Analysis of trigonometric implicit Runge-Kutta methods

Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge-Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge-Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods. (c) 2006 Elsevier B.V. All rights reserved.

Theory and application of inverse problems in groundwater: numerical, laboratory and field studies.

Aquifers are a vital water resource whose quality characteristics must be safeguarded or, if damaged, restored. The extent and complexity of aquifer contamination is related to characteristics of the porous medium, the influence of boundary conditions, and the biological, chemical and physical processes. After the nineties, the efforts of the scientists have been increased exponentially in order to find an efficient way for estimating the hydraulic parameters of the aquifers, and thus, recover the contaminant source position and its release history. To simplify and understand the influence of these various factors on aquifer phenomena, it is common for researchers to use numerical and controlled experiments. This work presents some of these methods, applying and comparing them on data collected during laboratory, field and numerical tests. The work is structured in four parts which present the results and the conclusions of the specific objectives.

Analysis of computer communication systems by use of digital signal processing methods

Queueing theory is an effective tool in the analysis of canputer camrunication systems. Many results in queueing analysis have teen derived in the form of Laplace and z-transform expressions. Accurate inversion of these transforms is very important in the study of computer systems, but the inversion is very often difficult. In this thesis, methods for solving some of these queueing problems, by use of digital signal processing techniques, are presented. The z-transform of the queue length distribution for the Mj GY jl system is derived. Two numerical methods for the inversion of the transfom, together with the standard numerical technique for solving transforms with multiple queue-state dependence, are presented. Bilinear and Poisson transform sequences are presented as useful ways of representing continuous-time functions in numerical computations.

Numerical modelling of advanced modulation formats and WDM transmission

This thesis presents a theoretical investigation of the application of advanced modelling formats in high-speed fibre lightwave systems. The first part of this work focuses on numerical optimisation of dense wavelength division multiplexing (DWDM) system design. We employ advanced spectral domain filtering techniques and carrier pulse reshaping. We then apply these optimisation methods to investigate spectral and temporal domain characteristics of advanced modulation formats in fibre optic telecommunication systems. Next we investigate numerical methods used in detecting and measuring the system performance of advanced modulation formats. We then numerically study the combination of return-to-zero differential phase-shift keying (RZ-DPSK) with advanced photonic devices. Finally we analyse the dispersion management of Nx40 Gbit/s RZ-DPSK transmission applied to a commercial terrestrial lightwave system.

On the numerical solution of a Cauchy problem in an elastostatic half-plane with a bounded inclusion

We propose an iterative procedure for the inverse problem of determining the displacement vector on the boundary of a bounded planar inclusion given the displacement and stress fields on an infinite (planar) line-segment. At each iteration step mixed boundary value problems in an elastostatic half-plane containing the bounded inclusion are solved. For efficient numerical implementation of the procedure these mixed problems are reduced to integral equations over the bounded inclusion. Well-posedness and numerical solution of these boundary integral equations are presented, and a proof of convergence of the procedure for the inverse problem to the original solution is given. Numerical investigations are presented both for the direct and inverse problems, and these results show in particular that the displacement vector on the boundary of the inclusion can be found in an accurate and stable way with small computational cost.

An iterative method for the reconstruction of a stationary flow

In this article, an iterative algorithm based on the Landweber-Fridman method in combination with the boundary element method is developed for solving a Cauchy problem in linear hydrostatics Stokes flow of a slow viscous fluid. This is an iteration scheme where mixed well-posed problems for the stationary generalized Stokes system and its adjoint are solved in an alternating way. A convergence proof of this procedure is included and an efficient stopping criterion is employed. The numerical results confirm that the iterative method produces a convergent and stable numerical solution. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007

A general Approach to Methods with a Sparse Jacobian for Solving Nonlinear Systems of Equations

2000 Mathematics Subject Classification: 65H10.

Development of a mathematical and computer model to assess water quality impacts of hazardous compounds from minor gasoline spills in the inter-tidal zone of the Miami River, Florida

