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Ima J Appl Math 1973 Peraiah 75 90
Ima J Appl Math 1973 Peraiah 75 90
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76
Since the purpose of this paper is to understand the diflBculties which arise in treating
problems with curved geometry, we have confined our attention to the simplest type
of scattering problem with no time or frequency dependence.
2. Reflection and Transmission Operators in a Basic Cell
The equation of radiative transfer in divergence form is
(2.1)
where co(r) is the albedo for single scattering, I{r, fi) is the specific intensity, r the radius,
H = cos 0, o{r) is the absorption coefficient, b represents the sources inside the cell
a n d p is the phase function. The functions a{r), a>(r), b(r) and p(r, fi, pi') are prescribed
(generally piecewise continuous) functions of their arguments subject to the conditions
b{r) > 0,
o(r) > 0,
0 s a)(r) ^ 1,
and
= 1,
p{r,fi,fi') 5= 0.
-]
- l
j ^
+ [ ( 1
11
f1
(23)
for inward-going rays, where we have restricted fi to lie in the interval [0, 1].
In the "cell" method of deriving difference equations one formally integrates (2.3)
and (2.4) over an interval [rn, rn+1] x [fij-^ /f/+$] defined on a two dimensional grid
(Carlson, 1963; Lathrop & Carlson, 1967). The choice of the set {/} will be discussed
in Section 2. The choice of {fij+i} is dictated by convenience. We shall employ the
roots, fij, and weights, CJt of the Gauss-Legendre quadrature formula of order J over
[0, 1], and define the cell boundaries by writing fi = 0 and taking
= t Ck,
fc=i
j = l,2,...,J.
(2.5)
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J'
77
It is easy to see that /*,_j. < \ii < fij+^l this follows immediately from the interpolatory
character of the Gauss formula.
We do the fi integration first. This replaces (2.3) by
ff(r)C,j[l-a,(r)]B(r)
(2.6)
TJ - (Pj+i-Vj+iWf+toj+i-PjWf+i
u
j+i
, - i ?
T 1
J I, Z, . . ., J I
(2.8)
Writing
U*(r) = lUHr), -, U*(r)T,
and making use of (2.7), (2.8) we can write (2.6) in matrix form
(2-9)
M^+[AU
or
r
= <x(r){[l -a)(r)]B + (r)+|a)(r)[p + + (r)CU + (r) + p + -(r)CU"(r)]
and similarly
r + (r)CU + (r)+p--(r)ClT(r)]}.
(2.10)
Here C and M are diagonal matrices with elements [Cjdjy], Uijdjy] respectively,
B+ and B~ are vectors with a similar structure to (2.9) and A+ and A~ are square JxJ
matrices defined by the equations
, ; = 1,2,...,J-1
2,3,...,/
(2.11)
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where Uf(r) = U(r, nj), Uj(r) = U(r, ~n}), p++(r)jr = p(r, ^ ^ . ) , p-+(r)jr =
p(r, /Xj, fly), and so on. We get a similar equation from (2.4). The reason for the
choice (2.5) should now be obvious; it permits us to evaluate the scattering integral
term with the maximum accuracy assuming that the solutions Uf, Uj are sufficiently
smooth. Provided we consider the diffuse field we can be sure that this is the case.
However, we have not yet defined l/f+i, and we do this, with some loss of accuracy,
by writing
78
and
CjAjk = - # y . A f l .
(2.12)
These we call the curvature matrices.
To perform discretization with respect to the radial co-ordinate we integrate
equations (2.10) from rn to rn+1 giving
Here Un+ = U+(rn), whilst variables subscripted with n+$, for example Uf+i, rn+i,
con+i must be associated with some suitable average over the cell. We define Arn+i =
rn+i-rn, 1,,-i = on+iArn+i, and p = Arn+i/rn+i, where rn+i is a suitable mean radius,
for example \{rn+1+rn). A convenient definition of U++i, U~_ is
V:+i = KUn++1 + Un+), U" + i = i(U- + 1 + Un-);
(2.14)
this is the conventional "diamond" difference scheme which was used in the plane
parallel case (Grant & Hunt, 1968).
