accurate projection methods for the incompressible navier stokes equations abstract this paper considers the accuracy of projection method approximations to the initial boundary value problem for the incompressible navier stokes equations the issue of how to correctly specify numerical boundary conditions for these methods has been outstanding since the birth of the second order methodology a decade and a half ago it has been observed that while the velocity can be reliably computed to second order accuracy in time and space the pressure is typically only first order accurate in the l norm this paper identifies the source of this problem in the interplay of the global pressure update formula with the numerical boundary conditions and presents an improved projection algorithm which is fully second order accurate as demonstrated by a normal mode analysis and numerical experiments in addition a numerical method based on a gauge variable formulation of the incompressible navier stokes equations which provides another option for obtaining fully second order convergence in both velocity and pressure is discussed the connection between the boundary conditions for projection methods and the gauge method is explained in detail

exponential linear quadratic optimal control with discounting a direct derivation of the solution of the discounted exponential linear quadratic gaussian optimal control problem is presented some extensions to partial observations problems are also given the solution involves time varying riccati equations providing an example of an infinite horizon constant coefficient regulator problem with a time varying optimal control

krein s resolvent formula for self adjoint extensions of symmetric second order elliptic differential operators given a symmetric semi bounded second order elliptic differential operator a on a bounded domain with c1 1 boundary we provide a kre n type formula for the resolvent difference between its friedrichs extension and an arbitrary self adjoint one

an addendum to krein s formula abstract we provide additional results in connection with krein s formula which describes the resolvent difference of two self adjoint extensionsa1anda2of a densely defined closed symmetric linear operator with deficiency indices n n n n in particular we explicitly derive the linear fractional transformation relating the operator valued weyl titchmarshm functionsm1 z andm2 z corresponding toa1anda2

an example of unitary equivalence between self adjoint extensions and their parameters abstract the spectral problem for self adjoint extensions is studied using the machinery of boundary triplets for a class of symmetric operators having weyl functions of a special type we calculate explicitly the spectral projections in the form of operator valued integrals this allows one to give a constructive proof of the fact that in certain intervals the resulting self adjoint extensions are unitarily equivalent to the parameterizing boundary operator acting in a smaller space and one is able to provide an explicit form for the associated unitary transform applications to differential operators on metric graphs and to direct sums are discussed

combined hybridizable discontinuous galerkin hdg and runge kutta discontinuous galerkin rk dg formulations for green naghdi equations on unstructured meshes abstract in this paper we introduce some new high order discrete formulations on general unstructured meshes especially designed for the study of irrotational free surface flows based on partial differential equations belonging to the family of fully nonlinear and weakly dispersive shallow water equations working with a recent family of optimized asymptotically equivalent equations we benefit from the simplified analytical structure of the linear dispersive operators to conveniently reformulate the models as the classical nonlinear shallow water equations supplemented with several algebraic source terms which globally account for the non hydrostatic effects through the introduction of auxiliary coupling variables high order discrete approximations of the main flow variables are obtained with a rk dg method while the trace of the auxiliary variables are approximated on the mesh skeleton through the resolution of second order linear elliptic sub problems with high order hdg formulations the combined use of hybrid unknowns and local post processing significantly helps to reduce the number of globally coupled unknowns in comparison with previous approaches the proposed formulation is then extended to a more complex family of three parameters enhanced green naghdi equations the resulting numerical models are validated through several benchmarks involving nonlinear waves transformations and propagation over varying topographies showing good convergence properties and very good agreements with several sets of experimental data

a supra convergent finite difference scheme for the variable coefficient poisson equation on non graded grids we introduce a method for solving the variable coefficient poisson equation on non graded cartesian grids that yields second order accuracy for the solutions and their gradients we employ quadtree in 2d and octree in 3d data structures as an efficient means to represent the cartesian grid allowing for constraint free grid generation the schemes take advantage of sampling the solution at the nodes vertices of each cell in particular the discretization at one cell s node only uses nodes of two 2d or three 3d adjacent cells producing schemes that are straightforward to implement numerical results in two and three spatial dimensions demonstrate supra convergence in the l norm

a cut cell non conforming cartesian mesh method for compressible and incompressible flow this paper details a multigrid accelerated cut cell non conforming cartesian mesh methodology for the modelling of inviscid compressible and incompressible flow this is done via a single equation set that describes sub trans and supersonic flows cut cell technology is developed to furnish body fitted meshes with an overlapping mesh as starting point and in a manner which is insensitive to surface definition inconsistencies spatial discretization is effected via an edge based vertex centred finite volume method an alternative dual mesh construction strategy similar to the cell centred method is developed incompressibility is dealt with via an artificial compressibility algorithm and stabilization achieved with artificial dissipation in compressible flow shocks are captured via pressure switch activated upwinding the solution process is accelerated with full approximation storage fas multigrid where coarse meshes are generated automatically via a volume agglomeration methodology this is the first time that the proposed discretization and solution methods are employed to solve a single compressible incompressible equation set on cut cell cartesian meshes the developed technology is validated by numerical experiments the standard discretization and alternative methods were found equivalent in accuracy and computational cost the multigrid implementation achieved decreases in cpu time of up to one order of magnitude copyright 2007 john wiley sons ltd

