Multiscale Schemes for the BGK--Vlasov--Poisson System in the Quasi-Neutral and Fluid Limits. Stability Analysis and First Order Schemes

This paper deals with the development and the analysis of asymptotically stable and consistent schemes in the joint quasi-neutral and fluid limits for the collisional Vlasov-Poisson system. In these limits, the classical explicit schemes suffer from time step restrictions due to the small plasma period and Knudsen number. To solve this problem, we propose a new scheme stable for choices of time steps independent from the small scales dynamics and with comparable computational cost with respect to standard explicit schemes. In addition, this scheme reduces automatically to consistent discretizations of the underlying asymptotic systems. In this first work on this subject, we propose a first order in time scheme and we perform a relative linear stability analysis to deal with such problems. The framework we propose permits to extend this approach to high order schemes in the next future. We finally show the capability of the method in dealing with small scales through numerical experiments.

Numerical methods for solar tomography in the STEREO era

In this thesis, we propose several advances in the numerical and computational algorithms that are used to determine tomographic estimates of physical parameters in the solar corona. We focus on methods for both global dynamic estimation of the coronal electron density and estimation of local transient phenomena, such as coronal mass ejections, from empirical observations acquired by instruments onboard the STEREO spacecraft. We present a first look at tomographic reconstructions of the solar corona from multiple points-of-view, which motivates the developments in this thesis. In particular, we propose a method for linear equality constrained state estimation that leads toward more physical global dynamic solar tomography estimates. We also present a formulation of the local static estimation problem, i.e., the tomographic estimation of local events and structures like coronal mass ejections, that couples the tomographic imaging problem to a phase field based level set method. This formulation will render feasible the 3D tomography of coronal mass ejections from limited observations. Finally, we develop a scalable algorithm for ray tracing dense meshes, which allows efficient computation of many of the tomographic projection matrices needed for the applications in this thesis.

A Pre-processing Moving Mesh Method for Discontinuous Galerkin Approximations of Advection-Diffusion-Reaction Problems

We propose a pre-processing mesh re-distribution algorithm based upon harmonic maps employed in conjunction with discontinuous Galerkin approximations of advection-diffusion-reaction problems. Extensive two-dimensional numerical experiments with different choices of monitor functions, including monitor functions derived from goal-oriented a posteriori error indicators are presented. The examples presented clearly demonstrate the capabilities and the benefits of combining our pre-processing mesh movement algorithm with both uniform, as well as, adaptive isotropic and anisotropic mesh refinement.

Field study and numerical simulation of developing red tide in the northern Strait of Hormuz

The catastrophic event of red tide has happened in the Strait of Hormuz, the Persian Gulf and Gulf of Oman from late summer 2008 to spring 2009. With its devastating effects, the phenomenon shocked all the countries located in the margin of the Persian Gulf and the Gulf of Oman and caused considerable losses to fishery industries, tourism, and tourist and trade economy of the region. In the maritime cruise carried out by the Persian Gulf and Gulf of Oman Ecological Research Institute, field data, including temperature, salinity, chlorophyll-a, dissolved oxygen and algal density were obtained for this research. Satellite information was received from MODIS and MERIS and SeaWiFS sensors. Temperature and surface chlorophyll images were obtained and compared with the field data and data of PROBE model. The results obtained from the present research indicated that with the occurrence of harmful algal blooms (HAB), the Chlorophyll-a and the dissolved oxygen contents increased in the surface water. Maximum algal density was seen in the northern coasts of the Strait of Hormuz. Less concentration of algal density was detected in deep and surface offshore water. Our results show that the occurred algal bloom was the result of seawater temperature drop, water circulation and the adverse environmental pollutions caused by industrial and urban sewages entering the coastal waters in this region of the Persian Gulf ,This red tide phenomenon was started in the Strait of Hormuz and eventually covered about 140,000 km2 of the Persian Gulf and total area of Strait of Hormuz and it survived for 10 months which is a record amongst the occurred algal blooms across the world. Temperature and chlorophyll satellite images were proportionate to the measured values obtained by the field method. This indicates that satellite measurements have acceptable precisions and they can be used in sea monitoring and modeling.

