On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

Stability results for the time-harmonic Maxwell equations with impedance boundary conditions

We consider the time-harmonic Maxwell equations with constant coefficients in a bounded, uniformly star-shaped polyhedron. We prove wavenumber-explicit norm bounds for weak solutions. This result is pivotal for convergence proofs in numerical analysis and may be a tool in the analysis of electromagnetic boundary integral operators.

Error analysis of Trefftz-discontinuous Galerkin methods for the time-harmonic Maxwell equations

In this paper, we extend to the time-harmonic Maxwell equations the p-version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284] for Trefftz-discontinuous Galerkin approximations of the Helmholtz problem. While error estimates in a mesh-skeleton norm are derived parallel to the Helmholtz case, the derivation of estimates in a mesh-independent norm requires new twists in the duality argument. The particular case where the local Trefftz approximation spaces are built of vector-valued plane wave functions is considered, and convergence rates are derived.

Comment on “A modified leapfrog scheme for shallow water equations” by Wen-Yih Sun and Oliver M.T. Sun

A recent paper published in this journal considers the numerical integration of the shallow-water equations using the leapfrog time-stepping scheme [Sun Wen-Yih, Sun Oliver MT. A modified leapfrog scheme for shallow water equations. Comput Fluids 2011;52:69–72]. The authors of that paper propose using the time-averaged height in the numerical calculation of the pressure-gradient force, instead of the instantaneous height at the middle time step. The authors show that this modification doubles the maximum Courant number (and hence the maximum time step) at which the integrations are stable, doubling the computational efficiency. Unfortunately, the pressure-averaging technique proposed by the authors is not original. It was devised and published by Shuman [5] and has been widely used in the atmosphere and ocean modelling community for over 40 years.

Optimal linearization trajectories for tangent linear models

We examine differential equations where nonlinearity is a result of the advection part of the total derivative or the use of quadratic algebraic constraints between state variables (such as the ideal gas law). We show that these types of nonlinearity can be accounted for in the tangent linear model by a suitable choice of the linearization trajectory. Using this optimal linearization trajectory, we show that the tangent linear model can be used to reproduce the exact nonlinear error growth of perturbations for more than 200 days in a quasi-geostrophic model and more than (the equivalent of) 150 days in the Lorenz 96 model. We introduce an iterative method, purely based on tangent linear integrations, that converges to this optimal linearization trajectory. The main conclusion from this article is that this iterative method can be used to account for nonlinearity in estimation problems without using the nonlinear model. We demonstrate this by performing forecast sensitivity experiments in the Lorenz 96 model and show that we are able to estimate analysis increments that improve the two-day forecast using only four backward integrations with the tangent linear model. Copyright © 2011 Royal Meteorological Society

Correlations between two sets of angular relation equations

It is shown here that the angular relation equations between direct and reciprocal vectors are very similar to the angular relation equations in Euler's theorem. These two sets of equations are usually treated separately as unrelated equations in different fields. In this careful study, the connection between the two sets of angular equations is revealed by considering the cosine rule for the spherical triangle. It is found that understanding of the correlation is hindered by the facts that the same variables are defined differently and different symbols are used to represent them in the two fields. Understanding the connection between different concepts is not only stimulating and beneficial, but also a fundamental tool in innovation and research, and has historical significance. The background of the work presented here contains elements of many scientific disciplines. This work illustrates the common ground of two theories usually considered separately and is therefore of benefit not only for its own sake but also to illustrate a general principle that a theory relevant to one discipline can often be used in another. The paper works with chemistry related concepts using mathematical methodologies unfamiliar to the usual audience of mainstream experimental and theoretical chemists.

