Fronts from integrodifference equations and persistence effects on the Neolithic transition

We extend a previous model of the Neolithic transition in Europe [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)] by taking two effects into account: (i) we do not use the diffusion approximation (which corresponds to second-order Taylor expansions), and (ii) we take proper care of the fact that parents do not migrate away from their children (we refer to this as a time-order effect, in the sense that it implies that children grow up with their parents, before they become adults and can survive and migrate). We also derive a time-ordered, second-order equation, which we call the sequential reaction-diffusion equation, and use it to show that effect (ii) is the most important one, and that both of them should in general be taken into account to derive accurate results. As an example, we consider the Neolithic transition: the model predictions agree with the observed front speed, and the corrections relative to previous models are important (up to 70%)

Scaling invariance of the diffusion coefficient in a family of two-dimensional Hamiltonian mappings

We consider a family of two-dimensional nonlinear area-preserving mappings that generalize the Chirikov standard map and model a variety of periodically forced systems. The action variable diffuses in increments whose phase is controlled by a negative power of the action and hence effectively uncorrelated for small actions, leading to a chaotic sea in phase space. For larger values of the action the phase space is mixed and contains a family of elliptic islands centered on periodic orbits and invariant Kolmogorov-Arnold-Moser (KAM) curves. The transport of particles along the phase space is considered by starting an ensemble of particles with a very low action and letting them evolve in the phase until they reach a certain height h. For chaotic orbits below the periodic islands, the survival probability for the particles to reach h is characterized by an exponential function, well modeled by the solution of the diffusion equation. On the other hand, when h reaches the position of periodic islands, the diffusion slows markedly. We show that the diffusion coefficient is scaling invariant with respect to the control parameter of the mapping when h reaches the position of the lowest KAM island. © 2013 American Physical Society.

Sistemas ecológicos modelados por equações de reação-difusão

Pós-graduação em Física - IFT

Spatial dynamics of a population with stage-dependent diffusion

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Continuity of Dynamical Structures for Nonautonomous Evolution Equations Under Singular Perturbations

In this paper we study the continuity of invariant sets for nonautonomous infinite-dimensional dynamical systems under singular perturbations. We extend the existing results on lower-semicontinuity of attractors of autonomous and nonautonomous dynamical systems. This is accomplished through a detailed analysis of the structure of the invariant sets and its behavior under perturbation. We prove that a bounded hyperbolic global solutions persists under singular perturbations and that their nonlinear unstable manifold behave continuously. To accomplish this, we need to establish results on roughness of exponential dichotomies under these singular perturbations. Our results imply that, if the limiting pullback attractor of a nonautonomous dynamical system is the closure of a countable union of unstable manifolds of global bounded hyperbolic solutions, then it behaves continuously (upper and lower) under singular perturbations.

Calculation of the eigenfunctions of the two-group neutron diffusion equation and application to modal decomposition of BWR instabilities

In this thesis, numerical methods aiming at determining the eigenfunctions, their adjoint and the corresponding eigenvalues of the two-group neutron diffusion equations representing any heterogeneous system are investigated. First, the classical power iteration method is modified so that the calculation of modes higher than the fundamental mode is possible. Thereafter, the Explicitly-Restarted Arnoldi method, belonging to the class of Krylov subspace methods, is touched upon. Although the modified power iteration method is a computationally-expensive algorithm, its main advantage is its robustness, i.e. the method always converges to the desired eigenfunctions without any need from the user to set up any parameter in the algorithm. On the other hand, the Arnoldi method, which requires some parameters to be defined by the user, is a very efficient method for calculating eigenfunctions of large sparse system of equations with a minimum computational effort. These methods are thereafter used for off-line analysis of the stability of Boiling Water Reactors. Since several oscillation modes are usually excited (global and regional oscillations) when unstable conditions are encountered, the characterization of the stability of the reactor using for instance the Decay Ratio as a stability indicator might be difficult if the contribution from each of the modes are not separated from each other. Such a modal decomposition is applied to a stability test performed at the Swedish Ringhals-1 unit in September 2002, after the use of the Arnoldi method for pre-calculating the different eigenmodes of the neutron flux throughout the reactor. The modal decomposition clearly demonstrates the excitation of both the global and regional oscillations. Furthermore, such oscillations are found to be intermittent with a time-varying phase shift between the first and second azimuthal modes.

