Superconvergence analysis for Maxwell's equations in dispersive media

In this paper, we consider the time dependent Maxwell's equations in dispersive media on a bounded three-dimensional domain. Global superconvergence is obtained for semi-discrete mixed finite element methods for three most popular dispersive media models: the isotropic cold plasma, the one-pole Debye medium, and the two-pole Lorentz medium. Global superconvergence for a standard finite element method is also presented. To our best knowledge, this is the first superconvergence analysis obtained for Maxwell's equations when dispersive media are involved.

     

Maximum error estimates for a compact difference scheme of the coupled nonlinear Schrödinger–Boussinesq equations

The coupled nonlinear Schrödinger–Boussinesq (SBq) equations describe the nonlinear development of modulational instabilities associated with Langmuir field amplitude coupled to intense electromagnetic wave in dispersive media such as plasmas. In this paper, we present a conservative compact difference scheme for the coupled SBq equations and analyze the conservative property and the existence of the scheme. Then we prove that the scheme is convergent with convergence order O(τ² + h⁴) in L_∞‐norm and is stable in L_∞‐norm. Numerical results verify the theoretical analysis.     

Effective Dynamics of the Nonlinear Schrödinger Equation on Large Domains

We consider the nonlinear Schrödinger (NLS) equation posed on the box [0,L]^d with periodic boundary conditions. The aim is to describe the long‐time dynamics by deriving effective equations for it when L is large and the characteristic size ɛ of the data is small. Such questions arise naturally when studying dispersive equations that are posed on large domains (like water waves in the ocean), and also in the theory of statistical physics of dispersive waves, which goes by the name of “wave turbulence.” Our main result is deriving a new equation, the continuous resonant (CR) equation, which describes the effective dynamics for large L and small ɛ over very large timescales. Such timescales are well beyond the (a) nonlinear timescale of the equation, and (b) the euclidean timescale at which the effective dynamics are given by (NLS) on ℝ^d. The proof relies heavily on tools from analytic number theory, such as a relatively modern version of the Hardy‐Littlewood circle method, which are modified and extended to be applicable in a PDE setting.© 2018 Wiley Periodicals, Inc.     

Long Time Stability for Solutions of a β‐Plane Equation

We prove stability for arbitrarily long times of the zero solution for the so‐called β‐plane equation, which describes the motion of a two‐dimensional inviscid, ideal fluid under the influence of the Coriolis effect. The Coriolis force introduces a linear dispersive operator into the two‐dimensional incompressible Euler equations, thus making this problem amenable to an analysis from the point of view of nonlinear dispersive equations. The dispersive operator, , exhibits good decay, but has numerous unfavorable properties, chief among which are its anisotropy and its behavior at small frequencies.© 2016 Wiley Periodicals, Inc.     

UNIFIED ANALYSIS OF TIME DOMAIN MIXED FINITE ELEMENT METHODS FOR MAXWELL'S EQUATIONS IN DISPERSIVE MEDIA

In this paper, we consider the time dependent Maxwell＇s equations when dispersive media are involved. The Crank-Nicolson mixed finite element methods are developed for three most popular dispersive medium models： the isotropic cold plasma, the one-pole Debye medium and the two-pole Lorentz medium. Optimal error estimates are proved for all three models solved by the Raviart-Thomas-Ndd@lec spaces. Extensions to multiple pole dispersive media are presented also.     

Implementation of a finite‐volume method for the determination of effective parameters in fissured porous media

Many studies have proposed one‐equation models to represent transport processes in heterogeneous porous media. This approach is based on the assumption that dependent variables such as pressure, temperature, or concentration can be expressed in terms of a single large‐scale averaged quantity in regions having very different chemical and/or mechanical properties. However, one can also develop large‐scale averaged equations that apply to the distinct regions that make up a heterogeneous porous medium. This approach leads to region‐averaged equations that contain traditional convective and dispersive terms, in addition to exchange terms that account for the transfer between the different media. In our approach, the fissures represent one region, and the porous media blocks represent the second region. The analysis leads to upscaled equations having a domain of validity that is clearly identified in terms of time and length‐scale constraints. Closure problems are developed that lead to the prediction of the effective coefficients that appear in the region averaged equations, and the main purpose of this article is to provide solutions to those closure problems. The method of solution makes use of an unstructured grid and a joint element method in order to take care of the special characteristics of the fissured network. This new numerical method uses the theory developed by Quintard and Whitaker and is applied on considerably more complex geometries than previously published results. It has been tested for several special cases such as stratified systems and “sugarbox” media, and we have compared our calculations with other computational methods. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 237–263, 2000     

Superconvergence of a two‐grid method for fourth‐order dispersive‐dissipative wave equations

In this paper, the superconvergence analysis of a two‐grid method (TGM) with low‐order finite elements is presented for the fourth‐order dispersive‐dissipative wave equations for a second order fully discrete scheme. The superclose estimates in the H¹‐norm on the two grids are obtained by the combination technique of the interpolation and Ritz projection. Then, with the help of the interpolated postprocessing technique, the global superconvergence properties are deduced. Finally, numerical results are provided to show the performance of the proposed TGM for conforming bilinear element and nonconforming element, respectively. It shows that the TGM is an effective method to the problem considered of our paper compared with the traditional Galerkin finite element method (FEM).     

