Monte Carlo numerical treatment of large linear algebra problems

In this paper we deal with performance analysis of Monte Carlo algorithm for large linear algebra problems. We consider applicability and efficiency of the Markov chain Monte Carlo for large problems, i.e., problems involving matrices with a number of non-zero elements ranging between one million and one billion. We are concentrating on analysis of the almost Optimal Monte Carlo (MAO) algorithm for evaluating bilinear forms of matrix powers since they form the so-called Krylov subspaces. Results are presented comparing the performance of the Robust and Non-robust Monte Carlo algorithms. The algorithms are tested on large dense matrices as well as on large unstructured sparse matrices.

Similarity solutions of the shallow water equations

A one-dimensional shock (bore) reflection problem is discussed for the two-dimensional shallow water equations with cylindrical symmetry. The differential equations for a similarity solution are derived and solved numerically in conjunction with the Rankine-Hugoniot shock relations.

Numerical modeling of the propagation environment in the atmospheric boundary layer over the Persian Gulf

Strong vertical gradients at the top of the atmospheric boundary layer affect the propagation of electromagnetic waves and can produce radar ducts. A three-dimensional, time-dependent, nonhydrostatic numerical model was used to simulate the propagation environment in the atmosphere over the Persian Gulf when aircraft observations of ducting had been made. A division of the observations into high- and low-wind cases was used as a framework for the simulations. Three sets of simulations were conducted with initial conditions of varying degrees of idealization and were compared with the observations taken in the Ship Antisubmarine Warfare Readiness/Effectiveness Measuring (SHAREM-115) program. The best results occurred with the initialization based on a sounding taken over the coast modified by the inclusion of data on low-level atmospheric conditions over the Gulf waters. The development of moist, cool, stable marine internal boundary layers (MIBL) in air flowing from land over the waters of the Gulf was simulated. The MIBLs were capped by temperature inversions and associated lapses of humidity and refractivity. The low-wind MIBL was shallower and the gradients at its top were sharper than in the high-wind case, in agreement with the observations. Because it is also forced by land–sea contrasts, a sea-breeze circulation frequently occurs in association with the MIBL. The size, location, and internal structure of the sea-breeze circulation were realistically simulated. The gradients of temperature and humidity that bound the MIBL cause perturbations in the refractivity distribution that, in turn, lead to trapping layers and ducts. The existence, location, and surface character of the ducts were well captured. Horizontal variations in duct characteristics due to the sea-breeze circulation were also evident. The simulations successfully distinguished between high- and low-wind occasions, a notable feature of the SHAREM-115 observations. The modeled magnitudes of duct depth and strength, although leaving scope for improvement, were most encouraging.

Stability of solutions of linear difference equations with periodic coefficients

This paper represents the last technical contribution of Professor Patrick Parks before his untimely death in February 1995. The remaining authors of the paper, which was subsequently completed, wish to dedicate the article to Patrick. A frequency criterion for the stability of solutions of linear difference equations with periodic coefficients is established. The stability criterion is based on a consideration of the behaviour of a frequency hodograph with respect to the origin of coordinates in the complex plane. The formulation of this criterion does not depend on the order of the difference equation.

Experimental measurement and numerical simulation of horizontal-coupled slinky ground source heat exchangers

Results from both experimental measurements and 3D numerical simulations of Ground Source Heat Pump systems (GSHP) at a UK climate are presented. Experimental measurements of a horizontal-coupled slinky GSHP were undertaken in Talbot Cottage at Drayton St Leonard site, Oxfordshire, UK. The measured thermophysical properties of in situ soil were used in the CFD model. The thermal performance of slinky heat exchangers for the horizontal-coupled GSHP system for different coil diameters and slinky interval distances was investigated using a validated 3D model. Results from a two month period of monitoring the performance of the GSHP system showed that the COP decreased with the running time. The average COP of the horizontal-coupled GSHP was 2.5. The numerical prediction showed that there was no significant difference in the specific heat extraction of the slinky heat exchanger at different coil diameters. However, the larger the diameter of coil, the higher the heat extraction per meter length of soil. The specific heat extraction also increased, but the heat extraction per meter length of soil decreased with the increase of coil central interval distance.

Numerical modeling of inhaled charged aerosol deposition in human airways

A new numerical modeling of inhaled charge aerosol has been developed based on a modified Weibel's model. Both the velocity profiles (slug and parabolic flows) and the particle distributions (uniform and parabolic distributions) have been considered. Inhaled particles are modeled as a dilute dispersed phase flow in which the particle motion is controlled by fluid force and external forces acting on particles. This numerical study extends the previous numerical studies by considering both space- and image-charge forces. Because of the complex computation of interacting forces due to space-charge effect, the particle-mesh (PM) method is selected to calculate these forces. In the PM technique, the charges of all particles are assigned to the space-charge field mesh, for calculating charge density. The Poisson's equation of the electrostatic potential is then solved, and the electrostatic force acting on individual particle is interpolated. It is assumed that there is no effect of humidity on charged particles. The results show that many significant factors also affect the deposition, such as the volume of particle cloud, the velocity profile and the particle distribution. This study allows a better understanding of electrostatic mechanism of aerosol transport and deposition in human airways.

Effect of water-soluble polymers, polyethylene glycol and poly(vinylpyrrolidone),on the gelation of aqueous micellar solutions of Pluronic copolymer F127

The micellization of F127 (E98P67E98) in dilute aqueous solutions of polyethylene glycol (PEG6000 and PEG35000) and poly(vinylpyrrolidone) (PVP K30 and PVP K90) is studied. The average hydrodynamic radius (rh,app) obtained from the dynamic light scattering technique increased with increase in PEG concentration but decreased on addition of PVP, results which are consistent with interaction of the micelles with PEG and the formation of micelles clusters, but no such interaction occurs with PVP. Tube inversion was used to determine the onset of gelation. The critical concentration of F127 for gelation increased on addition of PEG and of PVP K30 but decreased on addition of PVP K90. Small-angle X-ray scattering (SAXS) was used to show that the 30 wt% F127 gel structure (fcc) was independent of polymer type and concentration, as was the d-spacing and so the micelle hard-sphere radius. The maximum elastic modulus (G0 max) of 30 wt% F127 decreased from its value for water alone as PEG was added, but was little changed by adding PVP. These results are consistent with the packed-micelles in the 30 wt% F127 gel being effectively isolated from the polymer solution on the microscale while, especially for the PEG, being mixed on the macroscale.

Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

Numerical computation of an analytic singular value decomposition of a matrix valued function

This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.