a second order accurate projection method for the incompressible navier stokes equations on non graded adaptive grids we present an unconditionally stable second order accurate projection method for the incompressible navier stokes equations on non graded adaptive cartesian grids we employ quadtree and octree data structures as an efficient means to represent the grid we use the supra convergent poisson solver of c h min f gibou h ceniceros a supra convergent finite difference scheme for the variable coefficient poisson equation on fully adaptive grids cam report 05 29 j comput phys in press a second order accurate semi lagrangian method to update the momentum equation an unconditionally stable backward difference scheme to treat the diffusion term and a new method that guarantees the stability of the projection step on highly non graded grids we sample all the variables at the grid nodes producing a scheme that is straightforward to implement we propose two and three dimensional examples to demonstrate second order accuracy for the velocity field and the divergence free condition in the l1 and l norms

a cache aware algorithm for pdes on hierarchical data structures based on space filling curves competitive numerical algorithms for solving partial differential equations have to work with the most efficient numerical methods like multigrid and adaptive grid refinement and thus with hierarchical data structures unfortunately in most implementations hierarchical data typically stored in trees cause a nonnegligible overhead in data access to overcome this quandary numerical efficiency versus efficient implementation our algorithm uses space filling curves to build up data structures which are processed linearly in fact the only kind of data structure used in our implementation is stacks thus data access becomes very fast even faster than the common access to nonhierarchical data stored in matrices and in particular cache misses are reduced considerably furthermore the implementation of multigrid cycles and or higher order discretizations as well as the parallelization of the whole algorithm become very easy and straightforward on these data structures

approximate projection methods part i inviscid analysis the use of approximate projection methods for modeling low mach number flows avoids many of the numerical complications associated with exact projection methods but introduces additional design choices in developing a robust algorithm in this paper we first explore these design choices in the setting of inviscid incompressible flow using several computational examples we then develop a framework for analyzing the behavior of the different design variations and use that analysis to explain the features observed in the computations as part of this work we introduce a new variation of the approximate projection algorithm that combines the advantages of several of the previous versions

a cartesian grid finite volume method for the advection diffusion equation in irregular geometries we present a fully conservative high resolution finite volume algorithm for advection diffusion equations in irregular geometries the algorithm uses a cartesian grid in which some cells are cut by the embedded boundary a novel feature is the use of a capacity function to model the fact that some cells are only partially available to the fluid the advection portion then uses the explicit wave propagation methods implemented in clawpack and is stable for courant numbers up to 1 diffusion is modelled with an implicit finite volume algorithm results are shown for several geometries convergence is verified and the 1 norm order of accuracy is found to between 1 2 and 2 depending on the geometry and peclet number software is available on the web

a fast and stable well balanced scheme with hydrostatic reconstruction for shallow water flows we consider the saint venant system for shallow water flows with nonflat bottom it is a hyperbolic system of conservation laws that approximately describes various geophysical flows such as rivers coastal areas and oceans when completed with a coriolis term or granular flows when completed with friction numerical approximate solutions to this system may be generated using conservative finite volume methods which are known to properly handle shocks and contact discontinuities however in general these schemes are known to be quite inaccurate for near steady states as the structure of their numerical truncation errors is generally not compatible with exact physical steady state conditions this difficulty can be overcome by using the so called well balanced schemes we describe a general strategy based on a local hydrostatic reconstruction that allows us to derive a well balanced scheme from any given numerical flux for the homogeneous problem whenever the initial solver satisfies some classical stability properties it yields a simple and fast well balanced scheme that preserves the nonnegativity of the water height and satisfies a semidiscrete entropy inequality

krylov subspace methods for solving large unsymmetric linear systems some algorithms based upon a projection process onto the krylov subspace k sub m span r sub 0 ar sub 0 a sup m 1 r sub 0 are developed generalizing the method of conjugate gradients to unsymmetric systems these methods are extensions of arnoldi s algorithm for solving eigenvalue problems the convergence is analyzed in terms of the distance of the solution to the subspace k sub m and some error bounds are established showing in particular a similarity with the conjugate gradient method for symmetric matrices when the eigenvalues are real several numerical experiments are described and discussed

a numerical method for the incompressible navier stokes equations based on an approximate projection in this method we present a fractional step discretization of the time dependent incompressible navier stokes equations the method is based on a projection formulation in which we first solve diffusion convection equations to predict intermediate velocities which are then projected onto the space of divergence free vector fields our treatment of the diffusion convection step uses a specialized second order upwind method for differencing the nonlinear convective terms that provides a robust treatment of these terms at a high reynolds number in contrast to conventional projection type discretizations that impose a discrete form of the divergence free constraint we only approximately impose the constraint i e the velocity field we compute is not exactly divergence free the approximate projection is computed using a conventional discretization of the laplacian and the resulting linear system is solved using conventional multigrid methods numerical examples are presented to validate the second order convergence of the method for euler finite reynolds number and stokes flow a second example illustrating the behavior of the algorithm on an unstable shear layer is also presented

generalized q functions and dirichlet to neumann maps for elliptic differential operators the classical concept of q functions associated to symmetric and selfadjoint operators due to m g krein and h langer is extended in such a way that the dirichletto neumann map in the theory of elliptic differential equations can be interpreted as a generalized q function for couplings of uniformly elliptic second order differential expression on bounded and unbounded domains explicit krein type formulas for the difference of the resolvents and trace formulas in an h 2 framework are obtained

