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1.
Under certain conditions the concentration of a substance moving in a stochastic flow field is described by the stochastic convection equation. A numerical method yielding the mean solution and variance of the two-dimensional problem is described here. First, the differential operator is replaced by a discrete linear operator based on finite differences. The resulting system of stochastic equations is then replaced by a system of equations whose solution is the mean concentration. The variance of the concentration can then be calculated. In addition, and example is given for which an approximate analytical solution and its variance is known. The numerical method is applied to the example and results compared to the approximate analytical solution and variance. 相似文献
2.
Second-order exact ensemble averaged equation for linear stochastic differential equations with multiplicative randomness and random forcing is obtained by using the cumulant expansion ensemble averaging method and by taking the time dependent sure part of the multiplicative operator into account. It is shown that the satisfaction of the commutativity and the reversibility requirements proposed earlier for linear stochastic differential equations without forcing are necessary for the linear stochastic differential equations with forcing when the cumulant expansion ensemble averaging method is used. It is shown that the applicability of the operator equality, which is used for the separation of operators in the literature, is also subjected to the satisfaction of the commutativity and the reversibility requirements. The van Kampen’s lemma, which is proposed for the analysis of nonlinear stochastic differential equations, is modified in order to make the probability density function obtained through the lemma depend on the forcing terms too. The second-order exact ensemble averaged equation for linear stochastic differential equations with multiplicative randomness and random forcing is also obtained by using the modified van Kampen’s lemma in order to validate the correctness of the modified lemma. Second-order exact ensemble averaged equation for one dimensional convection diffusion equation with reaction and source is obtained by using the cumulant expansion ensemble averaging method. It is shown that the van Kampen’s lemma can yield the cumulant expansion ensemble averaging result for linear stochastic differential equations when the lemma is applied to the interaction representation of the governing differential equation. It is found that the ensemble averaged equations given for one the dimensional convection diffusion equation with reaction and source in the literature obtained by applying the lemma to the original differential equation are restricted with small sure part of multiplicative operator. Second-order exact differential equations for the evolution of the probability density function for the one dimensional convection diffusion equation with reaction and source and one dimensional nonlinear overland flow equation with source are obtained by using the modified van Kampen’s lemma. The equation for the evolution of the probability density function for one dimensional nonlinear overland flow equation with source given in the literature is found to be not second-order exact. It is found that the differential equations for the evolution of the probability density functions for various hydrological processes given in the literature are not second-order exact. The significance of the new terms found due to the second-order exact ensemble averaging performed on the one dimensional convection diffusion equation with reaction and source and during the application of the van Kampen’s lemma to the one dimensional nonlinear overland flow equation with source is investigated. 相似文献
3.
The transport of contaminants in aquifers is usually represented by a convection-dispersion equation. There are several well-known problems of oscillation and artificial dispersion that affect the numerical solution of this equation. For example, several studies have shown that standard treatment of the cross-dispersion terms always leads to a negative concentration. It is also well known that the numerical solution of the convective term is affected by spurious oscillations or substantial numerical dispersion. These difficulties are especially significant for solute transport in nonuniform flow in heterogeneous aquifers. For the case of coupled reactive-transport models, even small negative concentration values can become amplified through nonlinear reaction source/sink terms and thus result in physically erroneous and unstable results. This paper includes a brief discussion about how nonpositive concentrations arise from numerical solution of the convection and cross-dispersion terms. We demonstrate the effectiveness of directional splitting with one-dimensional flux limiters for the convection term. Also, a new numerical scheme for the dispersion term that preserves positivity is presented. The results of the proposed convection scheme and the solution given by the new method to compute dispersion are compared with standard numerical methods as used in MT3DMS. 相似文献
4.
