A mathematical model for the three-dimentional ocean sound propagation

A model is developed mathematically to represent sound propagation in a three-dimensional ocean. The complete development is based on characteristics of the physical environment, mathematical theory, and computational accuracy.While the two-dimentional underwater acoustic wave propagation problem is not yet solved completely for range-dependent environments,three-dimentional environmental effects, such as fronts and eddies, often cannot be neglected. To predict underwater sound propagation, one usually deals with the solution of the Helmholtz (reduced wave) equation. This elliptical equation, along with a set of boundary conditions including a wall condition at the maximum range, forms a well-posed problem, which is pure boundary-value problem. An existing approach to economically solve this three-dimensional range-dependent problem is by means of a two-dimensional parabolic partial differential equation. This parabolic approximation approach, within the limitation of mathematical and acoustical approximations, offers efficient solutions to a class of long-range propagation problems. The parabolic wave equation is much easier to solve than the elliptic equation; one major saving is the removal of the wall boundary condition at the maximum range. The application of the two-dimensional parabolic wave equation to a number of realistic problems has been successful.We discuss the extension of the parabolic equation approach to three-dimensional problems. This paper begins with general considerations of the three-dimensional elliptic wave equation and shows how to transform this equation into parabolic equations which are easier to solve. The development of this paper focuses on wide angle three-dimensional underwater acoustic propagation and accommodates as a special case prevoius developments by other authors. In the course of our development, the physical properties, mathematical validity, and computational accuracy are the primary factors considered. We describe how parabolic wave equations are derived and how wide angle propagation is taken into consideration. Then, a discussion of the limitations and the advantages of the parabolic equation approximation is highlighted. These provide the background for the mathematical formulation of three-dimensional underwater acoustic wave propagation models.Modelling the mathematical solution to three-dimensional underwater acoustic wave propagation involves difficulties both in describing the theoretical acoustics and in performing the large scale computations. We have used the mathematical and physical properties of the problem to simplify considerably. Simplications allow us to introduce a three-dimensional mathematical model for underwater acoustic propagation predictions. Our wide angle three-dimensional parabolic equation model is theoretically justifiable and computationally accurate. This model offers a variety of capabilities to handle a class of long-range propagation problems under acoustical environments with three-dimensional variations.     

On specific features of the Lebedev scheme in simulating elastic wave propagation in anisotropic media

This paper presents the Lebedev scheme on staggered grids for the numerical simulation of wave propagation in anisotropic elastic media. Primary attention is given to the approximation of the elastic wave equation by the Lebedev scheme. Based on the differential approach, it is shown that the Lebedev scheme approximates a system of equations, which differs from the original equation. It is proved that the approximated system has a set of 24 characteristics, six of them coincide with those of the elastic wave equation and the rest ones are “artifacts.” Requiring the artificial solutions to be equal to zero and the true ones to coincide with those of the elastic wave equation, one comes to the classical definition of the approximation of the initial system on a sufficiently smooth solution. The results obtained and the knowledge of the complete set of characteristics are important for constructing reflectionless boundary conditions during approximation of point sources, etc.     

Construction and Study of Exact Solutions to A Nonlinear Heat Equation

We construct and study exact solutions to a nonlinear second order parabolic equation which is usually called the “nonlinear heat equation” or “nonlinear filtration equation” in the Russian literature and the “porous medium equation” in other countries. Under examination is the special class of solutions having the form of a heat wave that propagates through cold (zero) background with finite velocity. The equation degenerates on the boundary of a heat wave (called the heat front) and its order decreases. The construction of these solutions by passing to an overdetermined system and analyzing its solvability reduces to integration of nonlinear ordinary differential equations of the second order with an initial condition such that the equations are not solvable with respect to the higher derivative. Some admissible families of heat fronts and the corresponding exact solutions to the problems in question are obtained. A detailed study of the global properties of solutions is carried out by the methods of the qualitative theory of differential equations and power geometry which are adapted for degenerate equations. The results are interpreted from the point of view of the behavior and properties of heat waves with a logarithmic front.     

Forbidden Regions for Shock Formation in Diffusive Systems

We consider an initial-boundary value problem for a nonlinear parabolic system. Using perturbation methods, this problem is reduced to one of considering an evolution equation for the long-time asymptotics of the system. This model can be related to the leading order approximation for a spatially inhomogeneous reaction-diffusion system with time-dependent forcing. The evolution equation yields solutions with steady state shocks. We study some of the subtle effects introduced by time-dependent forcing. Most significant among these effects is the creation of “forbidden regions” where stationary shocks cannot form. Results are presented for bi- and tri-stable one-dimensional models as well as multidimensional systems.     

A Laplace transform certified reduced basis method; application to the heat equation and wave equation

We present a certified reduced basis (RB) method for the heat equation and wave equation. The critical ingredients are certified RB approximation of the Laplace transform; the inverse Laplace transform to develop the time-domain RB output approximation and rigorous error bound; a (Butterworth) filter in time to effect the necessary “modal” truncation; RB eigenfunction decomposition and contour integration for Offline–Online decomposition. We present numerical results to demonstrate the accuracy and efficiency of the approach.     

