Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.

Femtosecond pulse shaping using differential evolutionary algorithm and wavelet operators

Evolutionary meta-algorithms for pulse shaping of broadband femtosecond duration laser pulses are proposed. The genetic algorithm searching the evolutionary landscape for desired pulse shapes consists of a population of waveforms (genes), each made from two concatenated vectors, specifying phases and magnitudes, respectively, over a range of frequencies. Frequency domain operators such as mutation, two-point crossover average crossover, polynomial phase mutation, creep and three-point smoothing as well as a time-domain crossover are combined to produce fitter offsprings at each iteration step. The algorithm applies roulette wheel selection; elitists and linear fitness scaling to the gene population. A differential evolution (DE) operator that provides a source of directed mutation and new wavelet operators are proposed. Using properly tuned parameters for DE, the meta-algorithm is used to solve a waveform matching problem. Tuning allows either a greedy directed search near the best known solution or a robust search across the entire parameter space.

Averaging, slaving and balance dynamics in a simple atmospheric model

We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 2. pseudoenergy-based theory

This paper represents the second part of a study of semi-geostrophic (SG) geophysical fluid dynamics. SG dynamics shares certain attractive properties with the better known and more widely used quasi-geostrophic (QG) model, but is also a good prototype for balanced models that are more accurate than QG dynamics. The development of such balanced models is an area of great current interest. The goal of the present work is to extend a central body of QG theory, concerning the evolution of disturbances to prescribed basic states, to SG dynamics. Part 1 was based on the pseudomomentum; Part 2 is based on the pseudoenergy. A pseudoenergy invariant is a conserved quantity, of second order in disturbance amplitude relative to a prescribed steady basic state, which is related to the time symmetry of the system. We derive such an invariant for the semi-geostrophic equations, and use it to obtain: (i) a linear stability theorem analogous to Arnol'd's ‘first theorem’; and (ii) a small-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit. The results are analogous to their quasi-geostrophic forms, and reduce to those forms in the limit of small Rossby number. The results are derived for both the f-plane Boussinesq form of semi-geostrophic dynamics, and its extension to β-plane compressible flow by Magnusdottir & Schubert. Novel features particular to semi-geostrophic dynamics include apparently unnoticed lateral boundary stability criteria. Unlike the boundary stability criteria found in the first part of this study, however, these boundary criteria do not necessarily preclude the construction of provably stable basic states. The interior semi-geostrophic dynamics has an underlying Hamiltonian structure, which guarantees that symmetries in the system correspond naturally to the system's invariants. This is an important motivation for the theoretical approach used in this study. The connection between symmetries and conservation laws is made explicit using Noether's theorem applied to the Eulerian form of the Hamiltonian description of the interior dynamics.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 1. pseudomomentum-based theory

There exists a well-developed body of theory based on quasi-geostrophic (QG) dynamics that is central to our present understanding of large-scale atmospheric and oceanic dynamics. An important question is the extent to which this body of theory may generalize to more accurate dynamical models. As a first step in this process, we here generalize a set of theoretical results, concerning the evolution of disturbances to prescribed basic states, to semi-geostrophic (SG) dynamics. SG dynamics, like QG dynamics, is a Hamiltonian balanced model whose evolution is described by the material conservation of potential vorticity, together with an invertibility principle relating the potential vorticity to the advecting fields. SG dynamics has features that make it a good prototype for balanced models that are more accurate than QG dynamics. In the first part of this two-part study, we derive a pseudomomentum invariant for the SG equations, and use it to obtain: (i) linear and nonlinear generalized Charney–Stern theorems for disturbances to parallel flows; (ii) a finite-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit; and (iii) a wave-mean-flow interaction theorem consisting of generalized Eliassen–Palm flux diagnostics, an elliptic equation for the stream-function tendency, and a non-acceleration theorem. All these results are analogous to their QG forms. The pseudomomentum invariant – a conserved second-order disturbance quantity that is associated with zonal symmetry – is constructed using a variational principle in a similar manner to the QG calculations. Such an approach is possible when the equations of motion under the geostrophic momentum approximation are transformed to isentropic and geostrophic coordinates, in which the ageostrophic advection terms are no longer explicit. Symmetry-related wave-activity invariants such as the pseudomomentum then arise naturally from the Hamiltonian structure of the SG equations. We avoid use of the so-called ‘massless layer’ approach to the modelling of isentropic gradients at the lower boundary, preferring instead to incorporate explicitly those boundary contributions into the wave-activity and stability results. This makes the analogy with QG dynamics most transparent. This paper treats the f-plane Boussinesq form of SG dynamics, and its recent extension to β-plane, compressible flow by Magnusdottir & Schubert. In the limit of small Rossby number, the results reduce to their respective QG forms. Novel features particular to SG dynamics include apparently unnoticed lateral boundary stability criteria in (i), and the necessity of including additional zonal-mean eddy correlation terms besides the zonal-mean potential vorticity fluxes in the wave-mean-flow balance in (iii). In the companion paper, wave-activity conservation laws and stability theorems based on the SG form of the pseudoenergy are presented.

