Delta function approximations in level set methods by distance function extension

In [A.-K. Tornberg, B. Engquist, Numerical approximations of singular source terms in differential equations, J. Comput. Phys. 200 (2004) 462–488], it was shown for simple examples that the then most common way to regularize delta functions in connection to level set methods produces inconsistent approximations with errors that are not reduced with grid refinement. Since then, several clever approximations have been derived to overcome this problem. However, the great appeal of the old method was its simplicity. In this paper it is shown that the old method – a one-dimensional delta function approximation extended to higher dimensions by a distance function – can be made accurate with a different class of one-dimensional delta function approximations. The prize to pay is a wider support of the resulting delta function approximations.     

High order numerical methods to two dimensional delta function integrals in level set methods

In this paper we design and analyze a class of high order numerical methods to delta function integrals appearing in level set methods in two dimensional case. The methods comprise approximating the mesh cell restrictions of the delta function integral. In each mesh cell the two dimensional delta function integral can be rewritten as a one dimensional ordinary integral with the smooth integrand being a one dimensional delta function integral, and thus is approximated by applying standard one dimensional high order numerical quadratures and high order numerical methods to one dimensional delta function integrals proposed in [X. Wen, High order numerical methods to a type of delta function integrals, J. Comput. Phys. 226 (2007) 1952–1967]. We establish error estimates for the method which show that the method can achieve any desired accuracy by assigning the corresponding accuracy to the sub-algorithms and has better accuracy under an assumption on the zero level set of the level set function which holds generally. Numerical examples are presented showing that the second to fourth order methods implemented in this paper achieve or exceed the expected accuracy and demonstrating the advantage of using our high order numerical methods.     

A proof that a discrete delta function is second-order accurate

It is proved that a discrete delta function introduced by Smereka [P. Smereka, The numerical approximation of a delta function with application to level set methods, J. Comput. Phys. 211 (2006) 77–90] gives a second-order accurate quadrature rule for surface integrals using values on a regular background grid. The delta function is found using a technique of Mayo [A. Mayo, The fast solution of Poisson’s and the biharmonic equations on irregular regions, SIAM J. Numer. Anal. 21 (1984) 285–299]. It can be expressed naturally using a level set function.     

A high order kinetic flux-vector splitting method for the reduced five-equation model of compressible two-fluid flows

We present a high order kinetic flux-vector splitting (KFVS) scheme for the numerical solution of a conservative interface-capturing five-equation model of compressible two-fluid flows. This model was initially introduced by Wackers and Koren (2004) [21]. The flow equations are the bulk equations, combined with mass and energy equations for one of the two fluids. The latter equation contains a source term in order to account for the energy exchange. We numerically investigate both one- and two-dimensional flow models. The proposed numerical scheme is based on the direct splitting of macroscopic flux functions of the system of equations. In two space dimensions the scheme is derived in a usual dimensionally split manner. The second order accuracy of the scheme is achieved by using MUSCL-type initial reconstruction and Runge–Kutta time stepping method. For validation, the results of our scheme are compared with those from the high resolution central scheme of Nessyahu and Tadmor [14]. The accuracy, efficiency and simplicity of the KFVS scheme demonstrate its potential for modeling two-phase flows.     

Discontinuity detection in multivariate space for stochastic simulations

Edge detection has traditionally been associated with detecting physical space jump discontinuities in one dimension, e.g. seismic signals, and two dimensions, e.g. digital images. Hence most of the research on edge detection algorithms is restricted to these contexts. High dimension edge detection can be of significant importance, however. For instance, stochastic variants of classical differential equations not only have variables in space/time dimensions, but additional dimensions are often introduced to the problem by the nature of the random inputs. The stochastic solutions to such problems sometimes contain discontinuities in the corresponding random space and a prior knowledge of jump locations can be very helpful in increasing the accuracy of the final solution. Traditional edge detection methods typically require uniform grid point distribution. They also often involve the computation of gradients and/or Laplacians, which can become very complicated to compute as the number of dimensions increases. The polynomial annihilation edge detection method, on the other hand, is more flexible in terms of its geometric specifications and is furthermore relatively easy to apply. This paper discusses the numerical implementation of the polynomial annihilation edge detection method to high dimensional functions that arise when solving stochastic partial differential equations.     