A Mixed Discontinuous Galerkin Method for Incompressible Magnetohydrodynamics

We introduce and analyze a discontinuous Galerkin method for the numerical discretization of a stationary incompressible magnetohydrodynamics model problem. The fluid unknowns are discretized with inf-sup stable discontinuous P^3_{k}-P_{k-1} elements whereas the magnetic part of the equations is approximated by discontinuous P^3_{k}-P_{k+1} elements. We carry out a complete a-priori error analysis and prove that the energy norm error is convergent of order O(h^k) in the mesh size h. We also show that the method is able to correctly capture and resolve the strongest magnetic singularities in non-convex polyhedral domains. These results are verified in a series of numerical experiments.

An hr-adaptive discontinuous Galerkin method for advection-diffusion problems

We propose an adaptive mesh refinement strategy based on exploiting a combination of a pre-processing mesh re-distribution algorithm employing a harmonic mapping technique, and standard (isotropic) mesh subdivision for discontinuous Galerkin approximations of advection-diffusion problems. Numerical experiments indicate that the resulting adaptive strategy can efficiently reduce the computed discretization error by clustering the nodes in the computational mesh where the analytical solution undergoes rapid variation.

On the suboptimality of the p-version interior penalty discontinuous Galerkin method

We address the question of the rates of convergence of the p-version interior penalty discontinuous Galerkin method (p-IPDG) for second order elliptic problems with non-homogeneous Dirichlet boundary conditions. It is known that the p-IPDG method admits slightly suboptimal a-priori bounds with respect to the polynomial degree (in the Hilbertian Sobolev space setting). An example for which the suboptimal rate of convergence with respect to the polynomial degree is both proven theoretically and validated in practice through numerical experiments is presented. Moreover, the performance of p- IPDG on the related problem of p-approximation of corner singularities is assessed both theoretically and numerically, witnessing an almost doubling of the convergence rate of the p-IPDG method.

POSITIVE FILTERED P_N METHOD FOR LINEAR TRANSPORT EQUATIONS AND THE ASSOCIATED OPTIMIZATION ALGORITHM

We propose a positive, accurate moment closure for linear kinetic transport equations based on a filtered spherical harmonic (FP_N) expansion in the angular variable. The FP_N moment equations are accurate approximations to linear kinetic equations, but they are known to suffer from the occurrence of unphysical, negative particle concentrations. The new positive filtered P_N (FP_N+) closure is developed to address this issue. The FP_N+ closure approximates the kinetic distribution by a spherical harmonic expansion that is non-negative on a finite, predetermined set of quadrature points. With an appropriate numerical PDE solver, the FP_N+ closure generates particle concentrations that are guaranteed to be non-negative. Under an additional, mild regularity assumption, we prove that as the moment order tends to infinity, the FP_N+ approximation converges, in the L2 sense, at the same rate as the FP_N approximation; numerical tests suggest that this assumption may not be necessary. By numerical experiments on the challenging line source benchmark problem, we confirm that the FP_N+ method indeed produces accurate and non-negative solutions. To apply the FP_N+ closure on problems at large temporal-spatial scales, we develop a positive asymptotic preserving (AP) numerical PDE solver. We prove that the propose AP scheme maintains stability and accuracy with standard mesh sizes at large temporal-spatial scales, while, for generic numerical schemes, excessive refinements on temporal-spatial meshes are required. We also show that the proposed scheme preserves positivity of the particle concentration, under some time step restriction. Numerical results confirm that the proposed AP scheme is capable for solving linear transport equations at large temporal-spatial scales, for which a generic scheme could fail. Constrained optimization problems are involved in the formulation of the FP_N+ closure to enforce non-negativity of the FP_N+ approximation on the set of quadrature points. These optimization problems can be written as strictly convex quadratic programs (CQPs) with a large number of inequality constraints. To efficiently solve the CQPs, we propose a constraint-reduced variant of a Mehrotra-predictor-corrector algorithm, with a novel constraint selection rule. We prove that, under appropriate assumptions, the proposed optimization algorithm converges globally to the solution at a locally q-quadratic rate. We test the algorithm on randomly generated problems, and the numerical results indicate that the combination of the proposed algorithm and the constraint selection rule outperforms other compared constraint-reduced algorithms, especially for problems with many more inequality constraints than variables.

