Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

An inverse method for determining source characteristics for emergency response applications

Following a malicious or accidental atmospheric release in an outdoor environment it is essential for first responders to ensure safety by identifying areas where human life may be in danger. For this to happen quickly, reliable information is needed on the source strength and location, and the type of chemical agent released. We present here an inverse modelling technique that estimates the source strength and location of such a release, together with the uncertainty in those estimates, using a limited number of measurements of concentration from a network of chemical sensors considering a single, steady, ground-level source. The technique is evaluated using data from a set of dispersion experiments conducted in a meteorological wind tunnel, where simultaneous measurements of concentration time series were obtained in the plume from a ground-level point-source emission of a passive tracer. In particular, we analyze the response to the number of sensors deployed and their arrangement, and to sampling and model errors. We find that the inverse algorithm can generate acceptable estimates of the source characteristics with as few as four sensors, providing these are well-placed and that the sampling error is controlled. Configurations with at least three sensors in a profile across the plume were found to be superior to other arrangements examined. Analysis of the influence of sampling error due to the use of short averaging times showed that the uncertainty in the source estimates grew as the sampling time decreased. This demonstrated that averaging times greater than about 5min (full scale time) lead to acceptable accuracy.

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open.

A time-domain probe method for three-dimensional rough surface reconstructions

The task of this paper is to develop a Time-Domain Probe Method for the reconstruction of impenetrable scatterers. The basic idea of the method is to use pulses in the time domain and the time-dependent response of the scatterer to reconstruct its location and shape. The method is based on the basic causality principle of timedependent scattering. The method is independent of the boundary condition and is applicable for limited aperture scattering data. In particular, we discuss the reconstruction of the shape of a rough surface in three dimensions from time-domain measurements of the scattered field. In practise, measurement data is collected where the incident field is given by a pulse. We formulate the time-domain fieeld reconstruction problem equivalently via frequency-domain integral equations or via a retarded boundary integral equation based on results of Bamberger, Ha-Duong, Lubich. In contrast to pure frequency domain methods here we use a time-domain characterization of the unknown shape for its reconstruction. Our paper will describe the Time-Domain Probe Method and relate it to previous frequency-domain approaches on sampling and probe methods by Colton, Kirsch, Ikehata, Potthast, Luke, Sylvester et al. The approach significantly extends recent work of Chandler-Wilde and Lines (2005) and Luke and Potthast (2006) on the timedomain point source method. We provide a complete convergence analysis for the method for the rough surface scattering case and provide numerical simulations and examples.

Estimation of the friction velocity in stably stratified boundary-layer flows over hills

A method is suggested for the calculation of the friction velocity for stable turbulent boundary-layer flow over hills. The method is tested using a continuous upstream mean velocity profile compatible with the propagation of gravity waves, and is incorporated into the linear model of Hunt, Leibovich and Richards with the modification proposed by Hunt, Richards and Brighton to include the effects of stability, and the reformulated solution of Weng for the near-surface region. Those theoretical results are compared with results from simulations using a non-hydrostatic microscale-mesoscale two-dimensional numerical model, and with field observations for different values of stability. These comparisons show a considerable improvement in the behaviour of the theoretical model when the friction velocity is calculated using the method proposed here, leading to a consistent variation of the boundary-layer structure with stability, and better agreement with observational and numerical data.

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.

A depth-integrated 2D coastal and estuarine model with conformal boundary-fitted mesh generation

Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

Assessment of the Wind Gust Estimate Method in mesoscale modelling of storm events over West Germany

A physically based gust parameterisation is added to the atmospheric mesoscale model FOOT3DK to estimate wind gusts associated with storms over West Germany. The gust parameterisation follows the Wind Gust Estimate (WGE) method and its functionality is verified in this study. The method assumes that gusts occurring at the surface are induced by turbulent eddies in the planetary boundary layer, deflecting air parcels from higher levels down to the surface under suitable conditions. Model simulations are performed with horizontal resolutions of 20 km and 5 km. Ten historical storm events of different characteristics and intensities are chosen in order to include a wide range of typical storms affecting Central Europe. All simulated storms occurred between 1990 and 1998. The accuracy of the method is assessed objectively by validating the simulated wind gusts against data from 16 synoptic stations by means of “quality parameters”. Concerning these parameters, the temporal and spatial evolution of the simulated gusts is well reproduced. Simulated values for low altitude stations agree particularly well with the measured gusts. For orographically exposed locations, the gust speeds are partly underestimated. The absolute maximum gusts lie in most cases within the bounding interval given by the WGE method. Focussing on individual storms, the performance of the method is better for intense and large storms than for weaker ones. Particularly for weaker storms, the gusts are typically overestimated. The results for the sample of ten storms document that the method is generally applicable with the mesoscale model FOOT3DK for mid-latitude winter storms, even in areas with complex orography.