Decoupling of the Leading Order DGLAP Evolution Equation with Spin Dependent Structure Functions

We propose an analytical solution for DGLAP evolution equations with polarized splitting functions at the Leading Order (LO) approximation based on the Laplace transform method. It is shown that the DGLAP evolution equations can be decoupled completely into two second order differential equations which then are solved analytically by using the initial conditions \(\delta F^{\mathrm {S}}(x,Q^{2})=\mathcal {F}[\partial \delta F^{\mathrm {S}}_{0}(x), \delta F^{\mathrm {S}}_{0}(x)]\) and \({\delta G}(x,Q^{2})=\mathcal {G}[\partial \delta G_{0}(x), \delta G_{0}(x)]\). We used this method to obtain the polarized structure function of the proton as well as the polarized gluon distribution function inside the proton and compared the numerical results with experimental data of COMPASS, HERMES, and AAC’08 Collaborations. It was found that there is a good agreement between our predictions and the experiments.     

Formulation of the theory of turbulence in an incompressible fluid

The theory of turbulence in an incompressible fluid is formulated using methods similar to those of quantum field theory. A systematic perturbation theory is set up, and the terms in the perturbation series are shown to be in one to one correspondence with certain diagrams analogous to Feynman diagrams. From a study of the diagrams it is shown that the perturbation series can be rearranged and partially summed in such a way as to reduce the problem to the solution of three simultaneous integral equations for three functions, one of which is the second order velocity correlation function. The equations have the form of infinite power series integral equations, and the first few terms in the power series are derived from an analysis of the diagrams to sixth order. Truncation of the integral equations at the lowest nontrivial order yields Chandrasekhar's equation, and truncation at a higher order yields the equations discussed by Kraichnan.     

High-order quadratures for the solution of scattering problems in two dimensions

We construct an iterative algorithm for the solution of forward scattering problems in two dimensions. The scheme is based on the combination of high-order quadrature formulae, fast application of integral operators in Lippmann–Schwinger equations, and the stabilized bi-conjugate gradient method (BI-CGSTAB). While the FFT-based fast application of integral operators and the BI-CGSTAB for the solution of linear systems are fairly standard, a large part of this paper is devoted to constructing a class of high-order quadrature formulae applicable to a wide range of singular functions in two and three dimensions; these are used to obtain rapidly convergent discretizations of Lippmann–Schwinger equations. The performance of the algorithm is illustrated with several numerical examples.     

The effect of shocks on second order sensitivities for the quasi-one-dimensional Euler equations

The effect of discontinuity in the state variables on optimization problems is investigated on the quasi-one-dimensional Euler equations in the discrete level. A pressure minimization problem and a pressure matching problem are considered. We find that the objective functional can be smooth in the continuous level and yet be non-smooth in the discrete level as a result of the shock crossing grid points. Higher resolution can exacerbate that effect making grid refinement counter productive for the purpose of computing the discrete sensitivities. First and second order sensitivities, as well as the adjoint solution, are computed exactly at the shock and its vicinity and are compared to the continuous solution. It is shown that in the discrete level the first order sensitivities contain a spike at the shock location that converges to a delta function with grid refinement, consistent with the continuous analysis. The numerical Hessian is computed and its consistency with the analytical Hessian is discussed for different flow conditions. It is demonstrated that consistency is not guaranteed for shocked flows. We also study the different terms composing the Hessian and propose some stable approximation to the continuous Hessian.     

Quantum Theory of Massless Particles in Stationary Axially Symmetric Spacetimes

Quantum equations for massless particles of any spin are considered in stationary uncharged axially symmetric spacetimes. It is demonstrated that up to a normalization function, the angular wave function does not depend on the metric and practically is the same as in the Minkowskian case. The radial wave functions satisfy second order nonhomogeneous differential equations with three nonhomogeneous terms, which depend in a unique way on time and space curvatures. In agreement with the principle of equivalence, these terms vanish locally, and the radial equations reduce to the same homogeneous equations as in Minkowski spacetime.     

A Three-Dimensional Treatment of the Three-Nucleon Bound State

Recently a formalism for a direct treatment of the Faddeev equation for the three-nucleon bound state in three dimensions has been proposed. It relies on an operator representation of the Faddeev component in the momentum space and leads to a finite set of coupled equations for scalar functions which depend only on three variables. In this paper we provide further elements of this formalism and show the first numerical results for chiral NNLO nuclear forces.     

