Numerical experiments on one-dimensional model of turbulence

The initial-value problem of a forced Burgers equation is numerically solved by the Fourier expansion method. It is found that its solutions finally reach a steady state of 'laminar flow' which has no randomness and is stable to disturbances. Hence, strictly speaking, the so-called Burgers turbulence is not a turbulence. A new one-dimensional model is proposed to simulate the Navier-Stokes turbulence. A series of numerical experiments on this one-dimensional turbulence is made and is successful in obtaining Kolmogorov's (1941) k exp(-5/3) inertial-range spectrum. The (one-dimensional) Kolmogorov constant ranges from 0.5 to 0.65.

Numerical experiments of some Krylov subspace methods for black oil model

This paper discusses preconditioned Krylov subspace methods for solving large scale linear systems that originate from oil reservoir numerical simulations. Two types of preconditioners, one being based on an incomplete LU decomposition and the other being based on iterative algorithms, are used together in a combination strategy in order to achieve an adaptive and efficient preconditioner. Numerical tests show that different Krylov subspace methods combining with appropriate preconditioners are able to achieve optimal performance.

Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.

KAM: Automatic Planning and Interpretation of Numerical Experiments Using Geometrical Methods

KAM is a computer program that can automatically plan, monitor, and interpret numerical experiments with Hamiltonian systems with two degrees of freedom. The program has recently helped solve an open problem in hydrodynamics. Unlike other approaches to qualitative reasoning about physical system dynamics, KAM embodies a significant amount of knowledge about nonlinear dynamics. KAM's ability to control numerical experiments arises from the fact that it not only produces pictures for us to see, but also looks at (sic---in its mind's eye) the pictures it draws to guide its own actions. KAM is organized in three semantic levels: orbit recognition, phase space searching, and parameter space searching. Within each level spatial properties and relationships that are not explicitly represented in the initial representation are extracted by applying three operations ---(1) aggregation, (2) partition, and (3) classification--- iteratively.

Some numerical experiments on the effect of the variation of static stability in two-layer quasi-geostrophic models

A method to solve a quasi-geostrophic two-layer model including the variation of static stability is presented. The divergent part of the wind is incorporated by means of an iterative procedure. The procedure is rather fast and the time of computation is only 60–70% longer than for the usual two-layer model. The method of solution is justified by the conservation of the difference between the gross static stability and the kinetic energy. To eliminate the side-boundary conditions the experiments have been performed on a zonal channel model. The investigation falls mainly into three parts: The first part (section 5) contains a discussion of the significance of some physically inconsistent approximations. It is shown that physical inconsistencies are rather serious and for these inconsistent models which were studied the total kinetic energy increased faster than the gross static stability. In the next part (section 6) we are studying the effect of a Jacobian difference operator which conserves the total kinetic energy. The use of this operator in two-layer models will give a slight improvement but probably does not have any practical use in short periodic forecasts. It is also shown that the energy-conservative operator will change the wave-speed in an erroneous way if the wave-number or the grid-length is large in the meridional direction. In the final part (section 7) we investigate the behaviour of baroclinic waves for some different initial states and for two energy-consistent models, one with constant and one with variable static stability. According to the linear theory the waves adjust rather rapidly in such a way that the temperature wave will lag behind the pressure wave independent of the initial configuration. Thus, both models give rise to a baroclinic development even if the initial state is quasi-barotropic. The effect of the variation of static stability is very small, qualitative differences in the development are only observed during the first 12 hours. For an amplifying wave we will get a stabilization over the troughs and an instabilization over the ridges.

Mass Movement-Induced Tsunami Hazard on Perialpine Lake Lucerne (Switzerland): Scenarios and Numerical Experiments

Previous studies of the sediments of Lake Lucerne have shown that massive subaqueous mass movements affecting unconsolidated sediments on lateral slopes are a common process in this lake, and, in view of historical reports describing damaging waves on the lake, it was suggested that tsunamis generated by mass movements represent a considerable natural hazard on the lakeshores. Newly performed numerical simulations combining two-dimensional, depth-averaged models for mass-movement propagation and for tsunami generation, propagation and inunda- tion reproduce a number of reported tsunami effects. Four analysed mass-movement scenarios—three based on documented slope failures involving volumes of 5.5 to 20.8 9 106 m3—show peak wave heights of several metres and maximum runup of 6 to [10 m in the directly affected basins, while effects in neighbouring basins are less drastic. The tsunamis cause large-scale inundation over distances of several hundred metres on flat alluvial plains close to the mass-movement source areas. Basins at the ends of the lake experience regular water-level oscillations with characteristic periods of several minutes. The vulnerability of potentially affected areas has increased dramatically since the times of the damaging historical events, recommending a thorough evaluation of the hazard.

Particle positions of numerical experiments 1 to 4

In mixed sediment beds, erosion resistance can change relative to that of beds composed of a uniform sediment because of varying textural and/or other grain-size parameters, with effects on pore water flow that are difficult to quantify by means of analogue techniques. To overcome this difficulty, a three-dimensional numerical model was developed using a finite difference method (FDM) flow model coupled with a distinct element method (DEM) particle model. The main aim was to investigate, at a high spatial resolution, the physical processes occurring during the initiation of motion of single grains at the sediment-water interface and in the shallow subsurface of simplified sediment beds under different flow velocities. Increasing proportions of very fine sand (D50=0.08 mm) were mixed into a coarse sand matrix (D50=0.6 mm) to simulate mixed sediment beds, starting with a pure coarse sand bed in experiment 1 (0 wt% fines), and proceeding through experiment 2 (6.5 wt% fines), experiment 3 (10.5 wt% fines), and experiment 4 (28.7 wt% fines). All mixed beds were tested for their erosion behavior at predefined flow velocities varying in the range of U 1-5=10-30 cm/s. The experiments show that, with increasing fine content, the smaller particles increasingly fill the spaces between the larger particles. As a consequence, pore water inflow into the sediment is increasingly blocked, i.e., there is a decrease in pore water flow velocity and, hence, in the flow momentum available to entrain particles. These findings are portrayed in a new conceptual model of enhanced sediment bed stabilization.

Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term

Fractional Fokker-Planck equations (FFPEs) have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonexponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term (TSFFPE-NST), which involve the Caputo time fractional derivative (CTFD) of order α ∈ (0, 1) and the symmetric Riesz space fractional derivative (RSFD) of order μ ∈ (1, 2). Approximating the CTFD and RSFD using the L1-algorithm and shifted Grunwald method, respectively, a computationally effective numerical method is presented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are carried out to support the theoretical claims.

Numerical methods for second-order stochastic differential equations

We seek numerical methods for second‐order stochastic differential equations that reproduce the stationary density accurately for all values of damping. A complete analysis is possible for scalar linear second‐order equations (damped harmonic oscillators with additive noise), where the statistics are Gaussian and can be calculated exactly in the continuous‐time and discrete‐time cases. A matrix equation is given for the stationary variances and correlation for methods using one Gaussian random variable per timestep. The only Runge–Kutta method with a nonsingular tableau matrix that gives the exact steady state density for all values of damping is the implicit midpoint rule. Numerical experiments, comparing the implicit midpoint rule with Heun and leapfrog methods on nonlinear equations with additive or multiplicative noise, produce behavior similar to the linear case.