operator and illustrate this case with a Wiener-Hopf integral equation arising in acoustics.

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

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.

An improved sum-product estimate for general finite fields

An improved sum-product estimate for subsets of a finite field whose order is not prime is provided. It is shown, under certain conditions, that max{∣∣∣A+A∣∣∣,∣∣∣A⋅A∣∣∣}≫∣∣A∣∣12/11(log2∣∣A∣∣)5/11. This new estimate matches, up to a logarithmic factor, the current best known bound obtained over prime fields by Rudnev

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.

A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.

A finite element method for second order nonvariational elliptic problems

We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence) form of a second order linear elliptic problem. The key tools are an appropriate concept of “finite element Hessian” and a Schur complement approach to solving the resulting linear algebra problem. The method is illustrated with computational experiments on three linear and one quasi-linear PDE, all in nonvariational form.

A finite element-spherical harmonics model for radiative transfer in inhomogeneous clouds. Part II. some applications

EVENT has been used to examine the effects of 3D cloud structure, distribution, and inhomogeneity on the scattering of visible solar radiation and the resulting 3D radiation field. Large eddy simulation and aircraft measurements are used to create realistic cloud fields which are continuous or broken with smooth or uneven tops. The values, patterns and variance in the resulting downwelling and upwelling radiation from incident visible solar radiation at different angles are then examined and compared to measurements. The results from EVENT confirm that 3D cloud structure is important in determining the visible radiation field, and that these results are strongly influenced by the solar zenith angle. The results match those from other models using visible solar radiation, and are supported by aircraft measurements of visible radiation, providing confidence in the new model.

Habitat manipulation in lowland rice-coconut cropping systems of the Philippines: an effective rodent pest management strategy?

BACKGROUND: Reduction of vegetation height is recommended as a management strategy for controlling rodent pests of rice in South-east Asia, but there are limited field data to assess its effectiveness. The breeding biology of the main pest species of rodent in the Philippines, Rattus tanezumi, suggests that habitat manipulation in irrigated rice–coconut cropping systems may be an effective strategy to limit the quality and availability of their nesting habitat. The authors imposed a replicated manipulation of vegetation cover in adjacent coconut groves during a single rice-cropping season, and added artificial nest sites to facilitate capture and culling of young. RESULTS: Three trapping sessions in four rice fields (two treatments, two controls) adjacent to coconut groves led to the capture of 176 R. tanezumi, 12Rattus exulans and seven Chrotomysmindorensis individuals. There was no significant difference in overall abundance between crop stages or between treatments, and there was no treatment effect on damage to tillers or rice yield. Only two R. tanezumi were caught at the artificial nest sites. CONCLUSION: Habitat manipulation to reduce the quality of R. tanezumi nesting habitat adjacent to rice fields is not effective as a lone rodent management tool in rice–coconut cropping systems.

The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Costing conservation: an expert appraisal of the pollinator habitat benefits of England’s entry level stewardship

Pollination services provided by insects play a key role in English crop production and wider ecology. Despite growing evidence of the negative effects of habitat loss on pollinator populations, limited policy support is available to reverse this pressure. One measure that may provide beneficial habitat to pollinators is England’s entry level stewardship agri-environment scheme. This study uses a novel expert survey to develop weights for a range of models which adjust the balance of Entry Level Stewardship options within the current area of spending. The annual costs of establishing and maintaining these option compositions were estimated at £59.3–£12.4 M above current expenditure. Although this produced substantial reduction in private cost:benefit ratios, the benefits of the scheme to pollinator habitat rose by 7–140 %; significantly increasing the public cost:benefit ratio. This study demonstrates that the scheme has significant untapped potential to provide good quality habitat for pollinators across England, even within existing expenditure. The findings should open debate on the costs and benefits of specific entry level stewardship management options and how these can be enhanced to benefit both participants and biodiversity more equitably.

Rapid assessment of historic, current and future habitat quality for biodiversity around UK Natura 2000 sites

Changes in landscape composition and structure may impact the conservation and management of protected areas. Species that depend on specific habitats are at risk of extinction when these habitats are degraded or lost. Designing robust methods to evaluate landscape composition will assist decision- and policy-making in emerging landscapes. This paper describes a rapid assessment methodology aimed at evaluating landcover quality for birds, plants, butterflies and bees around seven UK Natura 2000 sites. An expert panel assigned quality values to standard Coordination of Information on the Environment (CORINE) landcover classes for each taxonomic group. Quality was assessed based on historical (1950, 1990), current (2000) and future (2030) land-cover data, the last projected using three alternative scenarios: a growth applied strategy (GRAS), a business-as-might-beusual (BAMBU) scenario, and sustainable European development goal (SEDG) scenario. A quantitative quality index weighted the area of each land-cover parcel with a taxa-specific quality measure. Land parcels with high quality for all taxonomic groups were evaluated for temporal changes in area, size and adjacency. For all sites and taxonomic groups, the rate of deterioration of land-cover quality was greater between 1950 and 1990 than current rates or as modelled using the alternative future scenarios (2000– 2030). Model predictions indicated land-cover quality stabilized over time under the GRAS scenario, and was close to stable for the BAMBU scenario. The SEDG scenario suggested an ongoing loss of quality, though this was lower than the historical rate of c. 1% loss per decade. None of the future scenarios showed accelerated fragmentation, but rather increases in the area, adjacency and diversity of high quality land parcels in the landscape.

Finite sample weighting of recursive forecast errors

This paper proposes and tests a new framework for weighting recursive out-of-sample prediction errors according to their corresponding levels of in-sample estimation uncertainty. In essence, we show how to use the maximum possible amount of information from the sample in the evaluation of the prediction accuracy, by commencing the forecasts at the earliest opportunity and weighting the prediction errors. Via a Monte Carlo study, we demonstrate that the proposed framework selects the correct model from a set of candidate models considerably more often than the existing standard approach when only a small sample is available. We also show that the proposed weighting approaches result in tests of equal predictive accuracy that have much better sizes than the standard approach. An application to an exchange rate dataset highlights relevant differences in the results of tests of predictive accuracy based on the standard approach versus the framework proposed in this paper.