Sparse grid quadrature on products of spheres

We examine sparse grid quadrature on weighted tensor products (WTP) of reproducing kernel Hilbert spaces on products of the unit sphere, in the case of worst case quadrature error for rules with arbitrary quadrature weights. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland (2003), and also formulate a version of Wasilkowski and Wozniakowski's WTP algorithm (1999), here called the WW algorithm. We prove that the dimension adaptive algorithm is optimal in the sense of Dantzig (1957) and therefore no greater in cost than the WW algorithm. Both algorithms therefore have the optimal asymptotic rate of convergence given by Theorem 3 of Wasilkowski and Wozniakowski (1999). A numerical example shows that, even though the asymptotic convergence rate is optimal, if the dimension weights decay slowly enough, and the dimensionality of the problem is large enough, the initial convergence of the dimension adaptive algorithm can be slow.Comment: 34 pages, 6 figures. Accepted 7 January 2015 for publication in Numerical Algorithms. Revised at page proof stage to (1) update email address; (2) correct the accent on "Wozniakowski" on p. 7; (3) update reference 2; (4) correct references 3, 18 and 2

Many-particle hydrodynamic interactions in parallel-wall geometry: Cartesian-representation method

This paper describes the results of our theoretical and numerical studies of hydrodynamic interactions in a suspension of spherical particles confined between two parallel planar walls, under creeping-flow conditions. We propose a novel algorithm for accurate evaluation of the many-particle friction matrix in this system--no such algorithm has been available so far. Our approach involves expanding the fluid velocity field into spherical and Cartesian fundamental sets of Stokes flows. The interaction of the fluid with the particles is described using the spherical basis fields; the flow scattered with the walls is expressed in terms of the Cartesian fundamental solutions. At the core of our method are transformation relations between the spherical and Cartesian basis sets. These transformations allow us to describe the flow field in a system that involves both the walls and particles. We used our accurate numerical results to test the single-wall superposition approximation for the hydrodynamic friction matrix. The approximation yields fair results for quantities dominated by single particle contributions, but it fails to describe collective phenomena, such as a large transverse resistance coefficient for linear arrays of spheres

Three-body interactions in complex fluids: virial coefficients from simulation finite-size effects

A simulation technique is described for quantifying the contribution of three-body interactions to the thermodynamical properties of coarse-grained representations of complex fluids. The method is based on comparing the third virial coefficient $B_3$ for a complex fluid with that of an approximate coarse-grained model described by a pair potential. To obtain $B_3$ we introduce a new technique which expresses its value in terms of the measured volume-dependent asymptote of a certain structural function. The strategy is applicable to both Molecular Dynamics and Monte Carlo simulation. Its utility is illustrated via measurements of three-body effects in models of star polymer and highly size-asymmetrical colloid-polymer mixtures.Comment: 13 pages, 8 figure

Fluctuating surface-current formulation of radiative heat transfer: theory and applications

We describe a novel fluctuating-surface current formulation of radiative heat transfer between bodies of arbitrary shape that exploits efficient and sophisticated techniques from the surface-integral-equation formulation of classical electromagnetic scattering. Unlike previous approaches to non-equilibrium fluctuations that involve scattering matrices---relating "incoming" and "outgoing" waves from each body---our approach is formulated in terms of "unknown" surface currents, laying at the surfaces of the bodies, that need not satisfy any wave equation. We show that our formulation can be applied as a spectral method to obtain fast-converging semi-analytical formulas in high-symmetry geometries using specialized spectral bases that conform to the surfaces of the bodies (e.g. Fourier series for planar bodies or spherical harmonics for spherical bodies), and can also be employed as a numerical method by exploiting the generality of surface meshes/grids to obtain results in more complicated geometries (e.g. interleaved bodies as well as bodies with sharp corners). In particular, our formalism allows direct application of the boundary-element method, a robust and powerful numerical implementation of the surface-integral formulation of classical electromagnetism, which we use to obtain results in new geometries, including the heat transfer between finite slabs, cylinders, and cones

Efficient Computation of Power, Force, and Torque in BEM Scattering Calculations

We present concise, computationally efficient formulas for several quantities of interest -- including absorbed and scattered power, optical force (radiation pressure), and torque -- in scattering calculations performed using the boundary-element method (BEM) [also known as the method of moments (MOM)]. Our formulas compute the quantities of interest \textit{directly} from the BEM surface currents with no need ever to compute the scattered electromagnetic fields. We derive our new formulas and demonstrate their effectiveness by computing power, force, and torque in a number of example geometries. Free, open-source software implementations of our formulas are available for download online

Geometric integration on spheres and some interesting applications

Geometric integration theory can be employed when numerically solving ODEs or PDEs with constraints. In this paper, we present several one-step algorithms of various orders for ODEs on a collection of spheres. To demonstrate the versatility of these algorithms, we present representative calculations for reduced free rigid body motion (a conservative ODE) and a discretization of micromagnetics (a dissipative PDE). We emphasize the role of isotropy in geometric integration and link numerical integration schemes to modern differential geometry through the use of partial connection forms; this theoretical framework generalizes moving frames and connections on principal bundles to manifolds with nonfree actions.Comment: This paper appeared in prin

Hydrodynamic interactions of spherical particles in suspensions confined between two planar walls

Hydrodynamic interactions in a suspension of spherical particles confined between two parallel planar walls are studied under creeping-flow conditions. The many-particle friction matrix in this system is evaluated using our novel numerical algorithm based on transformations between Cartesian and spherical representations of Stokes flow. The Cartesian representation is used to describe the interaction of the fluid with the walls and the spherical representation is used to describe the interaction with the particles. The transformations between these two representations are given in a closed form, which allows us to evaluate the coefficients in linear equations for the induced-force multipoles on particle surfaces. The friction matrix is obtained from these equations, supplemented with the superposition lubrication corrections. We have used our algorithm to evaluate the friction matrix for a single sphere, a pair of spheres, and for linear chains of spheres. The friction matrix exhibits a crossover from a quasi-two-dimensional behavior (for systems with small wall separation H) to the three-dimensional behavior (when the distance H is much larger than the interparticle distance L). The crossover is especially pronounced for a long chain moving in the direction normal to its orientation and parallel to the walls. In this configuration, a large pressure buildup occurs in front of the chain for small values of the gapwidth H, which results in a large hydrodynamic friction force. A standard wall superposition approximation does not capture this behavior