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Multigrid Techniques for Highly Indefinite Equations

A multigrid method for the solution of finite difference approximations of elliptic PDE's is introduced. A parallelizable version of it, suitable for two and multi level analysis, is also defined, and serves as a theoretical tool for deriving a suitable implementation for the main version. For indefinite Helmholtz equations, this analysis provides a suitable mesh size for the coarsest grid used. Numerical experiments show that the method is applicable to diffusion equations with discontinuous coefficients and highly indefinite Helmholtz equations.

Shapira, Yair↗

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗

Transition density of one-dimensional diffusion with discontinuous drift

The transition density of a one-dimensional diffusion process with a discontinuous drift coefficient is studied. A probabilistic representation of the transition density is given, illustrating the close connections between discontinuities of the drift and Brownian local times. In addition, some explicit results are obtained based on the trivariate density of Brownian motion, its occupation, and local times.

Zhang, Weijian↗

Plasma field characteristics of directional discontinuities in the interplanetary medium

The paper examines plasma and magnetic-field changes occurring across 1359 directional discontinuities taken from interplanetary data spanning almost four solar rotations. The plasma field characteristics of these events exhibit a distinct variation with large-scale solar-wind velocity. At low velocities, tangential discontinuities appear to predominate. At higher velocities, a substantial and increasing fraction of directional discontinuities exhibits the plasma field properties expected of outwardly propagating rotational discontinuities. The results of Sari (1972, 1975) and of the present study suggest that in the calculation of propagation diffusion coefficients for low-energy cosmic rays, the effects of directional discontinuities should be subtracted from the magnetic fluctuation spectrum during relatively quiet wind conditions. It is not clear that such subtraction is necessary during more disturbed periods.

Solodyna, C. V.↗

Modulation of low-energy cosmic rays

The relation between the diffusion coefficient of cosmic rays in the solar wind and the power spectrum of interplanetary magnetic field fluctuations, established in recent theories, is tested directly for low energy protons (below 80 MeV). In addition, an attempt is made to determine whether the particles are scattered by magnetic field discontinuities or by fluctuations between discontinuities. Predictions of a perturbation solution of the Fokker-Planck equation are compared with observations of the cosmic ray radial gradient. It is found that at energies between 40 and 80 MeV, galactic cosmic ray protons respond to changes in the predicted diffusion coefficients (i.e., the relationship under consideration holds at these low energies). The relation between changes in the proton flux and modulation parameters is best when the contribution of discontinuities is subtracted, which means that scattering is caused by fluctuations between discontinuities. There appears to be no distinct relation between changes in the modulation parameters and changes in the intensity of 20 to 40 MeV protons.

Sari, J. W.↗

High-Order Residual-Distribution Schemes for Discontinuous Problems on Irregular Triangular Grids

In this paper, we develop second- and third-order non-oscillatory shock-capturing hyperbolic residual distribution schemes for irregular triangular grids, extending our second- and third-order schemes to discontinuous problems. We present extended first-order N- and Rusanov-scheme formulations for hyperbolic advection-diffusion system, and demonstrate that the hyperbolic diffusion term does not affect the solution of inviscid problems for vanishingly small viscous coefficient. We then propose second- and third-order blended hyperbolic residual-distribution schemes with the extended first-order Rusanov-scheme. We show that these proposed schemes are extremely accurate in predicting non-oscillatory solutions for discontinuous problems. We also propose a characteristics-based nonlinear wave sensor for accurately detecting shocks, compression, and expansion regions. Using this proposed sensor, we demonstrate that the developed hyperbolic blended schemes do not produce entropy-violating solutions (unphysical stocks). We then verify the design order of accuracy of these blended schemes on irregular triangular grids.

Mazaheri, Alireza↗

Centrifugally driven diffusion of Iogenic plasma

The plasma distribution around Io as measured by Voyager 1 displays an asymmetric discontinuity at Io's orbit that has been suggested to be the signature of centrifugally driven interchange diffusion fed by plasma derived from Io. This hypothesis is explored further and found to be valid. The particular form for the diffusion coefficient appropriate to centrifugally driven turbulence is derived. The nonlinear character of this kind of diffusion is thereby made explicit. Solutions to the nonlinear, time-independent and linearized, time-dependent diffusion equations are given. These display a markedly conservative behavior. The nonlinear, steady state solutions are identical in form to the solutions of the previously studied equation of linear, atmospherically driven diffusion. The linearized, time-dependent solutions exhibit a negative feed-back quality that buffers the response of the density to changes in the source strength. Estimates of the source strength, the diffusion coefficient, and the signal propagation speed are also given.

