Numerical solution of the fully non-linear weakly dispersive serre equations for steep gradient flows

We demonstrate a numerical approach for solving the one-dimensional non-linear weakly dispersive Serre equations. By introducing a new conserved quantity the Serre equations can be written in conservation law form, where the velocity is recovered from the conserved quantities at each time step by solving an auxiliary elliptic equation. Numerical techniques for solving equations in conservative law form can then be applied to solve the Serre equations. We demonstrate how this is achieved. The system of conservation equations are solved using the finite volume method and the associated elliptic equation for the velocity is solved using a finite difference method. This robust approach allows us to accurately solve problems with steep gradients in the flow, such as those generated by discontinuities in the initial conditions.The method is shown to be accurate, simple to implement and stable for a range of problems including flows with steep gradients and variable bathymetry.     

Upscaling of solute transport in heterogeneous media with non-uniform flow and dispersion fields

An analytical and computational model for non-reactive solute transport in periodic heterogeneous media with arbitrary non-uniform flow and dispersion fields within the unit cell of length ε is described. The model lumps the effect of non-uniform flow and dispersion into an effective advection velocity V_e and an effective dispersion coefficient D_e. It is shown that both V_e and D_e are scale-dependent (dependent on the length scale of the microscopic heterogeneity, ε), dependent on the Péclet number P_e, and on a dimensionless parameter α that represents the effects of microscopic heterogeneity. The parameter α, confined to the range of [?0.5, 0.5] for the numerical example presented, depends on the flow direction and non-uniform flow and dispersion fields. Effective advection velocity V_e and dispersion coefficient D_e can be derived for any given flow and dispersion fields, and ε. Homogenized solutions describing the macroscopic variations can be obtained from the effective model. Solutions with sub-unit-cell accuracy can be constructed by homogenized solutions and its spatial derivatives. A numerical implementation of the model compared with direct numerical solutions using a fine grid, demonstrated that the new method was in good agreement with direct solutions, but with significant computational savings.     

On degrees of freedom of certain conservative turbulence models for the Navier-Stokes equations

We study the degrees of freedom of several conservative computational turbulence models that are derived via a non-dissipative regularizations of the Navier-Stokes equations. For the Navier-Stokes-α, the Leray-α and the Navier-Stokes-ω equations we prove that the longtime behavior of their respective solutions is completely determined by a finite set of grid values and by a finite set of Fourier modes. For each turbulence model the number of determining nodes and of determining modes is estimated in terms of flow parameters, such as viscosity, smoothing length, forcing and domain size. These estimates are global as they do not depend on an individual solution.     

Thermal dispersion driven by the spontaneous imbibition process

In this work, we have theoretically analyzed the thermal dispersion process under the influence of the spontaneous imbibition of a liquid trapped in a capillary element, considering the presence of a uniform temperature gradient. The capillary element is represented by a porous medium which is initially found at temperature T₀ and pressure P₀. Suddenly, the lower part of the porous medium touches a liquid reservoir at temperature T_l and pressure P₀. This contact between both phases, in turn causes spontaneously the imbibition process. Using a one-dimensional formulation of the average conservation laws, we derive the corresponding nondimensional momentum and energy equations. The numerical solutions permit us to evaluate the position and velocity of the imbibition front as well as the temperature profiles and Nusselt numbers. The above results are shown by taking into account the influence of three dimensionless parameters: the ratio of the characteristic thermal time to the characteristic imbibition time, β, the ratio of the hydrostatic head of the imbibed liquid to the characteristic pressure difference for the imbibition front, α, and the ratio of the dispersive thermal diffusivity to the effective thermal diffusivity of the medium, Ω. The predictions show that temperature profiles and the heat transfer process are strongly dependent on thermal dispersion effects, indicating a clear deviation in comparison with the case of Ω = 0 that represents the absence of the thermal dispersion.     

