George Karniadakis and Spencer Sherwin
- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198528692
- eISBN:
- 9780191713491
- Item type:
- book
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198528692.001.0001
- Subject:
- Mathematics, Numerical Analysis
Spectral methods have long been popular in direct and large eddy simulation of turbulent flows, but their use in areas with complex-geometry computational domains has historically been much more ...
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Spectral methods have long been popular in direct and large eddy simulation of turbulent flows, but their use in areas with complex-geometry computational domains has historically been much more limited. More recently, the need to find accurate solutions to the viscous flow equations around complex configurations has led to the development of high-order discretization procedures on unstructured meshes, which are also recognized as more efficient for solution of time-dependent oscillatory solutions over long time periods. This book, an updated edition on the original text, presents the recent and significant progress in multi-domain spectral methods at both the fundamental and application level. Containing material on discontinuous Galerkin methods, non-tensorial nodal spectral element methods in simplex domains, and stabilization and filtering techniques, this text introduces the use of spectral/hp element methods with particular emphasis on their application to unstructured meshes. It provides a detailed explanation of the key concepts underlying the methods along with practical examples of their derivation and application.Less
Spectral methods have long been popular in direct and large eddy simulation of turbulent flows, but their use in areas with complex-geometry computational domains has historically been much more limited. More recently, the need to find accurate solutions to the viscous flow equations around complex configurations has led to the development of high-order discretization procedures on unstructured meshes, which are also recognized as more efficient for solution of time-dependent oscillatory solutions over long time periods. This book, an updated edition on the original text, presents the recent and significant progress in multi-domain spectral methods at both the fundamental and application level. Containing material on discontinuous Galerkin methods, non-tensorial nodal spectral element methods in simplex domains, and stabilization and filtering techniques, this text introduces the use of spectral/hp element methods with particular emphasis on their application to unstructured meshes. It provides a detailed explanation of the key concepts underlying the methods along with practical examples of their derivation and application.
George Em Karniadakis and Spencer J. Sherwin
- Published in print:
- 2005
- Published Online:
- September 2007
- ISBN:
- 9780198528692
- eISBN:
- 9780191713491
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198528692.003.0002
- Subject:
- Mathematics, Numerical Analysis
This chapter discusses the fundamental concepts that are further developed in the remainder of the book, in the context of a one-dimensional formulation. In doing so, the principles and underlying ...
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This chapter discusses the fundamental concepts that are further developed in the remainder of the book, in the context of a one-dimensional formulation. In doing so, the principles and underlying theory behind the construction of the spectral/hp element method are illustrated. Topics covered include method of weighted residuals, Galerkin formulation, one-dimensional expansion bases, elemental operations, error estimates, and implementation of a one-dimensional spectral/hp element. The chapter ends with exercises aimed at developing a one-dimensional spectral element solver.Less
This chapter discusses the fundamental concepts that are further developed in the remainder of the book, in the context of a one-dimensional formulation. In doing so, the principles and underlying theory behind the construction of the spectral/hp element method are illustrated. Topics covered include method of weighted residuals, Galerkin formulation, one-dimensional expansion bases, elemental operations, error estimates, and implementation of a one-dimensional spectral/hp element. The chapter ends with exercises aimed at developing a one-dimensional spectral element solver.
Gary A. Glatzmaier
- Published in print:
- 2013
- Published Online:
- October 2017
- ISBN:
- 9780691141725
- eISBN:
- 9781400848904
- Item type:
- chapter
- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691141725.003.0009
- Subject:
- Physics, Particle Physics / Astrophysics / Cosmology
This chapter considers two ways of employing a spatial resolution that varies with position within a finite-difference method: using a nonuniform grid and mapping to a new coordinate variable. It ...
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This chapter considers two ways of employing a spatial resolution that varies with position within a finite-difference method: using a nonuniform grid and mapping to a new coordinate variable. It first provides an overview of nonuniform grids before discussing coordinate mapping as an alternative way of achieving spatial discretization. It then describes an approach for treating both the vertical and horizontal directions with simple finite-difference methods: defining a streamfunction, which automatically satisfies mass conservation, and solving for vorticity via the curl of the momentum conservation equation. It also explains the use of the Chebyshev–Fourier method to simulate the convection or gravity wave problem by employing spectral methods in both the horizontal and vertical directions. Finally, it looks at the basic ideas and some issues that need to be addressed with respect to parallel processing as well as choices that need to be made when designing a parallel code.Less
This chapter considers two ways of employing a spatial resolution that varies with position within a finite-difference method: using a nonuniform grid and mapping to a new coordinate variable. It first provides an overview of nonuniform grids before discussing coordinate mapping as an alternative way of achieving spatial discretization. It then describes an approach for treating both the vertical and horizontal directions with simple finite-difference methods: defining a streamfunction, which automatically satisfies mass conservation, and solving for vorticity via the curl of the momentum conservation equation. It also explains the use of the Chebyshev–Fourier method to simulate the convection or gravity wave problem by employing spectral methods in both the horizontal and vertical directions. Finally, it looks at the basic ideas and some issues that need to be addressed with respect to parallel processing as well as choices that need to be made when designing a parallel code.