It is now straightforward, but very tedious, to rearrange (2.13) with the aid of (2.14)
in the canonical form
rt(n + l ) r ( n + l)TU + ~ | | T V |
(2 l5)
(Grant & Hunt, 1969). The r and t matrices and the vectors S* can be expressed in
terms of the matrices and vectors appearing in (2.13). Because of the lengths of these
expressions they are given in the Appendix.
The matrices r and t appearing in the canonical form (2.15) have a physical interpretation as operators for diffuse reflection and transmission, respectively, of radiation
incident on the spherical shell between radii rn, rn+1. Similarly the vectors S n + i can be
regarded as representing the radiation which emerges from the surfaces of the bare
isolated shell due to internal emission sources. For further details see Grant & Hunt
(1969a).
At this point we should, perhaps, say a little about the two formulations we rejected.
In each case this was done because of properties of the A operators which appeared.
The first method tried approximated the /i-variation of U by a polynomial expression
l/(r, ix) ~ f ak(r)pk(ji)
(2.16)
o
where the pk(ji) are the orthonormal polynomials associated with Gauss-Legendre
quadrature on [0, 1], so that if p* is the vector
) . > Pk(Mm)~\
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(2.13)
79
then
t]
We insert (2.18) in (2.1) and average over each cell to give an equation in A, B, C, D
which may conveniently be rewritten in terms of cell boundary values like U(rn, Hj).
The result has a similar form to (2.13), but with more complicated matrices on the
right hand side. The same difficulties as with the polynomial approximation (2.16)
and the added algebraic complexity ensured its rejection.
3. Stability, Non-negativity of Operators and Source Vectors
The analysis of the canonical form (2.15) has been described in detail in the second
of the papers by Grant & Hunt (1969). The theory makes use of a modified vector norm
||U||D=||DU||1=^dy|7|
(3.1)
(3.2)
j=i
We need to extend these definitions a little before applying them to equations (2.15).
We do this in the obvious way by writing
(3 4)
where we require S(, n+1) to have non-negative elements, S(, n+1) ^ 0. Then
||S(n, n +1) || = max (max (Sk, S'k))
(3.5)
k
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= 5kl, k, I ^ m.
(2.17)
By differentiating (2.16) with respect to /i and using the properties of the pk(jj), one
arrives at an equation of the same form as (2.10) but with different matrices A+, A~.
These matrices are full matrices rather than band matrices, with elements of both
signs, and their structure is such that it is impossible to ensure that the t and r matrices
are non-negative for any choice of radial meshan essential requirement discussed
in the next section.
The CSN method proposed by Lathrop & Carlson (1971) was also tried in an attempt
to find a less crude approximation than the one we adopted finally. The essential idea
is to approximate U(r, fi) in each cell [rn, rtt+1] x [/ly, nj+1\ by a bilinear spline
U(r, n) ~ A + BZ+Cfi + DZij
(2.18)
where
2r-rn-rn+1
80
where
S'k=
l(m p)
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(39)
- The properties of cell matrices with respect to the star product are therefore crucial
to our understanding of the behaviour of our numerical method. The key theorem is
as follows (Grant & Hunt, 19696):
THEOREM 1. Let the cell matrices S(m,ri),S(n,p), m < n < p be non-negative and
each satisfy one of the conditions listed in (3.6). Then their star-product, S(m, p), defined
by equations (3.7), (3.8) exists; it is also non-negative, and
(a) strictly dissipative if both S(m, n) and S(, p) are strictly dissipative;
(b) dissipative if either S(w, n) or S(, p) is dissipative and the other at most
conservative;
(c) conservative if both S(m, n) andS(n,p) are conservative.
