The combined Lagrangian advection method

We present and test a new hybrid numerical method for simulating layerwise-two-dimensional geophysical flows. The method radically extends the original Contour-Advective Semi-Lagrangian (CASL) algorithm [5] by combining three computational elements for the advection of general tracers (e.g. potential vorticity, water vapor, etc.): (1) a pseudo-spectral method for large scales, (2) Lagrangian contours for intermediate to small scales, and (3) Lagrangian particles for the representation of general forcing and dissipation. The pseudo-spectral method is both efficient and highly accurate at large scales, while contour advection is efficient and accurate at small scales, allowing one to simulate extremely fine-scale structure well below the basic grid scale used to represent the velocity field. The particles allow one to efficiently incorporate general forcing and dissipation.     

A positivity-preserving high-order semi-Lagrangian discontinuous Galerkin scheme for the Vlasov–Poisson equations

The Vlasov–Poisson equations describe the evolution of a collisionless plasma, represented through a probability density function (PDF) that self-interacts via an electrostatic force. One of the main difficulties in numerically solving this system is the severe time-step restriction that arises from parts of the PDF associated with moderate-to-large velocities. The dominant approach in the plasma physics community for removing these time-step restrictions is the so-called particle-in-cell (PIC) method, which discretizes the distribution function into a set of macro-particles, while the electric field is represented on a mesh. Several alternatives to this approach exist, including fully Lagrangian, fully Eulerian, and so-called semi-Lagrangian methods. The focus of this work is the semi-Lagrangian approach, which begins with a grid-based Eulerian representation of both the PDF and the electric field, then evolves the PDF via Lagrangian dynamics, and finally projects this evolved field back onto the original Eulerian mesh. In particular, we develop in this work a method that discretizes the 1 + 1 Vlasov–Poisson system via a high-order discontinuous Galerkin (DG) method in phase space, and an operator split, semi-Lagrangian method in time. Second-order accuracy in time is relatively easy to achieve via Strang operator splitting. With additional work, using higher-order splitting and a higher-order method of characteristics, we also demonstrate how to push this scheme to fourth-order accuracy in time. We show how to resolve all of the Lagrangian dynamics in such a way that mass is exactly conserved, positivity is maintained, and high-order accuracy is achieved. The Poisson equation is solved to high-order via the smallest stencil local discontinuous Galerkin (LDG) approach. We test the proposed scheme on several standard test cases.     

A Lagrangian description of transport associated with a front-eddy interaction: Application to data from the North-Western Mediterranean Sea

We discuss the Lagrangian transport in a time-dependent oceanic system involving a Lagrangian barrier associated with a salinity front which interacts intermittently with a set of Lagrangian eddies — ‘leaky’ coherent structures that entrain and detrain fluid as they move. A theoretical framework, rooted in the dynamical systems theory, is developed in order to describe and analyse this situation. We show that such an analysis can be successfully applied to a realistic ocean model. Here, we use the output of the numerical ocean model DieCAST from Dietrich et al. (2004) [17] and Fernández et al. (2005) [18] studied earlier in Mancho et al. (2008) [15] where a Lagrangian barrier associated with the North Balearic Front in the North-Western Mediterranean Sea was identified. The numerical model provides an Eulerian view of the flow and we employ the dynamical systems approach to identify relevant hyperbolic trajectories and their stable and unstable manifolds. These manifolds are used to understand the Lagrangian geometry of the evolving front-eddy system. Transport in this system is effected by the turnstile mechanism whose spatio-temporal geometry reveals intermittent pathways along which transport occurs. Particular attention is paid to the ‘Lagrangian’ interactions between the front and the eddies, and to transport implications associated with the transition between the one-eddy and two-eddy situation. The analysis of this ‘Lagrangian’ transition is aided by a local kinematic model that provides insight into the nature of the change in hyperbolic trajectories and their stable and unstable manifolds associated with the ‘birth’ and ‘death’ of leaky Lagrangian eddies.     

Can the baryon number density and the cosmological constant be interrelated?