Gary A. Glatzmaier
- Published in print:
- 2013
- Published Online:
- October 2017
- ISBN:
- 9780691141725
- eISBN:
- 9781400848904
- Item type:
- chapter
- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691141725.003.0002
- Subject:
- Physics, Particle Physics / Astrophysics / Cosmology
This chapter describes a numerical method for solving equations of thermal convection on a computer. It begins by introducing the vorticity-streamfunction formulation as a means of conserving mass. ...
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This chapter describes a numerical method for solving equations of thermal convection on a computer. It begins by introducing the vorticity-streamfunction formulation as a means of conserving mass. The approach involves updating for the vorticity first and then solving for the fluid velocity each time step. The chapter continues with a discussion of two very different spatial discretizations, whereby the vertical derivatives are approximated with a finite-difference method and the horizontal derivatives with a spectral method. The nonlinear terms are computed in spectral space. The chapter also considers the Adams-Bashforth time integration scheme and explains how the Poisson equation can be solved at each time step for the updated streamfunction given the updated vorticity.Less
This chapter describes a numerical method for solving equations of thermal convection on a computer. It begins by introducing the vorticity-streamfunction formulation as a means of conserving mass. The approach involves updating for the vorticity first and then solving for the fluid velocity each time step. The chapter continues with a discussion of two very different spatial discretizations, whereby the vertical derivatives are approximated with a finite-difference method and the horizontal derivatives with a spectral method. The nonlinear terms are computed in spectral space. The chapter also considers the Adams-Bashforth time integration scheme and explains how the Poisson equation can be solved at each time step for the updated streamfunction given the updated vorticity.
Mark Newman
- Published in print:
- 2010
- Published Online:
- September 2010
- ISBN:
- 9780199206650
- eISBN:
- 9780191594175
- Item type:
- book
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199206650.001.0001
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
The scientific study of networks, including computer networks, social networks, and biological networks, has received an enormous amount of interest in the last few years. The rise of the Internet ...
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The scientific study of networks, including computer networks, social networks, and biological networks, has received an enormous amount of interest in the last few years. The rise of the Internet and the wide availability of inexpensive computers have made it possible to gather and analyze network data on a large scale, and the development of a variety of new theoretical tools has allowed us to extract new knowledge from many different kinds of networks. The study of networks is broadly interdisciplinary and important developments have occurred in many fields, including mathematics, physics, computer and information sciences, biology, and the social sciences. This book brings together the most important breakthroughs in each of these fields and presents them in a coherent fashion, highlighting the strong interconnections between work in different areas. Subjects covered include the measurement and structure of networks in many branches of science, methods for analyzing network data, including methods developed in physics, statistics, and sociology, the fundamentals of graph theory, computer algorithms, and spectral methods, mathematical models of networks, including random graph models and generative models, and theories of dynamical processes taking place on networks.Less
The scientific study of networks, including computer networks, social networks, and biological networks, has received an enormous amount of interest in the last few years. The rise of the Internet and the wide availability of inexpensive computers have made it possible to gather and analyze network data on a large scale, and the development of a variety of new theoretical tools has allowed us to extract new knowledge from many different kinds of networks. The study of networks is broadly interdisciplinary and important developments have occurred in many fields, including mathematics, physics, computer and information sciences, biology, and the social sciences. This book brings together the most important breakthroughs in each of these fields and presents them in a coherent fashion, highlighting the strong interconnections between work in different areas. Subjects covered include the measurement and structure of networks in many branches of science, methods for analyzing network data, including methods developed in physics, statistics, and sociology, the fundamentals of graph theory, computer algorithms, and spectral methods, mathematical models of networks, including random graph models and generative models, and theories of dynamical processes taking place on networks.
Klaus Böhmer
- Published in print:
- 2010
- Published Online:
- January 2011
- ISBN:
- 9780199577040
- eISBN:
- 9780191595172
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199577040.003.0009
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics
Chapter 9 studies S. Dahlke studies wavelet methods. This is the first presentation in this generality and is appropriate for nonlinear problems and bifurcation for elliptic PDEs. As a consequence of ...