toward efficient and accurate interface capturing on arbitrary hybrid unstructured grids the thinc method with quadratic surface representation and gaussian quadrature abstract a novel interface capturing scheme is proposed to compute moving interface on arbitrary hybrid unstructured grids different from conventional volume of fluid vof schemes that require complicated geometric manipulations for interface reconstructions the present method can be viewed as a hybrid geometric algebraic type vof approach i e the interface is implictly retrieved from an algebraic function that effectively makes use of the geometrical information such as normal direction and curvature of the interface unlike previous versions of the thinc tangent of hyperbola interface capturing method the interface is represented by a quadratic surface for grid cells of arbitrary shapes in this scheme the gaussian quadrature is used to estimate the integration of the cell wise multi dimensional hyperbolic tangent reconstruction function which is then used to retrieve the interface from the volume fraction value of the target cell the gaussian quadrature is also used to compute the numerical fluxes from the reconstruction function numerical accuracy for reconstruction and flux computation can be effectively improved by increasing quadrature points the whole solution procedure follows the finite volume method for advection transport and is thus simple and easy to use for cells of arbitrary shapes as verified in the benchmark tests in this paper the presented scheme so called thinc qq thinc method with quadratic surface representation and gaussian quadrature scheme shows significantly improved geometrical fidelity of interface representation particularly for curved surface despite algorithmic simplicity the solution quality of thinc qq is comparable to other existing vof methods with plic geometrical interface reconstructions and thus an accurate and efficient vof scheme of great practical significance for unstructured grids

a mesh dependent model for applying dynamic contact angles to vof simulations typical vof algorithms rely on an implicit slip that scales with mesh refinement to allow contact lines to move along no slip boundaries as a result solutions of contact line phenomena vary continuously with mesh spacing this paper presents examples of that variation a mesh dependent dynamic contact angle model is then presented that is based on fundamental hydrodynamics and serves as a more appropriate boundary condition at a moving contact line this new boundary condition eliminates the stress singularity at the contact line the resulting problem is thus well posed and yields solutions that converge with mesh refinement numerical results are presented of a solid plate withdrawing from a fluid pool and of spontaneous droplet spread at small capillary and reynolds numbers

an adaptive fast multipole accelerated poisson solver for complex geometries abstract we present a fast direct and adaptive poisson solver for complex two dimensional geometries based on potential theory and fast multipole acceleration more precisely the solver relies on the standard decomposition of the solution as the sum of a volume integral to account for the source distribution and a layer potential to enforce the desired boundary condition the volume integral is computed by applying the fmm on a square box that encloses the domain of interest for the sake of efficiency and convergence acceleration we first extend the source distribution the right hand side in the poisson equation to the enclosing box as a c 0 function using a fast boundary integral based method we demonstrate on multiply connected domains with irregular boundaries that this continuous extension leads to high accuracy without excessive adaptive refinement near the boundary and as a result to an extremely efficient black box fast solver

a numerical scheme for the green naghdi model abstract in this paper a hybrid numerical method using a godunov type scheme is proposed to solve the green naghdi model describing dispersive shallow water waves the corresponding equations are rewritten in terms of new variables adapted for numerical studies in particular the numerical scheme preserves the dynamics of solitary waves some numerical results are shown and compared to exact and or experimental ones in different and significant configurations a dam break problem and an impact problem where a liquid cylinder is falling to a rigid wall are solved numerically this last configuration is also compared with experiments leading to a good qualitative agreement

a second order projection method for the incompressible navier stokes equations in this paper we describe a second order projection method for the time dependent incom pressible navier stokes equations as in the original projection method developed by chorin we first solve diffusion convection equations to predict intermediate velocities which are then projected onto the space of divergence free vector fields by introducing more coupling between the diffusion onvection step and the projection step we obtain a temporal discretiza tion that is second order accurate our treatment of the diffusion convection step uses a specialized higher order godunov method for differencing the nonlinear convective terms that provides a robust treatment of these terms at high reynolds number the godunov procedure is second order accurate for smooth flow and remains stable for discontinuous initial data even in the zero viscosity limit we approximate the projection directly using a galerkin procedure that uses a local basis for discretely divergence free vector fields numerical results are presented validating the convergence properties of the method we also apply the method to doubly periodic shear layers to assess the performance of the method on more difficult

a second order projection method for variable density flows this paper describes a second order projection method for variabledensity incompressible flows the method is suitable for both finite amplitude density variations and for fluids that are modeled using a boussinesq approximation it is based on a second order fractional step scheme in which diffusion convection terms are advanced without enforcing the incompressibility condition and the resulting intermediate velocity field is then projected onto the space of discretely divergencefree vector fields the nonlinear convection terms are treated using a godunov type procedure that is second order for smooth flow and remain stable and non oscillatory for nonsmooth flows with low fluid viscosities the method is described for finite amplitude density variation and the simplifications for a boussinesq approximation are sketched numerical results are presented that validate the convergence properties of the method and demonstrate its performance on more realistic problems

