Upwind solution of singular differential equations arising from steady channel flows

We study ordinary nonlinear singular differential equations which arise from steady conservation laws with source terms. An example of steady conservation laws which leads to those scalar equations is the Saint–Venant equations. The numerical solution of these scalar equations is sought by using the ideas of upwinding and discretisation of source terms. Both the Engquist–Osher scheme and the Roe scheme are used with different strategies for discretising the source terms.

Very large inverse problems in atmosphere and ocean modelling

For the very large nonlinear dynamical systems that arise in a wide range of physical, biological and environmental problems, the data needed to initialize a numerical forecasting model are seldom available. To generate accurate estimates of the expected states of the system, both current and future, the technique of ‘data assimilation’ is used to combine the numerical model predictions with observations of the system measured over time. Assimilation of data is an inverse problem that for very large-scale systems is generally ill-posed. In four-dimensional variational assimilation schemes, the dynamical model equations provide constraints that act to spread information into data sparse regions, enabling the state of the system to be reconstructed accurately. The mechanism for this is not well understood. Singular value decomposition techniques are applied here to the observability matrix of the system in order to analyse the critical features in this process. Simplified models are used to demonstrate how information is propagated from observed regions into unobserved areas. The impact of the size of the observational noise and the temporal position of the observations is examined. The best signal-to-noise ratio needed to extract the most information from the observations is estimated using Tikhonov regularization theory. Copyright © 2005 John Wiley & Sons, Ltd.

A high-wavenumber boundary-element method for an acoustic scattering problem

In this paper we show stability and convergence for a novel Galerkin boundary element method approach to the impedance boundary value problem for the Helmholtz equation in a half-plane with piecewise constant boundary data. This problem models, for example, outdoor sound propagation over inhomogeneous flat terrain. To achieve a good approximation with a relatively low number of degrees of freedom we employ a graded mesh with smaller elements adjacent to discontinuities in impedance, and a special set of basis functions for the Galerkin method so that, on each element, the approximation space consists of polynomials (of degree $\nu$) multiplied by traces of plane waves on the boundary. In the case where the impedance is constant outside an interval $[a,b]$, which only requires the discretization of $[a,b]$, we show theoretically and experimentally that the $L_2$ error in computing the acoustic field on $[a,b]$ is ${\cal O}(\log^{\nu+3/2}|k(b-a)| M^{-(\nu+1)})$, where $M$ is the number of degrees of freedom and $k$ is the wavenumber. This indicates that the proposed method is especially commendable for large intervals or a high wavenumber. In a final section we sketch how the same methodology extends to more general scattering problems.