Optimal nonlinear filtering using the finite-volume method

2018 ◽  
Vol 97 (1) ◽  
Author(s):  
Colin Fox ◽  
Malcolm E. K. Morrison ◽  
Richard A. Norton ◽  
Timothy C. A. Molteno
2018 ◽  
Vol 40 (1) ◽  
pp. 405-421 ◽  
Author(s):  
N Chatterjee ◽  
U S Fjordholm

Abstract We derive and study a Lax–Friedrichs-type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution and converges strongly if the initial data is of bounded variation. Several numerical examples for the kinetic Kuramoto equation are provided, demonstrating that the method works well for both regular and singular data.


Author(s):  
T Thomas ◽  
C Pfrommer ◽  
R Pakmor

Abstract We present a new numerical algorithm to solve the recently derived equations of two-moment cosmic ray hydrodynamics (CRHD). The algorithm is implemented as a module in the moving mesh Arepo code. Therein, the anisotropic transport of cosmic rays (CRs) along magnetic field lines is discretised using a path-conservative finite volume method on the unstructured time-dependent Voronoi mesh of Arepo. The interaction of CRs and gyroresonant Alfvén waves is described by short-timescale source terms in the CRHD equations. We employ a custom-made semi-implicit adaptive time stepping source term integrator to accurately integrate this interaction on the small light-crossing time of the anisotropic transport step. Both the transport and the source term integration step are separated from the evolution of the magneto-hydrodynamical equations using an operator split approach. The new algorithm is tested with a variety of test problems, including shock tubes, a perpendicular magnetised discontinuity, the hydrodynamic response to a CR overpressure, CR acceleration of a warm cloud, and a CR blast wave, which demonstrate that the coupling between CR and magneto-hydrodynamics is robust and accurate. We demonstrate the numerical convergence of the presented scheme using new linear and non-linear analytic solutions.


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