Siscoe, G. L.↗

Similarity theory of the buoyantly interactive planetary boundary layer with entrainment

A similarity model is developed for the vertical profiles of turbulent flow variables in an entraining turbulent boundary layer of arbitrary buoyant stability. In the general formulation the vertical profiles, internal rotation of the velocity vector, discontinuities or jumps at a capping inversion and bulk aerodynamic coefficients of the boundary layer are given by solutions to a system of ordinary differential equations in the similarity variable. To close the system, a formulation for buoyantly interactive eddy diffusivity in the boundary layer is introduced which recovers Monin-Obukhov similarity near the surface and incorporates a hypothesis accounting for the observed variation of mixing length throughout the boundary layer. The model is tested in simplified versions which depend only on roughness, surface buoyancy, and Coriolis effects by comparison with planetary-boundary-layer wind- and temperature-profile observations, measurements of flat-plate boundary layers in a thermally stratified wind tunnel and observations of profiles of terms in the turbulent kinetic-energy budget of convective planetary boundary layers. On balance, the simplified model reproduced the trend of these various observations and experiments reasonably well, suggesting that the full similarity formulation be pursued further.

Hoffert, M. I.↗

Mirroring within the Fokker-Planck formulation of cosmic ray pitch angle scattering in homogeneous magnetic turbulence

The Fokker-Planck coefficient for pitch angle scattering, appropriate for cosmic rays in homogeneous, stationary, magnetic turbulence, is computed from first principles. No assumptions are made concerning any special statistical symmetries the random field may have. This result can be used to compute the parallel diffusion coefficient for high energy cosmic rays moving in strong turbulence, or low energy cosmic rays moving in weak turbulence. Becuase of the generality of the magnetic turbulence which is allowed in this calculation, special interplanetary magnetic field features such as discontinuities, or particular wave modes, can be included rigorously. The reduction of this results to previously available expressions for the pitch angle scattering coefficient in random field models with special symmetries is discussed. The general existance of a Dirac delta function in the pitch angle scattering coefficient is demonstrated. It is proved that this delta function is the Fokker-Planck prediction for pitch angle scattering due to mirroring in the magnetic field.

Goldstein, M. L.↗

Mirroring in the Fokker-Planck coefficient for cosmic-ray pitch-angle scattering in homogeneous magnetic turbulence

The Fokker-Planck coefficient for pitch-angle scattering, appropriate for cosmic rays in homogeneous stationary magnetic turbulence is computed without making any specific assumptions concerning the statistical symmetries of the random field. The Fokker-Planck coefficient obtained can be used to compute the parallel diffusion coefficient for high-energy cosmic rays propagating in the presence of strong turbulence, or for low-energy cosmic rays in the presence of weak turbulence. Because of the generality of magnetic turbulence allowed for in the analysis, special interplanetary magnetic field features, such as discontinuities or particular wave modes, can be included rigorously.

Goldstein, M. L.↗

Finite Volume Methods: Foundation and Analysis

Finite volume methods are a class of discretization schemes that have proven highly successful in approximating the solution of a wide variety of conservation law systems. They are extensively used in fluid mechanics, porous media flow, meteorology, electromagnetics, models of biological processes, semi-conductor device simulation and many other engineering areas governed by conservative systems that can be written in integral control volume form. This article reviews elements of the foundation and analysis of modern finite volume methods. The primary advantages of these methods are numerical robustness through the obtention of discrete maximum (minimum) principles, applicability on very general unstructured meshes, and the intrinsic local conservation properties of the resulting schemes. Throughout this article, specific attention is given to scalar nonlinear hyperbolic conservation laws and the development of high order accurate schemes for discretizing them. A key tool in the design and analysis of finite volume schemes suitable for non-oscillatory discontinuity capturing is discrete maximum principle analysis. A number of building blocks used in the development of numerical schemes possessing local discrete maximum principles are reviewed in one and several space dimensions, e.g. monotone fluxes, E-fluxes, TVD discretization, non-oscillatory reconstruction, slope limiters, positive coefficient schemes, etc. When available, theoretical results concerning a priori and a posteriori error estimates are given. Further advanced topics are then considered such as high order time integration, discretization of diffusion terms and the extension to systems of nonlinear conservation laws.

Barth, Timothy↗

Gas phase hydrogen permeation in alpha titanium and carbon steels

Commercially pure titanium and heats of Armco ingot iron and steels containing from 0.008-1.23 w/oC were annealed or normalized and machined into hollow cylinders. Coefficients of diffusion for alpha-Ti and alpha-Fe were determined by the lag-time technique. Steady state permeation experiments yield first power pressure dependence for alpha-Ti and Sievert's law square root dependence for Armco iron and carbon steels. As in the case of diffusion, permeation data confirm that alpha-titanium is subject to at least partial phase boundary reaction control while the steels are purely diffusion controlled. The permeation rate in steels also decreases as the carbon content increases. As a consequence of Sievert's law, the computed hydrogen solubility decreases as the carbon content increases. This decreases in explained in terms of hydrogen trapping at carbide interfaces. Oxidizing and nitriding the surfaces of alpha-titanium membranes result in a decrease in the permeation rate for such treatment on the gas inlet surfaces but resulted in a slight increase in the rate for such treatment on the gas outlet surfaces. This is explained in terms of a discontinuous TiH2 layer.

Johnson, D. L.↗