Unconditionally Stable Methods for Hamilton–Jacobi Equations

We present new numerical methods for constructing approximate solutions to the Cauchy problem for Hamilton–Jacobi equations of the form u_t+H(D_xu)=0. The methods are based on dimensional splitting and front tracking for solving the associated (non-strictly hyperbolic) system of conservation laws p_t+D_xH(p)=0, where p=D_xu. In particular, our methods depend heavily on a front tracking method for one-dimensional scalar conservation laws with discontinuous coefficients. The proposed methods are unconditionally stable in the sense that the time step is not limited by the space discretization and they can be viewed as “large-time-step” Godunov-type (or front tracking) methods. We present several numerical examples illustrating the main features of the proposed methods. We also compare our methods with several methods from the literature.     

Probing Proteins in Solution by Xe NMR Spectroscopy

The interaction of xenon with different proteins in aqueous solution is investigated by ¹²⁹Xe NMR spectroscopy. Chemical shifts are measured in horse metmyoglobin, hen egg white lysozyme, and horse cytochrome c solutions as a function of xenon concentration. In these systems, xenon is in fast exchange between all possible environments. The results suggest that nonspecific interactions exist between xenon and the protein exteriors and the data are analyzed in term of parameters which characterize the protein surfaces. The experimental data for horse metmyoglobin are interpreted using a model in which xenon forms a 1:1 complex with the protein and the chemical shift of the complexed xenon is reported (Locci et al., Keystone Symposia “Frontiers of NMR in Molecular Biology VI”, Jan. 9–15, 1999, Breckenridge, CO, Abstract E216, p. 53; Locci et al., XeMAT 2000 “Optical Polarization and Xenon NMR of Materials”, June 28–30, 2000, Sestri Levante, Italy, p. 46).     

New High-Resolution Semi-discrete Central Schemes for Hamilton–Jacobi Equations

We introduce a new high-resolution central scheme for multidimensional Hamilton–Jacobi equations. The scheme retains the simplicity of the non-oscillatory central schemes developed by C.-T. Lin and E. Tadmor (in press, SIAM J. Sci. Comput.), yet it enjoys a smaller amount of numerical viscosity, independent of 1/Δt. By letting Δt↓0 we obtain a new second-order central scheme in the particularly simple semi-discrete form, along the lines of the new semi-discrete central schemes recently introduced by the authors in the context of hyperbolic conservation laws. Fully discrete versions are obtained with appropriate Runge–Kutta solvers. The smaller amount of dissipation enables efficient integration of convection-diffusion equations, where the accumulated error is independent of a small time step dictated by the CFL limitation. The scheme is non-oscillatory thanks to the use of nonlinear limiters. Here we advocate the use of such limiters on second discrete derivatives, which is shown to yield an improved high resolution when compared to the usual limitation of first derivatives. Numerical experiments demonstrate the remarkable resolution obtained by the proposed new central scheme.     

Approximation and Reconstruction of the Electrostatic Field in Wire–Plate Precipitators by a Low-Order Model

The numerical computation of the ionic space charge and electric field produced by corona discharge in a wire–plate electrostatic precipitator (ESP) is considered. The electrostatic problem is defined by a reduced set of the Maxwell equations. Since self-consistent conditions at the wire and at the plate cannot be specified a priori, a time-consuming iterative numerical procedure is required. The efficiency of all numerical solvers of the reduced Maxwell equations depends in particular on the accuracy of the initial guess solution. The objectives of this work are two: first, we propose a semianalytical technique based on the Karhunen–Loève (KL) decomposition of the current density field J, which can significantly improve the performance of a numerical solver; second, we devise a procedure to reconstruct the complete electric field from a given J. The approximate solution of the current density field is based on the derivation of an analytical approximation , which, added to a linear combination of few KL basis functions, constitutes an accurate approximation of J. In the first place, this result is useful for optimization procedures of the current density field, which involve the computation of many different configurations. Second, we show that from the current density field we can obtain an accurate estimate for the complete electrostatic field which can be used to speed up the convergence of the iterative procedure of standard numerical solvers.     

On Backtracking Failure in Newton–GMRES Methods with a Demonstration for the Navier–Stokes Equations

In an earlier study of inexact Newton methods, we pointed out that certain counterintuitive behavior may occur when applying residual backtracking to the Navier–Stokes equations with heat and mass transport. Specifically, it was observed that a Newton–GMRES method globalized by backtracking (linesearch, damping) may be less robust when high accuracy is required of each linear solve in the Newton sequence than when less accuracy is required. In this brief discussion, we offer a possible explanation for this phenomenon, together with an illustrative numerical experiment involving the Navier–Stokes equations.     