Interface discontinuity factors in the modal eigenspace of the multigroup diffusion matrix

Interface discontinuity factors based on the Generalized Equivalence Theory are commonly used in nodal homogenized diffusion calculations so that diffusion average values approximate heterogeneous higher order solutions. In this paper, an additional form of interface correction factors is presented in the frame of the Analytic Coarse Mesh Finite Difference Method (ACMFD), based on a correction of the modal fluxes instead of the physical fluxes. In the ACMFD formulation, implemented in COBAYA3 code, the coupled multigroup diffusion equations inside a homogenized region are reduced to a set of uncoupled modal equations through diagonalization of the multigroup diffusion matrix. Then, physical fluxes are transformed into modal fluxes in the eigenspace of the diffusion matrix. It is possible to introduce interface flux discontinuity jumps as the difference of heterogeneous and homogeneous modal fluxes instead of introducing interface discontinuity factors as the ratio of heterogeneous and homogeneous physical fluxes. The formulation in the modal space has been implemented in COBAYA3 code and assessed by comparison with solutions using classical interface discontinuity factors in the physical space

Simulación numérica de un problema de contaminación atmosférica

La ecuación en derivadas parciales de advección difusión con reacción química es la base de los modelos de dispersión de contaminantes en la atmósfera, y los diferentes métodos numéricos empleados para su resolución han sido objeto de amplios estudios a lo largo de su desarrollo. En esta Tesis se presenta la implementación de un nuevo método conservativo para la resolución de la parte advectiva de la ecuación en derivadas parciales que modela la dispersión de contaminantes dentro del modelo mesoescalar de transporte químico CHIMERE. Este método está basado en una técnica de volúmenes finitos junto con una interpolación racional. La ventaja de este método es la conservación exacta de la masa transportada debido al empleo de la ley de conservación de masas. Para ello emplea una formulación de flujo basado en el cálculo de la integral ponderada dentro de cada celda definida para la discretización del espacio en el método de volúmenes finitos. Los resultados numéricos obtenidos en las simulaciones realizadas (implementando el modelo conservativo para la advección en el modelo CHIMERE) se han comparado con los datos observados de concentración de contaminantes registrados en la red de estaciones de seguimiento y medición distribuidas por la Península Ibérica. Los datos estadísticos de medición del error, la media normalizada y la media absoluta normalizada del error, presentan valores que están dentro de los rangos propuestos por la EPA para considerar el modelo preciso. Además, se introduce un nuevo método para resolver la parte advectivadifusiva de la ecuación en derivadas parciales que modeliza la dispersión de contaminantes en la atmósfera. Se ha empleado un método de diferencias finitas de alto orden para resolver la parte difusiva de la ecuación de transporte de contaminantes junto con el método racional conservativo para la parte advectiva en una y dos dimensiones. Los resultados obtenidos de la aplicación del método a diferentes situaciones incluyendo casos académicos y reales han sido comparados con la solución analítica de la ecuación de advección-difusión, demostrando que el nuevo método proporciona un resultado preciso para aproximar la solución. Por último, se ha desarrollado un modelo completo que contempla los fenómenos advectivo y difusivo con reacción química, usando los métodos anteriores junto con una técnica de diferenciación regresiva (BDF2). Esta técnica consiste en un método implícito multipaso de diferenciación regresiva de segundo orden, que nos permite resolver los problemas rígidos típicos de la química atmosférica, modelizados a través de sistemas de ecuaciones diferenciales ordinarias. Este método hace uso de la técnica iterativa Gauss- Seidel para obtener la solución de la parte implícita de la fórmula BDF2. El empleo de la técnica de Gauss-Seidel en lugar de otras técnicas comúnmente empleadas, como la iteración por el método de Newton, nos proporciona rapidez de cálculo y bajo consumo de memoria, ideal para obtener modelos operativos para la resolución de la cinética química atmosférica. ABSTRACT Extensive research has been performed to solve the atmospheric chemicaladvection- diffusion equation and different numerical methods have been proposed. This Thesis presents the implementation of an exactly conservative method for the advection equation in the European scale Eulerian chemistry transport model CHIMERE based on a rational interpolation and a finite volume algorithm. The advantage of the method is that the cell-integrated average is predicted via a flux formulation, thus the mass is exactly conserved. Numerical results are compared with a set of observation registered at some monitoring sites in Spain. The mean normalized bias and the mean normalized absolute error present values that are inside the range to consider an accurate model performance. In addition, it has been introduced a new method to solve the advectiondiffusion equation. It is based on a high-order accurate finite difference method to solve de diffusion equation together with a rational interpolation and a finite volume to solve the advection equation in one dimension and two dimensions. Numerical results obtained from solving several problems include academic and real atmospheric problems have been compared with the analytical solution of the advection-diffusion equation, showing that the new method give an efficient algorithm for solving such problems. Finally, a complete model has been developed to solve the atmospheric chemical-advection-diffusion equation, adding the conservative method for the advection equation, the high-order finite difference method for the diffusion equation and a second-order backward differentiation formula (BDF2) to solve the atmospheric chemical kinetics. The BDF2 is an implicit, second order multistep backward differentiation formula used to solve the stiff systems of ordinary differential equations (ODEs) from atmospheric chemistry. The Gauss-Seidel iteration is used for approximately solving the implicitly defined BDF solution, giving a faster tool than the more commonly used iterative modified Newton technique. This method implies low start-up costs and a low memory demand due to the use of Gauss-Seidel iteration.