a cartesian grid embedded boundary method for poisson s equation on irregular domains we present a numerical method for solving poisson s equation with variable coefficients and dirichlet boundary conditions on two dimensional regions the approach uses a finite volume discretization which embeds the domain in a regular cartesian grid we treat the solution as a cell centered quantity even when those centers are outside the domain cells that contain a portion of the domain boundary use conservative differencing of second order accurate fluxes on each cell volume the calculation of the boundary flux ensures that the conditioning of the matrix is relatively unaffected by small cell volumes this allows us to use multigrid iterations with a simple point relaxation strategy we have combined this with an adaptive mesh refinement amr procedure we provide evidence that the algorithm is second order accurate on various exact solutions and compare the adaptive and nonadaptive calculations

numerical simulation of a cylinder in uniform flow in this study a virtual boundary technique is applied to the numerical simulation of stationary and moving cylinders in uniform flow this approach readily allows the imposition of a no slip boundary within the flow field by a feedback forcing term added to the momentum equations in the present work this technique is used with a high order finite difference method effectively eliminating spurious oscillations caused by the feedback forcing when used with spectrally discretized flow solvers very good agreement is found between the present calculations and previous computational and experimental results for steady and time dependent flow at low reynolds numbers

optimal control of partially observable stochastic systems with an exponential of integral performance index the stochastic control problem with linear stochastic differential equations driven by brownian motion processes and as cost functional the exponential of a quadratic form is considered the soluti

on the optimal control of stochastic systems with an exponential of integral performance index abstract in this paper a theory of optimal control is developed for stochastic systems whose performance is measured by the exponential of an integral form such a formulation of the cost function is shown to be not only general and useful but also analytically tractable starting with very general classes of stochastic systems optimality conditions are obtained which exploit the multiplicative decomposability of the exponential of integral form specializing to partially observed systems of stochastic differential equations with brownian motion disturbances optimality conditions are obtained which parallel those for systems with integral costs also treated are the special cases of linear systems with exponential of quadratic costs for which explicit optimal controls are obtainable in addition several general results of independent interest are obtained which concern optimality of stochastic systems

volume of fluid interface tracking with smoothed surface stress methods for three dimensional flows motivated by the need for three dimensional methods for interface calculations that can deal with topology changes we describe a numerical scheme built from a volume of fluid interface tracking technique that uses a piecewise linear interface calculation in each cell momentum balance is computed using explicit finite volume finite differences on a regular cubic grid surface tension is implemented by the continuous surface stress or continuous surface force method examples and verifications of the method are given by comparing simulations to analytical results and experiments for sedimenting droplet arrays and capillary waves at finite reynolds number in the case of a pinching pendant drop both three dimensional and axisymmetric simulations are compared to experiments agreement is found both before and after the reconnections

a monotonicity preserving conservative sharp interface flow solver for high density ratio two phase flows this paper presents a novel approach for solving the conservative form of the incompressible two phase navier stokes equations in order to overcome the numerical instability induced by the potentially large density ratio encountered across the interface the proposed method includes a volume of fluid type integration of the convective momentum transport a monotonicity preserving momentum rescaling and a consistent and conservative ghost fluid projection that includes surface tension effects the numerical dissipation inherent in the volume of fluid treatment of the convective transport is localized in the interface vicinity enabling the use of a kinetic energy conserving discretization away from the singularity two and three dimensional tests are presented and the solutions shown to remain accurate at arbitrary density ratios the proposed method is then successfully used to perform the detailed simulation of a round water jet emerging in quiescent air therefore suggesting the applicability of the proposed algorithm to the computation of realistic turbulent atomization

a gpu based multi level algorithm for boundary value problems abstract a novel geometric single grid multi level gsgml algorithm is presented for the numerical solution of boundary value problems bvps the algorithm is specifically designed for parallel scalability with high occupancy of streaming processors inside many core architectures like the graphics processing unit gpu the algorithm consists of iterative superposed operations on a single grid and is composed of two full grid routines a restriction and a coarsened interpolation relaxation the restriction is a local average of scalar or vector fields and the interpolation relaxation is a simultaneous application of coarsened finite difference operators and interpolations in complementary subsets of the grid the routines are scheduled in a saw like refining cycle convergence to machine precision is achieved repeating the full cycle using residuals and superposition the algorithm is attractive for its computational simplicity and provides a competitive gpu based fast solver for elliptic partial differential equations like the poisson helmholtz equation applications shown in this work include the deformation of two dimensional grids the computation of three dimensional streamlines for a singular trifoil knot vortex and the calculation of three dimensional electric potentials in heterogeneous dielectric media

a hamiltonian formulation of risk sensitive linear quadratic gaussian control we consider the optimal control problem with time homogeneous linear and in general non markov dynamics and risk sensitive criterion appeal to the extremal principle prescribed by the risk sensitive certainty equivalence principle rscep yields a symmetric equation system indicating that the extended hamiltonian formulation generalizes naturally to the risk sensitive case the conjugate variable of a hamiltonian formulation now has an interpretation in terms of forecasted process noise and the rscep in fact provides a stochastic maximum principle for which all variables have a clear interpretation and the desired measurability properties in the infinite horizon case meaningful under generalized controllability conditions optimal control is determined explicitly in terms of a canonical factorization for the case of imperfect process observation the rscep leads to coupled equation systems that can again be solved in terms of canonical factorizations in the time invariant stationary case