High-Order Scheme for a Nonlinear Maxwell System Modelling Kerr Effect

This paper is devoted to the derivation of an efficient numerical scheme for the Kerr–Maxwell system. We begin by studying the 1-D Riemann problem. We obtain a result of existence and uniqueness for large data. Then we develop a high-order Roe solver and exhibit solutions in 1-D and 2-D simulations.     

Physics-Based Preconditioning and the Newton–Krylov Method for Non-equilibrium Radiation Diffusion

An algorithm is presented for the solution of the time dependent reaction-diffusion systems which arise in non-equilibrium radiation diffusion applications. This system of nonlinear equations is solved by coupling three numerical methods, Jacobian-free Newton–Krylov, operator splitting, and multigrid linear solvers. An inexact Newton's method is used to solve the system of nonlinear equations. Since building the Jacobian matrix for problems of interest can be challenging, we employ a Jacobian–free implementation of Newton's method, where the action of the Jacobian matrix on a vector is approximated by a first order Taylor series expansion. Preconditioned generalized minimal residual (PGMRES) is the Krylov method used to solve the linear systems that come from the iterations of Newton's method. The preconditioner in this solution method is constructed using a physics-based divide and conquer approach, often referred to as operator splitting. This solution procedure inverts the scalar elliptic systems that make up the preconditioner using simple multigrid methods. The preconditioner also addresses the strong coupling between equations with local 2×2 block solves. The intra-cell coupling is applied after the inter-cell coupling has already been addressed by the elliptic solves. Results are presented using this solution procedure that demonstrate its efficiency while incurring minimal memory requirements.     

A Composite Scheme for Gas Dynamics in Lagrangian Coordinates

One cycle of a composite finite difference scheme is defined as several time steps of an oscillatory scheme such as Lax–Wendroff followed by one step of a diffusive scheme such as Lax–Friedrichs. We apply this idea to gas dynamics in Lagrangian coordinates. We show numerical results in two dimensions for Noh's infinite strength shock problem and the Sedov blast wave problem, and for several one-dimensional problems including a Riemann problem with a contact discontinuity. For Noh's problem the composite scheme produces a better result than that obtained with a more conventional Lagrangian code.     

Transparent Boundary Conditions for Split-Step Padé Approximations of the One-Way Helmholtz Equation

In this paper, we generalize the nonlocal discrete transparent boundary condition introduced by F. Schmidt and P. Deuflhard (1995, Comput. Math. Appl.29, 53–76) and by F. Schmidt and D. Yevick (1997, J. Comput. Phys.134, 96–107) to propagation methods based on arbitrary Padé approximations of the two-dimensional one-way Helmholtz equation. Our approach leads to a recursive formula for the coefficients appearing in the nonlocal condition, which then yields an unconditionally stable propagation method.     

A Residual-Based Compact Scheme for the Compressible Navier–Stokes Equations

A simple and efficient time-dependent method is presented for solving the steady compressible Euler and Navier–Stokes equations with third-order accuracy. Owing to its residual-based structure, the numerical scheme is compact without requiring any linear algebra, and it uses a simple numerical dissipation built on the residual. The method contains no tuning parameter. Accuracy and efficiency are demonstrated for 2-D inviscid and viscous model problems. Navier–Stokes calculations are presented for a shock/boundary layer interaction, a separated laminar flow, and a transonic turbulent flow over an airfoil.     

The Adjoint Method for an Inverse Design Problem in the Directional Solidification of Binary Alloys

This paper presents a systematic procedure based on the adjoint method for solving a class of inverse directional alloy solidification design problems in which a desired growth velocityv_fis achieved under stable growth conditions. To the best of our knowledge, this is the first time that a continuum adjoint formulation is proposed for the solution of an inverse problem with simultaneous heat and mass transfer, thermo-solutal convection, and phase change. In this paper, the interfacial stability is considered to imply a sharp solid–liquid freezing interface. This condition is enforced using the constitutional undercooling criterion in the form of an inequality constraint between the thermal and solute concentration gradients,GandG_c, respectively, at the freezing front. The main unknowns of the design problem are the heating and/or cooling boundary conditions on the mold walls. The inverse design problem is formulated as a functional optimization problem. The cost functional is defined by the square of theL₂norm of the deviation of the freezing interface temperature from the temperature corresponding to thermodynamic equilibrium. A continuum adjoint system is derived to calculate the adjoint temperature, concentration, and velocity fields such that the gradient of the cost functional can be expressed analytically. The cost functional minimization process is realized by the conjugate gradient method via the finite element method solutions of the continuum direct, sensitivity, and adjoint problems. The developed formulation is demonstrated with an example of designing the directional solidification of a binary aqueous solution in a rectangular mold such that a stable vertical interface advances from left to right with a desired growth velocity.     