A general method for finding extremal states of Hamiltonian dynamical systems, with applications to perfect fluids

In addition to the Hamiltonian functional itself, non-canonical Hamiltonian dynamical systems generally possess integral invariants known as ‘Casimir functionals’. In the case of the Euler equations for a perfect fluid, the Casimir functionals correspond to the vortex topology, whose invariance derives from the particle-relabelling symmetry of the underlying Lagrangian equations of motion. In a recent paper, Vallis, Carnevale & Young (1989) have presented algorithms for finding steady states of the Euler equations that represent extrema of energy subject to given vortex topology, and are therefore stable. The purpose of this note is to point out a very general method for modifying any Hamiltonian dynamical system into an algorithm that is analogous to those of Vallis etal. in that it will systematically increase or decrease the energy of the system while preserving all of the Casimir invariants. By incorporating momentum into the extremization procedure, the algorithm is able to find steadily-translating as well as steady stable states. The method is applied to a variety of perfect-fluid systems, including Euler flow as well as compressible and incompressible stratified flow.

Non-ergodicity of inviscid two-dimensional flow on a beta-plane and on the surface of a rotating sphere

It is shown that, for a sufficiently large value of β, two-dimensional flow on a doubly-periodic beta-plane cannot be ergodic (phase-space filling) on the phase-space surface of constant energy and enstrophy. A corresponding result holds for flow on the surface of a rotating sphere, for a sufficiently rapid rotation rate Ω. This implies that the higher-order, non-quadratic invariants are exerting a significant influence on the statistical evolution of the flow. The proof relies on the existence of a finite-amplitude Liapunov stability theorem for zonally symmetric basic states with a non-vanishing absolute-vorticity gradient. When the domain size is much larger than the size of a typical eddy, then a sufficient condition for non-ergodicity is that the wave steepness ε < 1, where ε = 2[surd radical]2Z/βU in the planar case and $\epsilon = 2^{\frac{1}{4}} a^{\frac{5}{2}}Z^{\frac{7}{4}}/\Omega U^{\frac{5}{2}}$ in the spherical case, and where Z is the enstrophy, U the r.m.s. velocity, and a the radius of the sphere. This result may help to explain why numerical simulations of unforced beta-plane turbulence (in which ε decreases in time) seem to evolve into a non-ergodic regime at large scales.

A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.

A modified PNN algorithm with optimal PD modeling using the orthogonal least squares method

In this paper a modified algorithm is suggested for developing polynomial neural network (PNN) models. Optimal partial description (PD) modeling is introduced at each layer of the PNN expansion, a task accomplished using the orthogonal least squares (OLS) method. Based on the initial PD models determined by the polynomial order and the number of PD inputs, OLS selects the most significant regressor terms reducing the output error variance. The method produces PNN models exhibiting a high level of accuracy and superior generalization capabilities. Additionally, parsimonious models are obtained comprising a considerably smaller number of parameters compared to the ones generated by means of the conventional PNN algorithm. Three benchmark examples are elaborated, including modeling of the gas furnace process as well as the iris and wine classification problems. Extensive simulation results and comparison with other methods in the literature, demonstrate the effectiveness of the suggested modeling approach.

The Brownian traveller on manifolds

We study the inuence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the at case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the at case. The proof employs the existence of Hardy-type inequalities for the Dirichlet Laplacian in the tubular neighbourhoods on negatively curved manifolds and the method of self-similar variables and weighted Sobolev spaces for the heat equation.