a cartesian grid projection method for the incompressible euler equations in complex geometries many problems in fluid dynamics require the representation of complicated internal or external boundaries of the flow here we present a method for calculating time dependent incompressible inviscid flow which combines a projection method with a cartesian grid approach for representing geometry in this approach the body is represented as an interface embedded in a regular cartesian mesh the advection step is based on a cartesian grid algorithm for compressible flow in which the discretization of the body near the flow uses a volume of fluid representation a redistribution procedure is used to eliminate time step restrictions due to small cells where the boundary intersects the mesh the projection step uses an approximate projection based on a cartesian grid method for potential flow the method incorporates knowledge of the body through volume and area fractions along with certain other integrals over the mixed cells convergence results are given for the projection itself and for the time dependent algorithm in two dimensions the method is also demonstrated on flow past a half cylinder with vortex shedding

boundary value problems for elliptic partial differential operators on bounded domains for a symmetric operator or relation a with infinite deficiency indices in a hilbert space we develop an abstract framework for the description of symmetric and self adjoint extensions a of a as restrictions of an operator or relation t which is a core of the adjoint a this concept is applied to second order elliptic partial differential operators on smooth bounded domains and a class of elliptic problems with eigenvalue dependent boundary conditions is investigated

generalized resolvents and the boundary value problems for hermitian operators with gaps a hermitian operator a with gaps j j 1 j m is studied the self adjoint extensions which put exactly kj eigenvalues into each gap j j in particular for kj 0 1 j m the extensions preserving the gaps are described in terms of boundary conditions the generalized resolvents of the extensions with the indicated properties are described also a solvability criterion and description of all the solutions of the hamburger moment problem with supports in r j 1m j j are obtained in terms of the nevanlinna matrix

an adaptive mesh projection method for viscous incompressible flow many fluid flow problems of practical interest particularly at high reynolds number are characterized by small regions of complex and rapidly varying fluid motion surrounded by larger regions of relatively smooth flow efficient solution of such problems requires an adaptive mesh refinement capability to concentrate computational effort where it is most needed we present in this paper a fractional step version of chorin s projection method for incompressible flow with adaptive mesh refinement which is second order accurate in both space and time convection terms are handled by a high resolution upwind method which provides excellent resolution of small scale features of the flow while a multilevel iterative scheme efficiently solves the parabolic and elliptic equations associated with viscosity and the projection numerical examples demonstrate the performance of the method on two dimensional problems involving vortex spindown with viscosity and inviscid vortex merger

a cell centered adaptive projection method for the incompressible euler equations we present an algorithm to compute adaptive solutions for incompressible flows using block structured local refinement in both space and time this method uses a projection formulation based on a cell centered approximate projection which allows the use of a single set of cell centered solvers because of refinement in time additional steps are taken to accurately discretize the advection and projection operators at grid refinement boundaries using composite operators which span the coarse and refined grids this ensures that the method is approximately freestream preserving and satisfies an appropriate form of the divergence constraint

boundary relations and their weyl families the concepts of boundary relations and the corresponding weyl families are introduced let s be a closed symmetric linear operator or more generally a closed symmetric relation in a hilbert space h let h be an auxiliary hilbert space let graphics and let jh be defined analogously a unitary relation g from the krein space h 2 j h to the kre in space h 2 j h is called a boundary relation for the adjoint s if ker gamma s the corresponding weyl family m lambda is de ned as the family of images of the defect subspaces n over cap lambda lambda is an element of c r under gamma here gamma need not be surjective and is even allowed to be multi valued while this leads to fruitful connections between certain classes of holomorphic families of linear relations on the complex hilbert space h and the class of unitary relations gamma h 2 j h h 2 j h it also generalizes the notion of so called boundary value space and essentially extends the applicability of abstract boundary mappings in the connection of boundary value problems moreover these new notions yield for instance the following realization theorem every h valued maximal dissipative for lambda is an element of c holomorphic family of linear relations is the weyl family of a boundary relation which is unique up to unitary equivalence if certain minimality conditions are satisfied further connections between analytic and spectral theoretical properties of weyl families and geometric properties of boundary relations are investigated and some applications are given

a splitting approach for the fully nonlinear and weakly dispersive green naghdi model the fully nonlinear and weakly dispersive green naghdi model for shallow water waves of large amplitude is studied the original model is first recast under a new formulation more suitable for numerical resolution an hybrid finite volume and finite difference splitting approach is then proposed which could be adapted to many physical models that are dispersive corrections of hyperbolic systems the hyperbolic part of the equations is handled with a high order finite volume scheme allowing for breaking waves and dry areas the dispersive part is treated with a classical finite difference approach extensive numerical validations are then performed in one horizontal dimension relying both on analytical solutions and experimental data the results show that our approach gives a good account of all the processes of wave transformation in coastal areas shoaling wave breaking and run up

sturm liouville boundary value problems with operator potentials and unitary equivalence consider the minimal sturm liouville operator a amin generated by the differential expression a d2dt2 t in the hilbert space l2 r h where t t 0 in h we investigate the absolutely continuous parts of different self adjoint realizations of a in particular we show that dirichlet and neumann realizations ad and an are absolutely continuous and unitary equivalent to each other and to the absolutely continuous part of the krein realization moreover if inf ess t inf t then the part a acea ad of any self adjoint realization a of a is unitarily equivalent to ad in addition we prove that the absolutely continuous part a ac of any realization a is unitarily equivalent to ad provided that the resolvent difference a i 1 ad i 1 is compact the abstract results are applied to elliptic differential expressions in the half space

