A Fokker-Planck approach for probability distributions of species concentrations transported in heterogeneous media

A Fokker-Planck approach for probability distributions of species concentrations transported in heterogeneous media
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异质介质中物质浓度概率分布的福克-普朗克方法

DOI:
10.1016/j.cam.2015.01.030
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发表时间:
2015
期刊:
J. Comput. Appl. Math.
影响因子:
--
通讯作者:
P. Knabner
P. Knabner
中科院分区:
--
文献类型:
--
作者:
F.A. Radu;S. Attinger;L. Schüler;P. Knabner

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我们证明了随机浓度概率密度函数的演化方程等价于Fokker-Planck方程的充分条件。我们方法的新奇之处在于,它允许通过浓度-位置空间中受其控制的计算粒子的密度进行一致的PDF近似。采用全局随机游走(GRW)算法得到了精确的数值解,该算法稳定,无数值扩散,对计算粒子总数的增加不敏感。它的方程组由描述物理空间中PDF传输的漂移和扩散系数以及描述浓度空间中PDF传输的漂移和混合系数来指定。混合模型可以类似于经典的PDF方法,或者从测量或模拟的浓度时间序列获得。我们比较了它们在GRW-PDF数值解和污染物在非均质地下水系统中的传输问题上的性能。
We identify sufficient conditions under which evolution equations for probability density functions (PDF) of random concentrations are equivalent to Fokker–Planck equations. The novelty of our approach is that it allows consistent PDF approximations by densities of computational particles governed by Itô processes in concentration–position spaces. Accurate numerical solutions are obtained with a global random walk (GRW) algorithm, stable, free of numerical diffusion, and insensitive to the increase of the total number of computational particles. The system of Itô equations is specified by drift and diffusion coefficients describing the PDF transport in the physical space, provided by up-scaling procedures, as well as by drift and mixing coefficients describing the PDF transport in concentration spaces. Mixing models can be obtained similarly to classical PDF approaches or, alternatively, from measured or simulated concentration time series. We compare their performance for a GRW-PDF numerical solution to a problem of contaminant transport in heterogeneous groundwater systems.
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