共查询到20条相似文献，搜索用时 15 毫秒
1.
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
2.
Ground water contaminant transport by nondivergence-free, unsteady and nonstationary velocity fields
Pore flow velocity is assumed to be a nondivergence-free, unsteady, and nonstationary random function of space and time for ground water contaminant transport in a heterogeneous medium. The laboratory-scale stochastic contaminant transport equation is up scaled to field scale by taking the ensemble average of the equation by using the cumulant expansion method. A new velocity correction, which is a function of mean pore flow velocity divergence, is obtained due to strict second order cumulant expansion (without omitting any term after the expansion). The field scale transport equations under the divergence-free pore flow velocity field assumption are also derived by simplifying the nondivergence-free field scale equation. The significance of the new velocity correction term is investigated on a two dimensional transport problem driven by a density dependent flow. 相似文献
3.
《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
4.
Hakan Sirin 《Stochastic Environmental Research and Risk Assessment (SERRA)》2006,20(6):381-390
Solute plume subjected to field scale hydraulic conductivity heterogeneity shows a large dispersion/macrodispersion, which is the manifestation of existing fields scale heterogeneity on the solute plume. On the other hand, due to the scarcity of hydraulic conductivity measurements at field scale, hydraulic conductivity heterogeneity can only be defined statistically, which makes the hydraulic conductivity a random variable/function. Random hydraulic conductivity as a parameter in flow equation makes the pore flow velocity also random and the ground water solute transport equation is a stochastic differential equation now. In this study, the ensemble average of stochastic ground water solute transport equation is taken by the cumulant expansion method in order to upscale the laboratory scale transport equation to field scale by assuming pore flow velocity is a non stationary, non divergence-free and unsteady random function of space and time. Besides the stochastic explanation of macrodispersion and the velocity correction term obtained by Kavvas and Karakas (J Hydrol 179:321–351, 1996) before a new velocity correction term, which is a function of mean pore flow velocity divergence, is obtained in this study due to strict second order cumulant expansion (without omitting any term after the expansion) performed. The significance of the new velocity correction term is investigated on a one dimensional transport problem driven by a density dependent flow field. 相似文献
5.
如何有效压制数值频散是有限差分正演模拟研究中的关键问题之一.近年来,许多学者对二阶声波方程的差分算子开展了大量的优化工作,在压制频散方面取得不错的效果.一阶压强-速度方程广泛用于研究地震波在地下变密度模型中传播规律,目前针对一阶方程的优化工作大多只是在空间差分算子上展开.本文在前人研究的基础上,推导出一阶声波方程中压强场与偏振速度场之间的解析关系,据此在传统交错网格基础上给出一种高精度的显式时间递推格式,该递推格式将时间差分与空间差分算子结合在一起,并采用共轭梯度法得到精确时间递推匹配系数,实现时空差分算子的同时优化.在编程实现算法的基础上,通过频散分析与三个典型模型测试表明:本文方法能够较为有效地压制时间频散与空间频散,提高数值计算精度;同时对复杂模型也有很好适用性. 相似文献
6.
本文从能量泛函的角度着手,基于速度梯度,采用最速下降法推导了基于偏微分方程的速度模型平滑公式,用于解决射线类偏移成像过程当中速度模型的平滑处理问题.同时针对偏微分方程速度模型平滑系数中阈值k的选取对速度模型空间结构的影响,在简单的高速体速度模型上分析了不同k值的选取对原始速度模型空间结构的改变,并通过射线路径和时间场的对比分析证明偏微分方程速度模型平滑处理相对于卷积算子平滑的优越性.最后通过在Marmousi、Sigsbee2A原始速度模型以及平滑处理后的速度模型上的成像结果分析验证偏微分方程模型平滑的有效性. 相似文献
7.