MUSTA: A multi-stage numerical flux

Numerical methods for conservation laws constructed in the framework of finite volume and discontinuous Galerkin finite elements require, as the building block, a monotone numerical flux. In this paper we present some preliminary results on the MUSTA approach [E.F. Toro, Multi-stage predictor–corrector fluxes for hyperbolic equations, Technical Report NI03037-NPA, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, 17th June, 2003] for constructing upwind numerical fluxes. The scheme may be interpreted as an un-conventional approximate Riemann solver that has simplicity and generality as its main features. When used in its first-order mode we observe that the scheme achieves the accuracy of the Godunov method used in conjunction with the exact Riemann solver, which is the reference first-order method for hyperbolic systems. At least for the scalar model hyperbolic equation, the Godunov scheme is the best of all first-order monote schemes, it has the smallest truncation error. Extensions of the scheme of this paper are realized in the framework of existing approaches. Here we present a second-order TVD (TVD for the scalar case) extension and show numerical results for the two-dimensional Euler equations on non-Cartesian geometries. The schemes find their best justification when solving very complex systems for which the solution of the Riemann problem, in the classical sense, is too complex, too costly or is simply unavailable.     

On a class of hyperbolic 3-orbifolds of small volume and small heegaard genus associated to 2-bridge links

We consider a class of hyperbolic 3-orbifoldsO(α/β); the underlying topological space of such an orbifold is the 3-sphere and the singular set is obtained by adding the two standard (upper and lower) unknotting tunnels to a 2-bridge linkL(α/β) (and associating branching order two to both unknotting tunnels). These 3-orbifolds are extremal with respect to the notion of Heegaard genus or Heegaard number of 3-orbifolds; it is to be expected that they are also extremal with respect to the volume, that is the smallest volume hyperbolic 3-orbifolds should belong to this or some closely related class. We show that an orbifoldO(α/β) has a uniqueD ₂-covering by an orbifold? _n(α/β) wose space is the 3-sphere and whose singular set is the same 2-bridge linkL(α/β) used for the construction ofO(α/β); moreoverO(α/β) is hyperbolic if and only if? _n(α/β) is hyperbolic. As the volumes of the orbifolds? _n(α/β) are known resp. can be computed, this allows to compute the volumes of the orbifoldsO(α/β). The problem of computation of volumes remains open for some closely related classes of 3-orbifolds which are also extremal with respect to the Heegaard genus (for example associating a branching order bigger than two to one or both unknotting tunnels).     

Numerical modelling of subcritical open channel flow using the K-ε turbulence model and the penalty function finite element technique

A numerical model has been developed that employs the penalty function finite element technique to solve the vertically averaged hydrodynamic and turbulence model equations for a water body using isoparametric elements. The full elliptic forms of the equations are solved, thereby allowing recirculating flows to be calculated. Alternative momentum dispersion and turbulence closure models are proposed and evaluated by comparing model predictions with experimental data for strongly curved subcritical open channel flow. The results of these simulations indicate that the depth-averaged two-equation k-ε turbulence model yields excellent agreement with experimental observations. In addition, it appears that neither the streamline curvature modification of the depth-averaged k-ε model, nor the momentum dispersion models based on the assumption of helicoidal flow in a curved channel, yield significant improvement in the present model predictions. Overall model predictions are found to be as good as those of a more complex and restricted three-dimensional model.     

Covering location problem of emergency service facilities in an uncertain environment

In practical location problems on networks, the response time between any pair of vertices and the demands of vertices are usually indeterminate. This paper employs uncertainty theory to address the location problem of emergency service facilities under uncertainty. We first model the location set covering problem in an uncertain environment, which is called the uncertain location set covering model. Using the inverse uncertainty distribution, the uncertain location set covering model can be transformed into an equivalent deterministic location model. Based on this equivalence relation, the uncertain location set covering model can be solved. Second, the maximal covering location problem is investigated in an uncertain environment. This paper first studies the uncertainty distribution of the covered demand that is associated with the covering constraint confidence level α. In addition, we model the maximal covering location problem in an uncertain environment using different modelling ideas, namely, the (α, β)-maximal covering location model and the α-chance maximal covering location model. It is also proved that the (α, β)-maximal covering location model can be transformed into an equivalent deterministic location model, and then, it can be solved. We also point out that there exists an equivalence relation between the (α, β)-maximal covering location model and the α-chance maximal covering location model, which leads to a method for solving the α-chance maximal covering location model. Finally, the ideas of uncertain models are illustrated by a case study.     

