15 resultados para Stochastic transport equation

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Small-scale physical and numerical experiments were conducted to investigate the local concentration of waves (monochromatic and group) due to abrupt change of nearshore bathymetry in alongshore direction. Wave run-up motions along the shoreline were measured using an image analysis technique to compare localized concentration of wave energy, when waves propagate a over bathymetry composing rhythmic patterns of mild/steep slope bottom configurations. Measured alongshore variation of maximum wave run-up heights showed significant peak near the boundary, which has sudden alongshore change of depth, both under monochromatic and group wave trains. This phenomenon is found to be due to interaction of waves with neashore currents, which is further enhanced by excitation of long wave components by breaking of group waves. Furthermore, this paper discusses results of preliminary experiments carried out to test the effectiveness of several shore protection structure layouts in mitigating such wave concentrations. Numerical simulations were performed by using a model developed based on Nwogu (1993) Boussinesq-type equations; coupled with a transport equation to model energy dissipation due to wave breaking.

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Boundary layer transition estimation and modelling is essential for the design of many engineering products across many industries. In this paper, the Reynolds-averaged Navier–Stokes are solved in conjunction with three additional transport equations to model and predict boundary layer transition. The transition model (referred to as the kTkT–kLkL–ωω model) is based on the kk–ωω framework with an additional transport equation to incorporate the effects low-frequency flow oscillations in the form of a laminar kinetic energy (kLkL). Firstly, a number of rectifications are made to the original kTkT–kLkL–ωω framework in order to ensure an appropriate response to the free-stream turbulence level and to improve near wall predictions. Additionally, the model is extended to incorporate the capability to model transition due to surface irregularities in the form of backward-facing steps with maximum non-dimensional step sizes of approximately 1.5 times the local displacement thickness of the boundary layer where the irregularity is located (i.e k/δ∗⪅1.5k/δ∗⪅1.5) at upstream turbulence intensities in the range 0.01<Tu(%)<0.80.01<Tu(%)<0.8. A novel function is proposed to incorporate transition sensitivity due to aft-facing steps. This paper details the rationale behind the development of this new function and demonstrates its suitability for transition onset estimation on a flat plate at zero pressure gradient.

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Reducible diffusions (RDs) are nonlinear transformations of analytically solvable Basic Diffusions (BDs). Hence, by construction RDs are analytically tractable and flexible diffusion processes. Existing literature on RDs has mostly focused on time-homogeneous transformations, which to a significant extent fail to explore the full potential of RDs from both theoretical and practical points of view. In this paper, we propose flexible and economically justifiable time variations to the transformations of RDs. Concentrating on the Constant Elasticity Variance (CEV) RDs, we consider nonlinear dynamics for our time-varying transformations with both deterministic and stochastic designs. Such time variations can greatly enhance the flexibility of RDs while maintaining sufficient tractability of the resulting models. In the meantime, our modeling approach enjoys the benefits of classical inferential techniques such as the Maximum Likelihood (ML). Our application to the UK and the US short-term interest rates suggests that from an empirical point of view time-varying transformations are highly relevant and statistically significant. We expect that the proposed models can describe more truthfully the dynamic time-varying behavior of economic and financial variables and potentially improve out-of-sample forecasts significantly.

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A nonperturbative nonlinear statistical approach is presented to describe turbulent magnetic systems embedded in a uniform mean magnetic field. A general formula in the form of an ordinary differential equation for magnetic field-line wandering (random walk) is derived. By considering the solution of this equation for different limits several new results are obtained. As an example, it is demonstrated that the stochastic wandering of magnetic field-lines in a two-component turbulence model leads to superdiffusive transport, contrary to an existing diffusive picture. The validity of quasilinear theory for field-line wandering is discussed, with respect to different turbulence geometry models, and previous diffusive results are shown to be deduced in appropriate limits.