The Existence of Well‐Balanced Triple Systems

A triple system is a collection of b blocks, each of size three, on a set of v points. It is j‐balanced when every two j‐sets of points appear in numbers of blocks that are as nearly equal as possible, and well balanced when it is j‐balanced for each . Well‐balanced systems arise in the minimization of variance in file availability in distributed file systems. It is shown that when a triple system that is 2‐balanced and 3‐balanced exists, so does one that is well balanced. Using known and new results on variants of group divisible designs, constructions for well‐balanced triple systems are developed. Using these, the spectrum of pairs for which such a well‐balanced triple system exists is determined completely.     

Finite‐difference time‐domain simulation of acoustic propagation in heterogeneous dispersive medium

Accurate modeling of pulse propagation and scattering is a problem in many disciplines (i.e., electromagnetics and acoustics). It is even more tenuous when the medium is dispersive. Blackstock [D. T. Blackstock, J Acoust Soc Am 77 (1985) 2050] first proposed a theory that resulted in adding an additional term (the derivative of the convolution between the causal time‐domain propagation factor and the acoustic pressure) that takes into account the dispersive nature of the medium. Thus deriving a modified wave equation applicable to either linear or nonlinear propagation. For the case of an acoustic wave propagating in a two‐dimensional heterogeneous dispersive medium, a finite‐difference time‐domain representation of the modified linear wave equation can been used to solve for the acoustic pressure. The method is applied to the case of scattering from and propagating through a 2‐D infinitely long cylinder with the properties of fat tissue encapsulating a cyst. It is found that ignoring the heterogeneity in the medium can lead to significant error in the propagated/scattered field. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Discovery Through Gossip

We study randomized gossip‐based processes in dynamic networks that are motivated by information discovery in large‐scale distributed networks such as peer‐to‐peer and social networks. A well‐studied problem in peer‐to‐peer networks is resource discovery, where the goal for nodes (hosts with IP addresses) is to discover the IP addresses of all other hosts. Also, some of the recent work on self‐stabilization algorithms for P2P/overlay networks proceed via discovery of the complete network. In social networks, nodes (people) discover new nodes through exchanging contacts with their neighbors (friends). In both cases the discovery of new nodes changes the underlying network — new edges are added to the network — and the process continues in the changed network. Rigorously analyzing such dynamic (stochastic) processes in a continuously changing topology remains a challenging problem with obvious applications. This paper studies and analyzes two natural gossip‐based discovery processes. In the push discovery or triangulation process, each node repeatedly chooses two random neighbors and connects them (i.e., “pushes” their mutual information to each other). In the pull discovery process or the two‐hop walk, each node repeatedly requests or “pulls” a random contact from a random neighbor and connects itself to this two‐hop neighbor. Both processes are lightweight in the sense that the amortized work done per node is constant per round, local, and naturally robust due to the inherent randomized nature of gossip. Our main result is an almost‐tight analysis of the time taken for these two randomized processes to converge. We show that in any undirected n‐node graph both processes take rounds to connect every node to all other nodes with high probability, whereas is a lower bound. We also study the two‐hop walk in directed graphs, and show that it takes time with high probability, and that the worst‐case bound is tight for arbitrary directed graphs, whereas Ω(n²) is a lower bound for strongly connected directed graphs. A key technical challenge that we overcome in our work is the analysis of a randomized process that itself results in a constantly changing network leading to complicated dependencies in every round. We discuss implications of our results and their analysis to discovery problems in P2P networks as well as to evolution in social networks. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 48, 565–587, 2016     

