984 resultados para Multiscale stochastic modelling
Resumo:
Methods employing continuum approximation in describing the deformation of layered materials possess a clear advantage over explicit models, However, the conventional implicit models based on the theory of anisotropic continua suffers from certain difficulties associated with interface slip and internal instabilities. These difficulties can be remedied by considering the bending stiffness of the layers. This implies the introduction of moment (couple) stresses and internal rotations, which leads to a Cosserat-type theory. In the present model, the behaviour of the layered material is assumed to be linearly elastic; the interfaces are assumed to be elastic perfectly plastic. Conditions of slip or no slip at the interfaces are detected by a Coulomb criterion with tension cut off at zero normal stress. The theory is valid for large deformation analysis. The model is incorporated into the finite element program AFENA and validated against analytical solutions of elementary buckling problems in layered medium. A problem associated with buckling of the roof and the floor of a rectangular excavation in jointed rock mass under high horizontal in situ stresses is considered as the main application of the theory. Copyright (C) 1999 John Wiley & Sons, Ltd.
Resumo:
We use the finite element method to solve reactive mass transport problems in fluid-saturated porous media. In particular, we discuss the mathematical expression of the chemical reaction terms involved in the mass transport equations for an isothermal, non-equilibrium chemical reaction. It has turned out that the Arrhenius law in chemistry is a good mathematical expression for such non-equilibrium chemical reactions especially from the computational point of view. Using the finite element method and the Arrhenius law, we investigate the distributions of PH (i.e. the concentration of H+) and the relevant reactive species in a groundwater system. Although the main focus of this study is on the contaminant transport problems in groundwater systems, the related numerical techniques and principles are equally applicable to the orebody formation problems in the geosciences. Copyright (C) 1999 John Wiley & Sons, Ltd.
Resumo:
We use the finite element method to model and predict the dissipative structures of chemical species for a nonequilibrium chemical reaction system in a fluid-saturated porous medium. In particular, we explore the conditions under which dissipative structures of the species may exist in the Brusselator type of nonequilibrium chemical reaction. Since this is the first time the finite element method and related strategies have been used to study the chemical instability problems in a fluid-saturated porous medium, it is essential to validate the method and strategies before they are put into application. For this purpose, we have rigorously derived the analytical solutions for dissipative structures of chemical species in a benchmark problem, which geometrically is a square. Comparison of the numerical solutions with the analytical ones demonstrates that the proposed numerical method and strategy are robust enough to solve chemical instability problems in a fluid-saturated porous medium. Finally, the related numerical results from two application examples indicate that both the regime and the magnitude of pore-fluid flow have significant effects on the nature of the dissipative structures that developed for a nonequilibrium chemical reaction system in a fluid-saturated porous medium. The motivation for this study is that self-organization under conditions of pore-fluid flow in a porous medium is a potential mechanism of the orebody formation and mineralization in the upper crust of the Earth. (C) 2000 Elsevier Science S.A. All rights reserved.
Resumo:
We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.
Resumo:
This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
PI kinematic trajectory model is used to investigate potential pathways of dust transport from Australia to New Zealand. Historically, these have been assumed to follow rather direct west-east trajectories spanning 2 to 3 days, often resulting in red snow events in the Southern Alps of New Zealand. However, results from the present study which examined the route taken by air parcels originating in southern Australia during dust storms on 24 and 25 May 1994, indicate that trans-Tasman dust transport trajectories are more diverse than previously thought, and display considerable variation during single events. These mon divergent pathways tie in more closely with aeolian dust sedimentation patterns identified by ocean coring in the Tasman Sea, and may account for the deposition of Australian dust on sub-Antarctic islands located well south of the Australian continent. Copyright 2000 John Wiley Sons, Ltd.
Resumo:
Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.
