Parallel Monte Carlo sampling scheme for sphere and hemisphere

The sampling of certain solid angle is a fundamental operation in realistic image synthesis, where the rendering equation describing the light propagation in closed domains is solved. Monte Carlo methods for solving the rendering equation use sampling of the solid angle subtended by unit hemisphere or unit sphere in order to perform the numerical integration of the rendering equation. In this work we consider the problem for generation of uniformly distributed random samples over hemisphere and sphere. Our aim is to construct and study the parallel sampling scheme for hemisphere and sphere. First we apply the symmetry property for partitioning of hemisphere and sphere. The domain of solid angle subtended by a hemisphere is divided into a number of equal sub-domains. Each sub-domain represents solid angle subtended by orthogonal spherical triangle with fixed vertices and computable parameters. Then we introduce two new algorithms for sampling of orthogonal spherical triangles. Both algorithms are based on a transformation of the unit square. Similarly to the Arvo's algorithm for sampling of arbitrary spherical triangle the suggested algorithms accommodate the stratified sampling. We derive the necessary transformations for the algorithms. The first sampling algorithm generates a sample by mapping of the unit square onto orthogonal spherical triangle. The second algorithm directly compute the unit radius vector of a sampling point inside to the orthogonal spherical triangle. The sampling of total hemisphere and sphere is performed in parallel for all sub-domains simultaneously by using the symmetry property of partitioning. The applicability of the corresponding parallel sampling scheme for Monte Carlo and Quasi-D/lonte Carlo solving of rendering equation is discussed.

An algorithm for isentropic flow

An efficient algorithm is presented for the solution of the equations of isentropic gas dynamics with a general convex gas law. The scheme is based on solving linearized Riemann problems approximately, and in more than one dimension incorporates operator splitting. In particular, only two function evaluations in each computational cell are required. The scheme is applied to a standard test problem in gas dynamics for a polytropic gas

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 efficient shock capturing algorithm for compressible flows in a duct of variable cross-section

A numerical scheme is presented for the solution of the Euler equations of compressible flow of a gas in a single spatial co-ordinate. This includes flow in a duct of variable cross-section as well as flow with slab, cylindrical or spherical symmetry and can prove useful when testing codes for the two-dimensional equations governing compressible flow of a gas. The resulting scheme requires an average of the flow variables across the interface between cells and for computational efficiency this average is chosen to be the arithmetic mean, which is in contrast to the usual ‘square root’ averages found in this type of scheme. The scheme is applied with success to five problems with either slab or cylindrical symmetry and a comparison is made in the cylindrical case with results from a two-dimensional problem with no sources.

Shock capturing scheme for steady, supersonic, isentropic flow

A finite difference scheme is presented for the solution of the two-dimensional equations of steady, supersonic, isentropic flow. The scheme incorporates numerical characteristic decomposition, is shock-capturing by design and incorporates space marching as a result of the assumption that the flow is wholly supersonic in at least one space dimension. Results are shown for problems involving oblique hydraulic jumps and reflection from a wall.

Flux difference splitting for open channel flows

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow-water equations in open channels, together with an extension to two-dimensional flows. A linearized 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 linearized problem. 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 non-physical, spurious oscillations. The scheme is applied to a one-dimensional dam-break problem, and to a problem of flow in a river whose geometry induces a region of supercritical flow. The scheme is also applied to a two-dimensional dam-break problem. The numerical results are compared with the exact solution, or other numerical results, where available.

Operator Theory and Its Applications: In Memory of V. B. Lidskii (1924-2008)

This book is a collection of articles devoted to the theory of linear operators in Hilbert spaces and its applications. The subjects covered range from the abstract theory of Toeplitz operators to the analysis of very specific differential operators arising in quantum mechanics, electromagnetism, and the theory of elasticity; the stability of numerical methods is also discussed. Many of the articles deal with spectral problems for not necessarily selfadjoint operators. Some of the articles are surveys outlining the current state of the subject and presenting open problems.

Condition number estimates for combined potential integral operators in acoustics and their boundary element discretisation

We consider the classical coupled, combined-field integral equation formulations for time-harmonic acoustic scattering by a sound soft bounded obstacle. In recent work, we have proved lower and upper bounds on the $L^2$ condition numbers for these formulations, and also on the norms of the classical acoustic single- and double-layer potential operators. These bounds to some extent make explicit the dependence of condition numbers on the wave number $k$, the geometry of the scatterer, and the coupling parameter. For example, with the usual choice of coupling parameter they show that, while the condition number grows like $k^{1/3}$ as $k\to\infty$, when the scatterer is a circle or sphere, it can grow as fast as $k^{7/5}$ for a class of `trapping' obstacles. In this paper we prove further bounds, sharpening and extending our previous results. In particular we show that there exist trapping obstacles for which the condition numbers grow as fast as $\exp(\gamma k)$, for some $\gamma>0$, as $k\to\infty$ through some sequence. This result depends on exponential localisation bounds on Laplace eigenfunctions in an ellipse that we prove in the appendix. We also clarify the correct choice of coupling parameter in 2D for low $k$. In the second part of the paper we focus on the boundary element discretisation of these operators. We discuss the extent to which the bounds on the continuous operators are also satisfied by their discrete counterparts and, via numerical experiments, we provide supporting evidence for some of the theoretical results, both quantitative and asymptotic, indicating further which of the upper and lower bounds may be sharper.

Estimation of systematic error in an equatorial ocean model using data assimilation

Assimilation of temperature observations into an ocean model near the equator often results in a dynamically unbalanced state with unrealistic overturning circulations. The way in which these circulations arise from systematic errors in the model or its forcing is discussed. A scheme is proposed, based on the theory of state augmentation, which uses the departures of the model state from the observations to update slowly evolving bias fields. Results are summarized from an experiment applying this bias correction scheme to an ocean general circulation model. They show that the method produces more balanced analyses and a better fit to the temperature observations.