《中国科学:地球科学(英文版)》2021,(6)
The perfectly matched layer(PML) boundary condition has been proven to be effective for attenuating reflections from model boundaries during wavefield simulation. As such, it has been widely used in time-domain finite-difference wavefield simulations. The conventional PML has poor performance for near grazing incident waves and low-frequency reflections. To overcome these limitations, a more complex frequency-shifted stretch(CSF) function is introduced, which is known as the CFSPML boundary condition and can be implemented in the time domain by a recursive convolution technique(CPML). When implementing the PML technique to second-order wave equations, all the existing methods involve adding auxiliary terms and rewriting the wave equations into new second-order partial differential equations that can be simulated by the finite-difference scheme, which may affect the efficiency of numerical simulation. In this paper, we propose a relatively simple and efficient approach to implement CPML for the second-order equation system, which solves the original wave equations numerically in the stretched coordinate. The spatial derivatives in the stretched coordinate are computed by adding a correction term to the regular derivatives. Once the first-order spatial derivatives are computed, we computed the second-order spatial derivatives in a similar way; therefore, we refer to the method as two-step CPML(TS-CPML). We apply the method to the second-order acoustic wave equation and a coupled second-order pseudo-acoustic TTI wave equation. Our simulations indicate that amplitudes of reflected waves are only about half of those computed with the traditional CPML method, suggesting that the proposed approach has computational advantages and therefore can be widely used for forwarding modeling and seismic imaging. 相似文献
8.
本文针对射线类偏移成像当中的速度模型光滑处理问题,借鉴数字图像处理当中的偏微分方程法,基于能量泛函,应用变分方法导出基于速度模型的偏微分方程实现射线类偏移成像当中的速度模型的光滑处理.由于偏微分方程法具有线性叠加特性、模型解的唯一性和局部特征保持性,因此,应用该算法可以实现基于原始速度模型空间结构的模型光滑处理.通过在原始速度模型以及光滑处理后的速度模型上计算速度的空间分布以及地震波走时、射线路径可以得出,偏微分方程法对速度模型的光滑处理能够很好地保持原始模型的空间结构,偏移成像结果也证明了该方法的实用性. 相似文献
9.
Many problems in hydraulics and hydrology are described by linear, time dependent partial differential equations, linearity being, of course, an assumption based on necessity.Solutions to such equations have been obtained in the past based purely on deterministic consideration. The derivation of such a solution requires that the initial conditions, the boundary conditions, and the parameters contained within the equations be stipulated in exact terms. It is obvious that the solution so derived is a function of these specified, values.There are at least four ways in which randomness enters the problem. i) the random initial value problem; ii) the random boundary value problem; iii) the random forcing problem when the non-homogeneous part becomes random and iv) the random parameter problem.Such randomness is inherent in the environment surrounding the system, the environment being endowed with a large number of degrees of freedom.This paper considers the problem of groundwater flow in a phreatic aquifer fed by rainfall. The goveming equations are linear second order partial differential equations. Explicit form solutions to this randomly forced equation have been derived in well defined regular boundaries. The paper also provides a derivation of low order moment equations. It contains a discussion on the parameter estimation problem for stochastic partial differential equations. 相似文献
10.
In this paper, spatial variability in steady one-dimensional unconfined groundwater flow in heterogeneous formations is investigated. An approach to deriving the variance of the hydraulic head is developed using the nonlinear filter theory. The nonlinear governing equation describing the one-dimensional unconfined groundwater flow is decomposed into three linear partial differential equations using the perturbation method. The linear and quadratic frequency response functions are obtained from the first- and second-order perturbation equations using the spectral method. Furthermore, under the assumption of the exponential covariance function of log hydraulic conductivity, the analytical solutions of both the spectrum and the variance of the hydraulic head produced from the linear system are derived. The results show that the variance derived herein is less than that of Gelhar (1977). The reason is that the log transmissivity is linearized in Gelhars work. In addition, the analytical solutions of both the spectrum and the variance of the hydraulic head produced from the quadratic system are derived as well. It is found that the correlation scale and the trend in mean of log hydraulic conductivity are important to the dimensionless variance ratio. 相似文献
11.
R. S. govindaraju M. L. Kavvas 《Stochastic Environmental Research and Risk Assessment (SERRA)》1991,5(2):89-104
A theoretical solution framework to the nonlinear stochastic partial differential equations (SPDE) of the kinematic wave and diffusion wave models of overland flows under stochastic inflows/outflows, stochastic surface roughness field and stochastic state of flows was obtained. This development was realized by means of an eigenfunction representation of the time-space overland flow depths, and by transforming the problem into the phase space. By using Van Kampen's lemma and the cumulant expansion theory of Kubo-Van Kampen-Fox, the deterministic partial differential equation (PDE) for the evolutionary probability density function (pdf) of overland flow depths was finally obtained. Once this deterministic PDE is solved for the time-varying pdf of overland flow depths, then the time-space varying pdf of overland flow depths can be obtained by a transformation given in the text. In this solution framework it is possible to incorporate the stochastic dynamic behavior of the parameters and of the forcing functions of the overland flow process. For example, not only the individual rainfall duration and fluctuating rain intensity characteristics but also the sequential behavior of rainfall patterns is incorporated into the evolutionary probability density function of overland flow depths. 相似文献
12.