The objective of this study was to develop a model to predict transport and fate of gasoline components of environmental concern in the Miami River by mathematically simulating the movement of dissolved benzene, toluene, xylene (BTX), and methyl-tertiary-butyl ether (MTBE) occurring from minor gasoline spills in the inter-tidal zone of the river. Computer codes were based on mathematical algorithms that acknowledge the role of advective and dispersive physical phenomena along the river and prevailing phase transformations of BTX and MTBE. Phase transformations included volatilization and settling. ^ The model used a finite-difference scheme of steady-state conditions, with a set of numerical equations that was solved by two numerical methods: Gauss-Seidel and Jacobi iterations. A numerical validation process was conducted by comparing the results from both methods with analytical and numerical reference solutions. Since similar trends were achieved after the numerical validation process, it was concluded that the computer codes algorithmically were correct. The Gauss-Seidel iteration yielded at a faster convergence rate than the Jacobi iteration. Hence, the mathematical code was selected to further develop the computer program and software. The model was then analyzed for its sensitivity. It was found that the model was very sensitive to wind speed but not to sediment settling velocity. ^ A computer software was developed with the model code embedded. The software was provided with two major user-friendly visualized forms, one to interface with the database files and the other to execute and present the graphical and tabulated results. For all predicted concentrations of BTX and MTBE, the maximum concentrations were over an order of magnitude lower than current drinking water standards. It should be pointed out, however, that smaller concentrations than the latter reported standards and values, although not harmful to humans, may be very harmful to organisms of the trophic levels of the Miami River ecosystem and associated waters. This computer model can be used for the rapid assessment and management of the effects of minor gasoline spills on inter-tidal riverine water quality. ^

Optimising power take-off of an oscillating wave surge converter using high fidelity numerical simulations

Oscillating wave surge converters are a promising technology to harvest ocean wave energy in the near shore region. Although research has been going on for many years, the characteristics of the wave action on the structure and especially the phase relation between the driving force and wave quantities like velocity or surface elevation have not been investigated in detail. The main reason for this is the lack of suitable methods. Experimental investigations using tank tests do not give direct access to overall hydrodynamic loads, only damping torque of a power take off system can be measured directly. Non-linear computational fluid dynamics methods have only recently been applied in the research of this type of devices. This paper presents a new metric named wave torque, which is the total hydrodynamic torque minus the still water pitch stiffness at any given angle of rotation. Changes in characteristics of that metric over a wave cycle and for different power take off settings are investigated using computational fluid dynamics methods. Firstly, it is shown that linearised methods cannot predict optimum damping in typical operating states of OWSCs. We then present phase relationships between main kinetic parameters for different damping levels. Although the flap seems to operate close to resonance, as predicted by linear theory, no obvious condition defining optimum damping is found.

Simulation of Distributed Contact in String Instruments: a Modal Expansion Approach

Impactive contact between a vibrating string and a barrier is a strongly nonlinear phenomenon that presents several challenges in the design of numerical models for simulation and sound synthesis of musical string instruments. These are addressed here by applying Hamiltonian methods to incorporate distributed contact forces into a modal framework for discrete-time simulation of the dynamics of a stiff, damped string. The resulting algorithms have spectral accuracy, are unconditionally stable, and require solving a multivariate nonlinear equation that is guaranteed to have a unique solution. Exemplifying results are presented and discussed in terms of accuracy, convergence, and spurious high-frequency oscillations.

