Parallel Monte Carlo sampling scheme for sphere and hemisphere

The sampling of certain solid angle is a fundamental operation in realistic image synthesis, where the rendering equation describing the light propagation in closed domains is solved. Monte Carlo methods for solving the rendering equation use sampling of the solid angle subtended by unit hemisphere or unit sphere in order to perform the numerical integration of the rendering equation. In this work we consider the problem for generation of uniformly distributed random samples over hemisphere and sphere. Our aim is to construct and study the parallel sampling scheme for hemisphere and sphere. First we apply the symmetry property for partitioning of hemisphere and sphere. The domain of solid angle subtended by a hemisphere is divided into a number of equal sub-domains. Each sub-domain represents solid angle subtended by orthogonal spherical triangle with fixed vertices and computable parameters. Then we introduce two new algorithms for sampling of orthogonal spherical triangles. Both algorithms are based on a transformation of the unit square. Similarly to the Arvo's algorithm for sampling of arbitrary spherical triangle the suggested algorithms accommodate the stratified sampling. We derive the necessary transformations for the algorithms. The first sampling algorithm generates a sample by mapping of the unit square onto orthogonal spherical triangle. The second algorithm directly compute the unit radius vector of a sampling point inside to the orthogonal spherical triangle. The sampling of total hemisphere and sphere is performed in parallel for all sub-domains simultaneously by using the symmetry property of partitioning. The applicability of the corresponding parallel sampling scheme for Monte Carlo and Quasi-D/lonte Carlo solving of rendering equation is discussed.

Quasi Monte Carlo approach with uniform separation for solving of the rendering equation, ICNAAM 2007

This paper is directed to the advanced parallel Quasi Monte Carlo (QMC) methods for realistic image synthesis. We propose and consider a new QMC approach for solving the rendering equation with uniform separation. First, we apply the symmetry property for uniform separation of the hemispherical integration domain into 24 equal sub-domains of solid angles, subtended by orthogonal spherical triangles with fixed vertices and computable parameters. Uniform separation allows to apply parallel sampling scheme for numerical integration. Finally, we apply the stratified QMC integration method for solving the rendering equation. The superiority our QMC approach is proved.

The effects of the RAW filter on the climatology and forecast skill of the SPEEDY model

In a recent study, Williams introduced a simple modification to the widely used Robert–Asselin (RA) filter for numerical integration. The main purpose of the Robert–Asselin–Williams (RAW) filter is to avoid the undesired numerical damping of the RA filter and to increase the accuracy. In the present paper, the effects of the modification are comprehensively evaluated in the Simplified Parameterizations, Primitive Equation Dynamics (SPEEDY) atmospheric general circulation model. First, the authors search for significant changes in the monthly climatology due to the introduction of the new filter. After testing both at the local level and at the field level, no significant changes are found, which is advantageous in the sense that the new scheme does not require a retuning of the parameterized model physics. Second, the authors examine whether the new filter improves the skill of short- and medium-term forecasts. January 1982 data from the NCEP–NCAR reanalysis are used to evaluate the forecast skill. Improvements are found in all the model variables (except the relative humidity, which is hardly changed). The improvements increase with lead time and are especially evident in medium-range forecasts (96–144 h). For example, in tropical surface pressure predictions, 5-day forecasts made using the RAW filter have approximately the same skill as 4-day forecasts made using the RA filter. The results of this work are encouraging for the implementation of the RAW filter in other models currently using the RA filter.

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.

Efficient calculation of two-dimensional periodic and waveguide acoustic Green’s functions

New representations and efficient calculation methods are derived for the problem of propagation from an infinite regularly spaced array of coherent line sources above a homogeneous impedance plane, and for the Green's function for sound propagation in the canyon formed by two infinitely high, parallel rigid or sound soft walls and an impedance ground surface. The infinite sum of source contributions is replaced by a finite sum and the remainder is expressed as a Laplace-type integral. A pole subtraction technique is used to remove poles in the integrand which lie near the path of integration, obtaining a smooth integrand, more suitable for numerical integration, and a specific numerical integration method is proposed. Numerical experiments show highly accurate results across the frequency spectrum for a range of ground surface types. It is expected that the methods proposed will prove useful in boundary element modeling of noise propagation in canyon streets and in ducts, and for problems of scattering by periodic surfaces.

Padé approximants for the acoustical properties of rigid frame porous media with pore size distributions

Expressions for the viscosity correction function, and hence bulk complex impedance, density, compressibility, and propagation constant, are obtained for a rigid frame porous medium whose pores are prismatic with fixed cross-sectional shape, but of variable pore size distribution. The lowand high-frequency behavior of the viscosity correction function is derived for the particular case of a log-normal pore size distribution, in terms of coefficients which can, in general, be computed numerically, and are given here explicitly for the particular cases of pores of equilateral triangular, circular, and slitlike cross-section. Simple approximate formulae, based on two-point Pade´ approximants for the viscosity correction function are obtained, which avoid a requirement for numerical integration or evaluation of special functions, and their accuracy is illustrated and investigated for the three pore shapes already mentioned

Ensemble transform Kalman-Bucy filters

Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.

