We consider fully three-dimensional time-dependent outflow from a source into a surrounding fluid of different density. The source is distributed over a sphere of finite radius. The nonlinear problem is formulated using a spectral approach in which two streamfunctions and the density are represented as a Fourier-type series with time-dependent coefficients that must be calculated. Linearized theories are also discussed and an approximate stability condition for early stages in the outflow is derived. Nonlinear solutions are presented and different outflow shapes adopted by the fluid interface are investigated.

The topic of anomaly detection in networks has attracted a lot of attention in recent years, especially with the rise of connected devices and social networks. Anomaly detection spans a wide range of applications, from detecting terrorist cells in counter-terrorism efforts to identifying unexpected mutations during ribonucleic acid transcription. Fittingly, numerous algorithmic techniques for anomaly detection have been introduced. However, to date, little work has been done to evaluate these algorithms from a statistical perspective. This work is aimed at addressing this gap in the literature by carrying out statistical evaluation of a suite of popular spectral methods for anomaly detection in networks. Our investigation on the statistical properties of these algorithms reveals several important and critical shortcomings that we make methodological improvements to address. Further, we carry out a performance evaluation of these algorithms using simulated networks and extend the methods from binary to count networks.

A Lagrangian surface hopping algorithm is implemented to study the two dimensional massless Dirac equation for Graphene with an electrostatic potential, in the semiclassical regime. In this problem, the crossing of the energy levels of the system at Dirac points requires a particular treatment in the algorithm in order to describe the quantum transition—characterized by the Landau-Zener probability— between different energy levels. We first derive the Landau-Zener probability for the underlying problem, then incorporate it into the surface hopping algorithm. We also show that different asymptotic models for this problem derived in [O. Morandi, F. Schurrer, J. Phys. A:Math. Theor. 44 (2011) 265301]may give different transition probabilities. We conduct numerical experiments to compare the solutions to the Dirac equation, the surface hopping algorithm, and the asymptotic models of [O. Morandi, F. Schurrer, J. Phys. A: Math. Theor. 44 (2011) 265301].

Large-scale low-pressure systems in the atmosphere are occasionally observed to possess Kelvin–Helmholtz fingers, and an example is shown in this paper. However, these structures are hundreds of kilometres long, so that they are necessarily affected strongly by nonlinearity. They are evidently unstable and are observed to dissipate after a few days.

A model for this phenomenon is presented here, based on the usual $f$-plane equations of meteorology, assuming an atmosphere governed by the ideal gas law. Large-amplitude perturbations are accounted for, by retaining the equations in their nonlinear forms, and these are then solved numerically using a spectral method. Finger formation is modelled as an initial perturbation to the $n$th Fourier mode, and the numerical results show that the fingers grow in time, developing structures that depend on the particular mode. Results are presented and discussed, and are also compared with the predictions of the ${\it\beta}$-plane theory, in which changes of the Coriolis acceleration with latitude are included. An idealized vortex in the northern hemisphere is considered, but the results are at least in qualitative agreement with an observation of such systems in the southern hemisphere.

In this paper, we present techniques for fatigue damage evaluation using spectral methodsand a model taking into account confined elasto-plastic behavior. The model is associatedwith a local fatigue approach, covering the whole endurance domain (low cycle and highcycle fatigue). It uses Neuber’s method and is valid for limited plasticity. To validatethis modeling, we perform a correlation between spectral methods, modified spectralmethods and experimental tests. Results presented here are focused on the uniaxial loadingcase.

We propose and analyse a class of fully discrete schemes for the Cahn-Hilliard equation with Neumann boundary conditions. The schemes combine large-time step splitting methods in time and spectral element methods in space. We are particularly interested in analysing a class of methods that split the original Cahn-Hilliard equation into lower order equations. These lower order equations are simpler and less computationally expensive to treat. For the first-order splitting scheme, the stability and convergence properties are investigated based on an energy method. It is proven that both semi-discrete and fully discrete solutions satisfy the energy dissipation and mass conservation properties hidden in the associated continuous problem. A rigorous error estimate, together with numerical confirmation, is provided. Although not yet rigorously proven, higher-order schemes are also constructed and tested by a series of numerical examples. Finally, the proposed schemes are applied to the phase field simulation in a complex domain, and some interesting simulation results are obtained.

In this article we consider elliptic partial differential equations with random coefficients and/or random forcing terms. In the current treatment of such problems by stochastic Galerkin methods it is standard to assume that the random diffusion coefficient is bounded by positive deterministic constants or modeled as lognormal random field. In contrast, we make the significantly weaker assumption that the non-negative random coefficients can be bounded strictly away from zero and infinity by random variables only and may have distributions different from a lognormal one. We show that in this case the standard stochastic Galerkin approach does not necessarily produce a sequence of approximate solutions that converges in the natural norm to the exact solution even in the case of a lognormal coefficient. By using weighted test function spaces we develop an alternative stochastic Galerkin approach and prove that the associated sequence of approximate solutions converges to the exact solution in the natural norm. Hereby, ideas for the case of lognormal coefficient fields from earlier work of Galvis, Sarkis and Gittelson are used and generalized to the case of positive random coefficient fields with basically arbitrary distributions.

