Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Finite volume methods for simulating anomalous transport

In this thesis a new approach for solving a certain class of anomalous diffusion equations was developed. The theory and algorithms arising from this work will pave the way for more efficient and more accurate solutions of these equations, with applications to science, health and industry. The method of finite volumes was applied to discretise the spatial derivatives, and this was shown to outperform existing methods in several key respects. The stability and convergence of the new method were rigorously established.

Fundamental solution and discrete random walk model for time-space fractional diffusion equation

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β 1∈(0,1) and β 2∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.

Time-dependent fractional advection–diffusion equations by an implicit MLS meshless method

Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in a FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is Finite Difference Method (FDM), which is usually difficult to handle a complex problem domain, and also hard to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection-diffusion equations (FADE), which is a typical FPDE. The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong-forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE.

Numerical methods for solving the multi-term time-fractional wave-diffusion equations

In this paper, the multi-term time-fractional wave diffusion equations are considered. The multiterm time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

Temporal Moments for Reactive Transport through Fractured Impermeable/Permeable Formations

The transport of reactive solutes through fractured porous formations has been analyzed. The transport through the porous block is represented by a general multiprocess nonequilibrium equation (MPNE), which, for the fracture, is represented by an advection-dispersion equation with linear equilibrium sorption and first-order transformation. An implicit finite-difference technique has been used to solve the two coupled equations. The transport characteristics have been analyzed in terms of zeroth, first, and second temporal moments of the solute in the fracture. The solute behavior for fractured impermeable and fractured permeable formations are first compared and the effects of various fracture and matrix transport parameters are analyzed. Subsequently, the transport through a fractured permeable formation is analyzed to ascertain the effect of equilibrium sorption, rate-limited sorption, and the multiprocess nonequilibrium transport process. It was found that the temporal moments were nearly identical for the fractured impermeable and permeable formations when both the diffusion coefficient and the first-order transformation coefficient were relatively large. The multiprocess nonequilibrium model resulted in a smaller mass recovery in the fracture and higher dispersion than the equilibrium and rate-limited sorption models. DOI: 10.1061/(ASCE)HE.19435584.0000586. (C) 2012 American Society of Civil Engineers.

Correlation equations for average deposition rate coefficients of nanoparticles in a cylindrical pore

Nanoparticle deposition behavior observed at the Darcy scale represents an average of the processes occurring at the pore scale. Hence, the effect of various pore-scale parameters on nanoparticle deposition can be understood by studying nanoparticle transport at pore scale and upscaling the results to the Darcy scale. In this work, correlation equations for the deposition rate coefficients of nanoparticles in a cylindrical pore are developed as a function of nine pore-scale parameters: the pore radius, nanoparticle radius, mean flow velocity, solution ionic strength, viscosity, temperature, solution dielectric constant, and nanoparticle and collector surface potentials. Based on dominant processes, the pore space is divided into three different regions, namely, bulk, diffusion, and potential regions. Advection-diffusion equations for nanoparticle transport are prescribed for the bulk and diffusion regions, while the interaction between the diffusion and potential regions is included as a boundary condition. This interaction is modeled as a first-order reversible kinetic adsorption. The expressions for the mass transfer rate coefficients between the diffusion and the potential regions are derived in terms of the interaction energy profile. Among other effects, we account for nanoparticle-collector interaction forces on nanoparticle deposition. The resulting equations are solved numerically for a range of values of pore-scale parameters. The nanoparticle concentration profile obtained for the cylindrical pore is averaged over a moving averaging volume within the pore in order to get the 1-D concentration field. The latter is fitted to the 1-D advection-dispersion equation with an equilibrium or kinetic adsorption model to determine the values of the average deposition rate coefficients. In this study, pore-scale simulations are performed for three values of Peclet number, Pe = 0.05, 5, and 50. We find that under unfavorable conditions, the nanoparticle deposition at pore scale is best described by an equilibrium model at low Peclet numbers (Pe = 0.05) and by a kinetic model at high Peclet numbers (Pe = 50). But, at an intermediate Pe (e.g., near Pe = 5), both equilibrium and kinetic models fit the 1-D concentration field. Correlation equations for the pore-averaged nanoparticle deposition rate coefficients under unfavorable conditions are derived by performing a multiple-linear regression analysis between the estimated deposition rate coefficients for a single pore and various pore-scale parameters. The correlation equations, which follow a power law relation with nine pore-scale parameters, are found to be consistent with the column-scale and pore-scale experimental results, and qualitatively agree with the colloid filtration theory. These equations can be incorporated into pore network models to study the effect of pore-scale parameters on nanoparticle deposition at larger length scales such as Darcy scale.

