The massively parallel, nonlinear, three-dimensional (3D), toroidal, electrostatic, gyrokinetic, particle-in-cell (PIC), Cartesian geometry UCAN code, with particle ions and adiabatic electrons, has been successfully exercised to identify non-diffusive transport characteristics in present day tokamak discharges. The limitation in applying UCAN to larger scale discharges is the 1D domain decomposition in the toroidal (or z-) direction for massively parallel implementation using MPI which has restricted the calculations to a few hundred ion Larmor radii or gyroradii per plasma minor radius. To exceed these sizes, we have implemented 2D domain decomposition in UCAN with the addition of the y-direction to the processor mix. This has been facilitated by use of relevant components in the P2LIB library of field and particle management routines developed for UCLA's UPIC Framework of conventional PIC codes. The gyro-averaging specific to gyrokinetic codes is simplified by the use of replicated arrays for efficient charge accumulation and force deposition. The 2D domain-decomposed UCAN2 code reproduces the original 1D domain nonlinear results within round-off. Benchmarks of UCAN2 on the Cray XC30 Edison at NERSC demonstrate ideal scaling when problem size is increased along with processor number up to the largest power of 2 available, namely 131,072 processors. These particle weak scaling benchmarks also indicate that the 1 nanosecond per particle per time step and 1 TFlops barriers are easily broken by UCAN2 with 1 billion particles or more and 2000 or more processors.

Nonnegative directional splittings of anisotropic diffusion operators in the divergence form are investigated. Conditions are established for nonnegative directional splittings to hold in a neighborhood of an arbitrary interior point. The result is used to construct monotone finite difference schemes for the boundary value problem of anisotropic diffusion operators. It is shown that such a monotone scheme can be constructed if the underlying diffusion matrix is continuous on the closure of the physical domain and symmetric and uniformly positive definite on the domain, the mesh spacing is sufficiently small, and the size of finite difference stencil is sufficiently large. An upper bound for the stencil size is obtained, which is determined completely by the diffusion matrix. Loosely speaking, the more anisotropic the diffusion matrix is, the larger stencil is required. An exception is the situation with a strictly diagonally dominant diffusion matrix where a three-by-three stencil is sufficient for the construction of a monotone finite difference scheme. Numerical examples are presented to illustrate the theoretical findings.

In this paper, we propose a novel and simple technique to construct effective difference schemes for solving systems of singularly perturbed convection-diffusion-reaction equations, whose solutions may display boundary or interior layers. We illustrate the technique by taking the Il'in-Allen-Southwell scheme for 1-D scalar equations as a basis to derive a formally second-order scheme for 1-D coupled systems and then extend the scheme to 2-D case by employing an alternating direction approach. Numerical examples are given to demonstrate the high performance of the obtained scheme on uniform meshes as well as piecewise-uniform Shishkin meshes.

The Von Mises quasi-linear second order wave equation, which completely describes an irrotational, compressible and barotropic classical perfect fluid, can be derived from a nontrivial least action principle for the velocity scalar potential only, in contrast to existing analog formulations which are expressed in terms of coupled density and velocity fields. In this article, the classicalHamiltonian field theory specifically associated to such an equation is developed in the polytropic case and numerically verified in a simplified situation. The existence of such a mathematical structure suggests new theoretical schemes possibly useful for performing numerical integrations of fluid dynamical equations. Moreover it justifies possible new functional forms for Lagrangian densities and associated Hamiltonian functions in other theoretical classical physics contexts.

In this study long bubble rising in a narrow channel was investigated using multiphase lattice Boltzmann method. The problem is known as a Bretherton or Taylor bubble flow [2] and is used here to verify the performance of the scheme proposed by [13]. The scheme is modified by incorporation of multiple relaxation time (MRT) collision scheme according to the original suggestion of the author. The purpose is to improve the stability of the method. The numerical simulation results show a good agreement with analytic solution provided by [2]. Moreover the convergence study demonstrates that the method achieves more than the first order of convergence. The paper investigates also the influence of simulation parameters on the interface resolution and shape.

A high-order finite difference scheme has been developed to approximate the spatial derivative terms present in the unsteady Poisson-Nernst-Planck (PNP) equations and incompressible Navier-Stokes (NS) equations. Near the wall the sharp solution profiles are resolved by using the combined compact difference (CCD) scheme developed in five-point stencil. This CCD scheme has a sixth-order accuracy for the second-order derivative terms while a seventh-order accuracy for the first-order derivative terms. PNP-NS equations have been also transformed to the curvilinear coordinate system to study the effects of channel shapes on the development of electroos-motic flow. In this study, the developed scheme has been analyzed rigorously through the modified equation analysis. In addition, the developed method has been computationally verified through four problems which are amenable to their own exact solutions. The electroosmotic flow details in planar and wavy channels have been explored with the emphasis on the formation of Coulomb force. Significance of different forces resulting from the pressure gradient, diffusion and Coulomb origins on the convective electroosmotic flow motion is also investigated in detail.