Presentation functions,fixed points,and a theory of scaling function dynamics

Presentation functions provide the time-ordered points of the forward dynamics of a system as successive inverse images. They generally determine objects constructed on trees, regular or otherwise, and immediately determine a functional form of the transfer matrix of these systems. Presentation functions for regular binary trees determine the associated forward dynamics to be that of a period doubling fixed point. They are generally parametrized by the trajectory scaling function of the dynamics in a natural way. The requirement that the forward dynamics be smooth with a critical point determines a complete set of equations whose solution is the scaling function. These equations are compatible with a dynamics in the space of scalings which is conjectured, with numerical and intuitive support, to possess its solution as a unique, globally attracting fixed point. It is argued that such dynamics is to be sought as a program for the solution of chaotic dynamics. In the course of the exposition new information pertaining to universal mode locking is presented.     

Free vibration analysis of continuous rectangular plates

Vibration characteristics of rectangular plates continuous over full range line supports or partial line supports have been studied by using a discrete method. Concentrated loads with Heaviside unit functions and Dirac delta functions are used to simulate the line supports. The fundamental differential equations are established for the bending problem of the continuous plate. By transforming these differential equations into integral equations and using the trapezoidal rule of the approximate numerical integration, the solution of these equations is obtained. Green function which is the solution of deflection of the bending problem of plate is used to obtain the characteristic equation of the free vibration. The effects of the line support, the variable thickness and aspect ratio on the frequencies and mode shapes are considered. By comparing the numerical results obtained by the present method with those previously published, the efficiency and accuracy of the present method are investigated.     

两种电磁场谱间断元方法的比较

时域间断元方法是近年来电磁场计算领域的重要进展之一。将基函数的插值点和数值积分点重合的质量集中技术是降低该间断元方法质量矩阵存储开销和提高计算效率的重要手段。通过谐振腔、带通滤波器以及光子晶体内的电磁场等数值算例,在四边形网格上比较了传统的质量集中算法和近来提出的Weight-Adjust算法之间的差异。计算结果表明,尽管两种方法的存储量一样,但Weight-Adjust算法具有更高的精度。     

The non-isotropic two-dimensional random walk

A formula is obtained for the joint probability density function of the angle and length of the resultant of an N-step non-isotropic random walk in two dimensions for arbitrary step angle and radius probability density and for any fixed number of steps. The problem is attacked by applying the theory of generalized functions concentrated on smooth manifolds. The analysis is presented initially for the case where only the angles are random. The characteristic function is defined for the walk in terms of angular and radial frequencies and the inversion is obtained in terms of a sum of Hankel transforms. The Hankel transform sum is transformed by showing that it can be interpreted in terms of the motions of the two-dimensional Euclidean plane corresponding to the rotations and translations resulting from a sequence of fixed steps. This transformation results in an expression involving integrations over two manifolds defined by delta functions. The properties of the manifolds defined by the delta functions are then considered and this results in some simplification of the formulae. The analysis is then generalized to the case where both the phase and length of each step in the walk are random. Finally, seven examples are presented including the general two-step walk and three walks which lead to generalized K density functions for the resultant.     

A Self-Consistent Ornstein–Zernike Approximation for the Edwards–Anderson Spin-Glass Model

We propose a self-consistent Ornstein–Zernike approximation for studying the Edwards–Anderson spin glass model. By performing two Legendre transforms in replica space, we introduce a Gibbs free energy depending on both the magnetizations and the overlap order parameters. The correlation functions and the thermodynamics are then obtained from the solution of a set of coupled partial differential equations. The approximation becomes exact in the limit of infinite dimension and it provides a potential route for studying the stability of the high-temperature phase against replica-symmetry breaking fluctuations in finite dimensions. As a first step, we present the predictions for the freezing temperature T _f and for the zero-field thermodynamic properties and correlation length above T _f as a function of dimensionality.     