Accurate Measurement of Small Spin–Spin Couplings in Partially Aligned Molecules Using a Novel J-Mismatch Compensated Spin-State-Selection Filter

The accurate measurement of small spin–spin coupling constants in macromolecules dissolved in a liquid crystalline phase is important in the context of molecular structure investigation by modern liquid state NMR. A new spin-state-selection filter, DIPSAP, is presented with significantly reduced sensitivity to J-mismatch of the filter delays compared to previously proposed pulse sequences. DIPSAP presents an attractive new approach for the accurate measurement of small spin–spin coupling constants in molecules dissolved in anisotropic solution. Application to the measurement of ¹⁵N–¹³C′ and ¹H^N–¹³C′ coupling constants in the peptide planes of ¹³C, ¹⁵N labeled proteins demonstrates the high accuracy obtained by a DIPSAP-based experiment.     

Convection-Diffusion Lattice Boltzmann Scheme for Irregular Lattices

In this paper, a lattice Boltzmann (LB) scheme for convection diffusion on irregular lattices is presented, which is free of any interpolation or coarse graining step. The scheme is derived using the axioma that the velocity moments of the equilibrium distribution equal those of the Maxwell–Boltzmann distribution. The axioma holds for both Bravais and irregular lattices, implying a single framework for LB schemes for all lattice types. By solving benchmark problems we have shown that the scheme is indeed consistent with convection diffusion. Furthermore, we have compared the performance of the LB schemes with that of finite difference and finite element schemes. The comparison shows that the LB scheme has a similar performance as the one-step second-order Lax–Wendroff scheme: it has little numerical diffusion, but has a slight dispersion error. By changing the relaxation parameter ω the dispersion error can be balanced by a small increase of the numerical diffusion.     

Solution of Time-Dependent Diffusion Equations with Variable Coefficients Using Multiwavelets

A new numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows for an accurate and efficient treatment of multidimensional problems with variable coefficients, nonlinearities, and general boundary conditions. For space discretization we use the multiwavelet bases introduced by Alpert (1993,SIAM J. Math. Anal.24, 246–262), and then applied to the representation of differential operators and functions of operators presented by Alpert, Beylkin, and Vozovoi (Representation of operators in the multiwavelet basis, in preparation). An important advantage of multiwavelet basis functions is the fact that they are supported only on non-overlapping subdomains. Thus multiwavelet bases are attractive for solving problems in finite (non periodic) domains. Boundary conditions are imposed with a penalty technique of Hesthaven and Gottlieb (1996,SIAM J. Sci. Comput., 579–612) which can be used to impose rather general boundary conditions. The penalty approach was extended to a procedure for ensuring the continuity of the solution and its first derivative across interior boundaries between neighboring subdomains while time stepping the solution of a time dependent problem. This penalty procedure on the interfaces allows for a simplification and sparsification of the representation of differential operators by discarding the elements responsible for interactions between neighboring subdomains. Consequently the matrices representing the differential operators (on the finest scale) have block-diagonal structure. For a fixed order of multiwavelets (i.e., a fixed number of vanishing moments) the computational complexity of the present algorithm is proportional to the number of subdomains. The time discretization method of Beylkin, Keiser, and Vozovoi (1998, PAM Report 347) is used in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.     

Implementation Aspects of 3D Lattice-BGK: Boundaries, Accuracy, and a New Fast Relaxation Method

In many realistic fluid-dynamical simulations the specification of the boundary conditions, the error sources, and the number of time steps to reach a steady state are important practical considerations. In this paper we study these issues in the case of the lattice-BGK model. The objective is to present a comprehensive overview of some pitfalls and shortcomings of the lattice-BGK method and to introduce some new ideas useful in practical simulations. We begin with an evaluation of the widely used bounce-back boundary condition in staircase geometries by simulating flow in an inclined tube. It is shown that the bounce-back scheme is first-order accurate in space when the location of the non-slip wall is assumed to be at the boundary nodes. Moreover, for a specific inclination angle of 45 degrees, the scheme is found to be second-order accurate when the location of the non-slip velocity is fitted halfway between the last fluid nodes and the first solid nodes. The error as a function of the relaxation parameter is in that case qualitatively similar to that of flat walls. Next, a comparison of simulations of fluid flow by means of pressure boundaries and by means of body force is presented. A good agreement between these two boundary conditions has been found in the creeping-flow regime. For higher Reynolds numbers differences have been found that are probably caused by problems associated with the pressure boundaries. Furthermore, two widely used 3D models, namelyD₃Q₁₅andD₃Q₁₉, are analysed. It is shown that theD₃Q₁₅model may induce artificial checkerboard invariants due to the connectivity of the lattice. Finally, a new iterative method, which significantly reduces the saturation time, is presented and validated on different benchmark problems.     

