A Conservative Front Tracking Algorithm

The discontinuities in the solutions of systems of conservation laws are widely considered as one of the difficulties in numerical simulation. A numerical method is proposed for solving these partial differential equations with discontinuities in the solution. The method is able to track these sharp discontinuities or interfaces while still fully maintain the conservation property. The motion of the front is obtained by solving a Riemann problem based on the state values at its both sides which are reconstructed by using weighted essentially non oscillatory (WENO) scheme. The propagation of the front is coupled with the evaluation of "dynamic" numerical fluxes. Some numerical tests in 1D and preliminary results in 2D are presented.

Weak constraints in four-dimensional variational data assimilation

The formulation of four-dimensional variational data assimilation allows the incorporation of constraints into the cost function which need only be weakly satisfied. In this paper we investigate the value of imposing conservation properties as weak constraints. Using the example of the two-body problem of celestial mechanics we compare weak constraints based on conservation laws with a constraint on the background state.We show how the imposition of conservation-based weak constraints changes the nature of the gradient equation. Assimilation experiments demonstrate how this can add extra information to the assimilation process, even when the underlying numerical model is conserving.

A TVD finite difference scheme with non-uniform meshes and without upstream weighting

We present a finite difference scheme, with the TVD (total variation diminishing) property, for scalar conservation laws. The scheme applies to non-uniform meshes, allowing for variable mesh spacing, and is without upstream weighting. When applied to systems of conservation laws, no scalar decomposition is required, nor are any artificial tuning parameters, and this leads to an efficient, robust algorithm.

A theoretical framework for energy and momentum consistency in subgrid-scale parameterization for climate models

A theoretical framework for the joint conservation of energy and momentum in the parameterization of subgrid-scale processes in climate models is presented. The framework couples a hydrostatic resolved (planetary scale) flow to a nonhydrostatic subgrid-scale (mesoscale) flow. The temporal and horizontal spatial scale separation between the planetary scale and mesoscale is imposed using multiple-scale asymptotics. Energy and momentum are exchanged through subgrid-scale flux convergences of heat, pressure, and momentum. The generation and dissipation of subgrid-scale energy and momentum is understood using wave-activity conservation laws that are derived by exploiting the (mesoscale) temporal and horizontal spatial homogeneities in the planetary-scale flow. The relations between these conservation laws and the planetary-scale dynamics represent generalized nonacceleration theorems. A derived relationship between the wave-activity fluxes-which represents a generalization of the second Eliassen-Palm theorem-is key to ensuring consistency between energy and momentum conservation. The framework includes a consistent formulation of heating and entropy production due to kinetic energy dissipation.

Wave activity for large-amplitude disturbances described by the primitive equations on the sphere

Pseudomomentum and pseudoenergy are both measures of wave activity for disturbances in a fluid, relative to a notional background state. Together they give information on the propagation, growth, and decay of disturbances. Wave activity conservation laws are most readily derived for the primitive equations on the sphere by using isentropic coordinates. However, the intersection of isentropic surfaces with the ground (and associated potential temperature anomalies) is a crucial aspect of baroclinic wave evolution. A new expression is derived for pseudoenergy that is valid for large-amplitude disturbances spanning isentropic layers that may intersect the ground. The pseudoenergy of small-amplitude disturbances is also obtained by linearizing about a zonally symmetric background state. The new expression generalizes previous pseudoenergy results for quasigeostrophic disturbances on the β plane and complements existing large-amplitude results for pseudomomentum. The pseudomomentum and pseudoenergy diagnostics are applied to an extended winter from the European Centre for Medium-Range Weather Forecasts Interim Re-Analysis data. The time series identify distinct phenomena such as a baroclinic wave life cycle where the wave activity in boundary potential temperature saturates nonlinearly almost two days before the peak in wave activity near the tropopause. The coherent zonal propagation speed of disturbances at tropopause level, including distinct eastward, westward, and stationary phases, is shown to be dictated by the ratio of total hemispheric pseudoenergy to pseudomomentum. Variations in the lower-boundary contribution to pseudoenergy dominate changes in propagation speed; phases of westward progression are associated with stronger boundary potential temperature perturbations.