To understand these results, we note first that the specific intensity, by its physical
definition is a non-negative quantity. The requirement that S(m, n) be a non-negative
operator is therefore needed to ensure that the response of the layer to arbitrary nonnegative inputs is a non-negative output. The norm ||S(w, n)||, gives essentially the
maximum ratio of the total output flux to that incident on the layer, and so, in the
absence of internal radiation sources should not exceed unity. The theorem shows
essentially that composite layers whose components themselves have operators which
are non-negative and satisfy one of conditions (3.6) inherit the same desirable properties. We therefore wish to assure ourselves that the finite difference approximations
of equation (2.15) and the appendix have these properties. We shall find that this
81
imposes restrictions both on the optical thickness, x, of a layer and on its "aspectratio", p = Ar/r.
When internal sources are present, we have to include a source vector, (m, p), in
equation (3.9), which may be defined in terms of the vectors (m, n), (n, p),m<n<p,
by
S(m, p) = \(m, n; p)L{m, n)+\'(m; n, />)(, p)
(3.10)
where
and
(
'
>JP)
It is clear that the behaviour of source vectors and the star product is closely bound
up with that of cell matrices, and it is not difficult to prove (Grant & Hunt, 19696)
THEOREM 2. Let E(j,j+1)
3* 0 be bounded, j = m, m+1, ...,p-1.
also bounded and non-negative.
Then (m,/>) is
We therefore turn to examine the discrete ordinate approximations for cell matrices
and source vectors in spherical geometry given in the Appendix. The main complication
is provided by the curvature operators A+, A" (2.11), (2.12) which contain large
elements of both signs (see Table 1). The result is that the aspect ratio of a layer, p,
TABLE 1
2-23590
-004258
-1-15005
0
0-46494
-1-78139
0
0
1
2
3
4
Ajk=
0
115005
-0-75945
-0-73228
0
0
0-58343
-109379
-2-87476
must be small to compensate for this. From equation (A.4) et seq., it is clear that we
need A+ ^ 0, A~ $s 0, S+- 5= 0, S-+ > 0, and we can achieve this if
T
crit =
HI -
(3.11)
b=7i
(3.12)
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82
4. Flux Conservation
A convenient test of the efficacy of our methods is to study the case of a spherical
shell with to = 1. On this case, the physical system must neither create nor destroy
energy, and we wish to show that the same thing is true of the finite difference approximation to within acceptable precision. We already know that we can find values of
T and p satisfying inequalities (3.11) and (3.12) in such cases, and it remains to demonstrate that the matrices S(n, n+l) are conservative in the sense of (3.6), when T is
sufficiently small.
Examination of the formulae given in the Appendix shows that for small xn+i,
t(n+1, n) = I-r B + + V B + i +0(T n + i )
r(n + 1 , B) = r B - + V n + i +0(r n + i )
where, in the notation of (A.I),
r-++* = M - ' Q ; ^ .
Similar formulae hold for t(w, n+ l),r(n, n+1) with + and superscripts interchanged.
The proof that equations (4.1) lead to a conservative cell matrix depends on the identity
/ ; 7 =0
(4.3)
= 1-
(4-4)
,n)+r(n + l,n)]D-%
= l,2
J.
(4.5)
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83
In practice, one finds that Sk = 1 to within the rounding error of the computer,
provided care has been taken to ensure that (4.3) and (4.4) are satisfied to the same
accuracy. Our algorithm is therefore conservative in a practical sense, although it is
rather hard to to give a rigorous proof.