A toy model is proposed in which the cosmological constant and the baryon number density of the Universe are interrelated. The model combines the mechanism of Dimopoulos and Susskind [S. Dimopoulos, L. Susskind, Phys. Rev. D 18 (1978) 4500] in which the baryon number density of the Universe is generated by the time-dependence of the phase of a complex scalar field, i.e. its ‘angular momentum’ in the two-dimensional complex field space, with that of Yoshimura [M. Yoshimura, Phys. Lett. B 608 (2005) 183, hep-ph/0410183] in which the ‘centrifugal force’ due to the ‘angular momentum’ pushes the vacuum expectation value of the scalar field out of a negative potential minimum and provides a small but positive cosmological constant. Unfortunately, our model fails to relate the smallness of the two numbers directly, requiring a fine-tuning of the negative potential minimum.     

A Particle-Mesh Method for the Shallow Water Equations Near Geostrophic Balance

In this paper we outline a new particle-mesh method for rapidly rotating shallow water flows based on a set of regularized equations of motion. The time-stepping method uses an operator splitting of the equations into an Eulerian gravity wave part and a Lagrangian advection part. An essential ingredient is the advection of absolute vorticity by means of translated radial basis functions. We show that this implies exact conservation of enstrophy. The method is tested on two model problems based on the qualitative features of the solutions obtained (i.e., dispersion or smoothness of potential vorticity contours) as well as on the increase in mean divergence level.     

A direct Eulerian GRP scheme for relativistic hydrodynamics: One-dimensional case

The paper proposes a direct Eulerian generalized Riemann problem (GRP) scheme for one-dimensional relativistic hydrodynamics. It is an extension of the Eulerian GRP scheme for compressible non-relativistic hydrodynamics proposed in [M. Ben-Artzi, J.Q. Li, G. Warnecke, A direct Eulerian GRP scheme for compressible fluid flows, J. Comput. Phys. 218 (2006) 19–43]. Two main ingredients, the Riemann invariant and the Rankine–Hugoniot jump condition, are directly used to resolve the local GRP in the Eulerian formulation, and thus the crucial and delicate Lagrangian treatment in the original GRP scheme [3] can be avoided. Several numerical examples are given to demonstrate the accuracy and effectiveness of the proposed GRP scheme.     

A general strategy for the optimization of Runge–Kutta schemes for wave propagation phenomena

We analyze optimized explicit Runge–Kutta schemes (RK) for computational aeroacoustics, and wave propagation phenomena in general. Exploiting the analysis developed in [S. Pirozzoli, Performance analysis and optimization of finite-difference schemes for wave propagation problems, J. Comput. Phys. 222 (2007) 809–831], we rigorously evaluate the performance of several time integration schemes in terms of appropriate error and cost metrics, and provide a general strategy to design Runge–Kutta methods tailored for specific applications. We present families of optimized second- and third-order Runge–Kutta schemes with up to seven stages, and describe their implementation in the framework of Williamson’s 2N$2N$-storage formulation [J.H. Williamson, Low-storage Runge–Kutta schemes, J. Comput. Phys. 35 (1980) 48–56]. Numerical simulations of the 1D linear advection equation and of the 2D linearized Euler equations are performed to demonstrate the validity of the theory and to quantify the improvement provided by optimized schemes.     

Self-consistent chaotic transport in fluids and plasmas

Self-consistent chaotic transport is the transport of a field F by a velocity field v according to an advection-diffusion equation in which there is a dynamical constrain between the two fields, i.e., O(F,v)=0 where O is an integral or differential operator, and the Lagrangian trajectories of fluid particles exhibit sensitive dependence on initial conditions. In this paper we study self-consistent chaotic transport in two-dimensional incompressible shear flows. In this problem F is the vorticity zeta, the corresponding advection-diffusion equation is the vorticity equation, and the self-consistent constrain is the vorticity-velocity coupling z nabla xv=zeta. To study this problem we consider three self-consistent models of intermediate complexity between the simple but limited kinematic chaotic advection models and the approach based on the direct numerical simulation of the Navier-Stokes equation. The first two models, the vorticity defect model and the single wave model, are constructed by successive simplifications of the vorticity-velocity coupling. The third model is an area preserving self-consistent map obtained from a space-time discretization of the single wave model. From the dynamical systems perspective these models are useful because they provide relatively simple self-consistent Hamiltonians (streamfunctions) for the Lagrangian advection problem. Numerical simulations show that the models capture the basic phenomenology of shear flow instability, vortex formation and relaxation typically observed in direct numerical simulations of the Navier-Stokes equation. Self-consistent chaotic transport in electron plasmas in the context of kinetic theory is also discussed. In this case F is the electron distribution function in phase space, the corresponding advection equation is the Vlasov equation and the self-consistent constrain is the Poisson equation. This problem is closely related to the vorticity problem. In particular, the vorticity defect model is analogous to the Vlasov-Poisson model and the single wave model and the self-consistent map apply equally to both plasmas and fluids. Also, the single wave model is analogous to models used in the study of globally coupled oscillator systems. (c) 2000 American Institute of Physics.     