Comparison of Several Spatial Discretizations for the Navier–Stokes Equations

Grid convergence studies for subsonic and transonic flows over airfoils are presented in order to compare the accuracy of several spatial discretizations for the compressible Navier–Stokes equations. The discretizations include the following schemes for the inviscid fluxes: (1) second-order-accurate centered differences with third-order matrix numerical dissipation, (2) the second-order convective upstream split pressure scheme (CUSP), (3) third-order upwind-biased differencing with Roe's flux-difference splitting, and (4) fourth-order centered differences with third-order matrix numerical dissipation. The first three are combined with second-order differencing for the grid metrics and viscous terms. The fourth discretization uses fourth-order differencing for the grid metrics and viscous terms, as well as higher-order approximations near boundaries and for the numerical integration used to calculate forces and moments. The results indicate that the discretization using higher-order approximations for all terms is substantially more accurate than the others, producing less than two percent numerical error in lift and drag components on grids with less than 13,000 nodes for subsonic cases and less than 18,000 nodes for transonic cases. Since the cost per grid node of all of the discretizations studied is comparable, the higher-order discretization produces solutions of a given accuracy much more efficiently than the others.     

A High-Order Discontinuous Galerkin Method for 2D Incompressible Flows

In this paper we introduce a high-order discontinuous Galerkin method for two-dimensional incompressible flow in the vorticity stream-function formulation. The momentum equation is treated explicitly, utilizing the efficiency of the discontinuous Galerkin method. The stream function is obtained by a standard Poisson solver using continuous finite elements. There is a natural matching between these two finite element spaces, since the normal component of the velocity field is continuous across element boundaries. This allows for a correct upwinding gluing in the discontinuous Galerkin framework, while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability. The method is efficient for inviscid or high Reynolds number flows. Optimal error estimates are proved and verified by numerical experiments.     

Coherent Raman and Infrared Studies of Sulfur Trioxide

High-resolution (0.001 cm⁻¹) coherent anti-Stokes Raman scattering (CARS) was used to observe the Q-branch structure of the IR-inactive ν₁ symmetric stretching mode of ³²S¹⁶O₃ and its various ¹⁸O isotopomers. The ν₁ spectrum of ³²S¹⁶O₃ reveals two intense Q-branches in the region 1065–1067 cm⁻¹, with surprisingly complex vibrational–rotational structure not resolved in earlier studies. Efforts to simulate this with a simple Fermi-resonance model involving ν₁ and 2ν₄ states do not reproduce the spectral detail, nor do they yield reasonable spectroscopic parameters. A more subtle combination of Fermi resonance and indirect Coriolis interactions with nearby states, 2ν₄(1=0, ±2), ν₂+ν₄(1=±1), 2ν₂(1=0), is suspected and a determination of the location of these coupled states by high-resolution infrared measurements is under way. At medium resolution (0.125 cm⁻¹), the infrared spectra reveal Q-branch features from which approximate band origins are estimated for the ν₂, ν₃, and ν₄ fundamental modes of ³²S¹⁸O₃, ³²S¹⁸O₂¹⁶O, and ³²S¹⁸O¹⁶O₂. These and literature data for ³²S¹⁶O₃ are used to calculate force constants for SO₃ and a comparison is made with similar values for SO₂ and SO. The frequencies and force constants are in excellent agreement with those obtained by Martin in a recent ab initio calculation.     

Measurement of Small One-Bond Proton–Carbon Residual Dipolar Coupling Constants in Partially Oriented C Natural Abundance Oligosaccharide Samples: Analysis of Heteronuclear JCH-Modulated Spectra with the BIRD Inversion Pulse

Two 2D J-modulated HSQC-based experiments were designed for precise determination of small residual dipolar one-bond carbon–proton coupling constants in ¹³C natural abundance carbohydrates. Crucial to the precision of a few hundredths of Hz achieved by these methods was the use of long modulation intervals and BIRD pulses, which acted as semiselective inversion pulses. The BIRD pulses eliminated effective evolution of all but ¹J_CH couplings, resulting in signal modulation that can be described by simple modulation functions. A thorough analysis of such modulation functions for a typical four-spin carbohydrate spin system was performed for both experiments. The results showed that the evolution of the ¹H–¹H and long-range ¹H–¹³C couplings during the BIRD pulses did not necessitate the introduction of more complicated modulation functions. The effects of pulse imperfections were also inspected. While weakly coupled spin systems can be analyzed by simple fitting of cross peak intensities, in strongly coupled spin systems the evolution of the density matrix needs to be considered in order to analyse data accurately. However, if strong coupling effects are modest the errors in coupling constants determined by the “weak coupling” analysis are of similar magnitudes in oriented and isotropic samples and are partially cancelled during dipolar coupling calculation. Simple criteria have been established as to when the strong coupling treatment needs to be invoked.