spectral analysis of selfadjoint elliptic differential operators dirichlet to neumann maps and abstract weyl functions abstract the spectrum of a selfadjoint second order elliptic differential operator in l 2 r n is described in terms of the limiting behavior of dirichlet to neumann maps which arise in a multi dimensional glazman decomposition and correspond to an interior and an exterior boundary value problem this leads to pde analogs of renowned facts in spectral theory of odes the main results in this paper are first derived in the more abstract context of extension theory of symmetric operators and corresponding weyl functions and are applied to the pde setting afterwards

a quadtree adaptive multigrid solver for the serre green naghdi equations the serre green naghdi sgn equations also known as the fully nonlinear boussinesq wave equations accurately describe the behaviour of dispersive shoaling water waves this article presents and validates a novel combination of methods for the numerical approximation of solutions to the sgn equations the approach preserves the robustness of the original finite volume saint venant solver in particular for the treatment of wetting drying and equilibrium states the linear system of coupled vector equations governing the dispersive sgn momentum sources is solved simply and efficiently using a generic multigrid solver this approach generalises automatically to adaptive quadtree meshes adaptive mesh refinement is shown to provide orders of magnitude gains in speed and memory when applied to the dispersive propagation of waves during the tohoku tsunami the source code test cases and examples are freely available

scattering for general type dirac systems on the semi axis reflection coefficients and weyl functions abstract we show that for general type self adjoint and skew self adjoint dirac systems on the semi axis weyl functions are unique analytic extensions of the reflection coefficients new results on the extension of the weyl functions to the real axis and on the existence in the skew self adjoint case of the weyl functions follow important procedures to recover general type dirac systems from the weyl functions are applied to the recovery of dirac systems from the reflection coefficients we explicitly recover dirac systems from the rational reflection coefficients as well

gerris a tree based adaptive solver for the incompressible euler equations in complex geometries an adaptive mesh projection method for the time dependent incompressible euler equations is presented the domain is spatially discretised using quad octrees and a multilevel poisson solver is used to obtain the pressure complex solid boundaries are represented using a volume of fluid approach second order convergence in space and time is demonstrated on regular statically and dynamically refined grids the quad octree discretisation proves to be very flexible and allows accurate and efficient tracking of flow features the source code of the method implementation is freely available

weighted interior penalty discretization of fully nonlinear and weakly dispersive free surface shallow water flows in this paper we further investigate the use of a fully discontinuous finite element discrete formulation for the study of shallow water free surface flows in the fully nonlinear and weakly dis persive flow regime we consider a decoupling strategy in which we approximate the solutions of the classical shallow water equations supplemented with a source term globally accounting for the non hydrostatic effects this source term can be computed through the resolution of elliptic second order linear sub problems which only involve second order partial derivatives in space we then introduce an associated symmetric weighted internal penalty discrete bilinear form allowing to deal with the discontinuous nature of the elliptic problem s coefficients in a stable and consistant way similar discrete formulations are also introduced for several recent optimized fully nonlinear and weakly dis persive models these formulations are validated again several benchmarks involving h convergence p convergence and comparisons with experimental data showing optimal convergence properties

regular article an accurate cartesian grid method for viscous incompressible flows with complex immersed boundaries a cartesian grid method has been developed for simulating two dimensional unsteady viscous incompressible flows with complex immersed boundaries a finite volume method based on a second order accurate central difference scheme is used in conjunction with a two step fractional step procedure the key aspects that need to be considered in developing such a solver are imposition of boundary conditions on the immersed boundaries and accurate discretization of the governing equation in cells that are cut by these boundaries a new interpolation procedure is presented which allows systematic development of a spatial discretization scheme that preserves the second order spatial accuracy of the underlying solver the presence of immersed boundaries alters the conditioning of the linear operators and this can slow down the iterative solution of these equations the convergence is accelerated by using a preconditioned conjugate gradient method where the preconditioner takes advantage of the structured nature of the underlying mesh the accuracy and fidelity of the solver is validated by simulating a number of canonical flows and the ability of the solver to simulate flows with very complicated immersed boundaries is demonstrated

a second order discretization of maxwell s equations in the quasi static regime on octree grids in this study we consider adaptive mesh refinement for the solution of maxwell s equations in the quasi static or diffusion regime we propose a new finite volume octree discretization for the problem and show how to construct second order stencils on yee grids extending the known first order discretization stencils we then develop an effective preconditioner to the problem we show that our preconditioner performs well for discontinuous conductivities as well as for a wide range of frequencies

m operators a generalisation of weyl titchmarsh theory the theory of the weyl titchmarsh m function for second order ordinary differential operators is generalized and applied to partial differential operators of the form q x acting in three space dimensions weyl operators m z are defined as maps from l2 s 1 to l2 s 1 s 1 unit sphere in r3 for exterior and interior boundary value problems and for the partial differential operator acting in l2 r 3 with the standard weyl titchmarsh m function recovered in the special case that q is spherically symmetric the analysis is carried out rather explicitly allowing for the determination of precise norm bounds for m operators and for the proof of higher dimensional analogues of a number of the fundamental results of standard weyl titchmarsh theory