We study pseudo-arclength continuation methods for both Rydberg-dressed Bose-Einstein condensates (BEC), and binary Rydberg-dressed BEC which are governed by the Gross-Pitaevskii equations (GPEs). A divide-and-conquer technique is proposed for rescaling the range/ranges of nonlocal nonlinear term/terms, which gives enough information for choosing a proper stepsize. This guarantees that the solution curve we wish to trace can be precisely approximated. In addition, the ground state solution would successfully evolve from one peak to vortices when the affect of the rotating term is imposed. Moreover, parameter variables with different number of components are exploited in curve-tracing. The proposed methods have the advantage of tracing the ground state solution curve once to compute the contours for various values of the coefficients of the nonlocal nonlinear term/terms. Our numerical results are consistent with those published in the literatures.

Neighbour search (NS) is the core of any implementations of smoothed particle hydrodynamics (SPH). In this paper,we present an efficient neighbour search method based on the plane sweep (PW) algorithm with N being the number of SPH particles. The resulting method, dubbed the PWNS method, is totally independent of grids (i.e., purely meshfree) and capable of treating variable smoothing length, arbitrary particle distribution and heterogenous kernels. Several state-of-the-art data structures and algorithms, e.g., the segment tree and the Morton code, are optimized and implemented. By simply allowingmultiple lines to sweep the SPH particles simultaneously from different initial positions, a parallelization of the PWNS method with satisfactory speedup and load-balancing can be easily achieved. That is, the PWNS SPH solver has a great potential for large scale fluid dynamics simulations.

In this paper, we introduce and study a new method for solving inverse source problems, through a working model that arises in bioluminescence tomography (BLT). In the BLT problem, one constructs quantitatively the bioluminescence source distribution inside a small animal from optical signals detected on the animal's body surface. The BLT problem possesses strong ill-posedness and often the Tikhonov regularization is used to obtain stable approximate solutions. In conventional Tikhonov regularization, it is crucial to choose a proper regularization parameter for trade off between the accuracy and stability of approximate solutions. The new method is based on a combination of the boundary condition and the boundary measurement in a parameter-dependent single complex Robin boundary condition, followed by the Tikhonov regularization. By properly adjusting the parameter in the Robin boundary condition, we achieve two important properties for our new method: first, the regularized solutions are uniformly stable with respect to the regularization parameter so that the regularization parameter can be chosen based solely on the consideration of the solution accuracy; second, the convergence order of the regularized solutions reaches one with respect to the noise level. Then, the finite element method is used to compute numerical solutions and a new finite element error estimate is derived for discrete solutions. These results improve related results found in the existing literature. Several numerical examples are provided to illustrate the theoretical results.

The Douglas-Rachford and Peaceman-Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable criteria. In the setting of linear dissipative evolution equations we prove optimal convergence orders, simultaneously in time and space. We apply our abstract results to dimension splitting of a 2D diffusion problem, where a finite element method is used for spatial discretization. To conclude, the convergence results are illustrated with numerical experiments.

Using the incompressible isotropic turbulent fields obtained from direct numerical simulation and large-eddy simulation, we studied the statistics of oscillation structures based on local zero-crossings and their relation with inertial-range intermittency for transverse velocity and passive scalar. Our results show that for both the velocity and passive scalar, the local oscillation structures are statistically scale-invariant at high Reynolds number, and the inertial-range intermittency of the overall flow region is determined by the most intermittent structures characterized by one local zero-crossing. Local flow patterns conditioned on the oscillation structures are characterized by the joint probability density function of the invariants of the filtered velocity gradient tensor at inertial range. We demonstrate that the most intermittent regions for longitudinal velocity tend to lay at the saddle area, while those for the transverse velocity tend to locate at the vortex-dominated area. The connection between the ramp-cliff structures in passive scalar field and the corresponding saddle regions in the velocity field is also verified by the approach of oscillation structure classification.

Consider the time-harmonic acoustic scattering from an extended elastic body surrounded by a finite number of point-like obstacles in a fluid. We assume point source waves are emitted from arrayed transducers and the signals of scattered near-field data are recorded by receivers not far away from the scatterers (compared to the incident wavelength). The forward scattering can be modeled as an interaction problem between acoustic and elastic waves together with a multiple scattering problem between the extend solid and point scatterers. We prove a necessary and sufficient condition that can be used simultaneously to recover the shape of the extended elastic solid and to locate the positions of point scatterers. The essential ingredient in our analysis is the outgoing-to-incoming (OtI) operator applied to the resulting near-field response matrix (or operator). In the first part, we justify the MUSIC algorithm for locating point scatterers from near-field measurements. In the second part, we apply the factorization method, the continuous analogue of MUSIC, to the two-scale scattering problem for determining both extended and point scatterers. Numerical examples in 2D are demonstrated to show the validity and accuracy of our inversion algorithms.