Three-dimensional (3D) MHD numerical simulations have not been able to demonstrate convincingly the spontaneous formation of large vertical flux tubes. Two-dimensional (2D) magnetoconvection in axisymmetric cylinders forms a central magnetic flux tube surrounded by annular convection rings. To study the robustness of this type of solution in three dimensions, the nonlinear resistive MHD equations are solved numerically in a 3D cylindrical wedge from an initially uniform vertical magnetic field. It is shown that the 2D result is retrieved for small domain radii. However, for larger radii the central axis loses its importance and in this case many convection cells form in the numerical domain. Magnetic flux is captured between cells where flow converges and the reduced amount of flux that congregates at the central axis is eroded by the surrounding convection. 相似文献
5.
Vladislav Zheligovsky 《地球物理与天体物理流体动力学》2013,107(5):489-540
We consider stability of regimes of hydromagnetic thermal convection in a rotating horizontal layer with free electrically-conducting boundaries, to perturbations involving large spatial and temporal scales. Equations governing the evolution of weakly nonlinear mean perturbations are derived under the assumption that the α-effect is insignificant in the leading-order (e.g. due to a symmetry of the system). The mean-field equations generalise the standard equations of hydromagnetic convection: New terms emerge – a second-order linear operator representing the combined eddy diffusivity and quadratic terms associated with the eddy advection. If the perturbed CHM regime is nonsteady and insignificance of the α-effect in the system does not rely on the presence of a spatial symmetry, the combined eddy diffusivity operator also involves a nonlocal pseudodifferential operator. If the perturbed CHM state is almost symmetric, α-effect terms appear in the mean-field equations as well. Near a point of a symmetry-breaking bifurcation, cubic nonlinearity emerges in the equations. All the new terms are in general anisotropic. A method for evaluation of their coefficients is presented; it requires solution of a significantly smaller number of auxiliary problems than in a straightforward approach. 相似文献
6.
从三维非均匀介质中的波动方程出发，利用拟微分算子理论，Ｐａｄｅ逼近方法及因式分解技巧，获得了非均匀介质的三维高阶深度偏移方程，相应地提出了逐次低阶方程方法、低阶方程组方法及分裂方法等３种求解方法．与二维情形不同，以上每一种方法在数值求解时均存在由测线坐标ｙ的出现而带来的困难．为了克服这一困难，我们提出了差分算子分解方法，避免了近年来人们竞相研究的ｘ－ｙ方向微分算子分裂带来的分裂误差，保持了应有的相容性，解决了这一令人烦恼的问题． 相似文献
7.
A convection-diffusion equation arises from the conservation equations in miscible and immiscible flooding, thermal recovery, and water movement through desiccated soil. When the convection term dominates the diffusion term, the equations are very difficult to solve numerically. Owing to the hyperbolic character assumed for dominating convection, inaccurate, oscillating solutions result. A new solution technique minimizes the oscillations. The differential equation is transformed into a moving coordinate system which eliminates the convection term but makes the boundary location change in time. We illustrate the new method on two one-dimensional problems: the linear convection-diffusion equation and a non-linear diffusion type equation governing water movement through desiccated soil. Transforming the linear convection diffusion equation into a moving coordinate system gives a diffusion equation with time dependent boundary conditions. We apply orthogonal collocation on finite elements with a Crank-Nicholson time discretization. Comparisons are made to schemes using fixed coordinate systems. The equation describing movement of water in dry soil is a highly non-linear diffusion-type equation with coefficients varying over six orders of magnitude. We solve the equation in a coordinate system moving with a time-dependent velocity, which is determined by the location of the largest gradient of the solution. The finite difference technique with a variable grid size is applied, and a modified Crank-Nicholson technique is used for the temporal discretization. Comparisons are made to an exact solution obtained by similarity transformation, and with an ordinary finite difference scheme on a fixed coordinate system. 相似文献
8.