WU-
atmosphere, and for this purpose, the most efficient algorithm is based on the observation that equations (2.15) can be written as a linear system with a block tridiagonal
matrix of rather simple form. The algorithm, described by Grant & Hunt (1968),
assumes that the domain of interest is divided into N shells as shown in Fig. 1. One
first computes, sequentially for n = 1, 2 , . . . , N, the matrices r(l, ri) and vectors
V*+t, V*+i from
(, n+1) (5.1)
with the initial conditions r(l, 1) = 0, V^ = U+(B). This requires calculation of the
auxiliary quantities
t(n+1, ri) = t(n+1, n)[I-r(l, )r(n+1, w)]-1
t(n+1, n) = r(n+1, n)[I-r(l, )r(+1, n)]-1
)r(l,n)
(5.2)
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84
which do not need to be preserved from one step to the next. Next one computes
sequentially for n = N, N-1, N-2,..., 2, 1
<">
UN+I=TGU++1
(5.5)
(5.6)
from which UJV+I can be obtained using (5.5) and thence all remaining fluxes can be
calculated using (5.3).
In both sets of calculations reported here we have used a discretization with constant
Ar = (BA)/N, and have ignored source terms, setting Z,?+i = ,T+i = 0 for all
values of n. We have not taken too much care to optimize the choice of aspect ratio
p = Ar/r, although this has a minor effect on the truncation error. We have simply
chosen pn+i = Arn+i/rn (note that the discretization shown in Fig. 1 implies rn > rn+1)
and have in all cases used N = 100. The atmosphere has been chosen to be homogeneous for simplicity and the radial optical thickness is denoted by x.
TABLE 2
Global energy conservation for a conservative isotropically scattering shell illuminated isotropically on the inner boundary, r = A. The columns give the total flux emerging from the shell
at radii A and B, and verify the equation F+(A)+F~(B) F~(A) = %. Calculations are based
on 8 point Gauss-Legendre quadrature
x = a(B-A):
10
B/A
F~(B)l2n
F+(A)/2n
F-(B)/2n
F+(A)/2n
F-(B)/2n
F+(A)l2n
10
1-3
1-5
1-7
20
019503
0-24617
0-27325
0-29611
0-32439
0-30497
0-25383
0-22675
0-20389
0-17561
010383
013354
015177
016881
019227
0-39617
0-36646
0-34823
0-33119
0-30773
005387
007550
008650
009716
011254
0-44163
0-42450
0-41350
0-40284
0-38746
The first series of calculations prescribe Ut+ = 0 and assume an isotropic flux,
F~(A) = n in the outward direction at the inner boundary. Table 2 analyses the global
energy balance. Because we have a conservative isotropic scattering domain, and no
flux is incident on the outer boundary, we expect to find
F~(A) = F~(B)+F+(A)
(5.7)
where F~(B) is the total energy emerging at r = B, and F+(A) is the total energy
backscattered into the inner region. Equation (5.7) is satisfied to within rounding
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85
FIG. 2. Angular distribution of the run of specific intensities from bottom (n = 100) to the top
(n = 1) of the atmosphere in plane parallel case, T = 10, B/A = 10, N = 100, <o = 1, pjk = 1 for
all / and k.
Figures 2 and 3 show the angular distributions at different shell boundaries for the
case of a plane parallel slab, B/A -> 1, and an atmosphere with B/A = 1 -5. A common
difficulty in calculations of this sort arises from the rapid change in the angular
distribution near the outer boundary, which can give rise to unphysical oscillations
in both radial and angular distributions in the first few shells (Grant, 1968). There is
no sign of such behaviour in either graph, though it appears immediately inequality
(3.11) is violated. Figure 4 shows the emergent angular distribution for different values
of B/A, exhibiting the well-known tendency for the distribution to approach that of
a parallel beam at large distances from the centre of the system, although the ratio
B/A is too small in the test calculations to show this markedly. Figures 5 and 6 display
the emergentfluxas functions of T and B/A respectively.
The second set of problems we have used to test our model are those in which we
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errors (1 part in 109) provided care is taken to ensure that (4.4) is satisfied to the
same precision. This is readily achieved in the case of isotropic scattering by presenting
the Gauss-Legendre abscissae fij and weights Cs to a sufficient number of significant
digits, though more care has to be taken with other phase functions (Grant & Hunt,
19696).