After we derive the Serre system of equations of water wave theory from a generalized variational principle, we present some of its structural properties. We also propose a robust and accurate finite volume scheme to solve these equations in one horizontal dimension. The numerical discretization is validated by comparisons with analytical and experimental data or other numerical solutions obtained by a highly accurate pseudo-spectral method.

The commonly used incompressible phase field models for non-reactive, binary fluids, in which the Cahn-Hilliard equation is used for the transport of phase variables (volume fractions), conserve the total volume of each phase as well as the material volume, but do not conserve the mass of the fluid mixture when densities of two components are different. In this paper, we formulate the phase field theory for mixtures of two incompressible fluids, consistent with the quasi-compressible theory [28], to ensure conservation of mass and momentum for the fluid mixture in addition to conservation of volume for each fluid phase. In this formulation, the mass-average velocity is no longer divergence-free (solenoidal) when densities of two components in the mixture are not equal, making it a compressible model subject to an internal con-straint. In one formulation of the compressible models with internal constraints (model 2), energy dissipation can be clearly established. An efficient numerical method is then devised to enforce this compressible internal constraint. Numerical simulations in confined geometries for both compressible and the incompressible models are carried out using spatially high order spectral methods to contrast the model predictions. Numerical comparisons show that (a) predictions by the two models agree qualitatively in the situation where the interfacial mixing layer is thin; and (b) predictions differ significantly in binary fluid mixtures undergoing mixing with a large mixing zone. The numerical study delineates the limitation of the commonly used incompressible phase field model using volume fractions and thereby cautions its predictive value in simulating well-mixed binary fluids.

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the system when the distributions of some variables are known exactly, others are known only approximately, and perhaps others are not modeled as random variables at all.The main tool used is the duality between risk-sensitive integrals and relative entropy, and we obtain explicit bounds on standard performance measures (variances, exceedance probabilities) over families of distributions whose distance from a nominal distribution is measured by relative entropy. The evaluation of the risk-sensitive expectations is based on polynomial chaos expansions, which help keep the computational aspects tractable.

Selective withdrawal of a two-layer fluid is considered. The fluid layers are weakly compressible, miscible and viscous and therefore flow rotationally. The lower, denser fluid flows with constant velocity out through one or more drain holes in the bottom of a rectangular tank. The drain is opened impulsively and the subsequent draw-down produces waves in the interface which travel outward to the edges of the tank and are reflected back with a $18{0}^{\circ } $ change of phase. The points on the interface that have the highest absolute gradient form regions of high vorticity in the tank, enabling mixing of the fluids. An inviscid linearized interface is computed and compared to contour plots of density for the viscous solution. The two agree closely at early times in the withdrawal process, but as time increases, nonlinear and viscous effects take over. The time at which the lighter fluid starts to flow out of the tank is dependent on the number of drains, their width, and the fluid flow rate and density, and is investigated here.

The vertical rise of a round plume of light fluid through a surrounding heavier fluid is considered. An inviscid model is analysed in which the boundary of the plume is taken to be a sharp interface. An efficient spectral method is used to solve this nonlinear free-boundary problem, and shows that the plume narrows as it rises. A generalized condition is also introduced at the boundary, and allows the ambient fluid to be entrained into the rising plume. In this case, the fluid plume first narrows then widens as it rises. These features are confirmed by an asymptotic analysis. A viscous model of the same situation is also proposed, based on a Boussinesq approximation. It qualitatively confirms the widening of the plume due to entrainment of the ambient fluid, but also shows the presence of vortex rings around the interface of the rising plume.

We consider the Laplace equation posed in a three-dimensional axisymmetric domain. Wereduce the original problem by a Fourier expansion in the angular variable to a countablefamily of two-dimensional problems. We decompose the meridian domain, assumed polygonal,in a finite number of rectangles and we discretize by a spectral method. Then we describethe main features of the mortar method and use the algorithm Strang Fix to improve theaccuracy of our discretization.

This paper studies outflow of a light fluid from a point source, starting from an initially spherical bubble. This region of light fluid is embedded in a heavy fluid, from which it is separated by a thin interface. A gravitational force directed radially inward toward the mass source is permitted. Because the light inner fluid is pushing the heavy outer fluid, the interface between them may be unstable to small perturbations, in the Rayleigh–Taylor sense. An inviscid model of this two-layer flow is presented, and a linearized solution is developed for early times. It is argued that the inviscid solution develops a point of infinite curvature at the interface within finite time, after which the solution fails to exist. A Boussinesq viscous model is then presented as a means of quantifying the precise effects of viscosity. The interface is represented as a narrow region of large density gradient. The viscous results agree well with the inviscid theory at early times, but the curvature singularity of the inviscid theory is instead replaced by jet formation in the viscous case. This may be of relevance to underwater explosions and stellar evolution.

The theory of a class of spectral methods is extended to Volterra integro-differential equations which contain a weakly singular kernel (t - s)->* with 0 < μ < 1. In this work, we consider the case when the underlying solutions of weakly singular Volterra integro-differential equations are sufficiently smooth. We provide a rigorous error analysis for the spectral methods, which shows that both the errors of approximate solutions and the errors of approximate derivatives of the solutions decay exponentially in L°°-norm and weighted L2-norm. The numerical examples are given to illustrate the theoretical results.