Level Set Methods for Stochastic Discontinuity Detection in Nonlinear Problems

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space by solving a Hamilton-Jacobi equation. By introducing a speed function that vanishes at discontinuities, the iso-zero of the level set problem coincide with the discontinuities of the conservation law. The level set problem is solved on a sequence of successively finer grids in stochastic space. The method is adaptive in the sense that costly evaluations of the conservation law of interest are only performed in the vicinity of the discontinuities during the refinement stage. In regions of stochastic space where the solution is smooth, a surrogate method replaces expensive evaluations of the conservation law. The proposed method is tested in conjunction with different sets of localized orthogonal basis functions on simplex elements, as well as frames based on piecewise polynomials conforming to the level set function. The performance of the proposed method is compared to existing adaptive multi-element generalized polynomial chaos methods

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained

Double-slit and electromagnetic models to complete quantum mechanics

We analyze a realistic microscopic model for electronic scattering with the neutral differential delay equations of motion of point charges of the Wheeler-Feynman electrodynamics. We propose a microscopic model according to the electrodynamics of point charges, complex enough to describe the essential physics. Our microscopic model reaches a simple qualitative agreement with the experimental results as regards interference in double-slit scattering and in electronic scattering by crystals. We discuss our model in the light of existing experimental results, including a qualitative disagreement found for the double-slit experiment. We discuss an approximation for the complex neutral differential delay equations of our model using piecewise-defined (discontinuous) velocities for all charges and piecewise-constant-velocities for the scattered charge. Our approximation predicts the De Broglie wavelength as an inverse function of the incoming velocity and in the correct order of magnitude. We explain the scattering by crystals in the light of the same simplified modeling with Einstein-local interactions. We include a discussion of the qualitative properties of the neutral-delay-equations of electrodynamics to stimulate future experimental tests on the possibility to complete quantum mechanics with electromagnetic models.Comment: 4 figures, the same post-publication typos over the published version of Journal of Computational and Theoretical Nanoscience, only that these correction are not marked in red as in V7, this one is for a recollectio

A delay differential model of ENSO variability: Parametric instability and the distribution of extremes

We consider a delay differential equation (DDE) model for El-Nino Southern Oscillation (ENSO) variability. The model combines two key mechanisms that participate in ENSO dynamics: delayed negative feedback and seasonal forcing. We perform stability analyses of the model in the three-dimensional space of its physically relevant parameters. Our results illustrate the role of these three parameters: strength of seasonal forcing $b$, atmosphere-ocean coupling $\kappa$, and propagation period $\tau$ of oceanic waves across the Tropical Pacific. Two regimes of variability, stable and unstable, are separated by a sharp neutral curve in the $(b,\tau)$ plane at constant $\kappa$. The detailed structure of the neutral curve becomes very irregular and possibly fractal, while individual trajectories within the unstable region become highly complex and possibly chaotic, as the atmosphere-ocean coupling $\kappa$ increases. In the unstable regime, spontaneous transitions occur in the mean ``temperature'' ({\it i.e.}, thermocline depth), period, and extreme annual values, for purely periodic, seasonal forcing. The model reproduces the Devil's bleachers characterizing other ENSO models, such as nonlinear, coupled systems of partial differential equations; some of the features of this behavior have been documented in general circulation models, as well as in observations. We expect, therefore, similar behavior in much more detailed and realistic models, where it is harder to describe its causes as completely.Comment: 22 pages, 9 figure

From discretization to regularization of composite discontinuous functions

Discontinuities between distinct regions, described by different equation sets, cause difficulties for PDE/ODE solvers. We present a new algorithm that eliminates integrator discontinuities through regularizing discontinuities. First, the algorithm determines the optimum switch point between two functions spanning adjacent or overlapping domains. The optimum switch point is determined by searching for a “jump point” that minimizes a discontinuity between adjacent/overlapping functions. Then, discontinuity is resolved using an interpolating polynomial that joins the two discontinuous functions. This approach eliminates the need for conventional integrators to either discretize and then link discontinuities through generating interpolating polynomials based on state variables or to reinitialize state variables when discontinuities are detected in an ODE/DAE system. In contrast to conventional approaches that handle discontinuities at the state variable level only, the new approach tackles discontinuity at both state variable and the constitutive equations level. Thus, this approach eliminates errors associated with interpolating polynomials generated at a state variable level for discontinuities occurring in the constitutive equations. Computer memory space requirements for this approach exponentially increase with the dimension of the discontinuous function hence there will be limitations for functions with relatively high dimensions. Memory availability continues to increase with price decreasing so this is not expected to be a major limitation