Lattice Boltzmann method for simulating the viscous flow in large distensible blood vessels

A lattice Boltzmann method for simulating the viscous flow in large distensible blood vessels is presented by introducing a boundary condition for elastic and moving boundaries. The mass conservation for the boundary condition is tested in detail. The viscous flow in elastic vessels is simulated with a pressure-radius relationship similar to that of the Pulmonary blood vessels. The numerical results for steady flow agree with the analytical prediction to very high accuracy, and the simulation results for pulsatile flow are comparable with those of the aortic flows observed experimentally. The model is expected to find many applications for studying blood flows in large distensible arteries, especially in those suffering from atherosclerosis. stenosis. aneurysm, etc.

Studying the contact point and interface moving in a sinusoidal tube with lattice Boltzmann method

The multicomponent nonideal gas lattice Boltzmann model by Shan and Chen (S-C) is used to study the immiscible displacement in a sinusoidal tube. The movement of interface and the contact point (contact line in three-dimension) is studied. Due to the roughness of the boundary, the contact point shows "stick-slip" mechanics. The "stick-slip" effect decreases as the speed of the interface increases. For fluids that are nonwetting, the interface is almost perpendicular to the boundaries at most time, although its shapes at different position of the tube are rather different. When the tube becomes narrow, the interface turns a complex curves rather than remains simple menisci. The velocity is found to vary considerably between the neighbor nodes close to the contact point, consistent with the experimental observation that the velocity is multi-values on the contact line. Finally, the effect of three boundary conditions is discussed. The average speed is found different for different boundary conditions. The simple bounce-back rule makes the contact point move fastest. Both the simple bounce-back and the no-slip bounce-back rules are more sensitive to the roughness of the boundary in comparison with the half-way bounce-back rule. The simulation results suggest that the S-C model may be a promising tool in simulating the displacement behaviour of two immiscible fluids in complex geometry.

Structure of the planetary boundary layer over southeast England: modeling and measurements

The Weather Research and Forecasting model was applied to analyze variations in the planetary boundary layer (PBL) structure over Southeast England including central and suburban London. The parameterizations and predictive skills of two nonlocal mixing PBL schemes, YSU and ACM2, and two local mixing PBL schemes, MYJ and MYNN2, were evaluated over a variety of stability conditions, with model predictions at a 3 km grid spacing. The PBL height predictions, which are critical for scaling turbulence and diffusion in meteorological and air quality models, show significant intra-scheme variance (> 20%), and the reasons are presented. ACM2 diagnoses the PBL height thermodynamically using the bulk Richardson number method, which leads to a good agreement with the lidar data for both unstable and stable conditions. The modeled vertical profiles in the PBL, such as wind speed, turbulent kinetic energy (TKE), and heat flux, exhibit large spreads across the PBL schemes. The TKE predicted by MYJ were found to be too small and show much less diurnal variation as compared with observations over London. MYNN2 produces better TKE predictions at low levels than MYJ, but its turbulent length scale increases with height in the upper part of the strongly convective PBL, where it should decrease. The local PBL schemes considerably underestimate the entrainment heat fluxes for convective cases. The nonlocal PBL schemes exhibit stronger mixing in the mean wind fields under convective conditions than the local PBL schemes and agree better with large-eddy simulation (LES) studies.

An optimal inverse method using Doppler lidar measurements to estimate the surface sensible heat flux

Inverse methods are widely used in various fields of atmospheric science. However, such methods are not commonly used within the boundary-layer community, where robust observations of surface fluxes are a particular concern. We present a new technique for deriving surface sensible heat fluxes from boundary-layer turbulence observations using an inverse method. Doppler lidar observations of vertical velocity variance are combined with two well-known mixed-layer scaling forward models for a convective boundary layer (CBL). The inverse method is validated using large-eddy simulations of a CBL with increasing wind speed. The majority of the estimated heat fluxes agree within error with the proscribed heat flux, across all wind speeds tested. The method is then applied to Doppler lidar data from the Chilbolton Observatory, UK. Heat fluxes are compared with those from a mast-mounted sonic anemometer. Errors in estimated heat fluxes are on average 18 %, an improvement on previous techniques. However, a significant negative bias is observed (on average −63%) that is more pronounced in the morning. Results are improved for the fully-developed CBL later in the day, which suggests that the bias is largely related to the choice of forward model, which is kept deliberately simple for this study. Overall, the inverse method provided reasonable flux estimates for the simple case of a CBL. Results shown here demonstrate that this method has promise in utilizing ground-based remote sensing to derive surface fluxes. Extension of the method is relatively straight-forward, and could include more complex forward models, or other measurements.

Acoustic scattering : high frequency boundary element methods and unified transform methods

We describe some recent advances in the numerical solution of acoustic scattering problems. A major focus of the paper is the efficient solution of high frequency scattering problems via hybrid numerical-asymptotic boundary element methods. We also make connections to the unified transform method due to A. S. Fokas and co-authors, analysing particular instances of this method, proposed by J. A. De-Santo and co-authors, for problems of acoustic scattering by diffraction gratings.