Determining the Reaeration Coefficient and Hydrodynamic Properties of Rivers Using Inert Gas Tracers

Various contaminants which can be aerobically degraded find their way directly or indirectly into surface water bodies. The reaeration coefficient (K2) characterises the rate at which oxygen can transfer from the atmosphere across the air-water interface following oxygen depletion in a water body. Other mechanisms (like advection, dispersion and transient storage) determine how quickly the contaminants can spread in the water, affecting their spatial and temporal concentrations. Tracer methods involving injection of a gas into the water body have traditionally been used for direct (in-situ) measurement of K2 in a given reach. This paper shows how additional modelling of tracer test results can be used to quantify also hydrodynamic mechanisms (e.g. dispersion and storage exchange coefficients, etc.). Data from three tracer tests conducted in the River Lagan (Northern Ireland) using an inert gas (krypton, Kr) are re-analysed using two solute transport models (ADM, TSM) and an inverse-modelling framework (OTIS-P). Results for K2 are consistent with previously published values for this reach (K2(20)~10-40 d-1). The storage area constituted 30-60% of the main cross-section area and the storage exchange rate was between 2.5×10-3-3.2×10-3s-1. The additional hydrodynamic parameters obtained give insight into transport and dispersion mechanisms within the reach.

Fractional-order impulse response of the respiratory system

This paper presents the measurement, frequency-response modeling and identification, and the corresponding impulse time response of the human respiratory impedance and admittance. The investigated adult patient groups were healthy, diagnosed with chronic obstructive pulmonary disease and kyphoscoliosis, respectively. The investigated children patient groups were healthy, diagnosed with asthma and cystic fibrosis, respectively. Fractional order (FO) models are identified on the measured impedance to quantify the respiratory mechanical properties. Two methods are presented for obtaining and simulating the time-domain impulse response from FO models of the respiratory admittance: (i) the classical pole-zero interpolation proposed by Oustaloup in the early 90s, and (ii) the inverse discrete Fourier Transform (DFT). The results of the identified FO models for the respiratory admittance are presented by means of their average values for each group of patients. Consequently, the impulse time response calculated from the frequency response of the averaged FO models is given by means of the two methods mentioned above. Our results indicate that both methods provide similar impulse response data. However, we suggest that the inverse DFT is a more suitable alternative to the high order transfer functions obtained using the classical Oustaloup filter. Additionally, a power law model is fitted on the impulse response data, emphasizing the intrinsic fractal dynamics of the respiratory system.

Analytical modelling of bacterial migration and accumulation with rate-limited sorption in discrete fractures

An analytical model for bacterial accumulation in a discrete fractllre has been developed. The transport and accumlllation processes incorporate into the model include advection, dispersion, rate-limited adsorption, rate-limited desorption, irreversible adsorption, attachment, detachment, growth and first order decay botl1 in sorbed and aqueous phases. An analytical solution in Laplace space is derived and nlln1erically inverted. The model is implemented in the code BIOFRAC vvhich is written in Fortran 99. The model is derived for two phases, Phase I, where adsorption-desorption are dominant, and Phase II, where attachment-detachment are dominant. Phase I ends yvhen enollgh bacteria to fully cover the substratllm have accllillulated. The model for Phase I vvas verified by comparing to the Ogata-Banks solution and the model for Phase II was verified by comparing to a nonHomogenous version of the Ogata-Banks solution. After verification, a sensitiv"ity analysis on the inpllt parameters was performed. The sensitivity analysis was condllcted by varying one inpllt parameter vvhile all others were fixed and observing the impact on the shape of the clirve describing bacterial concentration verSllS time. Increasing fracture apertllre allovvs more transport and thus more accllffilliation, "Vvhich diminishes the dllration of Phase I. The larger the bacteria size, the faster the sllbstratum will be covered. Increasing adsorption rate, was observed to increase the dllration of Phase I. Contrary to the aSSllmption ofllniform biofilm thickness, the accllffilliation starts frOll1 the inlet, and the bacterial concentration in aqlleous phase moving towards the olitiet declines, sloyving the accumulation at the outlet. Increasing the desorption rate, redllces the dliration of Phase I, speeding IIp the accllmlilation. It was also observed that Phase II is of longer duration than Phase I. Increasing the attachment rate lengthens the accliffililation period. High rates of detachment speeds up the transport. The grovvth and decay rates have no significant effect on transport, althollgh increases the concentrations in both aqueous and sorbed phases are observed. Irreversible adsorption can stop accllillulation completely if the vallIes are high.

Urban tracer dispersion experiments during the second DAPPLE field campaign in London 2004

As part of the DAPPLE programme two large scale urban tracer experiments using multiple simultaneous releases of cyclic perfluoroalkanes from fixed location point sources was performed. The receptor concentrations along with relevant meteorological parameters measured are compared with a three screening dispersion models in order to best predict the decay of pollution sources with respect to distance. It is shown here that the simple dispersion models tested here can provide a reasonable upper bound estimate of the maximum concentrations measured with an empirical model derived from field observations and wind tunnel studies providing the best estimate. An indoor receptor was also used to assess indoor concentrations and their pertinence to commonly used evacuation procedures.

