Two-dimensional probabilistic inversion of plane-wave electromagnetic data: Methodology, model constraints and joint inversion with electrical resistivity data

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.

Combined T2 -preparation and two-dimensional pencil-beam inner volume selection.

PURPOSE: To improve coronary magnetic resonance angiography (MRA) by combining a two-dimensional (2D) spatially selective radiofrequency (RF) pulse with a T2 -preparation module ("2D-T2 -Prep"). METHODS: An adiabatic T2 -Prep was modified so that the first and last pulses were of differing spatial selectivity. The first RF pulse was replaced by a 2D pulse, such that a pencil-beam volume is excited. The last RF pulse remains nonselective, thus restoring the T2 -prepared pencil-beam, while tipping the (formerly longitudinal) magnetization outside of the pencil-beam into the transverse plane, where it is then spoiled. Thus, only a cylinder of T2 -prepared tissue remains for imaging. Numerical simulations were followed by phantom validation and in vivo coronary MRA, where the technique was quantitatively evaluated. Reduced field-of-view (rFoV) images were similarly studied. RESULTS: In vivo, full field-of-view 2D-T2 -Prep significantly improved vessel sharpness as compared to conventional T2 -Prep, without adversely affecting signal-to-noise (SNR) or contrast-to-noise ratios (CNR). It also reduced respiratory motion artifacts. In rFoV images, the SNR, CNR, and vessel sharpness decreased, although scan time reduction was 60%. CONCLUSION: When compared with conventional T2 -Prep, the 2D-T2 -Prep improves vessel sharpness and decreases respiratory ghosting while preserving both SNR and CNR. It may also acquire rFoV images for accelerated data acquisition.

Speed of travelling fronts: Two-dimensional and ballistic dispersal probability distributions

The speed of traveling fronts for a two-dimensional model of a delayed reactiondispersal process is derived analytically and from simulations of molecular dynamics. We show that the one-dimensional (1D) and two-dimensional (2D) versions of a given kernel do not yield always the same speed. It is also shown that the speeds of time-delayed fronts may be higher than those predicted by the corresponding non-delayed models. This result is shown for systems with peaked dispersal kernels which lead to ballistic transport

An alternative finite element formulation for determination of streamlines in two-dimensional problems

It is well known that the numerical solutions of incompressible viscous flows are of great importance in Fluid Dynamics. The graphics output capabilities of their computational codes have revolutionized the communication of ideas to the non-specialist public. In general those codes include, in their hydrodynamic features, the visualization of flow streamlines - essentially a form of contour plot showing the line patterns of the flow - and the magnitudes and orientations of their velocity vectors. However, the standard finite element formulation to compute streamlines suffers from the disadvantage of requiring the determination of boundary integrals, leading to cumbersome implementations at the construction of the finite element code. In this article, we introduce an efficient way - via an alternative variational formulation - to determine the streamlines for fluid flows, which does not need the computation of contour integrals. In order to illustrate the good performance of the alternative formulation proposed, we capture the streamlines of three viscous models: Stokes, Navier-Stokes and Viscoelastic flows.

Numerical Simulation of the Cavitation in the Hydrodynamic Lubrication of Journal Bearings: a Parallel Algorithm

In this paper we present an algorithm for the numerical simulation of the cavitation in the hydrodynamic lubrication of journal bearings. Despite the fact that this physical process is usually modelled as a free boundary problem, we adopted the equivalent variational inequality formulation. We propose a two-level iterative algorithm, where the outer iteration is associated to the penalty method, used to transform the variational inequality into a variational equation, and the inner iteration is associated to the conjugate gradient method, used to solve the linear system generated by applying the finite element method to the variational equation. This inner part was implemented using the element by element strategy, which is easily parallelized. We analyse the behavior of two physical parameters and discuss some numerical results. Also, we analyse some results related to the performance of a parallel implementation of the algorithm.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Evidence for the existence of Sarkovskii ordering in a two-dimensional map

We analyse numerically the bifurcation structure of a two-dimensional noninvertible map and show that different periodic cycles are arranged in it exactly in the same order as in the case of the logistic map. We also show that this map satisfies the general criteria for the existence of Sarkovskii ordering, which supports our numerical result. Incidently, this is the first report of the existence of Sarkovskii ordering in a two-dimensional map.

The unsteady flow of a weakly compressible fluid in a thin porous layer. I: Two-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a two-dimensional reservoir in an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting or extracting fluid. Numerical solution of this problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l. This is a situation which occurs frequently in the application to oil reservoir recovery. Under the assumption that epsilon=h/l<<1, we show that the pressure field varies only in the horizontal direction away from the wells (the outer region). We construct two-term asymptotic expansions in epsilon in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive analytical expressions for all significant process quantities. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the reservoir, epsilon, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighborhood of wells and away from wells.

Approximate Riemann solutions of the two-dimensional shallow-water equations

A finite-difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow-water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gasdynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second-order scheme which avoids non-physical, spurious oscillations. An extension to the two-dimensional equations with source terms, is included. The scheme is applied to a dam-break problem with cylindrical symmetry.

Solutions of a two-dimensional dam-break problem

Solutions of a two-dimensional dam break problem are presented for two tailwater/reservoir height ratios. The numerical scheme used is an extension of one previously given by the author [J. Hyd. Res. 26(3), 293–306 (1988)], and is based on numerical characteristic decomposition. Thus approximate solutions are obtained via linearised problems, and the method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids non-physical, spurious oscillations.