Influence diagnostics in nonlinear mixed-effects elliptical models

In this work we propose and analyze nonlinear elliptical models for longitudinal data, which represent an alternative to gaussian models in the cases of heavy tails, for instance. The elliptical distributions may help to control the influence of the observations in the parameter estimates by naturally attributing different weights for each case. We consider random effects to introduce the within-group correlation and work with the marginal model without requiring numerical integration. An iterative algorithm to obtain maximum likelihood estimates for the parameters is presented, as well as diagnostic results based on residual distances and local influence [Cook, D., 1986. Assessment of local influence. journal of the Royal Statistical Society - Series B 48 (2), 133-169; Cook D., 1987. Influence assessment. journal of Applied Statistics 14 (2),117-131; Escobar, L.A., Meeker, W.Q., 1992, Assessing influence in regression analysis with censored data, Biometrics 48, 507-528]. As numerical illustration, we apply the obtained results to a kinetics longitudinal data set presented in [Vonesh, E.F., Carter, R.L., 1992. Mixed-effects nonlinear regression for unbalanced repeated measures. Biometrics 48, 1-17], which was analyzed under the assumption of normality. (C) 2009 Elsevier B.V. All rights reserved.

Tokamak magnetic field lines described by simple maps

The magnetic field line structure in a tokamak can be obtained by direct numerical integration of the field line equations. However, this is a lengthy procedure and the analysis of the solution may be very time-consuming. Otherwise we can use simple two-dimensional, area-preserving maps, obtained either by approximations of the magnetic field line equations, or from dynamical considerations. These maps can be quickly iterated, furnishing solutions that mirror the ones obtained from direct numerical integration, and which are useful when long-term studies of field line behavior are necessary (e.g. in diffusion calculations). In this work we focus on a set of simple tokamak maps for which these advantages are specially pronounced.

Fermion perturbations in string theory black holes

In this paper we study fermion perturbations in four-dimensional black holes of string theory, obtained either from a non-extreme configuration of three intersecting five-branes with a boost along the common string or from a non-extreme intersecting system of two two-branes and two five-branes. The Dirac equation for the massless neutrino field, after conformal re-scaling of the metric, is written as a wave equation suitable to study the time evolution of the perturbation. We perform a numerical integration of the evolution equation, and with the aid of Prony fitting of the time-domain profile, we calculate the complex frequencies that dominate the quasinormal ringing stage, and also determine these quantities by the semi-analytical sixth-order WKB method. We also find numerically the decay factor of fermion fields at very late times, and show that the falloff is identical to those showing for massless fields in other four-dimensional black hole spacetimes.

Investigating the Nature of Noble Gas-Copper Bonds by the Quantum Theory of Atoms in Molecules

We investigated noble gas copper bonds in linear complexes represented by the NgCuX general formula in which Ng and X stand for a noble gas (neon, argon, krypton, or xenon) and a halogen (fluorine, chlorine or bromine), respectively, by coupled cluster methods and modified cc-pVQZ basis sets. The quantum theory of atoms in molecules (QTAIM) shows a linear relation between the dissociation energy or noble gas-copper bonds and the amount of electronic charge transferred mainly from the noble gas to copper during complexation. Large changes in the QTAIM quadrupole moments of copper and noble gases resulting from this bonding and a comparison between NgCuX and NgNaCl systems indicate that these noble gas-copper bonds should be better interpreted as predominantly covalent. Finally, QTAIM atomic dipoles of noble gases in NgNaCl systems agree satisfactorily with atomic dipoles given by a simple model for these NgNa van der Waals bonds.

Simulador de escoamento multifásico em poços de petróleo (SEMPP)

The multiphase flow occurrence in the oil and gas industry is common throughout fluid path, production, transportation and refining. The multiphase flow is defined as flow simultaneously composed of two or more phases with different properties and immiscible. An important computational tool for the design, planning and optimization production systems is multiphase flow simulation in pipelines and porous media, usually made by multiphase flow commercial simulators. The main purpose of the multiphase flow simulators is predicting pressure and temperature at any point at the production system. This work proposes the development of a multiphase flow simulator able to predict the dynamic pressure and temperature gradient in vertical, directional and horizontal wells. The prediction of pressure and temperature profiles was made by numerical integration using marching algorithm with empirical correlations and mechanistic model to predict pressure gradient. The development of this tool involved set of routines implemented through software programming Embarcadero C++ Builder® 2010 version, which allowed the creation of executable file compatible with Microsoft Windows® operating systems. The simulator validation was conduct by computational experiments and comparison the results with the PIPESIM®. In general, the developed simulator achieved excellent results compared with those obtained by PIPESIM and can be used as a tool to assist production systems development

Artificial satellites orbits in 2:1 resonance: GPS constellation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

GPS Satellites Orbits: Resonance

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Orbital Dynamics of Synchronous Satellites: Irregular Motions in the 2:1 Resonance

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)