A three dimensional numerical investigation of hillslope flow processes

Physically based distributed models of catchment hydrology are likely to be made available as engineering tools in the near future. Although these models are based on theoretically acceptable equations of continuity, there are still limitations in the present modelling strategy. Of interest to this thesis are the current modelling assumptions made concerning the effects of soil spatial variability, including formations producing distinct zones of preferential flow. The thesis contains a review of current physically based modelling strategies and a field based assessment of soil spatial variability. In order to investigate the effects of soil nonuniformity a fully three dimensional model of variability saturated flow in porous media is developed. The model is based on a Galerkin finite element approximation to Richards equation. Accessibility to a vector processor permits numerical solutions on grids containing several thousand node points. The model is applied to a single hillslope segment under various degrees of soil spatial variability. Such variability is introduced by generating random fields of saturated hydraulic conductivity using the turning bands method. Similar experiments are performed under conditions of preferred soil moisture movement. The results show that the influence of soil variability on subsurface flow may be less significant than suggested in the literature, due to the integrating effects of three dimensional flow. Under conditions of widespread infiltration excess runoff, the results indicate a greater significance of soil nonuniformity. The recognition of zones of preferential flow is also shown to be an important factor in accurate rainfall-runoff modelling. Using the results of various fields of soil variability, experiments are carried out to assess the validity of the commonly used concept of `effective parameters'. The results of these experiments suggest that such a concept may be valid in modelling subsurface flow. However, the effective parameter is observed to be event dependent when the dominating mechanism is infiltration excess runoff.

Integration of the Manakov-PMD Equation with Precomputed M(w) Matrices for PMD Simulation

A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.

Application of the manakov-PMD equation to a computational investigation of low-PMD fibres

The phenomenon of low-PMD fibres is examined through numerical simulations. Instead of the coarse-step method we are using an algorithm developed through the Manakov-PMD equation. With the integration of the Manakov-PMD equation we have access to the fibre spin which relates to the orientation of the birefringence. The simulation results produced correspond to the behaviour of a low-PMD spun fibre. Furthermore we provide an analytical approximation compared to the numerical data. © 2005 Optical Society of America.

Numerical implementation of the Manakov-PMD equation with precomputed M(Ω) matrices

The Manakov-PMD equation can be integrated with the same numerical efficiency as the coarse-step method by using precomputed M(Ω) matrices, which entirely avoids the somewhat ad-hoc rescaling of coefficients necessary in the coarse-step method.

Equation of state for water in the small compressibility region

The equation of state for dense fluids has been derived within the framework of the Sutherland and Katz potential models. The equation quantitatively agrees with experimental data on the isothermal compression of water under extrapolation into the high pressure region. It establishes an explicit relationship between the thermodynamic experimental data and the effective parameters of the molecular potential.

Random input problem for the nonlinear Schrödinger equation

We consider the random input problem for a nonlinear system modeled by the integrable one-dimensional self-focusing nonlinear Schrödinger equation (NLSE). We concentrate on the properties obtained from the direct scattering problem associated with the NLSE. We discuss some general issues regarding soliton creation from random input. We also study the averaged spectral density of random quasilinear waves generated in the NLSE channel for two models of the disordered input field profile. The first model is symmetric complex Gaussian white noise and the second one is a real dichotomous (telegraph) process. For the former model, the closed-form expression for the averaged spectral density is obtained, while for the dichotomous real input we present the small noise perturbative expansion for the same quantity. In the case of the dichotomous input, we also obtain the distribution of minimal pulse width required for a soliton generation. The obtained results can be applied to a multitude of problems including random nonlinear Fraunhoffer diffraction, transmission properties of randomly apodized long period Fiber Bragg gratings, and the propagation of incoherent pulses in optical fibers.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in a quadrant

We study the Cauchy problem for the Laplace equation in a quadrant (quarter-plane) containing a bounded inclusion. Given the values of the solution and its derivative on the edges of the quadrant the solution is reconstructed on the boundary of the inclusion. This is achieved using an alternating iterative method where at each iteration step mixed boundary value problems are being solved. A numerical method is also proposed and investigated for the direct mixed problems reducing these to integral equations over the inclusion. Numerical examples verify the efficiency of the proposed scheme.