A finite difference scheme for steady, supersonic, two-dimensional, compressible flow of real gases

A finite difference scheme is presented for the solution of the two-dimensional equations of steady, supersonic, compressible flow of real gases. The scheme incorparates numerical characteristic decomposition, is shock-capturing by design and incorporates space-marching as a result of the assumption that the flow is wholly supersonic in at least one space dimension. Results are shown for problems involving oblique hydraulic jumps and reflection from a wall.

Experimental measurement and numerical simulation of horizontal-coupled slinky ground source heat exchangers

Results from both experimental measurements and 3D numerical simulations of Ground Source Heat Pump systems (GSHP) at a UK climate are presented. Experimental measurements of a horizontal-coupled slinky GSHP were undertaken in Talbot Cottage at Drayton St Leonard site, Oxfordshire, UK. The measured thermophysical properties of in situ soil were used in the CFD model. The thermal performance of slinky heat exchangers for the horizontal-coupled GSHP system for different coil diameters and slinky interval distances was investigated using a validated 3D model. Results from a two month period of monitoring the performance of the GSHP system showed that the COP decreased with the running time. The average COP of the horizontal-coupled GSHP was 2.5. The numerical prediction showed that there was no significant difference in the specific heat extraction of the slinky heat exchanger at different coil diameters. However, the larger the diameter of coil, the higher the heat extraction per meter length of soil. The specific heat extraction also increased, but the heat extraction per meter length of soil decreased with the increase of coil central interval distance.

Wave trapping in a two-dimensional sound-soft or sound-hard acoustic waveguide of slowly-varying width

In this paper we derive novel approximations to trapped waves in a two-dimensional acoustic waveguide whose walls vary slowly along the guide, and at which either Dirichlet (sound-soft) or Neumann (sound-hard) conditions are imposed. The guide contains a single smoothly bulging region of arbitrary amplitude, but is otherwise straight, and the modes are trapped within this localised increase in width. Using a similar approach to that in Rienstra (2003), a WKBJ-type expansion yields an approximate expression for the modes which can be present, which display either propagating or evanescent behaviour; matched asymptotic expansions are then used to derive connection formulae which bridge the gap across the cut-off between propagating and evanescent solutions in a tapering waveguide. A uniform expansion is then determined, and it is shown that appropriate zeros of this expansion correspond to trapped mode wavenumbers; the trapped modes themselves are then approximated by the uniform expansion. Numerical results determined via a standard iterative method are then compared to results of the full linear problem calculated using a spectral method, and the two are shown to be in excellent agreement, even when $\epsilon$, the parameter characterising the slow variations of the guide’s walls, is relatively large.

Numerical simulation of the Filchner overflow

The plume of Ice Shelf Water (ISW) flowing into the Weddell Sea over the Filchner sill contributes to the formation of Antarctic Bottom Water. The Filchner overflow is simulated using a hydrostatic, primitive equation three-dimensional ocean model with a 0.5–2 Sv ISW influx above the Filchner sill. The best fit to mooring temperature observations is found with influxes of 0.5 and 1 Sv, below a previous estimate of 1.6 ± 0.5 Sv based on sparse mooring velocities. The plume first moves north over the continental shelf, and then turns west, along slope of the continental shelf break where it breaks up into subplumes and domes, some of which then move downslope. Other subplumes run into the eastern submarine ridge and propagate along the ridge downslope in a chaotic manner. The next, western ridge is crossed by the plume through several paths. Despite a number of discrepancies with observational data, the model reproduces many attributes of the flow. In particular, we argue that the temporal variability shown by the observations can largely be attributed to the unstable structure of the flow, where the temperature fluctuations are determined by the motion of the domes past the moorings. Our sensitivity studies show that while thermobaricity plays a role, its effect is small for the flows considered. Smoothing the ridges out demonstrate that their presence strongly affects the plume shape around the ridges. An increase in the bottom drag or viscosity leads to slowing down, and hence thickening and widening of the plume

Stirring and mixing in two-dimensional divergent flow

While stirring and mixing properties in the stratosphere are reasonably well understood in the context of balanced (slow) dynamics, as is evidenced in numerous studies of chaotic advection, the strongly enhanced presence of high-frequency gravity waves in the mesosphere gives rise to a significant unbalanced (fast) component to the flow. The present investigation analyses result from two idealized shallow-water numerical simulations representative of stratospheric and mesospheric dynamics on a quasi-horizontal isentropic surface. A generalization of the Hua–Klein Eulerian diagnostic to divergent flow reveals that velocity gradients are strongly influenced by the unbalanced component of the flow. The Lagrangian diagnostic of patchiness nevertheless demonstrates the persistence of coherent features in the zonal component of the flow, in contrast to the destruction of coherent features in the meridional component. Single-particle statistics demonstrate t2 scaling for both the stratospheric and mesospheric regimes in the case of zonal dispersion, and distinctive scaling laws for the two regimes in the case of meridional dispersion. This is in contrast to two-particle statistics, which in the mesospheric (unbalanced) regime demonstrate a more rapid approach to Richardson’s t3 law in the case of zonal dispersion and is evidence of enhanced meridional dispersion.