137 resultados para stochastic differentia equations


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The uncertainty associated with a rainfall-runoff and non-point source loading (NPS) model can be attributed to both the parameterization and model structure. An interesting implication of the areal nature of NPS models is the direct relationship between model structure (i.e. sub-watershed size) and sample size for the parameterization of spatial data. The approach of this research is to find structural limitations in scale for the use of the conceptual NPS model, then examine the scales at which suitable stochastic depictions of key parameter sets can be generated. The overlapping regions are optimal (and possibly the only suitable regions) for conducting meaningful stochastic analysis with a given NPS model. Previous work has sought to find optimal scales for deterministic analysis (where, in fact, calibration can be adjusted to compensate for sub-optimal scale selection); however, analysis of stochastic suitability and uncertainty associated with both the conceptual model and the parameter set, as presented here, is novel; as is the strategy of delineating a watershed based on the uncertainty distribution. The results of this paper demonstrate a narrow range of acceptable model structure for stochastic analysis in the chosen NPS model. In the case examined, the uncertainties associated with parameterization and parameter sensitivity are shown to be outweighed in significance by those resulting from structural and conceptual decisions. © 2011 Copyright IAHS Press.

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D Liang from Cambridge University explains the shallow water equations and their applications to the dam-break and other steep-fronted flow modeling. They assume that the horizontal scale of the flow is much greater than the vertical scale, which means the flow is restricted within a thin layer, thus the vertical momentum is insignificant and the pressure distribution is hydrostatic. The left hand sides of the two momentum equations represent the acceleration of the fluid particle in the horizontal plane. If the fluid acceleration is ignored, then the two momentum equations are simplified into the so-called diffusion wave equations. In contrast to the SWEs approach, it is much less convenient to model floods with the Navier-Stokes equations. In conventional computational fluid dynamics (CFD), cumbersome treatments are needed to accurately capture the shape of the free surface. The SWEs are derived using the assumptions of small vertical velocity component, smooth water surface, gradual variation and hydrostatic pressure distribution.

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A hybrid method for the incompressible Navier-Stokes equations is presented. The method inherits the attractive stabilizing mechanism of upwinded discontinuous Galerkin methods when momentum advection becomes significant, equal-order interpolations can be used for the velocity and pressure fields, and mass can be conserved locally. Using continuous Lagrange multiplier spaces to enforce flux continuity across cell facets, the number of global degrees of freedom is the same as for a continuous Galerkin method on the same mesh. Different from our earlier investigations on the approach for the Navier-Stokes equations, the pressure field in this work is discontinuous across cell boundaries. It is shown that this leads to very good local mass conservation and, for an appropriate choice of finite element spaces, momentum conservation. Also, a new form of the momentum transport terms for the method is constructed such that global energy stability is guaranteed, even in the absence of a pointwise solenoidal velocity field. Mass conservation, momentum conservation, and global energy stability are proved for the time-continuous case and for a fully discrete scheme. The presented analysis results are supported by a range of numerical simulations. © 2012 Society for Industrial and Applied Mathematics.

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This paper provides a direct comparison of two stochastic optimisation techniques (Markov Chain Monte Carlo and Sequential Monte Carlo) when applied to the problem of conflict resolution and aircraft trajectory control in air traffic management. The two methods are then also compared to another existing technique of Mixed-Integer Linear Programming which is also popular in distributed control. © 2011 IFAC.

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Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.

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The movement of chemicals through soil to groundwater is a major cause of degradation of water resources. In many cases, serious human and stock health implications are associated with this form of pollution. The study of the effects of different factors involved in transport phenomena can provide valuable information to find the best remediation approaches. Numerical models are increasingly being used for predicting or analyzing solute transport processes in soils and groundwater. This article presents the development of a stochastic finite element model for the simulation of contaminant transport through soils with the main focus being on the incorporation of the effects of soil heterogeneity in the model. The governing equations of contaminant transport are presented. The mathematical framework and the numerical implementation of the model are described. The comparison of the results obtained from the developed stochastic model with those obtained from a deterministic method and some experimental results shows that the stochastic model is capable of predicting the transport of solutes in unsaturated soil with higher accuracy than deterministic one. The importance of the consideration of the effects of soil heterogeneity on contaminant fate is highlighted through a sensitivity analysis regarding the variance of saturated hydraulic conductivity as an index of soil heterogeneity. © 2011 John Wiley & Sons, Ltd.

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Electron multiplication charge-coupled devices (EMCCD) are widely used for photon counting experiments and measurements of low intensity light sources, and are extensively employed in biological fluorescence imaging applications. These devices have a complex statistical behaviour that is often not fully considered in the analysis of EMCCD data. Robust and optimal analysis of EMCCD images requires an understanding of their noise properties, in particular to exploit fully the advantages of Bayesian and maximum-likelihood analysis techniques, whose value is increasingly recognised in biological imaging for obtaining robust quantitative measurements from challenging data. To improve our own EMCCD analysis and as an effort to aid that of the wider bioimaging community, we present, explain and discuss a detailed physical model for EMCCD noise properties, giving a likelihood function for image counts in each pixel for a given incident intensity, and we explain how to measure the parameters for this model from various calibration images. © 2013 Hirsch et al.

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Eight equations of state (EOS) have been evaluated for the simulation of compressible liquid water properties, based on empirical correlations, the principle of corresponding states and thermodynamic relations. The IAPWS-IF97 EOS for water was employed as the reference case. These EOSs were coupled to a modified AUSM+-up convective flux solver to determine flow profiles for three test cases of differing flow conditions. The impact of the non-viscous interaction term discretisation scheme, interfacial pressure method and selection of low-Mach number diffusion were also compared. It was shown that a consistent discretisation scheme using the AUSM+-up solver for both the convective flux and the non-viscous interfacial term demonstrated both robustness and accuracy whilst facilitating a computationally cheaper solution than discretisation of the interfacial term independently by a central scheme. The simple empirical correlations gave excellent results in comparison to the reference IAPWS-IF97 EOS and were recommended for developmental work involving water as a cheaper and more accurate EOS than the more commonly used stiffened-gas model. The correlations based on the principles of corresponding-states and the modified Peng-Robinson cubic EOS also demonstrated a high degree of accuracy, which is promising for future work with generic fluids. Further work will encompass extension of the solver to multiple dimensions and to account for other source terms such as surface tension, along with the incorporation of phase changes. © 2013.

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This paper describes a novel approach to the analysis of supply and demand of water in California. A stochastic model is developed to assess the future supply of and demand for water resources in California. The results are presented in the form of a Sankey diagram where present and stochastically-varying future fluxes of water in California and its sub-regions are traced from source to services by mapping the various transformations of water from when it is first made available for use, through its treatment, recycling and reuse, to its eventual loss in a variety of sinks. This helps to highlight the connections of water with energy and land resources, including the amount of energy used to pump and treat water, the amount of water used for energy production, and the land resources that create a water demand to produce crops for food. By mapping water in this way, policy-makers can more easily understand the competing uses of water, through the identification of the services it delivers (e.g. sanitation, food production, landscaping), the potential opportunities for improving themanagement of the resource and the connections with other resources which are often overlooked in a traditional sector-based management strategy. This paper focuses on a Sankey diagram for water, but the ultimate aim is the visualisation of linked resource futures through inter-connected Sankey diagrams for energy, land and water, tracking changes from the basic resources for all three, their transformations, and the final services they provide.