On wave action and phase in the non-canonical Hamiltonian formulation

The long time–evolution of disturbances to slowly–varying solutions of partial differential equations is subject to the adiabatic invariance of the wave action. Generally, this approximate conservation law is obtained under the assumption that the partial differential equations are derived from a variational principle or have a canonical Hamiltonian structure. Here, the wave action conservation is examined for equations that possess a non–canonical (Poisson) Hamiltonian structure. The linear evolution of disturbances in the form of slowly varying wavetrains is studied using a WKB expansion. The properties of the original Hamiltonian system strongly constrain the linear equations that are derived, and this is shown to lead to the adiabatic invariance of a wave action. The connection between this (approximate) invariance and the (exact) conservation laws of pseudo–energy and pseudomomentum that exist when the basic solution is exactly time and space independent is discussed. An evolution equation for the slowly varying phase of the wavetrain is also derived and related to Berry's phase.

A unified theory of available potential energy

Traditional derivations of available potential energy, in a variety of contexts, involve combining some form of mass conservation together with energy conservation. This raises the questions of why such constructions are required in the first place, and whether there is some general method of deriving the available potential energy for an arbitrary fluid system. By appealing to the underlying Hamiltonian structure of geophysical fluid dynamics, it becomes clear why energy conservation is not enough, and why other conservation laws such as mass conservation need to be incorporated in order to construct an invariant, known as the pseudoenergy, that is a positive‐definite functional of disturbance quantities. The available potential energy is just the non‐kinetic part of the pseudoenergy, the construction of which follows a well defined algorithm. Two notable features of the available potential energy defined thereby are first, that it is a locally defined quantity, and second, that it is inherently definable at finite amplitude (though one may of course always take the small‐amplitude limit if this is appropriate). The general theory is made concrete by systematic derivations of available potential energy in a number of different contexts. All the well known expressions are recovered, and some new expressions are obtained. The possibility of generalizing the concept of available potential energy to dynamically stable basic flows (as opposed to statically stable basic states) is also discussed.

Sea ice is a mushy layer

[1] Sea ice is a two-phase, two-component, reactive porous medium: an example of what is known in other contexts as a mushy layer. The fundamental conservation laws underlying the mathematical description of mushy layers provide a robust foundation for the prediction of sea-ice evolution. Here we show that the general equations describing mushy layers reduce to the model of Maykut and Untersteiner (1971) under the same approximations employed therein.

Sea ice–ocean coupling using a rescaled vertical coordinate z*

Realistic representation of sea ice in ocean models involves the use of a non-linear free-surface, a real freshwater flux and observance of requisite conservation laws. We show here that these properties can be achieved in practice through use of a rescaled vertical coordinate ‘‘z*” in z-coordinate models that allows one to follow undulations in the free-surface under sea ice loading. In particular, the adoption of "z*" avoids the difficult issue of vanishing levels under thick ice. Details of the implementation within MITgcm are provided. A high resolution global ocean sea ice simulation illustrates the robustness of the z* formulation and reveals a source of oceanic variability associated with sea ice dynamics and ice-loading effects. The use of the z* coordinate allows one to achieve perfect conservation of fresh water, heat and salt, as shown in extended integration of coupled ocean sea ice atmospheric model.

Noether-type discrete conserved quantities arising from a finite element approximation of a variational problem

In this work, we prove a weak Noether-type Theorem for a class of variational problems that admit broken extremals. We use this result to prove discrete Noether-type conservation laws for a conforming finite element discretisation of a model elliptic problem. In addition, we study how well the finite element scheme satisfies the continuous conservation laws arising from the application of Noether’s first theorem (1918). We summarise extensive numerical tests, illustrating the conservation of the discrete Noether law using the p-Laplacian as an example and derive a geometric-based adaptive algorithm where an appropriate Noether quantity is the goal functional.

Evaluation of a polynya flux model by means of thermal infrared satellite estimates

We test the ability of a two-dimensional flux model to simulate polynya events with narrow open-water zones by comparing model results to ice-thickness and ice-production estimates derived from thermal infrared Moderate Resolution Imaging Spectroradiometer (MODIS) observations in conjunction with an atmospheric dataset. Given a polynya boundary and an atmospheric dataset, the model correctly reproduces the shape of an 11 day long event, using only a few simple conservation laws. Ice production is slightly overestimated by the model, owing to an underestimated ice thickness. We achieved best model results with the consolidation thickness parameterization developed by Biggs and others (2000). Observed regional discrepancies between model and satellite estimates might be a consequence of the missing representation of the dynamic of the thin-ice thickening (e.g. rafting). We conclude that this simplified polynya model is a valuable tool for studying polynya dynamics and estimating associated fluxes of single polynya events.