On (4, 2)‐Choosable Graphs

A graph G is called ‐choosable if for any list assignment L that assigns to each vertex v a set of a permissible colors, there is a b‐tuple L‐coloring of G . An (a , 1)‐choosable graph is also called a‐choosable. In the pioneering article on list coloring of graphs by Erd?s et al.  2 , 2‐choosable graphs are characterized. Confirming a special case of a conjecture in  2 , Tuza and Voigt  3 proved that 2‐choosable graphs are ‐choosable for any positive integer m . On the other hand, Voigt 6 proved that if m is an odd integer, then these are the only ‐choosable graphs; however, when m is even, there are ‐choosable graphs that are not 2‐choosable. A graph is called 3‐choosable‐critical if it is not 2‐choosable, but all its proper subgraphs are 2‐choosable. Voigt conjectured that for every positive integer m , all bipartite 3‐choosable‐critical graphs are ‐choosable. In this article, we determine which 3‐choosable‐critical graphs are (4, 2)‐choosable, refuting Voigt's conjecture in the process. Nevertheless, a weaker version of the conjecture is true: we prove that there is an even integer k such that for any positive integer m , every bipartite 3‐choosable‐critical graph is ‐choosable. Moving beyond 3‐choosable‐critical graphs, we present an infinite family of non‐3‐choosable‐critical graphs that have been shown by computer analysis to be (4, 2)‐choosable. This shows that the family of all (4, 2)‐choosable graphs has rich structure.     

Sharp thresholds for nonlinear Hamiltonian cycles in hypergraphs

For positive integers r>?, an r‐uniform hypergraph is called an ?‐cycle if there exists a cyclic ordering of its vertices such that each of its edges consists of r consecutive vertices, and such that every pair of consecutive edges (in the natural ordering of the edges) intersect in precisely ? vertices; such cycles are said to be linear when ?=1, and nonlinear when ?>1. We determine the sharp threshold for nonlinear Hamiltonian cycles and show that for all r>?>1, the threshold for the appearance of a Hamiltonian ?‐cycle in the random r‐uniform hypergraph on n vertices is sharp and given by for an explicitly specified function λ. This resolves several questions raised by Dudek and Frieze in 2011.10     

New approach to the Lax‐Wendroff modified differential equation for linear and nonlinear advection

The paper presents an enhanced analysis of the Lax‐Wendroff difference scheme—up to the eighth‐order with respect to time and space derivatives—of the modified‐partial differential equation (MDE) of the constant‐wind‐speed advection equation. The modified equation has been so far derived mainly as a fourth‐order equation. The Π ‐form of the first differential approximation (differential approximation or equivalent equation) derived by expressing the time derivatives in terms of the space derivatives is used for presenting the MDE. The obtained coefficients at higher order derivatives are analyzed for indications of the character of the dissipative and dispersive errors. The authors included a part of the stencil applied for determining the modified differential equation up to the eighth‐order of the analyzed modified differential equation for the second‐order Lax‐Wendroff scheme. Neither the derived coefficients at the space derivatives of order p ∈ (7 – 8) in the modified differential equation for the Lax‐Wendroff difference scheme nor the results of analyses on the basis of these coefficients of the group velocity, phase shift errors, or dispersive and dissipative features of the scheme have been published. The MDEs for 2 two‐step variants of the Lax‐Wendroff type difference schemes and the MacCormack predictor–corrector scheme (see MacCormack's study) constructed for the scalar hyperbolic conservation laws are also presented in this paper. The analysis of the inviscid Burgers equation solution with the initial condition in a form of a shock wave has been discussed on their basis. The inviscid Burgers equation with the source is also presented. The theory of MDE started to develop after the paper of C. W. Hirt was published in 1968.     

On harmonic analysis of vector‐valued signals

A vector‐valued signal in N dimensions is a signal whose value at any time instant is an N‐dimensional vector, that is, an element of . The sum of an arbitrary number of such signals of the same frequency is shown to trace an ellipse in N‐dimensional space, that is, to be confined to a plane. The parameters of the ellipse (major and minor axes, represented by N‐dimensional vectors; and phase) are obtained algebraically in terms of the directions of oscillation of the constituent signals, and their phases. It is shown that the major axis of the ellipse can always be determined algebraically. That is, a vector, whose value can be computed algebraically (without decisions or comparisons of magnitude) from parameters of the constituent signals, always represents the major axis of the ellipse. The ramifications of this result for the processing and Fourier analysis of signals with vector values or samples are discussed, with reference to the definition of Fourier transforms, particularly discrete Fourier transforms, such as have been defined in several hypercomplex algebras, including Clifford algebras. The treatment in the paper, however, is entirely based on signals with values in . Although the paper is written in terms of vector signals (which are taken to include images and volumetric images), the analysis clearly also applies to a superposition of simple harmonic motions in N dimensions. Copyright © 2016 John Wiley & Sons, Ltd.     

Random ℓ‐colourable structures with a pregeometry

We study finite ℓ‐colourable structures with an underlying pregeometry. The probability measure that is used corresponds to a process of generating such structures by which colours are first randomly assigned to all 1‐dimensional subspaces and then relationships are assigned in such a way that the colouring conditions are satisfied but apart from this in a random way. We can then ask what the probability is that the resulting structure, where we now forget the specific colouring of the generating process, has a given property. With this measure we get the following results: (1) A zero‐one law. (2) The set of sentences with asymptotic probability 1 has an explicit axiomatisation which is presented. (3) There is a formula (not directly speaking about colours) such that, with asymptotic probability 1, the relation “there is an ℓ‐colouring which assigns the same colour to x and y ” is defined by . (4) With asymptotic probability 1, an ℓ‐colourable structure has a unique ℓ‐colouring (up to permutation of the colours).     