Reconstruction of geomagnetic activity and near-Earth interplanetary conditions over the past 167 yr – Part 2: A new reconstruction of the interplanetary magnetic field

We present a new reconstruction of the interplanetary magnetic field (IMF, B) for 1846–2012 with a full analysis of errors, based on the homogeneously constructed IDV(1d)composite of geomagnetic activity presented in Part 1 (Lockwood et al., 2013a). Analysis of the dependence of the commonly used geomagnetic indices on solar wind parameters is presented which helps explain why annual means of interdiurnal range data, such as the new composite, depend only on the IMF with only a very weak influence of the solar wind flow speed. The best results are obtained using a polynomial (rather than a linear) fit of the form B = χ · (IDV(1d) − β)α with best-fit coefficients χ = 3.469, β = 1.393 nT, and α = 0.420. The results are contrasted with the reconstruction of the IMF since 1835 by Svalgaard and Cliver (2010).

Approximation by harmonic polynomials in star-shaped domains and exponential convergence of Trefftz hp-dGFEM

We study the approximation of harmonic functions by means of harmonic polynomials in two-dimensional, bounded, star-shaped domains. Assuming that the functions possess analytic extensions to a delta-neighbourhood of the domain, we prove exponential convergence of the approximation error with respect to the degree of the approximating harmonic polynomial. All the constants appearing in the bounds are explicit and depend only on the shape-regularity of the domain and on delta. We apply the obtained estimates to show exponential convergence with rate O(exp(−b square root N)), N being the number of degrees of freedom and b>0, of a hp-dGFEM discretisation of the Laplace equation based on piecewise harmonic polynomials. This result is an improvement over the classical rate O(exp(−b cubic root N )), and is due to the use of harmonic polynomial spaces, as opposed to complete polynomial spaces.

The full infinite dimensional moment problem on semi-algebraic sets of generalized functions

We consider a generic basic semi-algebraic subset S of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on S, namely to be the moment sequence of a finite measure concentrated on S. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of Rd. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon–Nikodym density w.r.t. the Lebesgue measure.

A priori error analysis of space–time Trefftz discontinuous Galerkin methods for wave problems

We present and analyse a space–time discontinuous Galerkin method for wave propagation problems. The special feature of the scheme is that it is a Trefftz method, namely that trial and test functions are solution of the partial differential equation to be discretised in each element of the (space–time) mesh. The method considered is a modification of the discontinuous Galerkin schemes of Kretzschmar et al. (2014) and of Monk & Richter (2005). For Maxwell’s equations in one space dimension, we prove stability of the method, quasi-optimality, best approximation estimates for polynomial Trefftz spaces and (fully explicit) error bounds with high order in the meshwidth and in the polynomial degree. The analysis framework also applies to scalar wave problems and Maxwell’s equations in higher space dimensions. Some numerical experiments demonstrate the theoretical results proved and the faster convergence compared to the non-Trefftz version of the scheme.

Tests of sunspot number sequences: 1. Using ionosonde data

More than 70 years ago it was recognised that ionospheric F2-layer critical frequencies [foF2] had a strong relationship to sunspot number. Using historic datasets from the Slough and Washington ionosondes, we evaluate the best statistical fits of foF2 to sunspot numbers (at each Universal Time [UT] separately) in order to search for drifts and abrupt changes in the fit residuals over Solar Cycles 17-21. This test is carried out for the original composite of the Wolf/Zürich/International sunspot number [R], the new “backbone” group sunspot number [RBB] and the proposed “corrected sunspot number” [RC]. Polynomial fits are made both with and without allowance for the white-light facular area, which has been reported as being associated with cycle-to-cycle changes in the sunspot number - foF2 relationship. Over the interval studied here, R, RBB, and RC largely differ in their allowance for the “Waldmeier discontinuity” around 1945 (the correction factor for which for R, RBB and RC is, respectively, zero, effectively over 20 %, and explicitly 11.6 %). It is shown that for Solar Cycles 18-21, all three sunspot data sequences perform well, but that the fit residuals are lowest and most uniform for RBB. We here use foF2 for those UTs for which R, RBB, and RC all give correlations exceeding 0.99 for intervals both before and after the Waldmeier discontinuity. The error introduced by the Waldmeier discontinuity causes R to underestimate the fitted values based on the foF2 data for 1932-1945 but RBB overestimates them by almost the same factor, implying that the correction for the Waldmeier discontinuity inherent in RBB is too large by a factor of two. Fit residuals are smallest and most uniform for RC and the ionospheric data support the optimum discontinuity multiplicative correction factor derived from the independent Royal Greenwich Observatory (RGO) sunspot group data for the same interval.