elliptic differential operators on lipschitz domains and abstract boundary value problems this paper consists of two parts in the first part which is of more abstract nature the notion of quasi boundary triples and associated weyl functions is developed further in such a way that it can be applied to elliptic boundary value problems on non smooth domains a key feature is the extension of the boundary maps by continuity to the duals of certain range spaces which directly leads to a description of all self adjoint extensions of the underlying symmetric operator with the help of abstract boundary values in the second part of the paper a complete description is obtained of all self adjoint realizations of the laplacian on bounded lipschitz domains as well as kre n type resolvent formulas and a spectral characterization in terms of energy dependent dirichlet to neumann maps these results can be viewed as the natural generalization of recent results by gesztesy and mitrea for quasi convex domains in this connection we also characterize the maximal range spaces of the dirichlet and neumann trace operators on a bounded lipschitz domain in terms of the dirichlet to neumann map the general results from the first part of the paper are also applied to higher order elliptic operators on smooth domains and particular attention is paid to the second order case which is illustrated with various examples

the dirichlet to neumann operator on rough domains abstract we consider a bounded connected open set r d whose boundary has a finite d 1 dimensional hausdorff measure then we define the dirichlet to neumann operator d 0 on l 2 by form methods the operator d 0 is self adjoint and generates a contractive c 0 semigroup s s t t 0 on l 2 we show that the asymptotic behaviour of s t as t is related to properties of the trace of functions in h 1 which may or may not have

a conservative adaptive projection method for the variable density incompressible navier stokes equations in this paper we present a method for solving the equations governing time dependent variable density incompressible flow in two or three dimensions on an adaptive hierarchy of grids the method is based on a projection formulation in which we first solve advection diffusion equations to predict intermediate velocities and then project these velocities onto a space of approximately divergence free vector fields our treatment of the first step uses a specialized second order upwind method for differencing the nonlinear convection terms that provides a robust treatment of these terms suitable for inviscid and high reynolds number flow density and other scalars are advected in such a way as to maintain conservation if appropriate and free stream preservation our approach to adaptive refinement uses a nested hierarchy of logically rectangular girds with simultaneous refinement of the girds in both space and time the integration algorithm on the grid hierarchy is a recursive procedure in which coarse grids are advanced in time fine grids are advanced multiple steps to reach the same time as the coarse grids and the data at different levels are then synchronized the single grid algorithm is described briefly but the emphasis here is on the time stepping procedure for the adaptive hierarchy numerical examples are presented to demonstrate the algorithms s accuracy and convergence properties and illustrate the behavior of the method an additional example demonstrates the performance of the method on a more realistic problem namely a three dimensional variable density shear layer

bottom up construction and 2 1 balance refinement of linear octrees in parallel in this article we propose new parallel algorithms for the construction and 2 1 balance refinement of large linear octrees on distributed memory machines such octrees are used in many problems in computational science and engineering e g object representation image analysis unstructured meshing finite elements adaptive mesh refinement and n body simulations fixed size scalability and isogranular analysis of the algorithms using an mpi based parallel implementation was performed on a variety of input data and demonstrated good scalability for different processor counts 1 to 1024 processors on the pittsburgh supercomputing center s tcs 1 alphaserver the results are consistent for different data distributions octrees with over a billion octants were constructed and balanced in less than a minute on 1024 processors like other existing algorithms for constructing and balancing octrees our algorithms have mathcal o n log n work and mathcal o n storage complexity under reasonable assumptions on the distribution of octants and the work per octant the parallel time complexity is mathcal o frac n n p log frac n n p n p log n p where n is the size of the final linear octree and n p is the number of processors

a simple multigrid scheme for solving the poisson equation with arbitrary domain boundaries we present a new multigrid scheme for solving the poisson equation with dirichlet boundary conditions on a cartesian grid with irregular domain boundaries this scheme was developed in the context of the adaptive mesh refinement amr schemes based on a graded octree data structure the poisson equation is solved on a level by level basis using a one way interface scheme in which boundary conditions are interpolated from the previous coarser level solution such a scheme is particularly well suited for self gravitating astrophysical flows requiring an adaptive time stepping strategy by constructing a multigrid hierarchy covering the active cells of each amr level we have designed a memory efficient algorithm that can benefit fully from the multigrid acceleration we present a simple method for capturing the boundary conditions across the multigrid hierarchy based on a second order accurate reconstruction of the boundaries of the multigrid levels in case of very complex boundaries small scale features become smaller than the discretization cell size of coarse multigrid levels and convergence problems arise we propose a simple solution to address these issues using our scheme the convergence rate usually depends on the grid size for complex grids but good linear convergence is maintained the proposed method was successfully implemented on distributed memory architectures in the ramses code for which we present and discuss convergence and accuracy properties as well as timing performances