《Advances in water resources》2005,28(11):1254-1266
A detailed model was formulated to describe the non-isothermal transport of water in the unsaturated soil zone. The model consists of the coupled equations of mass conservation for the liquid phase, gas phase and water vapor and the energy conservation equation. The water transport mechanisms considered are convection in the liquid phase, and convection, diffusion and dispersion of vapor in the gas phase. The boundary conditions at the soil–atmosphere interface include dynamical mass flux and energy flux that accounts for radiation transport. Comparison of numerical simulations results with published experimental data demonstrated that the present model is able to describe water and energy transport dynamics, including situations of low and moderate soil moisture contents. Analysis of field studies on soil drying suggests that that dispersion flux of the water vapor near the soil surface, which is seldom considered in soil drying models, can make a significant contribution to the total water flux. 相似文献
9.
Operation of reservoirs is a fundamental issue in water resource management. We herein investigate well-posedness of an optimal control problem for irrigation water intake from a reservoir in an irrigation scheme, the water dynamics of which is modeled with stochastic differential equations. A prototype irrigation scheme is being developed in an arid region to harvest flash floods as a source of water. The Hamilton–Jacobi–Bellman (HJB) equation governing the value function is analyzed in the framework of viscosity solutions. The uniqueness of the value function, which is a viscosity solution to the HJB equation, is demonstrated with a mathematical proof of a comparison theorem. It is also shown that there exists such a viscosity solution. Then, an approximate value function is obtained as a numerical solution to the HJB equation. The optimal control strategy derived from the approximate value function is summarized in terms of rule curves to be presented to the operator of the irrigation scheme. 相似文献
10.
11.
Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. 相似文献
12.
G. Christakos C. T. Miller D. Oliver 《Stochastic Environmental Research and Risk Assessment (SERRA)》1993,7(1):14-32
This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function. 相似文献
13.
This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function. 相似文献
14.
《Advances in water resources》1999,23(3):229-237
It can be very time consuming to use the conventional numerical methods, such as the finite element method, to solve convection–dispersion equations, especially for solutions of large-scale, long-term solute transport in porous media. In addition, the conventional methods are subject to artificial diffusion and oscillation when used to solve convection-dominant solute transport problems. In this paper, a hybrid method of Laplace transform and finite element method is developed to solve one- and two-dimensional convection–dispersion equations. The method is semi-analytical in time through Laplace transform. Then the transformed partial differential equations are solved numerically in the Laplace domain using the finite element method. Finally the nodal concentration values are obtained through a numerical inversion of the finite element solution, using a highly accurate inversion algorithm. The proposed method eliminates time steps in the computation and allows using relatively large grid sizes, which increases computation efficiency dramatically. Numerical results of several examples show that the hybrid method is of high efficiency and accuracy, and capable of eliminating numerical diffusion and oscillation effectively. 相似文献
15.
Existing numerical methods for the solution of the diffusion-convection equation are unsatisfactory for convection dominated flow problems. A new finite element method incorporating the method of characteristics for the solution of the diffusion-convection equation with constant coefficients in one spatial dimensions is derived. This method is capable of solving diffusion-convection equation without any of the difficulties encountered in the existing numerical methods for the whole spectrum of dispersion from pure diffusion, through mixed dispersion, to pure convection. Several examples for the one-dimensional case are solved and results are compared with the exact solutions. The generalization of the method to variable coefficients and to the diffusion-convection equation in two space dimensions are discussed. 相似文献
16.
A Lagrangian perturbation method is applied to develop a method of moments for solute flux through a three-dimensional nonstationary flow field. The flow nonstationarity stems from medium nonstationarity and internal and external boundaries of the study domain. The solute flux is described as a space-time process where time refers to the solute flux breakthrough through a control plane (CP) at some distance downstream of the solute source and space refers to the transverse displacement distribution at the CP. The analytically derived moment equations for solute transport in a nonstationarity flow field are too complicated to solve analytically, a numerical finite difference method is implemented to obtain the solutions. This approach combines the stochastic model with the flexibility of the numerical method to boundary and initial conditions. The developed method is applied to study the effects of heterogeneity and nonstationarity of the hydraulic conductivity and chemical sorption coefficient on solute transport. The study results indicate all these factors will significantly influence the mean and variance of solute flux. 相似文献
17.