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

Solução híbrida da equação de advecção-dispersão em meios porosos

Este trabalho consiste na solução híbrida da Equação de Advecção-dispersão de solutos unidimensional em meios porosos homogêneos ou heterogêneos, para um único componente, com coeficientes de retardo, dispersão, velocidade média, decaimento e produção dependentes da distância percorrida pelo soluto. Serão estudados os casos de dispersão-advecção em que o retardamento, dispersão, velocidade do fluxo, decaimento e produção variem de forma linear enquanto a dispersividade assuma os modelos linear, parabólico ou exponencial. Para a solução da equação foi aplicada a Técnica da Transformada Integral Generalizada. Os resultados obtidos nesta dissertação demonstram boa concordância entre os problemas-exemplo e suas soluções numéricas ou analíticas contidas na literatura e apontam uma melhor adequação no uso de modelos parabólico no estudo da advecção-dispersão em curto intervalo de tempo, enquanto que o modelo linear converge mais rapidamente em tempos prolongados de simulação. A convergência da série mostrou-se ter dependência direta quanto ao comprimento do domínio, ao modelo de dispersão e da dispersividade adotada, convergindo com até 60 termos, podendo chegar a NT = 170, para os casos heterogêneos, utilizando o modelo de dispersão exponencial, respeitando o critério adotado de 10^-4.

Techniques for Lagrangian modelling of dispersion in geophysical flows

Basic concepts and definitions relative to Lagrangian Particle Dispersion Models (LPDMs)for the description of turbulent dispersion are introduced. The study focusses on LPDMs that use as input, for the large scale motion, fields produced by Eulerian models, with the small scale motions described by Lagrangian Stochastic Models (LSMs). The data of two different dynamical model have been used: a Large Eddy Simulation (LES) and a General Circulation Model (GCM). After reviewing the small scale closure adopted by the Eulerian model, the development and implementation of appropriate LSMs is outlined. The basic requirement of every LPDM used in this work is its fullfillment of the Well Mixed Condition (WMC). For the dispersion description in the GCM domain, a stochastic model of Markov order 0, consistent with the eddy-viscosity closure of the dynamical model, is implemented. A LSM of Markov order 1, more suitable for shorter timescales, has been implemented for the description of the unresolved motion of the LES fields. Different assumptions on the small scale correlation time are made. Tests of the LSM on GCM fields suggest that the use of an interpolation algorithm able to maintain an analytical consistency between the diffusion coefficient and its derivative is mandatory if the model has to satisfy the WMC. Also a dynamical time step selection scheme based on the diffusion coefficient shape is introduced, and the criteria for the integration step selection are discussed. Absolute and relative dispersion experiments are made with various unresolved motion settings for the LSM on LES data, and the results are compared with laboratory data. The study shows that the unresolved turbulence parameterization has a negligible influence on the absolute dispersion, while it affects the contribution of the relative dispersion and meandering to absolute dispersion, as well as the Lagrangian correlation.

DISPRO datasets for validation of coastal hydrodynamic models

Appropriate field data are required to check the reliability of hydrodynamic models simulating the dispersion of soluble substances in the marine environment. This study deals with the collection of physical measurements and soluble tracer data intended specifically for this kind of validation. The intensity of currents as well as the complexity of topography and tides around the Cap de La Hague in the center of the English Channel makes it one of the most difficult areas to represent in terms of hydrodynamics and dispersion. Controlled releases of tritium - in the form of HTO - are carried out in this area by the AREVA-NC plant, providing an excellent soluble tracer. A total of 14 493 measurements were acquired to track dispersion in the hours and days following a release. These data, supplementing previously gathered data and physical measurements (bathymetry, water-surface levels, Eulerian and Lagrangian current studies) allow us to test dispersion models from the hour following release to periods of several years which are not accessible with dye experiments. The dispersion characteristics are described and methods are proposed for comparing models against measurements. An application is proposed for a 2 dimensions high-resolution numerical model. It shows how an extensive dataset can be used to build, calibrate and validate several aspects of the model in a highly dynamic and macrotidal area: tidal cycle timing, tidal amplitude, fixed-point current data, hodographs. This study presents results concerning the model's ability to reproduce residual Lagrangian currents, along with a comparison between simulation and high-frequency measurements of tracer dispersion. Physical and tracer data are available from the SISMER database of IFREMER (www.ifremer.fr/sismer/catal). This tool for validation of models in macro-tidal seas is intended to be an open and evolving resource, which could provide a benchmark for dispersion model validation.