On Hamilton decompositions of infinite circulant graphs

The natural infinite analog of a (finite) Hamilton cycle is a two‐way‐infinite Hamilton path (connected spanning 2‐valent subgraph). Although it is known that every connected 2k‐valent infinite circulant graph has a two‐way‐infinite Hamilton path, there exist many such graphs that do not have a decomposition into k edge‐disjoint two‐way‐infinite Hamilton paths. This contrasts with the finite case where it is conjectured that every 2k‐valent connected circulant graph has a decomposition into k edge‐disjoint Hamilton cycles. We settle the problem of decomposing 2k‐valent infinite circulant graphs into k edge‐disjoint two‐way‐infinite Hamilton paths for , in many cases when , and in many other cases including where the connection set is or .     

Selection by rank in K‐dimensional binary search trees

In this work we show how to augment general purpose multidimensional data structures, such as K‐d trees, to efficiently support search by rank (that is, to locate the i‐th smallest element along the j‐th coordinate, for given i and j) and to find the rank of a given item along a given coordinate. To do so, we introduce two simple, practical and very flexible algorithms – Select‐by‐Rank and Find‐Rank – with very little overhead. Both algorithms can be easily implemented and adapted to several spatial indexes, although their analysis is far from trivial. We are able to show that for random K‐d trees of size n the expected number of nodes visited by Find‐Rank is for or , and for (with ), where depends on the dimension K and the variant of K‐d tree under consideration. We also show that Select‐by‐Rank visits nodes on average, where is the given rank and the exponent α is as above. We give the explicit form of the functions and , both are bounded in [0, 1] and they depend on K, on the variant of K‐d tree under consideration, and, eventually, on the specific coordinate j for which we execute our algorithms. As a byproduct of the analysis of our algorithms, but no less important, we give the average‐case analysis of a partial match search in random K‐d trees when the query is not random. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 45, 14–37, 2014     

Transformed and generalized localization for ensemble methods in data assimilation

The task of this paper is to study and analyse transformed localization and generalized localization for ensemble methods in data assimilation. Localization is an important part of ensemble methods such as the ensemble Kalman filter or square root filter. It guarantees a sufficient number of degrees of freedom when a small number of ensembles or particles, respectively, are used. However, when the observation operators under consideration are non‐local, the localization that is applicable to the problem can be severly limited, with strong effects on the quality of the assimilation step. Here, we study a transformation approach to change non‐local operators to local operators in transformed space, such that localization becomes applicable. We interpret this approach as a generalized localization and study its general algebraic formulation. Examples are provided for a compact integral operator and a non‐local Matrix observation operator to demonstrate the feasibility of the approach and study the quality of the assimilation by transformation. In particular, we apply the approach to temperature profile reconstruction from infrared measurements given by the infrared atmospheric sounding interferometer (IASI) infrared sounder and show that the approach is feasible for this important data type in atmospheric analysis and forecasting. Copyright © 2015 John Wiley & Sons, Ltd.     

The heat equation under conditions on the moments in higher dimensions

We consider the heat equation on the N‐dimensional cube (0, 1)^N and impose different classes of integral conditions, instead of usual boundary ones. Well‐posedness results for the heat equation under the condition that the moments of order 0 and 1 are conserved had been known so far only in the case of , for which such conditions can be easily interpreted as conservation of mass and barycenter. In this paper we show that in the case of general N the heat equation with such integral conditions is still well‐posed, upon suitably relaxing the notion of solution. Existence of solutions with general initial data in a suitable space of distributions over (0, 1)^N are proved by introducing two appropriate realizations of the Laplacian and checking by form methods that they generate analytic semigroups. The solution thus obtained turns out to solve the heat equation only in a certain distributional sense. However, one of these realizations is tightly related to a well‐known object of operator theory, the Krein–von Neumann extension of the Laplacian. This connection also establishes well‐posedness in a classical sense, as long as the initial data are L²‐functions.     

Electromagnetic wave propagation in media consisting of dispersive metamaterials

We establish the well-posedness, the finite speed propagation, and a regularity result for Maxwell's equations in media consisting of dispersive (frequency dependent) metamaterials. Two typical examples for such metamaterials are materials obeying Drude's and Lorentz' models. The causality and the passivity are the two main assumptions and play a crucial role in the analysis. It is worth noting that by contrast the well-posedness in the frequency domain is not ensured in general. We also provide some numerical experiments using the Drude's model to illustrate its dispersive behaviour.