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A flexible, mass-conservative numerical technique for solving the advection-dispersion equation for miscible contaminant transport is presented. The method combines features of puff transport models from air pollution studies with features from the random walk particle method used in water resources studies, providing a deterministic time-marching algorithm which is independent of the grid Peclet number and scales from one to higher dimensions simply. The concentration field is discretised into a number of particles, each of which is treated as a point release which advects and disperses over the time interval. The dispersed puff is itself discretised into a spatial distribution of particles whose masses can be pre-calculated. Concentration within the simulation domain is then calculated from the mass distribution as an average over some small volume. Comparison with analytical solutions for a one-dimensional fixed-duration concentration pulse and for two-dimensional transport in an axisymmetric flow field indicate that the algorithm performs well. For a given level of accuracy the new method has lower computation times than the random walk particle method.

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The transport of charged particles in partially turbulent magnetic systems is investigated from first principles. A generalized compound transport model is proposed, providing an explicit relation between the mean-square deviation of the particle parallel and perpendicular to a magnetic mean field, and the mean-square deviation which characterizes the stochastic field-line topology. The model is applied in various cases of study, and the relation to previous models is discussed.

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Ionic conductivities of twelve protic ionic liquids (PILs) and their mixtures with water over the whole composition range are reported at 298.15 K and atmospheric pressure. The selected PILs are the pyrrolidinium-based PILs containing nitrate, acetate or formate anions; the formate-based PILs containing diisopropylethylammonium, amilaminium, quinolinium, lutidinium or collidinium cations; and the pyrrolidinium alkylcarboxylates, [Pyrr][CnH2n+1COO] with n = 5–8. This study was performed in order to investigate the influence of molecular structures of the ions on the ionic conductivities in aqueous solutions. The ionic conductivities of the aqueous solutions are 2–30 times higher than the conductivities of pure PILs. The maximum in conductivity varies from ww=0.41???to???0.74 and is related to the nature of cations and anions. The molar conductance and the molar conductance at infinite dilution for (PIL + water) solutions are then determined. Self-diffusion coefficients of the twelve protic ionic liquids in water at infinite dilution and at 298.15 K are calculated by using the Nernst–Haskell, the original and the modified Wilke–Chang equations. These calculations show that similar values are obtained using the modified Wilke–Chang and the Nernst–Haskell equations. Finally, the effective hydrodynamic (or Stokes) radius of the PILs was determined by using the Stokes–Einstein equation. A linear relationship was established in order to predict this radius as a function of the anion alkyl chain length in the case of the pyrrolidinium alkylcarboxylates PILs.

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We present a study on the transport properties through conductivity (s), viscosity (?), and self-diffusion coefficient (D) measurements of two pure protic ionic liquids—pyrrolidinium hydrogen sulfate, [Pyrr][HSO4], and pyrrolidinium trifluoroacetate, [Pyrr][CF3COO]—and their mixtures with water over the whole composition range at 298.15 K and atmospheric pressure. Based on these experimental results, transport mobilities of ions have been then investigated in each case through the Stokes–Einstein equation. From this, the proton conduction in these PILs follows a combination of Grotthuss and vehicle-type mechanisms, which depends also on the water composition in solution. In each case, the displacement of the NMR peak attributed to the labile proton on the pyrrolidinium cation with the PILs concentration in aqueous solution indicates that this proton is located between the cation and the anion for a water weight fraction lower than 8%. In other words, for such compositions, it appears that this labile proton is not solvated by water molecules. However, for higher water content, the labile protons are in solution as H3O+. This water weight fraction appears to be the solvation limit of the H+ ions by water molecules in these two PILs solutions. However, [Pyrr][HSO4] and [Pyrr][CF3COO] PILs present opposed comportment in aqueous solution. In the case of [Pyrr][CF3COO], ?, s, D, and the attractive potential, Epot, between ions indicate clearly that the diffusion of each ion is similar. In other words, these ions are tightly bound together as ion pairs, reflecting in fact the importance of the hydrophobicity of the trifluoroacetate anion, whereas, in the case of the [Pyrr][HSO4], the strong H-bond between the HSO4– anion and water promotes a drastic change in the viscosity of the aqueous solution, as well as on the conductivity which is up to 187 mS·cm–1 for water weight fraction close to 60% at 298 K.