Hyperbolicity of the invariant sets for the real polynomial maps

In this paper, the conditions under which there exits a uniformly hyperbolic invariant set for the map f_a(x) = ag(x) are studied, where a is a real parameter, and g(x) is a monic real-coefficient polynomial. It is shown that for certain parameter regions, the map has a uniformly hyperbolic invariant set on which it is topologically conjugate to the one-sided subshift of finite type for A, where ∣a∣ is sufficiently large, A is an eventually positive transition matrix, and g has at least two different real zeros or only one real zero. Further, it is proved that there exists an invariant set on which the map is topologically semiconjugate to the one-sided subshift of finite type for a particular irreducible transition matrix under certain conditions, and one type of these maps is not hyperbolic on the invariant set.     

High accuracy cubic spline finite difference approximation for the solution of one-space dimensional non-linear wave equations

In this paper, we propose a new three-level implicit nine point compact cubic spline finite difference formulation of order two in time and four in space directions, based on cubic spline approximation in x-direction and finite difference approximation in t-direction for the numerical solution of one-space dimensional second order non-linear hyperbolic partial differential equations. We describe the mathematical formulation procedure in details and also discuss how our formulation is able to handle wave equation in polar coordinates. The proposed method when applied to a linear hyperbolic equation is also shown to be unconditionally stable. Numerical results are provided to justify the usefulness of the proposed method.     

Updating incomplete factorization preconditioners for shifted linear systems arising in a wind model

The efficiency of a finite element mass consistent model for wind field adjustment depends on the stability parameter α which allows adjustment from a strictly horizontal wind to a pure vertical one. Each simulation with the wind model leads to the resolution of a linear system of equations, the matrix of which depends on a function ε(α), i.e., (M+εN)x_ε=b_ε, where M and N are constant, symmetric and positive definite matrices with the same sparsity pattern for a given level of discretization. The estimation of this parameter may be carried out by using genetic algorithms. This procedure requires the evaluation of a fitness function for each individual of the population defined in the searching space of α, that is, the resolution of one linear system of equations for each value of α. Preconditioned Conjugate Gradient algorithm (PCG) is usually applied for the resolution of these types of linear systems due to its good convergence results. In order to solve this set of linear systems, we could either construct a different preconditioner for each of them or use a single preconditioner constructed from the first value of ε to solve all the systems. In this paper, an intermediate approach is proposed. An incomplete Cholesky factorization of matrix A_ε is constructed for the first linear system and it is updated for each ε at a low computational cost. Numerical experiments related to realistic wind field are presented in order to show the performance of the proposed preconditioning strategy.     

A 3D non-linear k–ε turbulent model for prediction of flow and mass transport in channel with vegetation

The results from a 3D non-linear k–ε turbulence model with vegetation are presented to investigate the flow structure, the velocity distribution and mass transport process in a straight compound open channel and a curved open channel. The 3D numerical model for calculating flow is set up in non-orthogonal curvilinear coordinates in order to calculate the complex boundary channel. The finite volume method is used to disperse the governing equations and the SIMPLEC algorithm is applied to acquire the coupling of velocity and pressure. The non-linear k–ε turbulent model has good useful value because of taking into account the anisotropy and not increasing the computational time. The water level of this model is determined from 2D Poisson equation derived from 2D depth-averaged momentum equations. For concentration simulation, an expression for dispersion through vegetation is derived in the present work for the mixing due to flow over vegetation. The simulated results are in good agreement with available experimental data, which indicates that the developed 3D model can predict the flow structure and mass transport in the open channel with vegetation.     

Optimization problems under (max, min)-linear equations and/or inequality constraints

The paper is a survey of recent results concerning optimization problems whose set of feasible solutions is described by a finite system of so-called (max, min)-linear equations and/or inequalities. The objective function is equal to the maximum of a finite number of continuous unimodal functions f _j : R → R each depending on one variable x _j ∈ R = (?∞,+∞). Motivation problems from the area of operations research, illustrative numerical examples, and hints for further research are included.     

A two-grid method for finite volume element approximations of second-order nonlinear hyperbolic equations

The two-grid method is studied for solving a two-dimensional second-order nonlinear hyperbolic equation using finite volume element method. The method is based on two different finite element spaces defined on one coarse grid with grid size H and one fine grid with grid size h, respectively. The nonsymmetric and nonlinear iterations are only executed on the coarse grid and the fine grid solution can be obtained in a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. A prior error estimate in the H¹-norm is proved to be O(h+H³|lnH|) for the two-grid semidiscrete finite volume element method. With these proposed techniques, solving such a large class of second-order nonlinear hyperbolic equations will not be much more difficult than solving one single linearized equation. Finally, a numerical example is presented to validate the usefulness and efficiency of the method.     