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Chapter 9 studies S. Dahlke studies wavelet methods. This is the first presentation in this generality and is appropriate for nonlinear problems and bifurcation for elliptic PDEs. As a consequence of the difficulties with evaluating nonlinear functionals and operators with wavelet arguments, general quasilinear, and fully nonlinear problems are limited, and excluded, respectively. With this exception, the whole spectrum of corresponding wavelet methods is shown to be stable and convergent. Again the corresponding linearized operator has to be boundedly invertible. This chapter finishes with adaptive wavelet methods. In contrast to Chapter 6, nonlinear approximation, and wavelet matrix compression are employed for adaptive descent iterations.Less
Chapter 9 studies S. Dahlke studies wavelet methods. This is the first presentation in this generality and is appropriate for nonlinear problems and bifurcation for elliptic PDEs. As a consequence of the difficulties with evaluating nonlinear functionals and operators with wavelet arguments, general quasilinear, and fully nonlinear problems are limited, and excluded, respectively. With this exception, the whole spectrum of corresponding wavelet methods is shown to be stable and convergent. Again the corresponding linearized operator has to be boundedly invertible. This chapter finishes with adaptive wavelet methods. In contrast to Chapter 6, nonlinear approximation, and wavelet matrix compression are employed for adaptive descent iterations.
Saul Lawrence K., Weinberger Kilian Q., Sha Fei, Ham Jihun, and Lee Daniel D.
- Published in print:
- 2006
- Published Online:
- August 2013
- ISBN:
- 9780262033589
- eISBN:
- 9780262255899
- Item type:
- chapter
- Publisher:
- The MIT Press
- DOI:
- 10.7551/mitpress/9780262033589.003.0016
- Subject:
- Computer Science, Machine Learning
This chapter provides an overview of unsupervised learning algorithms that can be viewed as spectral methods for linear and nonlinear dimensionality reduction. Spectral methods have recently emerged ...
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This chapter provides an overview of unsupervised learning algorithms that can be viewed as spectral methods for linear and nonlinear dimensionality reduction. Spectral methods have recently emerged as a powerful tool for nonlinear dimensionality reduction and manifold learning. These methods are able to reveal low-dimensional structure in high-dimensional data from the top or bottom eigenvectors of specially constructed matrices. To analyze data that lie on a low-dimensional submanifold, the matrices are constructed from sparse weighted graphs whose vertices represent input patterns and whose edges indicate neighborhood relations. The main computations for manifold learning are based on tractable, polynomial-time optimizations, such as shortest-path problems, least-squares fits, semi-definite programming, and matrix diagonalization.Less
This chapter provides an overview of unsupervised learning algorithms that can be viewed as spectral methods for linear and nonlinear dimensionality reduction. Spectral methods have recently emerged as a powerful tool for nonlinear dimensionality reduction and manifold learning. These methods are able to reveal low-dimensional structure in high-dimensional data from the top or bottom eigenvectors of specially constructed matrices. To analyze data that lie on a low-dimensional submanifold, the matrices are constructed from sparse weighted graphs whose vertices represent input patterns and whose edges indicate neighborhood relations. The main computations for manifold learning are based on tractable, polynomial-time optimizations, such as shortest-path problems, least-squares fits, semi-definite programming, and matrix diagonalization.
S. G. Rajeev
- Published in print:
- 2018
- Published Online:
- October 2018
- ISBN:
- 9780198805021
- eISBN:
- 9780191843136
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198805021.003.0013
- Subject:
- Physics, Soft Matter / Biological Physics, Condensed Matter Physics / Materials
Thenumerical solution of ordinary differential equations (ODEs)with boundary conditions is studied here. Functions are approximated by polynomials in a Chebychev basis. Sections then cover spectral ...
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Thenumerical solution of ordinary differential equations (ODEs)with boundary conditions is studied here. Functions are approximated by polynomials in a Chebychev basis. Sections then cover spectral discretization, sampling, interpolation, differentiation, integration, and the basic ODE. Following Trefethen et al., differential operators are approximated as rectangular matrices. Boundary conditions add additional rows that turn them into square matrices. These can then be diagonalized using standard linear algebra methods. After studying various simple model problems, this method is applied to the Orr–Sommerfeld equation, deriving results originally due to Orszag. The difficulties of pushing spectral methods to higher dimensions are outlined.Less
Thenumerical solution of ordinary differential equations (ODEs)with boundary conditions is studied here. Functions are approximated by polynomials in a Chebychev basis. Sections then cover spectral discretization, sampling, interpolation, differentiation, integration, and the basic ODE. Following Trefethen et al., differential operators are approximated as rectangular matrices. Boundary conditions add additional rows that turn them into square matrices. These can then be diagonalized using standard linear algebra methods. After studying various simple model problems, this method is applied to the Orr–Sommerfeld equation, deriving results originally due to Orszag. The difficulties of pushing spectral methods to higher dimensions are outlined.
S. G. Rajeev
- Published in print:
- 2018
- Published Online:
- October 2018
- ISBN:
- 9780198805021
- eISBN:
- 9780191843136
- Item type:
- book
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198805021.001.0001
- Subject:
- Physics, Soft Matter / Biological Physics, Condensed Matter Physics / Materials
Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using ...