high order well balanced cdg fe methods for shallow water waves by a green naghdi model in this paper we consider a one dimensional fully nonlinear weakly dispersive green naghdi model for shallow water waves over variable bottom topographies such model describes a large spectrum of shallow water waves and it is thus of great importance to design accurate and robust numerical methods for solving it the governing equations contain mixed spatial and temporal derivatives of the unknowns they also have still water stationary solutions which should be preserved in stable numerical simulations in our numerical approach we first reformulate the green naghdi equations into balance laws coupled with an elliptic equation we then propose a family of high order numerical methods which discretize the balance laws with well balanced central discontinuous galerkin methods and the elliptic part with continuous finite element methods linear dispersion analysis for both the reformulated green naghdi system and versions of the proposed numerical scheme is performed when the bottom topography is flat numerical tests are presented to illustrate the accuracy and stability of the proposed schemes as well as the capability of the green naghdi model to describe a wide range of shallow water wave phenomena

dirichlet to neumann maps abstract weyl titchmarsh m functions and a generalized index of unbounded meromorphic operator valued functions abstract we introduce a generalized index for certain meromorphic unbounded operator valued functions the class of functions is chosen such that energy parameter dependent dirichlet to neumann maps associated to uniformly elliptic partial differential operators particularly non self adjoint schrodinger operators on bounded lipschitz domains and abstract operator valued weyl titchmarsh m functions and donoghue type m functions corresponding to closed extensions of symmetric operators belong to it the principal purpose of this paper is to prove index formulas that relate the difference of the algebraic multiplicities of the discrete eigenvalues of robin realizations of non self adjoint schrodinger operators and more abstract pairs of closed operators in hilbert spaces with the generalized index of the corresponding energy dependent dirichlet to neumann maps and abstract weyl titchmarsh m functions respectively

combined immersed boundary finite difference methods for three dimensional complex flow simulations a second order accurate highly efficient method is developed for simulating unsteady three dimensional incompressible flows in complex geometries this is achieved by using boundary body forces that allow the imposition of the boundary conditions on a given surface not coinciding with the computational grid the governing equations therefore can be discretized and solved on a regular mesh thus retaining the advantages and the efficiency of the standard solution procedures two different forcings are tested showing that while the quality of the results is essentially the same in both cases the efficiency of the calculation strongly depends on the particular expression a major issue is the interpolation of the forcing over the grid that determines the accuracy of the scheme this ranges from zeroth order for the most commonly used interpolations up to second order for an ad hoc velocity interpolation the present scheme has been used to simulate several flows whose results have been validated by experiments and other results available in the literature finally in the last example we show the flow inside an ic piston cylinder assembly at high reynolds number to our knowledge this is the first example in which the immersed boundary technique is applied to a full three dimensional complex flow with moving boundaries and with a reynolds number high enough to require a subgrid scale turbulence model

a projection method for locally refined grids a numerical method for the solution of the two dimensional euler equatons for incompressible flow on locally refined grids is presented the method is a second order godunov projection method adapted from bell colella and glaz second order accuracy of the numerical method in time and space is established through numerical experiments the main contributions of this work concern the formulation and implementation of a projection for refined grids a discussion of the adjointness relation between gradient and divergence operators for a refined grid mac projection is presented and a refined grid approximate projection is developed an efficient multigrid method which exactly solves the projection is developed and a method for casting certain approximate projections as mac projections on refined grids is presented

the dirichlet to neumann operator via hidden compactness abstract we show that to each symmetric elliptic operator of the form a k a k l l c on a bounded lipschitz domain r d one can associate a self adjoint dirichlet to neumann operator on l 2 which may be multi valued if 0 is in the dirichlet spectrum of a to overcome the lack of coerciveness in this case we employ a new version of the lax milgram lemma based on an indirect ellipticity property that we call hidden compactness we then establish uniform resolvent convergence of a sequence of dirichlet to neumann operators whenever the underlying coefficients converge uniformly and the second order limit operator in l 2 has the unique continuation property we also consider semigroup convergence

on the unitary equivalence of absolutely continuous parts of self adjoint extensions the classical weyl von neumann theorem states that for any self adjoint operator a0 in a separable hilbert space h there exists a non unique hilbert schmidt operator c c such that the perturbed operator a0 c has purely point spectrum we are interesting whether this result remains valid for non additive perturbations by considering the set exta of self adjoint extensions of a given densely defined symmetric operator a in h and some fixed a0 a0 exta we show that the ac parts a ac and a0ac of a a exta and a0 are unitarily equivalent provided that the resolvent difference ka a i 1 a0 i 1 is compact and the weyl function m of the pair a a0 admits weak boundary limits m t w limy 0m t iy for a e t r this result generalizes the classical kato rosenblum theorem moreover it demonstrates that for such pairs a a0 the weyl von neumann theorem is in general not true in the class exta

an accurate adaptive solver for surface tension driven interfacial flows a method combining an adaptive quad octree spatial discretisation geometrical volume of fluid interface representation balanced force continuum surface force surface tension formulation and height function curvature estimation is presented the extension of these methods to the quad octree discretisation allows adaptive variable resolution along the interface and is described in detail the method is shown to recover exact equilibrium to machine accuracy between surface tension and pressure gradient in the case of a stationary droplet irrespective of viscosity and spatial resolution accurate solutions are obtained for the classical test case of capillary wave oscillations an application to the capillary breakup of a jet of water in air further illustrates the accuracy and efficiency of the method the source code of the implementation is freely available as part of the gerris flow solver

regular article generation of short and long range temporal correlated noises we present the implementation of an algorithm to generate gaussian random noises with prescribed time correlations that can be either long or short ranged examples of langevin dynamics with short and long range noises are presented and discussed