Efficient shock capturing for isentropic flows using arithmetic averaging

A shock capturing scheme is presented for the equations of isentropic flow based on upwind differencing applied to a locally linearized set of Riemann problems. This includes the two-dimensional shallow water equations using the familiar gas dynamics analogy. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver where the computational expense can be prohibitive. The scheme is applied to a two-dimensional dam-break problem and the approximate solution compares well with those given by other authors.

An analysis of arithmetic averaging in approximate Riemann solvers with an application to steady, supercritical flows

An analysis of various arithmetic averaging procedures for approximate Riemann solvers is made with a specific emphasis on efficiency and a jump capturing property. The various alternatives discussed are intended for future work, as well as the more immediate problem of steady, supercritical free-surface flows. Numerical results are shown for two test problems.

An efficient numerical method for compressible flows of a real gas using arithmetic averaging

An efficient numerical method is presented for the solution of the Euler equations governing the compressible flow of a real gas. The scheme is based on the approximate solution of a specially constructed set of linearised Riemann problems. An average of the flow variables across the interface between cells is required, and this is chosen to be the arithmetic mean for computational efficiency, which is in contrast to the usual square root averaging. The scheme is applied to a test problem for five different equations of state.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

An analysis of the impact of R&D on productivity using Bayesian model averaging with a reversible jump algorithm.

A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

Bayesian model averaging and identification of structural breaks in time series

Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.

Using the Cayley-Hamilton theorem with N-partitioned matrices

A definition is given for the characteristic equation of anN-partitioned matrix. It is then proved that this matrix satisfies its own characteristic equation. This can then be regarded as a version of the Cayley-Hamilton theorem, of use withN-dimensional systems.

Euler's theorem under the microscope

In this article Geoff Tennant summarises the first half of Imre Lakatos's seminal 1976 book, "Proofs and refutations: the logic of mathematical discovery". Implications are drawn for the classroom treatment of proof.

Learning in neural networks and stochastic approximation methods with averaging

The problem of adjusting the weights (learning) in multilayer feedforward neural networks (NN) is known to be of a high importance when utilizing NN techniques in various practical applications. The learning procedure is to be performed as fast as possible and in a simple computational fashion, the two requirements which are usually not satisfied practically by the methods developed so far. Moreover, the presence of random inaccuracies are usually not taken into account. In view of these three issues, an alternative stochastic approximation approach discussed in the paper, seems to be very promising.

Disentangling multi-level systems: averaging, correlations and memory

We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way of parameterizing the effect of the coupling as a function of only the variables of a system of interest. Our focus is on describing the impacts of the coupling on the long term statistics rather than on the finite-time behavior. By direct calculation, we find that, at first order, the coupling can be surrogated by adding a deterministic perturbation to the autonomous dynamics of the system of interest. At second order, there are additionally two separate and very different contributions. One is a term taking into account the second-order contributions of the fluctuations in the coupling, which can be parameterized as a stochastic forcing with given spectral properties. The other one is a memory term, coupling the system of interest to its previous history, through the correlations of the second system. If these correlations are known, this effect can be implemented as a perturbation with memory on the single system. In order to treat this case, we present an extension to Ruelle's response theory able to deal with integral operators. We discuss our results in the context of other methods previously proposed for disentangling the dynamics of two coupled systems. We emphasize that our results do not rely on assuming a time scale separation, and, if such a separation exists, can be used equally well to study the statistics of the slow variables and that of the fast variables. By recursively applying the technique proposed here, we can treat the general case of multi-level systems.

Thermodynamic derivation of the fluctuation theorem and Jarzynski equality

A thermodynamic expression for the analog of the canonical ensemble for nonequilibrium systems is described based on a purely information theoretical interpretation of entropy. It is shown that this nonequilibrium canonical distribution implies some important results from nonequilibrium thermodynamics, specifically, the fluctuation theorem and the Jarzynski equality. Those results are therefore expected to be more widely applicable, for example, to macroscopic systems.