Estimating the height of a tsunami wave propagating over a parabolic bottom in the ray approximation

In this paper, the kinematics of tsunami wave rays and wavefronts propagating over an uneven bottom is considered. Formulas to determine the wave height along a ray tube are obtained. An exact analytical solution for the trajectory of a wave ray over a parabolic bottom is derived. In the wave-ray approximation, this solution makes it possible to analytically determine the heights of tsunami waves over an area with a sloping bottom. The distribution of wave-height maxima over an area with a parabolic bottom is compared with that obtained by numerical computation with a shallow-water model.     

Homogenization and dispersion effects in the problem of propagation of waves generated by a localized source

We construct asymptotic solutions to the wave equation with velocity rapidly oscillating against a smoothly varying background and with localized initial perturbations. First, using adiabatic approximation in the operator form, we perform homogenization that leads to a linearized Boussinesq-type equation with smooth coefficients and weak “anomalous” dispersion. Then, asymptotic solutions to this and, as a consequence, to the original equations are constructed by means of a modified Maslov canonical operator; for initial perturbations of special form, these solutions are expressed in terms of combinations of products of the Airy functions of a complex argument. On the basis of explicit formulas obtained, we analyze the effect of fast oscillations of the velocity on the solution fronts and solution profiles near the front.     

Two-Parameter Asymptotics in a Bisingular Cauchy Problem for a Parabolic Equation

The Cauchy problem for a quasilinear parabolic equation with a small parameter ε at the highest derivative is considered. The initial function, which has the form of a smoothed step, depends on a “stretched” variable x/ρ, where ρ is another small parameter. This problem statement is of interest for applications as a model of propagation of nonlinear waves in physical systems in the presence of small dissipation. In the case corresponding to a compression wave, asymptotic solutions of the problem are constructed in the parameters ε and ρ independently tending to zero. It is assumed that ε/ρ → 0. Far from the line of discontinuity of the limit solution, asymptotic solutions are constructed in the form of series in powers of ε and ρ. In a small domain of linear approximation, an asymptotic solution is constructed in the form of a series in powers of the ratio ρ/ε. The coefficients of the inner expansion are determined from a recursive chain of initial value problems. The asymptotics of these coefficients at infinity is studied. The time of reconstruction of the scale of the internal space variable is determined.     

A product formula for semigroups of Lipschitz operators associated with semilinear evolution equations of parabolic type

A product formula for semigroups of Lipschitz operators associated with semilinear evolution equations of parabolic type is discussed under a new type of stability condition which admits “error term”. The result obtained here is applied to showing the convergence of approximate solutions constructed by a fractional step method to the solution of the complex Ginzburg–Landau equation.     

Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise II. Fully discrete schemes

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.     

Algorithms for the solution of systems of coupled second-order ordinary differential equations

Several step-by-step methods for the computer solution systems of coupled second-order ordinary differential equations, are examined from the point of view of efficiency “time-wise” and “storage-wise”. Particular reference is made to a system arising in the close-coupling approximation of the Schroedinger equation. The stability of the solution is also considered.     

Optimal control of a reflection boundary coefficient in an acoustic wave equation

We seek to optimally control a reflection boundary coefficient for an acoustic wave equation. The goal-quantified by an objective functional- is to drive the solution close to a target by adjusting this coefficient, which acts as a control. The problem is solved by finding the optimal control, which minimizes the objective functional. Then the optimal control is used as a an approximation for an inverse “ identification” problem.     

On The Parametric Model of Western Boundary Outflow

A simple model equation for western boundary outflow in the Stommel model of the large scale ocean circulation is obtained by evaluating the potential vorticity equation at the western boundary. A series solution to this model equation demonstrates similar behavior to the boundary layer solution of the potential vorticity equation, in particular that “resonances” are present at a discrete series of parameter values which necessitate the addition of logarithms to the series; these resonances occur because the model equation has a logarithmic branch point at these values.     

Numerical investigation of the acoustic scattering problem from penetrable prolate spheroidal structures using the Vekua transformation and arbitrary precision arithmetic

A complete set of radiating “outwards” eigensolutions of the Helmholtz equation, obtained by transforming appropriately through the Vekua mapping the kernel of Laplace equation, is applied to the investigation of the acoustic scattering by penetrable prolate spheroidal scatterers. The scattered field is expanded in terms of the aforementioned set, detouring so the standard spheroidal wave functions along with their inherent numerical deficiencies. The coefficients of the expansion are provided by the solution of linear systems, the conditioning of which calls for arbitrary precision arithmetic. Its integration enables the polyparametric investigation of the convergence of the current approach to the solution of the direct scattering problem. Finally, far‐field pattern visualization in the 3D space clarifies the preferred scattering directions for several frequencies of the incident wave, ranging from the “low” to the “resonance” region.     