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Approach:
In-situ passive gradient comparative artificial tracer testing, undertaken using solutes (Uranine and Iodide), Bacteria (E.coli and P.putida) and bacteriophage (H40/1), permitted comparison of the mobility of different sized microorganisms relative to solutes in the sand and gravel aquifer underlying Dornach, Germany.
Tracer breakthrough curves reveal that even though uranine initially arrived at observation wells at the same time as microbiological tracers, maximum relative concentrations were sometimes less than those of microbiological tracers, while solute breakthrough curves proved more disperse.
Monitoring uranine breakthrough with depth suggested tracers arrived in observation wells in discrete 0.5m-1m thick intervals, over the aquifer’s 12m saturated thickness. Nearby exposures of aquifer material suggested that the aquifer consisted of sandy gravels enveloping sequences of open framework (OW) gravel up to 1m thick. Detailed examination of OW units revealed that they contained lenses of silty sand up to 1m long x 30cm thick., while granulometric data suggested that the gravel was two to three orders of magnitude more permeable than the enveloping sandy gravel.
Solute and microorganism tracer responses could not be simulated using conventional advective-dispersive equation solutions employing the same velocity and dispersion terms. By contrast solute tracer responses, modelled using a dual porosity approach for fractured media (DP-1D) corresponded well to observed field data. Simulating microorganism responses using the same transport terms, but no dual porosity term, generated good model fits and explained the higher relative concentration of the bacteria, compared to the non-reactive solute, even with first order removal to account for lower RR. Geologically, model results indicate that the silty units within open framework gravels are accessible to solute tracers, but not to microorganisms.
Importance:
Results highlight the benefits of geological observations developing appropriate conceptual models of solute and micro organism transport and in developing suitable numerical approaches to quantifying microorganism mobility at scales appropriate for the development of groundwater supply (wellhead) protection zones.

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We present in this work a comparative study on density and transport properties, such as the conductivity (sigma), viscosity (eta) and self-diffusion coefficients (D), for electrolytes based on the lithium hexafluorophosphate, LiPF6; or on the lithium tris(pentafluoroethane)-trifluorophosphate, LiFAP dissolved in a binary mixture of ethylene carbonate (EC) and dimethylcarbonate (DMC) (50:50 wt%). For each electrolyte, the temperature dependence on transport properties over a temperature range from 10 to 80 degrees C and 20 to 70 degrees C for viscosity and conductivity, respectively, exhibits a non-Arrhenius behavior. However, this dependence is correctly correlated by using the Vogel-Tamman-Fulcher (VTF) type fitting equation. In each case, the best-fit parameters, such as the pseudo activation energy and ideal glass transition temperature were then extracted. The self-diffusion coefficients (D) of the Li+ cation and PF6- or FAP(-) anions species, in each studied electrolyte, were then independently determined by observing Li-3, F-19 and P-31 nuclei with the pulsed-gradient spin-echo (PGSE) NMR technique over the same temperature range from 20 to 80 degrees C. Results show that even if the diffusion of the lithium cation is quite similar in both electrolytes, the anions diffusion differs notably. In the case of the LiPF6-based electrolyte, for example at T approximate to 75 degrees C (high temperature), the self-diffusion coefficients of Li+ cations in solution (D (Li+)approximate to 5 x 10(-19) m(2) s(-1)) is 1.6 times smaller than that of PF6- anions (D (PF6-) = 8.5 x 10(-19) m(2) s(-1)), whereas in the case of the LiFAP-based electrolyte, FAP(-) anions diffuse at same rate as the Li+ cations (D (FAP(-)) = 5 x 10(-1) m(2) s(-1)). Based on these experimental results, the transport mobility of ions were then investigated through Stokes-Einstein and Nernst-Einstein equations to determine the transport number of lithium t(Li)(+), effective radius of solvated Li+ and of PF6- and FAP(-) anions, and the degree of dissociation of these lithium salts in the selected EC/DMC (50:50 wt%) mixture over a the temperature range from 20 to 80 degrees C. This study demonstrates the conflicting nature of the requirements and the advantage of the well-balanced properties as ionic mobility and dissociation constant of the selected electrolytes. (C) 2013 Elsevier Ltd. All rights reserved.