A theoretical solution framework to the nonlinear stochastic partial differential equations (SPDE) of the kinematic wave and diffusion wave models of overland flows under stochastic inflows/outflows, stochastic surface roughness field and stochastic state of flows was obtained. This development was realized by means of an eigenfunction representation of the time-space overland flow depths, and by transforming the problem into the phase space. By using Van Kampen's lemma and the cumulant expansion theory of Kubo-Van Kampen-Fox, the deterministic partial differential equation (PDE) for the evolutionary probability density function (pdf) of overland flow depths was finally obtained. Once this deterministic PDE is solved for the time-varying pdf of overland flow depths, then the time-space varying pdf of overland flow depths can be obtained by a transformation given in the text. In this solution framework it is possible to incorporate the stochastic dynamic behavior of the parameters and of the forcing functions of the overland flow process. For example, not only the individual rainfall duration and fluctuating rain intensity characteristics but also the sequential behavior of rainfall patterns is incorporated into the evolutionary probability density function of overland flow depths. 相似文献
13.
Recognizing the spatial heterogeneity of hydraulic parameters, many researchers have studied the solute transport by both groundwater and channel flow in a stochastic framework. One of the methodologies used to up‐scale the stochastic solute transport equation, from a point‐location scale to a grid scale, is the cumulant expansion method combined with the calculus for the time‐ordered exponential and the calculus for the Lie operator. When the point‐location scale transport equation is scaled up to the grid scale, using the cumulant expansion method, a new dispersion coefficient emerges in the dispersive term of the solute transport equation in addition to the molecular dispersion coefficient. This velocity driven dispersion is called ‘macrodispersion’. The macrodispersion coefficient is the integral function of the time‐ordered covariance of the random velocity field. The integral is calculated over a Lagrangian trajectory of the flow. The Lagrangian trajectory depends on the following: (i) the spatial origin of the particle; (ii) the time when the macrodispersion is calculated; and (iii) the mean velocity field along the trajectory itself. The Lagrangian trajectory is a recursive function of time because the location of the particle along the trajectory at a particular time depends on the location of the particle at the previous time. This recursive functional form of the Lagrangian trajectory makes the calculation of the macrodispersion coefficient difficult. Especially for the unsteady, spatially non‐stationary, non‐uniform flow field, the macrodispersion coefficient is a highly complex expression and, so far, calculated using numerical methods in the discrete domains. Here, an analytical method was introduced to calculate the macrodispersion coefficient in the discrete domain for the unsteady and steady, spatially non‐stationary flow cases accurately and efficiently. This study can fill the gap between the theory of the ensemble averaged solute transport model and its numerical implementations. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
14.
对于射线类偏移成像来说,求解射线追踪系统中所涉及的属性值不在网格节点上的插值计算问题是一个非常重要的环节,它影响到求解走时、路径和振幅信息的计算效率和精度,进而影响到整个偏移成像的质量和效率.本研究根据速度模型的空间梯度特点,考虑被插值点处速度的梯度在横向和纵向的分布特征,构建基于速度梯度空间变化的偏微分方程算法,将近几年发展起来的基于偏微分方程的定向插值算法引入到射线类偏移成像当中,实现射线追踪当中涉及的属性值不在网格节点上的插值计算.由于偏微分方程法本身固有的特性(局部特征不变性、解的唯一性和线性叠加性),因此,该算法可以实现不破坏原始速度模型空间梯度结构的非网格节点属性的插值计算.通过在常用的速度模型上的插值计算对比、不同速度模型上射线路径对比分析以及复杂介质模型上最后的偏移成像结果分析可以得出,应用基于速度梯度构建的偏微分方程插值算法在进行插值计算的过程当中可以实现不破坏原始速度模型空间速度梯度结构的属性计算,同时应用该算法可以最终提高射线类偏移成像的质量. 相似文献
15.
声波方程的逆散射反演乃是求解双曲型偏微分方程系数项反问题的一种解析方法,一般利用Born近似把这一非线性反问题线性化,并给出了恒参考波速介质中反问题解的解析表达式.由于Born近似假定波速扰动为一级无穷小,因此,在大多数情况下,恒参考波速介质模型的反问题的解无法得以应用.本文研究介质参考波速沿某个方向线性变化时的声散射理论,导出了声波方程逆散射问题解的解析表达式,从而既可使Born近似的假定在大多数情况下能得以满足,又可利用快速Fourier变换快速实现介质波速扰动的反演成象. 相似文献
16.