Low cost 3D global instability analysis and flow sensitivity based on dynamic mode decomposition and high-order numerical tools

We explore the recently developed snapshot-based dynamic mode decomposition (DMD) technique, a matrix-free Arnoldi type method, to predict 3D linear global flow instabilities. We apply the DMD technique to flows confined in an L-shaped cavity and compare the resulting modes to their counterparts issued from classic, matrix forming, linear instability analysis (i.e. BiGlobal approach) and direct numerical simulations. Results show that the DMD technique, which uses snapshots generated by a 3D non-linear incompressible discontinuous Galerkin Navier?Stokes solver, provides very similar results to classical linear instability analysis techniques. In addition, we compare DMD results issued from non-linear and linearised Navier?Stokes solvers, showing that linearisation is not necessary (i.e. base flow not required) to obtain linear modes, as long as the analysis is restricted to the exponential growth regime, that is, flow regime governed by the linearised Navier?Stokes equations, and showing the potential of this type of analysis based on snapshots to general purpose CFD codes, without need of modifications. Finally, this work shows that the DMD technique can provide three-dimensional direct and adjoint modes through snapshots provided by the linearised and adjoint linearised Navier?Stokes equations advanced in time. Subsequently, these modes are used to provide structural sensitivity maps and sensitivity to base flow modification information for 3D flows and complex geometries, at an affordable computational cost. The information provided by the sensitivity study is used to modify the L-shaped geometry and control the most unstable 3D mode.

Agroclimatic classification: numerical- taxonomic procedures - a review.

The paper catalogues the procedures and steps involved in agroclimatic classification. These vary from conventional descriptive methods to modern computer-based numerical techniques. There are three mutually independent numerical classification techniques, namely Ordination, Cluster analysis, and Minimum spanning tree; and under each technique there are several forms of grouping techniques existing. The vhoice of numerical classification procedure differs with the type of data set. In the case of numerical continuous data sets with booth positive and negative values, the simple and least controversial procedures are unweighted pair group method (UPGMA) and weighted pair group method (WPGMA) under clustering techniques with similarity measure obtained either from Gower metric or standardized Euclidean metric. Where the number of attributes are large, these could be reduced to fewer new attributes defined by the principal components or coordinates by ordination technique. The first few components or coodinates explain the maximum variance in the data matrix. These revided attributes are less affected by noise in the data set. It is possible to check misclassifications using minimum spanning tree.

Numerical enclosures of the optimal cost of the Kantorovitch’s mass transportation problem

International audience

STUDY OF A DIRECT SAMPLING METHOD FOR THE INVERSE MEDIUM SCATTERING PROBLEM

Direct sampling methods are increasingly being used to solve the inverse medium scattering problem to estimate the shape of the scattering object. A simple direct method using one incident wave and multiple measurements was proposed by Ito, Jin and Zou. In this report, we performed some analytic and numerical studies of the direct sampling method. The method was found to be effective in general. However, there are a few exceptions exposed in the investigation. Analytic solutions in different situations were studied to verify the viability of the method while numerical tests were used to validate the effectiveness of the method.