The concept of quasi-integrability: a concrete example

We use the deformed sine-Gordon models recently presented by Bazeia et al [1] to take the first steps towards defining the concept of quasi-integrability. We consider one such definition and use it to calculate an infinite number of quasi-conserved quantities through a modification of the usual techniques of integrable field theories. Performing an expansion around the sine-Gordon theory we are able to evaluate the charges and the anomalies of their conservation laws in a perturbative power series in a small parameter which describes the ""closeness"" to the integrable sine-Gordon model. We show that in the case of the two-soliton scattering the charges, up to first order of perturbation, are conserved asymptotically, i.e. their values are the same in the distant past and future, when the solitons are well separated. We indicate that this property may hold or not to higher orders depending on the behavior of the two-soliton solution under a special parity transformation. For closely bound systems, such as breather-like field configurations, the situation however is more complex and perhaps the anomalies have a different structure implying that the concept of quasi-integrability does not apply in the same way as in the scattering of solitons. We back up our results with the data of many numerical simulations which also demonstrate the existence of long lived breather-like and wobble-like states in these models.

Exact vortex solutions in a CP(N) Skyrme-Faddeev type model

We consider a four dimensional field theory with target space being CP(N) which constitutes a generalization of the usual Skyrme-Faddeev model defined on CP(1). We show that it possesses an integrable sector presenting an infinite number of local conservation laws, which are associated to the hidden symmetries of the zero curvature representation of the theory in loop space. We construct an infinite class of exact solutions for that integrable submodel where the fields are meromorphic functions of the combinations (x(1) + i x(2)) and (x(3) + x(0)) of the Cartesian coordinates of four dimensional Minkowski space-time. Among those solutions we have static vortices and also vortices with waves traveling along them with the speed of light. The energy per unity of length of the vortices show an interesting and intricate interaction among the vortices and waves.

A continuously differentiable upwinding scheme for the simulation of fluid flow problems

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

A fully adaptive multiresolution scheme for shock computations

The scheme is based on Ami Harten's ideas (Harten, 1994), the main tools coming from wavelet theory, in the framework of multiresolution analysis for cell averages. But instead of evolving cell averages on the finest uniform level, we propose to evolve just the cell averages on the grid determined by the significant wavelet coefficients. Typically, there are few cells in each time step, big cells on smooth regions, and smaller ones close to irregularities of the solution. For the numerical flux, we use a simple uniform central finite difference scheme, adapted to the size of each cell. If any of the required neighboring cell averages is not present, it is interpolated from coarser scales. But we switch to ENO scheme in the finest part of the grids. To show the feasibility and efficiency of the method, it is applied to a system arising in polymer-flooding of an oil reservoir. In terms of CPU time and memory requirements, it outperforms Harten's multiresolution algorithm.The proposed method applies to systems of conservation laws in 1Dpartial derivative(t)u(x, t) + partial derivative(x)f(u(x, t)) = 0, u(x, t) is an element of R-m. (1)In the spirit of finite volume methods, we shall consider the explicit schemeupsilon(mu)(n+1) = upsilon(mu)(n) - Deltat/hmu ((f) over bar (mu) - (f) over bar (mu)-) = [Dupsilon(n)](mu), (2)where mu is a point of an irregular grid Gamma, mu(-) is the left neighbor of A in Gamma, upsilon(mu)(n) approximate to 1/mu-mu(-) integral(mu-)(mu) u(x, t(n))dx are approximated cell averages of the solution, (f) over bar (mu) = (f) over bar (mu)(upsilon(n)) are the numerical fluxes, and D is the numerical evolution operator of the scheme.According to the definition of (f) over bar (mu), several schemes of this type have been proposed and successfully applied (LeVeque, 1990). Godunov, Lax-Wendroff, and ENO are some of the popular names. Godunov scheme resolves well the shocks, but accuracy (of first order) is poor in smooth regions. Lax-Wendroff is of second order, but produces dangerous oscillations close to shocks. ENO schemes are good alternatives, with high order and without serious oscillations. But the price is high computational cost.Ami Harten proposed in (Harten, 1994) a simple strategy to save expensive ENO flux calculations. The basic tools come from multiresolution analysis for cell averages on uniform grids, and the principle is that wavelet coefficients can be used for the characterization of local smoothness.. Typically, only few wavelet coefficients are significant. At the finest level, they indicate discontinuity points, where ENO numerical fluxes are computed exactly. Elsewhere, cheaper fluxes can be safely used, or just interpolated from coarser scales. Different applications of this principle have been explored by several authors, see for example (G-Muller and Muller, 1998).Our scheme also uses Ami Harten's ideas. But instead of evolving the cell averages on the finest uniform level, we propose to evolve the cell averages on sparse grids associated with the significant wavelet coefficients. This means that the total number of cells is small, with big cells in smooth regions and smaller ones close to irregularities. This task requires improved new tools, which are described next.