Apart from verifying that the method gives globalfluxconservation, Table 2 shows
a feature we might expect on physical grounds, namely an increase in the relative flux
emerging from the outer surface as B/A increases.
86
0005
-I
FIG. 3. Angular distribution of the specific intensity from the inside (n = 100) to the outside (n = 1)
of a spherical atmosphere, T = 10, B\A = 1-5, N = 100, a> = 10, isotropic scattering.
5r o-3^
oih
00
FIG. 4. Angular distribution of emergent intensity, T = 5, <o = 10, isotropic scattering. (1) B\A
2 0 ; (2)B\A = 1-5; (3)B\A = 1-3; (4)B/^ = 10.
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001 b
87
0-4
0-30 -
0-20
E
UJ
010-
IO
20
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FIG. 5. Emergent fluxes'as function of optical depth, w = 1-0, isotropic scattering. (1) BIA = 2-0;
88
TABLE 3
n
100
50
20
10
9
8
7
6
5
4
3
2
1
F+/27T =
F~/2n
1-1146
0-7139
0-5698
0-5314
0-5277
0-5241
0-5206
0-5171
0-5136
0-5101
0-5067
0-5033
0-5000
6. Conclusions
The method described in this paper enables the accurate calculation of radiative
transfer in spherically symmetric shells subject to the limitations imposed by the
inequalities (3.11) and (3.12). It is therefore limited in practice to situations in which
the albedo for single scattering is not too small, and in which the phase function is
not too highly peaked about the forward direction. This covers many of the practical
cases, but it is clear that a radically new departure will be needed if one wants to
perform accurate calculations near a centre of spherical symmetry or in atmosphere
with a low single scattering albedo.
It seems that the conditions under which the method may be used are applicable
in the envelopes of some supergiant stars, and we have made use of it to study a simple
line formation problem (Peraiah & Grant, 1971,1972).
One of us (A. P.) wishes to thank Dr M. S. Vardya for reading the manuscript.
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have illuminated the same system isotropically at the outer boundary and assumed
specular reflection at the inner boundary (rG = I in (5.5)). In such a case the positive
and negatively directed fluxes at every interface should be equal, and in the case
of an isotropic slab should have the same value, n, at all levels. Table 3 shows what
happens in a spherical shell with B/A = 1-5. There is again equality of inward and
outward netfluxesat each shell boundary, although the values rise towards the inner
radius r = A. This seems plausible on physical grounds, but it is not easy to find a
simple analytical model to check the behaviour.
89
Appendix
Formulae for the Matrices and Vectors Occurring in (2.15)
Define first
Qn+4 = M . + i
(A.I)
+- =
_
QnV*
and then
S++=M-K+*(I-Q.V*)
(A.2)
and
A+ =
A-
= CM+K+itf-Q-V*)]"1 J '
(A.3)
Write
r+- = A+S+-,
r~+ = A-S-+
(A.4)
and
(A.5)
t+ = | I Then
t-[A-S
2t-r-+A+M
(A.6)
and
T n+i (l-co B+i )t+|A+B++r+-A-Bi
T n+i (l-co. +i )t-|A-B-+r-+A+B+|.
(A.7)
REFERENCES
CARLSON, B.
G. 1963 In B. Alder, A. Fembach & M. Rotenberg (Eds.) Methods of computational physics Vol. 1 pp. 1-42, New York: Academic Press.
CASSINELLI, J. P. 1971 Astrophys. J. 165, 265.
CASTOR, J. I. 1970 Mon. Not. R. astr. Soc. 149, 111.
CHANDRASEKHAR, S. 1934 Mon. Not. R. astr. Soc. 94, 522.
GRANT, I. P. & HUNT, G. E. 1968 Mon. Not. R. astr. Soc. 141, 27.
Downloaded from imamat.oxfordjournals.org at University of South Carolina - Columbia on November 24, 2010
QnTi = i<Bn
90
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UNDERBILL,