AN ASSESSMENT OF FLOW REGIME MAPS AND A NUMERICAL HEAT TRANSFER CORRELATION FOR THE STRATIFIED/ANNULAR REGIME OF SHEAR-DRIVEN INTERNAL CONDENSING FLOWS

Several modern-day cooling applications require the incorporation of mini/micro-channel shear-driven flow condensers. There are several design challenges that need to be overcome in order to meet those requirements. The difficulty in developing effective design tools for shear-driven flow condensers is exacerbated due to the lack of a bridge between the physics-based modelling of condensing flows and the current, popular approach based on semi-empirical heat transfer correlations. One of the primary contributors of this disconnect is a lack of understanding caused by the fact that typical heat transfer correlations eliminate the dependence of the heat transfer coefficient on the method of cooling employed on the condenser surface when it may very well not be the case. This is in direct contrast to direct physics-based modeling approaches where the thermal boundary conditions have a direct and huge impact on the heat transfer coefficient values. Typical heat transfer correlations instead introduce vapor quality as one of the variables on which the value of the heat transfer coefficient depends. This study shows how, under certain conditions, a heat transfer correlation from direct physics-based modeling can be equivalent to typical engineering heat transfer correlations without making the same apriori assumptions. Another huge factor that raises doubts on the validity of the heat-transfer correlations is the opacity associated with the application of flow regime maps for internal condensing flows. It is well known that flow regimes influence heat transfer rates strongly. However, several heat transfer correlations ignore flow regimes entirely and present a single heat transfer correlation for all flow regimes. This is believed to be inaccurate since one would expect significant differences in the heat transfer correlations for different flow regimes. Several other studies present a heat transfer correlation for a particular flow regime - however, they ignore the method by which extents of the flow regime is established. This thesis provides a definitive answer (in the context of stratified/annular flows) to: (i) whether a heat transfer correlation can always be independent of the thermal boundary condition and represented as a function of vapor quality, and (ii) whether a heat transfer correlation can be independently obtained for a flow regime without knowing the flow regime boundary (even if the flow regime boundary is represented through a separate and independent correlation). To obtain the results required to arrive at an answer to these questions, this study uses two numerical simulation tools - the approximate but highly efficient Quasi-1D simulation tool and the exact but more expensive 2D Steady Simulation tool. Using these tools and the approximate values of flow regime transitions, a deeper understanding of the current state of knowledge in flow regime maps and heat transfer correlations in shear-driven internal condensing flows is obtained. The ideas presented here can be extended for other flow regimes of shear-driven flows as well. Analogous correlations can also be obtained for internal condensers in the gravity-driven and mixed-driven configuration.

Geotechnical Data and Numerical Analysis of Edifice Collapse and Related Hazards at Pacaya Volcano, Guatemala

The continual eruptive activity, occurrence of an ancestral catastrophic collapse, and inherent geologic features of Pacaya volcano (Guatemala) demands an evaluation of potential collapse hazards. This thesis merges techniques in the field and laboratory for a better rock mass characterization of volcanic slopes and slope stability evaluation. New field geological, structural, rock mechanical and geotechnical data on Pacaya is reported and is integrated with laboratory tests to better define the physical-mechanical rock mass properties. Additionally, this data is used in numerical models for the quantitative evaluation of lateral instability of large sector collapses and shallow landslides. Regional tectonics and local structures indicate that the local stress regime is transtensional, with an ENE-WSW sigma 3 stress component. Aligned features trending NNW-SSE can be considered as an expression of this weakness zone that favors magma upwelling to the surface. Numerical modeling suggests that a large-scale collapse could be triggered by reasonable ranges of magma pressure (greater than or equal to 7.7 MPa if constant along a central dyke) and seismic acceleration (greater than or equal to 460 cm/s2), and that a layer of pyroclastic deposits beneath the edifice could have been a factor which controlled the ancestral collapse. Finally, the formation of shear cracks within zones of maximum shear strain could provide conduits for lateral flow, which would account for long lava flows erupted at lower elevations.

BIAS-CORRECTED MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE WEIGHTED LINDLEY DISTRIBUTION

This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.