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Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using conformal transformations, viscous flows such as Couette and Stokes flow around a sphere, shocks in the Burgers equation. Prandtl’s boundary layer theory and the Blasius solution are presented. Rayleigh–Taylor instability is studied in analogy with the inverted pendulum, with a digression on Kapitza’s stabilization. The possibility of transients in a linearly stable system with a non-normal operator is studied using an example by Trefethen et al. The integrable models (KdV, Hasimoto’s vortex soliton) and their hamiltonian formalism are studied. Delving into deeper mathematics, geodesics on Lie groups are studied: first using the Lie algebra and then using Milnor’s approach to the curvature of the Lie group. Arnold’s deep idea that Euler’s equations are the geodesic equations on the diffeomorphism group is then explained and its curvature calculated. The next three chapters are an introduction to numerical methods: spectral methods based on Chebychev functions for ODEs, their application by Orszag to solve the Orr–Sommerfeld equation, finite difference methods for elementary PDEs, the Magnus formula and its application to geometric integrators for ODEs. Two appendices give an introduction to dynamical systems: Arnold’s cat map, homoclinic points, Smale’s horse shoe, Hausdorff dimension of the invariant set, Aref ’s example of chaotic advection. The last appendix introduces renormalization: Ising model on a Cayley tree and Feigenbaum’s theory of period doubling.Less
Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using conformal transformations, viscous flows such as Couette and Stokes flow around a sphere, shocks in the Burgers equation. Prandtl’s boundary layer theory and the Blasius solution are presented. Rayleigh–Taylor instability is studied in analogy with the inverted pendulum, with a digression on Kapitza’s stabilization. The possibility of transients in a linearly stable system with a non-normal operator is studied using an example by Trefethen et al. The integrable models (KdV, Hasimoto’s vortex soliton) and their hamiltonian formalism are studied. Delving into deeper mathematics, geodesics on Lie groups are studied: first using the Lie algebra and then using Milnor’s approach to the curvature of the Lie group. Arnold’s deep idea that Euler’s equations are the geodesic equations on the diffeomorphism group is then explained and its curvature calculated. The next three chapters are an introduction to numerical methods: spectral methods based on Chebychev functions for ODEs, their application by Orszag to solve the Orr–Sommerfeld equation, finite difference methods for elementary PDEs, the Magnus formula and its application to geometric integrators for ODEs. Two appendices give an introduction to dynamical systems: Arnold’s cat map, homoclinic points, Smale’s horse shoe, Hausdorff dimension of the invariant set, Aref ’s example of chaotic advection. The last appendix introduces renormalization: Ising model on a Cayley tree and Feigenbaum’s theory of period doubling.
S. G. Rajeev
- Published in print:
- 2018
- Published Online:
- October 2018
- ISBN:
- 9780198805021
- eISBN:
- 9780191843136
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198805021.003.0010
- Subject:
- Physics, Soft Matter / Biological Physics, Condensed Matter Physics / Materials
There is a remarkable analogy between Euler’s equations for a rigid body and his equations for an ideal fluid. The unifying idea is that of a Lie algebra with an inner product, which is not ...
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There is a remarkable analogy between Euler’s equations for a rigid body and his equations for an ideal fluid. The unifying idea is that of a Lie algebra with an inner product, which is not invariant, on it. The concepts of a vector space, Lie algebra, and inner product are reviewed. A hamiltonian dynamical system is derived from each metric Lie algebra. The Virasoro algebra (famous in string theory) is shown to lead to the KdV equation; and in a limiting case, to the Burgers equation for shocks. A hamiltonian formalism for two-dimensional Euler equations is then developed in detail. A discretization of these equations (using a spectral method) is then developed using mathematical ideas from quantum mechanics. Then a hamiltonian formalism for the full three-dimensional Euler equations is developed. The Clebsch variables which provide canonical pairs for fluid dynamics are then explained, in analogy to angular momentum.Less
There is a remarkable analogy between Euler’s equations for a rigid body and his equations for an ideal fluid. The unifying idea is that of a Lie algebra with an inner product, which is not invariant, on it. The concepts of a vector space, Lie algebra, and inner product are reviewed. A hamiltonian dynamical system is derived from each metric Lie algebra. The Virasoro algebra (famous in string theory) is shown to lead to the KdV equation; and in a limiting case, to the Burgers equation for shocks. A hamiltonian formalism for two-dimensional Euler equations is then developed in detail. A discretization of these equations (using a spectral method) is then developed using mathematical ideas from quantum mechanics. Then a hamiltonian formalism for the full three-dimensional Euler equations is developed. The Clebsch variables which provide canonical pairs for fluid dynamics are then explained, in analogy to angular momentum.