A new approach is presented for the numerical solution of the complete 1D Saint-Venant equations. At each time step, the governing system of partial differential equations (PDEs) is split, using a fractional time step methodology, into a convective prediction system and a diffusive correction system. Convective prediction system is further split into a convective prediction and a convective correction system, according to a specified approximated potential. If a scalar exact potential of the flow field exists, correction vanishes and the solution of the convective correction system is the same solution of the prediction system. Both convective prediction and correction systems are shown to have at each x − t point a single characteristic line, and a corresponding eigenvalue equal to the local velocity. A marching in space and time (MAST) technique is used for the solution of the two systems. MAST solves a system of two ordinary differential equations (ODEs) in each computational cell, using for the time discretization a self-adjusting fraction of the original time step. The computational cells are ordered and solved according to the decreasing value of the potential in the convective prediction step and to the increasing value of the same potential in the convective correction step. The diffusive correction system is solved using an implicit scheme, that leads to the solution of a large linear system, with the same order of the cell number, but sparse, symmetric and well conditioned. The numerical model shows unconditional stability with regard of the Courant–Friedrichs–Levi (CFL) number, requires no special treatment of the source terms and a computational effort almost proportional to the cell number. Several tests have been carried out and results of the proposed scheme are in good agreement with analytical solutions, as well as with experimental data. 相似文献
17.
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
18.
This paper deals with the lower order (first four) nonstationary statistical moments of the response of linear systems with random stiffness and random damping properties subject to random nonstationary excitation modeled as white noise multiplied by an envelope function. The method of analysis is based on a Markov approach using stochastic differential equations (SDE). The linear SDE with random coefficients subject to random excitation with deterministic initial conditions are transformed to an equivalent nonlinear SDE with deterministic coefficients and random initial conditions subject to random excitation. In this procedure, new SDE with random initial conditions, deterministic coefficients and zero forcing functions are introduced to represent the random variables. The joint statistical moments of the response are determined by considering an augmented dynamic system with state variables made up of the displacement and velocity vectors and the random variables of the structural system. The zero time-lag joint statistical moment equations for the augmented state vector are derived from the Itô differential formula. The statistical moment equations are ordinary nonlinear differential equations where hierarchy of moments appear. The hierarchy is closed by the cumulant neglect closure method applied at the fourth order statistical moment level. General formulation is given for multi-degree-of-freedom (MDOF) systems and the performance of the method in problems with nonstationary excitations and large variabilities is illustrated for a single-degree-of-freedom (SDOF) oscillator. 相似文献
19.
Tariq Alkhalifah 《Geophysical Prospecting》2011,59(4):627-634
The wavefield dependence on a virtual shift in the source location can provide information helpful in velocity estimation and interpolation. However, the second‐order partial differential equation (PDE) that relates changes in the wavefield form (or shape) to lateral perturbations in the source location depends explicitly on lateral derivatives of the velocity field. For velocity models that include lateral velocity discontinuities this is problematic as such derivatives in their classical definition do not exist. As a result, I derive perturbation partial differential wave equations that are independent of direct velocity derivatives and thus, provide possibilities for wavefield shape extrapolation in complex media. These PDEs have the same structure as the wave equation with a source function that depends on the background (original source) wavefield. The solutions of the perturbation equations provide the coefficients of a Taylor's series type expansion for the wavefield. The new formulas introduce changes to the background wavefield only in the presence of lateral velocity variation or in general terms velocity variations in the perturbation direction. The accuracy of the representation, as demonstrated on the Marmousi model, is generally good. 相似文献
20.
In this study,a new analytical approach is developed to analyze the free nonlinear vibration of conservative two-degree-of-freedom(TDOF) systems.The mathematical models of these systems are governed by second–order nonlinear partial differential equations.Nonlinear differential equations were transferred into a single equation by using some intermediate variables.The single nonlinear differential equations are solved by using the first order of the Hamiltonian approach(HA).Different parameters,which have a significant impact on the response of the systems,are considered and discussed.Some comparisons are presented to verify the results between the Hamiltonian approach and the exact solution.The maximum relative error is less than 2.2124 % for large amplitudes of vibration.It has been established that the first iteration of the Hamiltonian approach achieves very accurate results,does not require any small perturbations,and can be used for a wide range of nonlinear problems. 相似文献