On a comparison method to reaction-diffusion systems and its applications to chemotaxis

In this paper we consider a general system of reaction-diffusion equations and introduce a comparison method to obtain qualitative properties of its solutions. The comparison method is applied to study the stability of homogeneous steady states and the asymptotic behavior of the solutions of different systems with a chemotactic term. The theoretical results obtained are slightly modified to be applied to the problems where the systems are coupled in the differentiated terms and / or contain nonlocal terms. We obtain results concerning the global stability of the steady states by comparison with solutions of Ordinary Differential Equations.

Design of a Semi-analytical Method to Describe Plasma-Wall Interactions

Electric probes are objects immersed in the plasma with sharp boundaries which collect of emit charged particles. Consequently, the nearby plasma evolves under abrupt imposed and/or naturally emerging conditions. There could be localized currents, different time scales for plasma species evolution, charge separation and absorbing-emitting walls. The traditional numerical schemes based on differences often transform these disparate boundary conditions into computational singularities. This is the case of models using advection-diffusion differential equations with source-sink terms (also called Fokker-Planck equations). These equations are used in both, fluid and kinetic descriptions, to obtain the distribution functions or the density for each plasma species close to the boundaries. We present a resolution method grounded on an integral advancing scheme by using approximate Green's functions, also called short-time propagators. All the integrals, as a path integration process, are numerically calculated, what states a robust grid-free computational integral method, which is unconditionally stable for any time step. Hence, the sharp boundary conditions, as the current emission from a wall, can be treated during the short-time regime providing solutions that works as if they were known for each time step analytically. The form of the propagator (typically a multivariate Gaussian) is not unique and it can be adjusted during the advancing scheme to preserve the conserved quantities of the problem. The effects of the electric or magnetic fields can be incorporated into the iterative algorithm. The method allows smooth transitions of the evolving solutions even when abrupt discontinuities are present. In this work it is proposed a procedure to incorporate, for the very first time, the boundary conditions in the numerical integral scheme. This numerical scheme is applied to model the plasma bulk interaction with a charge-emitting electrode, dealing with fluid diffusion equations combined with Poisson equation self-consistently. It has been checked the stability of this computational method under any number of iterations, even for advancing in time electrons and ions having different time scales. This work establishes the basis to deal in future work with problems related to plasma thrusters or emissive probes in electromagnetic fields.