Duality for the general isomonodromy problem

By an extension of Harnad’s and Dubrovin’s ‘duality’ constructions, the general isomonodromy problem studied by Jimbo, Miwa, and Ueno is equivalent to one in which the linear system of differential equations has a regular singularity at the origin and an irregular singularity at infinity (both resonant). The paper looks at this dual formulation of the problem from two points of view: the symplectic geometry of spaces associated with the loop group of the general linear group, and a generalization of the self-dual Yang–Mills equations.     

Green’s function-stochastic methods framework for probing nonlinear evolution problems: Burger’s equation, the nonlinear Schrödinger’s equation, and hydrodynamic organization of near-molecular-scale vorticity

A framework which combines Green’s function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green’s function and stochastic representative solutions of linear drift–diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems – Burgers’ equation and the nonlinear Schrödinger’s equation – are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole–Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger’s vortex sheets. Here, the governing vorticity equation corresponds to the Fokker–Planck equation of an Ornstein–Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the motion and spread of single, multiple, and continuous sets of Burger’s vortex sheets, evolving within deterministic and random strain rate fields, under both viscous and inviscid conditions, are obtained. In order to promote application to other nonlinear problems, a tutorial development of the framework is presented. Likewise, time-incremental solution approaches and construction of approximate, though otherwise difficult-to-obtain backward-time GF’s (useful in solution of forward-time evolution problems) are discussed.     

Momentum-carrying waves on D1–D5 microstate geometries

If one attempts to add momentum-carrying waves to a black string then the solution develops a singularity at the horizon; this is a manifestation of the ‘no hair theorem’ for black objects. However individual microstates of a black string do not have a horizon, and so the above theorem does not apply. We construct a perturbation that adds momentum to a family of microstates of the extremal D1–D5 string. This perturbation is analogous to the ‘singleton’ mode localized at the boundary of AdS; to leading order it is pure gauge in the AdS interior of the geometry.     

Simulation of surface tension in 2D and 3D with smoothed particle hydrodynamics method

The methods for simulating surface tension with smoothed particle hydrodynamics (SPH) method in two dimensions and three dimensions are developed. In 2D surface tension model, the SPH particle on the boundary in 2D is detected dynamically according to the algorithm developed by Dilts [G.A. Dilts, Moving least-squares particle hydrodynamics II: conservation and boundaries, International Journal for Numerical Methods in Engineering 48 (2000) 1503–1524]. The boundary curve in 2D is reconstructed locally with Lagrangian interpolation polynomial. In 3D surface tension model, the SPH particle on the boundary in 3D is detected dynamically according to the algorithm developed by Haque and Dilts [A. Haque, G.A. Dilts, Three-dimensional boundary detection for particle methods, Journal of Computational Physics 226 (2007) 1710–1730]. The boundary surface in 3D is reconstructed locally with moving least squares (MLS) method. By transforming the coordinate system, it is guaranteed that the interface function is one-valued in the local coordinate system. The normal vector and curvature of the boundary surface are calculated according to the reconstructed boundary surface and then surface tension force can be calculated. Surface tension force acts only on the boundary particle. Density correction is applied to the boundary particle in order to remove the boundary inconsistency. The surface tension models in 2D and 3D have been applied to benchmark tests for surface tension. The ability of the current method applying to the simulation of surface tension in 2D and 3D is proved.     