Stochastic Modeling of Reversible Biochemical Reaction-Diffusion Systems and High-Resolution Shock-Capturing Methods for Fluid Interfaces

Thesis (Ph.D.)--University of Washington, 2016-08

Discontinuous Galerkin Methods for the Biharmonic Problem

This work is concerned with the design and analysis of hp-version discontinuous Galerkin (DG) finite element methods for boundary-value problems involving the biharmonic operator. The first part extends the unified approach of Arnold, Brezzi, Cockburn & Marini (SIAM J. Numer. Anal. 39, 5 (2001/02), 1749-1779) developed for the Poisson problem, to the design of DG methods via an appropriate choice of numerical flux functions for fourth order problems; as an example we retrieve the interior penalty DG method developed by Suli & Mozolevski (Comput. Methods Appl. Mech. Engrg. 196, 13-16 (2007), 1851-1863). The second part of this work is concerned with a new a-priori error analysis of the hp-version interior penalty DG method, when the error is measured in terms of both the energy-norm and L2-norm, as well certain linear functionals of the solution, for elemental polynomial degrees $p\ge 2$. Also, provided that the solution is piecewise analytic in an open neighbourhood of each element, exponential convergence is also proven for the p-version of the DG method. The sharpness of the theoretical developments is illustrated by numerical experiments.

Energy norm a-posteriori error estimation for hp-adaptive discontinuous Galerkin methods for elliptic problems in three dimensions

We develop the energy norm a-posteriori error estimation for hp-version discontinuous Galerkin (DG) discretizations of elliptic boundary-value problems on 1-irregularly, isotropically refined affine hexahedral meshes in three dimensions. We derive a reliable and efficient indicator for the errors measured in terms of the natural energy norm. The ratio of the efficiency and reliability constants is independent of the local mesh sizes and weakly depending on the polynomial degrees. In our analysis we make use of an hp-version averaging operator in three dimensions, which we explicitly construct and analyze. We use our error indicator in an hp-adaptive refinement algorithm and illustrate its practical performance in a series of numerical examples. Our numerical results indicate that exponential rates of convergence are achieved for problems with smooth solutions, as well as for problems with isotropic corner singularities.

Search of symmetric composition methods of symmetric integrators

Composition methods are useful when solving Ordinary Differential Equations (ODEs) as they increase the order of accuracy of a given basic numerical integration scheme. We will focus on sy-mmetric composition methods involving some basic second order symmetric integrator with different step sizes [17]. The introduction of symmetries into these methods simplifies the order conditions and reduces the number of unknowns. Several authors have worked in the search of the coefficients of these type of methods: the best method of order 8 has 17 stages [24], methods of order 8 and 15 stages were given in [29, 39, 40], 10-order methods of 31, 33 and 35 stages have been also found [24, 34]. In this work some techniques that we have built to obtain 10-order symmetric composition methods of symmetric integrators of s = 31 stages (16 order conditions) are explored. Given some starting coefficients that satisfy the simplest five order conditions, the process followed to obtain the coefficients that satisfy the sixteen order conditions is provided.

From the traditional verification approach to the spatial methods: a study of applicability of the SAL metric in the framework of the WMO project MesoVICT

Increasing in resolution of numerical weather prediction models has allowed more and more realistic forecasts of atmospheric parameters. Due to the growing variability into predicted fields the traditional verification methods are not always able to describe the model ability because they are based on a grid-point-by-grid-point matching between observation and prediction. Recently, new spatial verification methods have been developed with the aim of show the benefit associated to the high resolution forecast. Nested in among of the MesoVICT international project, the initially aim of this work is to compare the newly tecniques remarking advantages and disadvantages. First of all, the MesoVICT basic examples, represented by synthetic precipitation fields, have been examined. Giving an error evaluation in terms of structure, amplitude and localization of the precipitation fields, the SAL method has been studied more thoroughly respect to the others approaches with its implementation in the core cases of the project. The verification procedure has concerned precipitation fields over central Europe: comparisons between the forecasts performed by the 00z COSMO-2 model and the VERA (Vienna Enhanced Resolution Analysis) have been done. The study of these cases has shown some weaknesses of the methodology examined; in particular has been highlighted the presence of a correlation between the optimal domain size and the extention of the precipitation systems. In order to increase ability of SAL, a subdivision of the original domain in three subdomains has been done and the method has been applied again. Some limits have been found in cases in which at least one of the two domains does not show precipitation. The overall results for the subdomains have been summarized on scatter plots. With the aim to identify systematic errors of the model the variability of the three parameters has been studied for each subdomain.