Error estimates and superconvergence of semidiscrete mixed methods for optimal control problems governed by hyperbolic equations

In this paper, we investigate the L ^??(L ₂)-error estimates and superconvergence of the semidiscrete mixed finite elementmethods for quadratic optimal control problems governed by linear hyperbolic equations. The state and the co-state are discretized by the order k Raviart-Thomas mixed finite element spaces and the control is approximated by piecewise polynomials of order k(k ?? 0). We derive error estimates for approximation of both state and control. Moreover, we present the superconvergence analysis for mixed finite element approximation of the optimal control problems.     

The S2-Closure of a Rees Algebra

Let R be a Noetherian ring and let I be an ideal of R. We study when the Rees algebra of I satisfies the condition (S₂) of Serre and, when this property is missing, to enable it in a finite extension of R[It].     

Geometry and entropy of generalized rotation sets

For a continuous map f on a compact metric space we study the geometry and entropy of the generalized rotation set Rot(Φ). Here Φ = (?₁, ..., ? _m ) is a m-dimensional continuous potential and Rot(Φ) is the set of all µ-integrals of Φ and µ runs over all f-invariant probability measures. It is easy to see that the rotation set is a compact and convex subset of ? ^m . We study the question if every compact and convex set is attained as a rotation set of a particular set of potentials within a particular class of dynamical systems. We give a positive answer in the case of subshifts of finite type by constructing for every compact and convex set K in ? ^m a potential Φ = Φ(K) with Rot(Φ) = K. Next, we study the relation between Rot(Φ) and the set of all statistical limits Rot _Pt (Φ). We show that in general these sets differ but also provide criteria that guarantee Rot(Φ) = Rot _Pt (Φ). Finally, we study the entropy function w ? H(w),w ∈ Rot(Φ). We establish a variational principle for the entropy function and show that for certain non-uniformly hyperbolic systems H(w) is determined by the growth rate of those hyperbolic periodic orbits whose Φ-integrals are close to w. We also show that for systems with strong thermodynamic properties (sub-shifts of finite type, hyperbolic systems and expansive homeomorphisms with specification, etc.) the entropy function w ? H(w) is real-analytic in the interior of the rotation set.     

An exact Riemann solver and a Godunov scheme for simulating highly transient mixed flows

The current research aims at deriving a one-dimensional numerical model for describing highly transient mixed flows. In particular, this paper focuses on the development and assessment of a unified numerical scheme adapted to describe free-surface flow, pressurized flow and mixed flow (characterized by the simultaneous occurrence of free-surface and pressurized flows). The methodology includes three steps. First, the authors derived a unified mathematical model based on the Preissmann slot model. Second, a first-order explicit finite volume Godunov-type scheme is used to solve the set of equations. Third, the numerical model is assessed by comparison with analytical, experimental and numerical results. The key results of the paper are the development of an original negative Preissmann slot for simulating sub-atmospheric pressurized flow and the derivation of an exact Riemann solver for the Saint-Venant equations coupled with the Preissmann slot.     

On a hyperbolic conservation law of electron transport in solid materials for electron probe microanalysis

The prediction of X-ray intensities based on the distribution of electrons throughout solid materials is essential to solve the inverse problem of quantifying the composition of materials in electron probe microanalysis (EPMA) [3]. We present a hyperbolic conservation law for electron transport in solid materials and investigate its validity under conditions typical for EPMA experiments. The conservation law is based on the time-stationary Boltzmann equation for binary electron-atom scattering. We model the energy loss of the electrons with a continuous slowing-down approximation. A first order moment approximation with respect to the angular variable is discussed. We propose to use a minimum entropy closure to derive a system of hyperbolic conservation laws, known as the M1 model [11]. A finite volume scheme for the numerical solution of the resulting equations is presented. Important numerical aspects of the scheme are discussed, such as bounds for the finite propagation speeds, as well as difficulties arising fromspatial discontinuities in thematerial coefficients and the scaling of the characteristic velocities with the stopping power of the electrons.We compare the accuracy and performance of the numerical solution of the hyperbolic conservation law to Monte Carlo simulations. The results indicate a reasonable accuracy of the proposed method and showthat compared to the MonteCarlo simulation the finite volume scheme is computationally less expensive.