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The generalized Langevin equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general nonequilibrium processes. In this approach, a part of the whole system (an open system), which interacts and exchanges energy with its dissipative environment, is studied. Because the GLE is derived by projecting out exactly the harmonic environment, the coupling to it is realistic, while the equations of motion are non-Markovian. Although the GLE formalism has already found promising applications, e. g., in nanotribology and as a powerful thermostat for equilibration in classical molecular dynamics simulations, efficient algorithms to solve the GLE for realistic memory kernels are highly nontrivial, especially if the memory kernels decay nonexponentially. This is due to the fact that one has to generate a colored noise and take account of the memory effects in a consistent manner. In this paper, we present a simple, yet efficient, algorithm for solving the GLE for practical memory kernels and we demonstrate its capability for the exactly solvable case of a harmonic oscillator coupled to a Debye bath.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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The generalized Langevin equation (GLE) method, as developed previously [L. Stella et al., Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used bilinear coupling between the central system and the bath, and permits us to have a realistic description of both the dissipative central system and its surrounding bath. We show how to obtain the vibrational properties of a realistic bath and how to convey such properties into an extended Langevin dynamics by the use of the mapping of the bath vibrational properties onto a set of auxiliary variables. Our calculations for a model of a Lennard-Jones solid show that our GLE scheme provides a stable dynamics, with the dissipative/relaxation processes properly described. The total kinetic energy of the central system always thermalizes toward the expected bath temperature, with appropriate fluctuation around the mean value. More importantly, we obtain a velocity distribution for the individual atoms in the central system which follows the expected canonical distribution at the corresponding temperature. This confirms that both our GLE scheme and our mapping procedure onto an extended Langevin dynamics provide the correct thermostat. We also examined the velocity autocorrelation functions and compare our results with more conventional Langevin dynamics.

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This paper investigated the problem of confined flow under dams and water retaining structuresusing stochastic modelling. The approach advocated in the study combined a finite elementsmethod based on the equation governing the dynamics of incompressible fluid flow through aporous medium with a random field generator that generates random hydraulic conductivity basedon lognormal probability distribution. The resulting model was then used to analyse confined flowunder a hydraulic structure. Cases for a structure provided with cutoff wall and when the wall didnot exist were both tested. Various statistical parameters that reflected different degrees ofheterogeneity were examined and the changes in the mean seepage flow, the mean uplift forceand the mean exit gradient observed under the structure were analysed. Results reveal that underheterogeneous conditions, the reduction made by the sheetpile in the uplift force and exit hydraulicgradient may be underestimated when deterministic solutions are used.

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The notion of sediment-transport capacity has been engrained in geomorphological and related literature for over 50 years, although its earliest roots date back explicitly to Gilbert in fluvial geomorphology in the 1870s and implicitly to eighteenth to nineteenth century developments in engineering. Despite cross fertilization between different process domains, there seem to have been independent inventions of the idea in aeolian geomorphology by Bagnold in the 1930s and in hillslope studies by Ellison in the 1940s. Here we review the invention and development of the idea of transport capacity in the fluvial, aeolian, coastal, hillslope, débris flow, and glacial process domains. As these various developments have occurred, different definitions have been used, which makes it both a difficult concept to test, and one that may lead to poor communications between those working in different domains of geomorphology. We argue that the original relation between the power of a flow and its ability to transport sediment can be challenged for three reasons. First, as sediment becomes entrained in a flow, the nature of the flow changes and so it is unreasonable to link the capacity of the water or wind only to the ability of the fluid to move sediment. Secondly, environmental sediment transport is complicated, and the range of processes involved in most movements means that simple relationships are unlikely to hold, not least because the movement of sediment often changes the substrate, which in turn affects the flow conditions. Thirdly, the inherently stochastic nature of sediment transport means that any capacity relationships do not scale either in time or in space. Consequently, new theories of sediment transport are needed to improve understanding and prediction and to guide measurement and management of all geomorphic systems.