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.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

The Photochemical Synthesis of Fine Chemicals with Sunlight

The light of the sun can be used directly for changing chemical structures photochemically. Any industrial application must conform to the limitations imposed by the spectral distribution of the photons from the sun, the interruptions to the radiation due to the day/night rhythm, and the weather. In this review, we describe the photochemical potential of the sun, give a fundamental treatment of the concept of photoreactors driven by sunlight (abbreviated to solar photoreactors), and give an account of the realization of this concept in the first pilot plant on the “Plataforma Solar de Almeria” in southern Spain and in other activities in this field. Based on experimental data from photochemical investigations on the pilot plant scale, possibilities, limitations, and the potential growth of solar photochemistry are described. Solar photochemistry, in our opinion, is a technique which could make a contribution to the chemistry of the future because of its photochemical synthesis potential, the avoidance of waste products, and the direct utilization of the sun, not only as a primary energy source, but also as a reaction partner.     

A note on stability of the Douglas splitting method

In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.

     

Differential–algebraic equations in multibody system modeling

Numerical methods for the efficient integration of both stiff and nonstiff equations of motion of multibody systems having the form of differential-algebraic equations (DAE) of index 3 are discussed. Linear multi-step ABM and BDF methods are considered for the non-iterational integration of nonstiff DAE. The Park method is proposed for integration of stiff equations. This revised version was published online in June 2006 with corrections to the Cover Date.     

On superlinear convergence of quasi-Newton methods for nonsmooth equations

We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.     

An algorithm for the computation of consistent initial values for differential–algebraic equations

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

Influence of Particle Morphology and Flow Conditions on the Dispersion Behavior of Fumed Silica in Silicone Polymers

The dispersion behavior of agglomerates of several grades of fumed silica in poly(dimethyl siloxane) liquids has been studied as a function of particle morphology and applied flow conditions. The effects of primary particle size and aggregate density and structure on cohesivity were probed through tensile and shear strength tests on particle compacts. These cohesivity tests indicated that the shear strength of particle compacts was two orders of magnitude higher than the tensile strength at the same overall packing density. Experiments carried out in both steady and time‐varying simple‐shear flows indicate that dispersion occurs through tensile failure. In the steady‐shear experiments,enhanced dispersion was obtained at higher levels of applied stress and, at comparable levels of applied stress, dispersion was found to proceed faster at higher shear rates. Experiments conducted in time‐varying flows further corroborated the results obtained in tensile cohesivity tests. Experiments in which the mean and maximum stresses in the time‐varying flows were matched to the stresses produced in steady shear flows highlight the influence of flow dynamics on dispersion behavior.     

Inexact Newton methods for the nonlinear complementarity problem

An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240.     

Measurements and simulations of particle dispersion in a turbulent flow

A particle imaging technique has been used to collect droplet displacement statistics in a round turbulent jet of air. Droplets are injected on the jet axis, and a laser sheet and position-sensitive photomultiplier tube are used to track their radial displacement and time-of-flight. Dispersion statistics can be computed which are Lagrangian or Eulerian in nature. The experiments have been simulated numerically using a second-order closure scheme for the jet and a stochastic simulation for the particle trajectories. Results are presented for non-vaporizing droplets of sizes from 35 to 160 μm. The simulations have underscored the importance of initial conditions and early droplet displacement history on the droplet trajectory for droplets with large inertia relative to the turbulence. Estimates of initial conditions have been made and their effect on dispersion is quantified.