Relaxation of alternating iterative algorithms for the Cauchy problem associated with the modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over-specified boundary, in the case of the alternating iterative algorithm of ` 12 ` 12 `$12 `&12 `#12 `^12 `_12 `%12 `~12 *Kozlov91 applied to Cauchy problems for the modified Helmholtz equation. A convergence proof of these relaxation methods is given, along with a stopping criterion. The numerical results obtained using these procedures, in conjunction with the boundary element method (BEM), show the numerical stability, convergence, consistency and computational efficiency of the proposed methods.

Quasi-separation of the biharmonic partial differential equation

In this paper, we consider analytical and numerical solutions to the Dirichlet boundary-value problem for the biharmonic partial differential equation on a disc of finite radius in the plane. The physical interpretation of these solutions is that of the harmonic oscillations of a thin, clamped plate. For the linear, fourth-order, biharmonic partial differential equation in the plane, it is well known that the solution method of separation in polar coordinates is not possible, in general. However, in this paper, for circular domains in the plane, it is shown that a method, here called quasi-separation of variables, does lead to solutions of the partial differential equation. These solutions are products of solutions of two ordinary linear differential equations: a fourth-order radial equation and a second-order angular differential equation. To be expected, without complete separation of the polar variables, there is some restriction on the range of these solutions in comparison with the corresponding separated solutions of the second-order harmonic differential equation in the plane. Notwithstanding these restrictions, the quasi-separation method leads to solutions of the Dirichlet boundary-value problem on a disc with centre at the origin, with boundary conditions determined by the solution and its inward drawn normal taking the value 0 on the edge of the disc. One significant feature for these biharmonic boundary-value problems, in general, follows from the form of the biharmonic differential expression when represented in polar coordinates. In this form, the differential expression has a singularity at the origin, in the radial variable. This singularity translates to a singularity at the origin of the fourth-order radial separated equation; this singularity necessitates the application of a third boundary condition in order to determine a self-adjoint solution to the Dirichlet boundary-value problem. The penultimate section of the paper reports on numerical solutions to the Dirichlet boundary-value problem; these results are also presented graphically. Two specific cases are studied in detail and numerical values of the eigenvalues are compared with the results obtained in earlier studies.

Solvability and asymptotics of the heat equation with mixed variable lateral conditions and applications in the opening of the exocytotic fusion pore in cells

We investigate a mixed problem with variable lateral conditions for the heat equation that arises in modelling exocytosis, i.e. the opening of a cell boundary in specific biological species for the release of certain molecules to the exterior of the cell. The Dirichlet condition is imposed on a surface patch of the boundary and this patch is occupying a larger part of the boundary as time increases modelling where the cell is opening (the fusion pore), and on the remaining part, a zero Neumann condition is imposed (no molecules can cross this boundary). Uniform concentration is assumed at the initial time. We introduce a weak formulation of this problem and show that there is a unique weak solution. Moreover, we give an asymptotic expansion for the behaviour of the solution near the opening point and for small values in time. We also give an integral equation for the numerical construction of the leading term in this expansion.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in semi-infinite regions

We consider a Cauchy problem for the Laplace equation in a two-dimensional semi-infinite region with a bounded inclusion, i.e. the region is the intersection between a half-plane and the exterior of a bounded closed curve contained in the half-plane. The Cauchy data are given on the unbounded part of the boundary of the region and the aim is to construct the solution on the boundary of the inclusion. In 1989, Kozlov and Maz'ya [10] proposed an alternating iterative method for solving Cauchy problems for general strongly elliptic and formally self-adjoint systems in bounded domains. We extend their approach to our setting and in each iteration step mixed boundary value problems for the Laplace equation in the semi-infinite region are solved. Well-posedness of these mixed problems are investigated and convergence of the alternating procedure is examined. For the numerical implementation an efficient boundary integral equation method is proposed, based on the indirect variant of the boundary integral equation approach. The mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing the feasibility of the proposed method.

An integral equation method for a mixed initial boundary value problem for unsteady Stokes system in a doubly-connected domain

We present a novel numerical method for a mixed initial boundary value problem for the unsteady Stokes system in a planar doubly-connected domain. Using a Laguerre transformation the unsteady problem is reduced to a system of boundary value problems for the Stokes resolvent equations. Employing a modied potential approach we obtain a system of boundary integral equations with various singularities and we use a trigonometric quadrature method for their numerical solution. Numerical examples are presented showing that accurate approximations can be obtained with low computational cost.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.