Asymptotics of the Solution to the Cauchy Problem for Linear Parabolic Equations of Second Order with Small Diffusion

This paper is devoted to constructing an asymptotics of the solution to the Cauchy problem for a linear parabolic equation of second order with variable coefficients containing a small parameter at the highest derivative. Sufficient conditions for the existence and uniqueness of the “multiplicative” asymptotic expansion of the global solution of the problem are given.     

On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions

We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable “coefficients” and bounded “free” term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation which has a unique continuous solution with the first derivatives bounded and the second spacial derivatives locally bounded. The approximating equation is constructed in such a way that it modifies the original one only for large values of the unknown function and its spacial derivatives.     

Degenerate two-phase incompressible flow III. Sharp error estimates

Summary. This is the third paper of a series in which we analyze mathematical properties and develop numerical methods for a degenerate elliptic-parabolic partial differential system which describes the flow of two incompressible, immiscible fluids in porous media. In this paper we consider a finite element approximation for this system. The elliptic equation for the pressure and velocity is approximated by a mixed finite element method, while the degenerate parabolic equation for the saturation is approximated by a Galerkin finite element method. A fully discrete approximation is analyzed. Sharp error estimates in energy norms are obtained for this approximation. The error analysis does not use any regularization of the saturation equation; the error estimates are derived directly from the degenerate equation. Also, the analysis does not impose any restriction on the nature of degeneracy. Finally, it respects the minimal regularity on the solution of the differential system. Received March 9, 1998 / Revised version received July 17, 2000 / Published online May 30, 2001     

Initial conditions for the cylindrical Korteweg‐de Vries equation

In this paper, we find suitable initial conditions for the cylindrical Korteweg‐de Vries equation by first solving exactly the initial‐value problem for localized solutions of the underlying axisymmetric linear long‐wave equation. The far‐field limit of the solution of this linear problem then provides, through matching, an initial condition for the cylindrical Korteweg‐de Vries equation. This initial condition is associated only with the leading wave front of the far‐field limit of the linear solution. The main motivation is to resolve the discrepancy between the exact mass conservation law, and the “mass” conservation law for the cylindrical Korteweg‐de Vries equation. The outcome is that in the linear initial‐value problem all the mass is carried behind the wave front, and then the “mass” in the initial condition for the cylindrical Korteweg‐de Vries equation is zero. Hence, the evolving solution in the cylindrical Korteweg‐de Vries equation has zero “mass.” This situation arises because, unlike the well‐known unidirectional Korteweg‐de Vries equation, the solution of the initial‐value problem for the axisymmetric linear long‐wave problem contains both outgoing and ingoing waves, but in the cylindrical geometry, the latter are reflected at the origin into outgoing waves, and eventually the total outgoing solution is a combination of these and those initially generated.     

Discrete Approximations for Singularly Perturbed Boundary Value Problems with Parabolic Layers,I

In this series of three papers we study singularly perturbed (SP) boundary value problems for equations of elliptic and parabolic type. For small values of the perturbation parameter parabolic boundary and interior layers appear in these problems. If classical discretisation methods are used, the solution of the finite difference scheme and the approximation of the diffusive flux do not converge uniformly with respect to this parameter. Using the method of special, adapted grids, we can construct difference schemes that allow approximation of the solution and the normalised diffusive flux uniformly with respect to the small parameter. We also consider singularly perturbed boundary value problems for convection-diffusion equations. Also for these problems we construct special finite difference schemes, the solution of which converges $ε$-uniformly. We study what problems appear, when classical schemes are used for the approximation of the spatial derivatives. We compare the results with those obtained by the adapted approach. Results of numerical experiments are discussed. In the three papers we first give an introduction on the general problem, and then we consider respectively (i) Problems for SP parabolic equations, for which the solution and the normalised diffusive fluxes are required; (ii) Problems for SP elliptic equations with boundary conditions of Dirichlet, Neumann and Robin type; (iii) Problems for SP parabolic equation with discontinuous boundary conditions.     

Homogenization in the problem of long water waves over a bottom site with fast oscillations

The system of equations of gravity surface waves is considered in the case where the basin’s bottom is given by a rapidly oscillating function against a background of slow variations of the bottom. Under the assumption that the lengths of the waves under study are greater than the characteristic length of the basin bottom’s oscillations but can be much less than the characteristic dimensions of the domain where these waves propagate, the adiabatic approximation is used to pass to a reduced homogenized equation of wave equation type or to the linearized Boussinesq equation with dispersion that is “anomalous” in the theory of surface waves (equations of wave equation type with added fourth derivatives). The rapidly varying solutions of the reduced equation can be found (and they were also found in the authors’ works) by asymptotic methods, for example, by the WKB method, and in the case of focal points, by the Maslov canonical operator and its generalizations.