Axonal velocity distributions in neural feld equations

By modelling the average activity of large neuronal populations, continuum mean field models (MFMs) have become an increasingly important theoretical tool for understanding the emergent activity of cortical tissue. In order to be computationally tractable, long-range propagation of activity in MFMs is often approximated with partial differential equations (PDEs). However, PDE approximations in current use correspond to underlying axonal velocity distributions incompatible with experimental measurements. In order to rectify this deficiency, we here introduce novel propagation PDEs that give rise to smooth unimodal distributions of axonal conduction velocities. We also argue that velocities estimated from fibre diameters in slice and from latency measurements, respectively, relate quite differently to such distributions, a significant point for any phenomenological description. Our PDEs are then successfully fit to fibre diameter data from human corpus callosum and rat subcortical white matter. This allows for the first time to simulate long-range conduction in the mammalian brain with realistic, convenient PDEs. Furthermore, the obtained results suggest that the propagation of activity in rat and human differs significantly beyond mere scaling. The dynamical consequences of our new formulation are investigated in the context of a well known neural field model. On the basis of Turing instability analyses, we conclude that pattern formation is more easily initiated using our more realistic propagator. By increasing characteristic conduction velocities, a smooth transition can occur from self-sustaining bulk oscillations to travelling waves of various wavelengths, which may influence axonal growth during development. Our analytic results are also corroborated numerically using simulations on a large spatial grid. Thus we provide here a comprehensive analysis of empirically constrained activity propagation in the context of MFMs, which will allow more realistic studies of mammalian brain activity in the future.

Wave-activity conservation laws for the three-dimensional anelastic and Boussinesq equations with a horizontally homogeneous background flow

Wave-activity conservation laws are key to understanding wave propagation in inhomogeneous environments. Their most general formulation follows from the Hamiltonian structure of geophysical fluid dynamics. For large-scale atmospheric dynamics, the Eliassen–Palm wave activity is a well-known example and is central to theoretical analysis. On the mesoscale, while such conservation laws have been worked out in two dimensions, their application to a horizontally homogeneous background flow in three dimensions fails because of a degeneracy created by the absence of a background potential vorticity gradient. Earlier three-dimensional results based on linear WKB theory considered only Doppler-shifted gravity waves, not waves in a stratified shear flow. Consideration of a background flow depending only on altitude is motivated by the parameterization of subgrid-scales in climate models where there is an imposed separation of horizontal length and time scales, but vertical coupling within each column. Here we show how this degeneracy can be overcome and wave-activity conservation laws derived for three-dimensional disturbances to a horizontally homogeneous background flow. Explicit expressions for pseudoenergy and pseudomomentum in the anelastic and Boussinesq models are derived, and it is shown how the previously derived relations for the two-dimensional problem can be treated as a limiting case of the three-dimensional problem. The results also generalize earlier three-dimensional results in that there is no slowly varying WKB-type requirement on the background flow, and the results are extendable to finite amplitude. The relationship A E =cA P between pseudoenergy A E and pseudomomentum A P, where c is the horizontal phase speed in the direction of symmetry associated with A P, has important applications to gravity-wave parameterization and provides a generalized statement of the first Eliassen–Palm theorem.

Symmetric stability of compressible zonal flows on a generalized equatorial β plane

Sufficient conditions are derived for the linear stability with respect to zonally symmetric perturbations of a steady zonal solution to the nonhydrostatic compressible Euler equations on an equatorial � plane, including a leading order representation of the Coriolis force terms due to the poleward component of the planetary rotation vector. A version of the energy–Casimir method of stability proof is applied: an invariant functional of the Euler equations linearized about the equilibrium zonal flow is found, and positive definiteness of the functional is shown to imply linear stability of the equilibrium. It is shown that an equilibrium is stable if the potential vorticity has the same sign as latitude and the Rayleigh centrifugal stability condition that absolute angular momentum increase toward the equator on surfaces of constant pressure is satisfied. The result generalizes earlier results for hydrostatic and incompressible systems and for systems that do not account for the nontraditional Coriolis force terms. The stability of particular equilibrium zonal velocity, entropy, and density fields is assessed. A notable case in which the effect of the nontraditional Coriolis force is decisive is the instability of an angular momentum profile that decreases away from the equator but is flatter than quadratic in latitude, despite its satisfying both the centrifugal and convective stability conditions.