Resumo:
The tissue distribution kinetics of a highly bound solute, propranolol, was investigated in a heterogeneous organ, the isolated perfused limb, using the impulse-response technique and destructive sampling. The propranolol concentration in muscle, skin, and fat as well as in outflow perfusate was measured up to 30 min after injection. The resulting data were analysed assuming (1) vascular, muscle, skin and fat compartments as well mixed (compartmental model) and (2) using a distributed-in-space model which accounts for the noninstantaneous intravascular mixing and tissue distribution processes but consists only of a vascular and extravascular phase (two-phase model). The compartmental model adequately described propranolol concentration-time data in the three tissue compartments and the outflow concentration-time curve (except of the early mixing phase). In contrast, the two-phase model better described the outflow concentration-time curve but is limited in accounting only for the distribution kinetics in the dominant tissue, the muscle. The two-phase model well described the time course of propranolol concentration in muscle tissue, with parameter estimates similar to those obtained with the compartmental model. The results suggest, first that the uptake kinetics of propranolol into skin and fat cannot be analysed on the basis of outflow data alone and, second that the assumption of well-mixed compartments is a valid approximation from a practical point of view las, e.g., in physiological based pharmacokinetic modelling). The steady-state distribution volumes of skin and fat were only 16 and 4%, respectively, of that of muscle tissue (16.7 ml), with higher partition coefficient in fat (6.36) than in skin (2.64) and muscle (2.79. (C) 2000 Elsevier Science B.V. All rights reserved.
Resumo:
Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.
Resumo:
The influence of initial perturbation geometry and material propel-ties on final fold geometry has been investigated using finite-difference (FLAC) and finite-element (MARC) numerical models. Previous studies using these two different codes reported very different folding behaviour although the material properties, boundary conditions and initial perturbation geometries were similar. The current results establish that the discrepancy was not due to the different computer codes but due to the different strain rates employed in the two previous studies (i.e. 10(-6) s(-1) in the FLAC models and 10(-14) s(-1) in the MARC models). As a result, different parts of the elasto-viscous rheological field were bring investigated. For the same material properties, strain rate and boundary conditions, the present results using the two different codes are consistent. A transition in Folding behaviour, from a situation where the geometry of initial perturbation determines final fold shape to a situation where material properties control the final geometry, is produced using both models. This transition takes place with increasing strain rate, decreasing elastic moduli or increasing viscosity (reflecting in each case the increasing influence of the elastic component in the Maxwell elastoviscous rheology). The transition described here is mechanically feasible but is associated with very high stresses in the competent layer (on the order of GPa), which is improbable under natural conditions. (C) 2000 Elsevier Science Ltd. All rights reserved.
Resumo:
Intracavity and external third order correlations in the damped nondegenerate parametric oscillator are calculated for quantum mechanics and stochastic electrodynamics (SED), a semiclassical theory. The two theories yield greatly different results, with the correlations of quantum mechanics being cubic in the system's nonlinear coupling constant and those of SED being linear in the same constant. In particular, differences between the two theories are present in at least a mesoscopic regime. They also exist when realistic damping is included. Such differences illustrate distinctions between quantum mechanics and a hidden variable theory for continuous variables.
Resumo:
In quantum measurement theory it is necessary to show how a, quantum source conditions a classical stochastic record of measured results. We discuss mesoscopic conductance using quantum stochastic calculus to elucidate the quantum nature of the measurement taking place in these systems. To illustrate the method we derive the current fluctuations in a two terminal mesoscopic circuit with two tunnel barriers containing a single quasi bound state on the well. The method enables us to focus on either the incoming/ outgoing Fermi fields in the leads, or on the irreversible dynamics of the well state itself. We show an equivalence between the approach of Buttiker and the Fermi quantum stochastic calculus for mesoscopic systems.
Resumo:
A hybrid formulation for coupled pore fluid-solid deformation problems is proposed. The scheme is a hybrid in the sense that we use a vertex centered finite volume formulation for the analysis of the pore fluid and a particle method for the solid in our model. The pore fluid formally occupies the same space as the solid particles. The size of the particles is not necessarily equal to the physical size of materials. A finite volume mesh for the pore fluid flow is generated by Delaunay triangulation. Each triangle possesses an initial porosity. Changes of the porosity are specified by the translations of the mass centers of particles. Net pore pressure gradients are applied to the particle centers and are considered in the particle momentum balance. The potential of our model is illustrated by means of a simulation of coupled fracture and fluid flow developed in porous rock under biaxial compression condition.