An approximate method for solving radiation transport problems in temporally and spatially stochastic media

A new approach has been developed to deal with stochastic transport problems in three-dimensional media. It is assumed that the medium consists of randomly distributed lumps of material embedded in a background matrix and in each lump the properties may vary randomly with time. The coefficients for scattering and absorption are represented mathematically by members of a random characteristic set function, which depend on space and time. Different physical situations can be described by different forms and combinations of these set functions. In order to effect a solution of the resulting stochastic transport equation, which may be for photons or neutrons, we make the, a priori, assumption that the functional form for the solution of the transport equation, i.e. the stochastic flux, can be represented by the same mathematical form as the scattering and absorption coefficients (or cross sections), i.e. we introduce a stochastic ansatz. This procedure leads to a set of deterministic equations from which the mean and variance of the flux in space and time can be obtained. For the case of a two-phase medium, either two or four coupled integro-differential equations are obtained for the deterministic functions that arise (depending on the problem) and expressions are given for the mean and variance of the angular flux. There is a close relationship between these equations and those from the Levermore-Pomraning (LP) theory, but the new equations offer an opportunity to deal with more general forms of stochastic processes and combine simultaneously time and space fluctuations. The stochastic characteristics of the medium are defined by the correlation functions which appear in the equations and, by making plausible assumptions about the functional form of these autocorrelation functions, different physical situations can be simulated, according to the structure of the medium. The main contribution of the present work is to include space and time fluctuations simultaneously as a pseudo-dichotomic Markov process.     

Numerical approximations of singular source terms in differential equations

Singular terms in differential equations pose severe challenges for numerical approximations on regular grids. Regularization of the singularities is a very useful technique for their representation on the grid. We analyze such techniques for the practically preferred case of narrow support of the regularizations, extending our earlier results for wider support. The analysis also generalizes existing theory for one dimensional problems to multi-dimensions. New high order multi-dimensional techniques for differential equations and numerical quadrature are introduced based on the analysis and numerical results are presented. We also show that the common use of distance functions in level-set methods to extend one dimensional regularization to higher dimensions may produce O(1) errors.     

The non-isotropic two-dimensional random walk

Abstract

A formula is obtained for the joint probability density function of the angle and length of the resultant of an N-step non-isotropic random walk in two dimensions for arbitrary step angle and radius probability density and for any fixed number of steps. The problem is attacked by applying the theory of generalized functions concentrated on smooth manifolds. The analysis is presented initially for the case where only the angles are random. The characteristic function is defined for the walk in terms of angular and radial frequencies and the inversion is obtained in terms of a sum of Hankel transforms. The Hankel transform sum is transformed by showing that it can be interpreted in terms of the motions of the two-dimensional Euclidean plane corresponding to the rotations and translations resulting from a sequence of fixed steps. This transformation results in an expression involving integrations over two manifolds defined by delta functions. The properties of the manifolds defined by the delta functions are then considered and this results in some simplification of the formulae. The analysis is then generalized to the case where both the phase and length of each step in the walk are random. Finally, seven examples are presented including the general two-step walk and three walks which lead to generalized K density functions for the resultant.     

Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws

In this article, we propose a new class of finite volume schemes of arbitrary accuracy in space and time for systems of hyperbolic balance laws with stiff source terms. The new class of schemes is based on a three stage procedure. First a high-order WENO reconstruction procedure is applied to the cell averages at the current time level. Second, the temporal evolution of the reconstruction polynomials is computed locally inside each cell using the governing equations. In the original ENO scheme of Harten et al. and in the ADER schemes of Titarev and Toro, this time evolution is achieved via a Taylor series expansion where the time derivatives are computed by repeated differentiation of the governing PDE with respect to space and time, i.e. by applying the so-called Cauchy–Kovalewski procedure. However, this approach is not able to handle stiff source terms. Therefore, we present a new strategy that only replaces the Cauchy–Kovalewski procedure compared to the previously mentioned schemes. For the time-evolution part of the algorithm, we introduce a local space–time discontinuous Galerkin (DG) finite element scheme that is able to handle also stiff source terms. This step is the only part of the algorithm which is locally implicit. The third and last step of the proposed ADER finite volume schemes consists of the standard explicit space–time integration over each control volume, using the local space–time DG solutions at the Gaussian integration points for the intercell fluxes and for the space–time integral over the source term. We will show numerical convergence studies for nonlinear systems in one space dimension with both non-stiff and with very stiff source terms up to sixth order of accuracy in space and time. The application of the new method to a large set of different test cases is shown, in particular the stiff scalar model problem of LeVeque and Yee [R.J. LeVeque, H.C. Yee, A study of numerical methods for hyperbolic conservation laws with stiff source terms, Journal of Computational Physics 86 (1) (1990) 187–210], the relaxation system of Jin and Xin [S. Jin, Z. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications on Pure and Applied Mathematics 48 (1995) 235–277] and the full compressible Euler equations with stiff friction source terms.