《Advances in water resources》1998,22(4):319-332
The equation describing the ensemble-average solute concentration in a heterogeneous porous media can be developed from the Lagrangian (stochastic–convective) approach and from a method that uses a renormalized cumulant expansion. These two approaches are compared for the case of steady flow, and it is shown that they are related. The cumulant expansion approach can be interpreted as a series expansion of the convolution path integral that defines the ensemble-average concentration in the Lagrangian approach. The two methods can be used independently to develop the classical form for the convection–dispersion equation, and are shown to lead to identical transport equations under certain simplifying assumptions. In the development of such transport equations, the cumulant expansion does not require a priori the assumption of any particular distribution for the Lagrangian displacements or velocity field, and does not require one to approximate trajectories with their ensemble-average. In order to obtain a second-order equation, the cumulant expansion method does require truncation of a series, but this truncation is done rationally by the development of a constraint in terms of parameters of the transport field. This constraint is less demanding than requiring that the distribution for the Lagrangian displacements be strictly Gaussian, and it indicates under what velocity field conditions a second-order transport equation is a reasonable approximation. 相似文献
18.
A macroscopic transport model is developed, following the Taylor shear dispersion analysis procedure, for a 2D laminar shear flow between parallel plates possessing a constant specified concentration. This idealized geometry models flow with contaminant dissolution at pore-scale in a contaminant source zone and flow in a rock fracture with dissolving walls. We upscale a macroscopic transient transport model with effective transport coefficients of mean velocity, macroscopic dispersion, and first-order mass transfer rate. To validate the macroscopic model the mean concentration, covariance, and wall concentration gradient are compared to the results of numerical simulations of the advection–diffusion equation and the Graetz solution. Results indicate that in the presence of local-scale variations and constant concentration boundaries, the upscaled mean velocity and macrodispersion coefficient differ from those of the Taylor–Aris dispersion, and the mass transfer flux described by the first-order mass transfer model is larger than the diffusive mass flux from the constant wall. In addition, the upscaled first-order mass transfer coefficient in the macroscopic model depends only on the plate gap and diffusion coefficient. Therefore, the upscaled first-order mass transfer coefficient is independent of the mean velocity and travel distance, leading to a constant pore-scale Sherwood number of 12. By contrast, the effective Sherwood number determined by the diffusive mass flux is a function of the Peclet number for small Peclet number, and approaches a constant of 10.3 for large Peclet number. 相似文献
19.
George A. Keramidas 《Advances in water resources》1981,4(4):165-173
The development of a displacement finite element formulation and its application to convective transport problems is presented. The formulation is based on the introduction of a generalized quantity defined as transport displacement. The governing equation is expressed in terms of this quantity and by using generalized coordinates a variational form of the governing equation is obtained. This equation may be solved by any numerical method, though it is of particular interest for application of the finite element method. Two finite element models are derived for the solution of convection-diffusion boundary value problems. The performance of the two element models is discussed and numerical results are given for different cases of convection and diffusion with two types of boundary conditions. The numerical results obtained show not only the efficiency of the numerical models in handling pure convection, pure diffusion and mixed convection-diffusion problems, but also good stability and accuracy. The applications of the developed numerical models are not limited to diffusion-convection problems but can also be applied to other types of problems such as mass transfer, hydrodynamics and wave propagation. 相似文献
20.
HUANG Yongiian 《国际泥沙研究》1999,(2)
INON-EQUILIBRIUMMOVEMENTContinualexchangeremainsamongthebedmaterial,bedloadandsuspendedloadinariver.Thebedloadmovesonthebedsurfaceandjumpsinsteps.Itstransportrateperwidthvarieswithvaryingflowintensity;whilethesuspendedloadmoveswithalongstep,evenifthehydraulicfactorsbecomeweaker,itwillnotretUrntothebeduntilfinishingthefallingprocess.ThismeansthatahysteresisexistsbetWeenthechangeofthesuspendedsedimentmovementandflowvelocity.Foruniformandsteadyflow,thesedimentmovementkeepsinequilibriumi… 相似文献