We study the numerical performance of a continuous data assimilation (downscaling) algorithm, based on ideas from feedback control theory, in the context of the two-dimensional incompressible Navier-Stokes equations. Our model problem is to recover an unknown reference solution, asymptotically in time, by using continuous-in-time coarse-mesh nodal-point observational measurements of the velocity field of this reference solution (subsampling), as might be measured by an array of weather vane anemometers. Our calculations show that the required nodal observation density is remarkably less than what is suggested by the analytical study; and is in fact comparable to the number of numerically determining Fourier modes, which was reported in an earlier computational study by the authors. Thus, this method is computationally efficient and performs far better than the analytical estimates suggest.

A uniaxial perfectly matched layer (PML) method is proposed for solving the scattering problem with multiple cavities. By virtue of the integral representation of the scattering field, we decompose the problem into a system of single-cavity scattering problems which are coupled with Dirichlet-to-Neumann maps. A PML is introduced to truncate the exterior domain of each cavity such that the computational domain does not intersect those for other cavities. Based on the a posteriori error estimates, an adaptive finite element algorithm is proposed to solve the coupled system. The novelty of the proposed method is that its computational complexity is comparable to that for solving uncoupled single-cavity problems. Numerical experiments are presented to demonstrate the efficiency of the adaptive PML method.

We develop numerical methods for the simulation of laden-flows where particles interact with the carrier fluid through drag forces. Semi-Lagrangian techniques are presented to handle the Vlasov-type equation which governs the evolution of the particles. We discuss several options to treat the coupling with the hydrodynamic system describing the fluid phase, paying attention to strategies based on staggered discretizations of the fluid velocity.

Novel dimensional splitting techniques are developed for ETD Schemes which are second-order convergent and highly efficient. By using the ETD-Crank-Nicolson scheme we show that the proposed techniques can reduce the computational time for nonlinear reaction-diffusion systems by up to 70%. Numerical tests are performed to empirically validate the superior performance of the splitting methods.

In this paper we consider an anisotropic convection-diffusion (ACD) filter for image denoising and compression simultaneously. The ACD filter is discretized by a tailored finite point method (TFPM), which can tailor some particular properties of the image in an irregular grid structure. A quadtree structure is implemented for the storage in multi-levels for the compression. We compare the performance of the proposed scheme with several well-known filters. The numerical results show that the proposed method is effective for removing a mixture of white Gaussian and salt-and-pepper noises.

This paper explores the discrete singular convolution method for Hamiltonian PDEs. The differential matrices corresponding to two delta type kernels of the discrete singular convolution are presented analytically, which have the properties of high-order accuracy, bandlimited structure and thus can be excellent candidates for the spatial discretizations for Hamiltonian PDEs. Taking the nonlinear Schrödinger equation and the coupled Schrödinger equations for example, we construct two symplectic integrators combining this kind of differential matrices and appropriate symplectic time integrations, which both have been proved to satisfy the square conservation laws. Comprehensive numerical experiments including comparisons with the central finite difference method, the Fourier pseudospectral method, the wavelet collocation method are given to show the advantages of the new type of symplectic integrators.

Volume-preserving algorithms (VPAs) for the charged particles dynamics is preferred because of their long-term accuracy and conservativeness for phase space volume. Lie algebra and the Baker-Campbell-Hausdorff (BCH) formula can be used as a fundamental theoretical tool to construct VPAs. Using the Lie algebra structure of vector fields, we split the volume-preserving vector field for charged particle dynamics into three volume-preserving parts (sub-algebras), and find the corresponding Lie subgroups. Proper combinations of these subgroups generate volume preserving, second order approximations of the original solution group, and thus second order VPAs. The developed VPAs also show their significant effectiveness in conserving phase-space volume exactly and bounding energy error over long-term simulations.

The Brinkman model describes flow of fluid in complex porous media with a high-contrast permeability coefficient such that the flow is dominated by Darcy in some regions and by Stokes in others. A weak Galerkin (WG) finite element method for solving the Brinkman equations in two or three dimensional spaces by using polynomials is developed and analyzed. The WG method is designed by using the generalized functions and their weak derivatives which are defined as generalized distributions. The variational form we considered in this paper is based on two gradient operators which is different from the usual gradient-divergence operators for Brinkman equations. The WG method is highly flexible by allowing the use of discontinuous functions on arbitrary polygons or polyhedra with certain shape regularity. Optimal-order error estimates are established for the corresponding WG finite element solutions in various norms. Some computational results are presented to demonstrate the robustness, reliability, accuracy, and flexibility of the WG method for the Brinkman equations.