An adaptive method for computing invariant manifolds in non-autonomous, three-dimensional dynamical systems

We present a computational method for determining the geometry of a class of three-dimensional invariant manifolds in non-autonomous (aperiodically time-dependent) dynamical systems. The presented approach can be also applied to analyse the geometry of 3D invariant manifolds in three-dimensional, time-dependent fluid flows. The invariance property of such manifolds requires that, at any fixed time, they are given by surfaces in R³. We focus on a class of manifolds whose instantaneous geometry is given by orientable surfaces embedded in R³. The presented technique can be employed, in particular, to compute codimension one (invariant) stable and unstable manifolds of hyperbolic trajectories in 3D non-autonomous dynamical systems which are crucial in the Lagrangian transport analysis. The same approach can also be used to determine evolution of an orientable ‘material surface’ in a fluid flow. These developments represent the first step towards a non-trivial 3D extension of the so-called lobe dynamics — a geometric, invariant-manifold-based framework which has been very successful in the analysis of Lagrangian transport in unsteady, two-dimensional fluid flows. In the developed algorithm, the instantaneous geometry of an invariant manifold is represented by an adaptively evolving triangular mesh with piecewise C² interpolating functions. The method employs an automatic mesh refinement which is coupled with adaptive vertex redistribution. A variant of the advancing front technique is used for remeshing, whenever necessary. Such an approach allows for computationally efficient determination of highly convoluted, evolving geometry of codimension one invariant manifolds in unsteady three-dimensional flows. We show that the developed method is capable of providing detailed information on the evolving Lagrangian flow structure in three dimensions over long periods of time, which is crucial for a meaningful 3D transport analysis.     

S-duality in 3D gravity with torsion

The deformation of the connection in three spacetime dimensions by the kinematically equivalent coframe is shown to induce a duality between the (Lorentz-) rotational and translational field momenta, for which the coupling to the deformation parameter is inverted. This new kind of strong/weak duality, pertinent to 3D, is instrumental for studying exact solutions of the 3D Poincaré gauge field equations and the particle content of propagating modes on a background of constant curvature. For a topological Chern-Simons model of gravity, the propagating modes ‘living’ on an Anti-de Sitter (AdS) background correspond to real massive particles. Yang-Mills type generalizations and new cubic Lagrangians are found and completely classified in 3D. AdS or black hole type solutions with constant axial torsion emerge, also for these higher-order Lagrangians with new ‘exotic’ torsion-curvature couplings. Their pattern complies with our S-duality, with new repercussions for the field redefinition of the metric in 3D quantum gravity and the cosmological constant problem.     

On the supersymmetric limit of Kerr-NUT-AdS metrics

Generalizing the scaling limit of Martelli and Sparks [D. Martelli, J. Sparks, Phys. Lett. B 621 (2005) 208, hep-th/0505027] into an arbitrary number of spacetime dimensions we re-obtain the (most general explicitly known) Einstein–Sasaki spaces constructed by Chen et al. [W. Chen, H. Lü, C.N. Pope, Class. Quantum Grav. 23 (2006) 5323, hep-th/0604125]. We demonstrate that this limit has a well-defined geometrical meaning which links together the principal conformal Killing–Yano tensor of the original Kerr-NUT-(A)dS spacetime, the Kähler 2-form of the resulting Einstein–Kähler base, and the Sasakian 1-form of the final Einstein–Sasaki space. The obtained Einstein–Sasaki space possesses the tower of Killing–Yano tensors of increasing rank—underlined by the existence of Killing spinors. A similar tower of hidden symmetries is observed in the original (odd-dimensional) Kerr-NUT-(A)dS spacetime. This rises an interesting question whether also these symmetries can be related to the existence of some ‘generalized’ Killing spinor.     

Dynamics of nonautonomous rogue waves in Bose–Einstein condensate

We study rogue waves of Bose–Einstein condensate (BEC) analytically in a time-dependent harmonic trap with a complex potential. Properties of the nonautonomous rogue waves are investigated analytically. It is reported that there are possibilities to ‘catch’ rogue waves through manipulating nonlinear interaction properly. The results provide many possibilities to manipulate rogue waves experimentally in a BEC system.     

The fundamental form of a homogeneous Lagrangian in two independent variables

We construct, for a homogeneous Lagrangian of arbitrary order in two independent variables, a differential 2-form with the property that it is closed precisely when the Lagrangian is null. This is similar to the property of the ‘fundamental Lepage equivalent’ associated with first-order Lagrangians defined on jets of sections of a fibred manifold.     

Graph cohomology classes in the Batalin–Vilkovisky formalism

This paper gives a conceptual formulation of Kontsevich’s ‘dual construction’ producing graph cohomology classes from a differential graded Frobenius algebra with an odd scalar product. Our construction–whilst equivalent to the original one–is combinatorics-free and is based on the Batalin–Vilkovisky formalism, from which its gauge independence is immediate.