Comparison of Lagrangian Coherent Structures and Relative Dispersion in a Mixing Layer

Thesis (Master's)--University of Washington, 2016-06

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Um problema de dispersão de poluentes em rios e canais por meio do método de separação de variáveis

Neste trabalho obtém-se uma solução analítica para a equação de advecção-difusão aplicada a problemas de dispersão de poluentes em rios e canais. Para tanto, consideram-se os casos unidimensionais e bidimensionais em regime transiente com coeficientes de difusividade e velocidades constantes. A abordagem utilizada para a resolução deste problema é o método de Separação de Variáveis. Os modelos resolvidos foram simulados utilizando o MatLab. Apresentam-se os resultados das simulações numéricas em formato gráfico. Os resultados de algumas simulações numéricas existem na literatura e puderam ser comparados. O modelo proposto mostrou-se coerente em relação aos dados considerados. Para outras simulações não foram encontrados comparativos na literatura, todavia esses problemas governados por equações diferenciais parciais, mesmo lineares, não são de fácil solução analítica. Sendo que, muitas delas representam importantes problemas de matemática e física, com diversas aplicações na engenharia. Dessa forma, é de grande importância a disponibilidade de um maior número de problemas-teste para avaliação de desempenho de formulações numéricas, cada vez mais eficazes, já que soluções analíticas oferecem uma base mais segura para comparação de resultados.

Beach water table fluctuations due to spring-neap tides: moving boundary effects

Tidal water table fluctuations in a coastal aquifer are driven by tides on a moving boundary that varies with the beach slope. One-dimensional models based on the Boussinesq equation are often used to analyse tidal signals in coastal aquifers. The moving boundary condition hinders analytical solutions to even the linearised Boussinesq equation. This paper presents a new perturbation approach to the problem that maintains the simplicity of the linearised one-dimensional Boussinesq model. Our method involves transforming the Boussinesq equation to an ADE (advection-diffusion equation) with an oscillating velocity. The perturbation method is applied to the propagation of spring-neap tides (a bichromatic tidal system with the fundamental frequencies wt and wt) in the aquifer. The results demonstrate analytically, for the first time, that the moving boundary induces interactions between the two primary tidal oscillations, generating a slowly damped water table fluctuation of frequency omega(1) - omega(2), i.e., the spring-neap tidal water table fluctuation. The analytical predictions are found to be consistent with recently published field observations. (C) 2000 Elsevier Science Ltd. All rights reserved.

Interconnected-tubes model of hepatic elimination

The distributed-tubes model of hepatic elimination is extended to include intermixing between sinusoids, resulting in the formulation of a new, interconnected-tubes model. The new model is analysed for the simple case of two interconnected tubes, where an exact solution is obtained. For the case of many strongly-interconnected tubes, it is shown that a zeroth-order approximation leads to the convection-dispersion model. As a consequence the dispersion number is expressed, for the first time, in terms of its main physiological determinants: heterogeneity of flow and density of interconnections between sinusoids. The analysis of multiple indicator dilution data from a perfused liver preparation using the simplest version of the model yields the estimate 10.3 for the average number of interconnections. The problem of boundary conditions for the dispersion model is considered from the viewpoint that the dispersion-convection equation is a zeroth-order approximation to the equations for the interconnected-tubes model. (C) 1997 Academic Press Limited.