Coloured Noise for Dispersion of Contaminants in Shallow Waters
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Date
2009
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
In this article, we explore the application of a set of stochastic differential equations called particle model in simulating the advection and diffusion of pollutants in shallow waters. The Fokker–Planck equation associated with this set of stochastic differential equations is interpreted as an advection–diffusion equation. This enables us to derive an underlying particle model that is exactly consistent with the advection–diffusion equation. Still, neither the advection–diffusion equation nor the related traditional particle model accurately takes into account the short-term spreading behaviour of particles. To improve the behaviour of the model shortly after the deployment of contaminants, a particle model forced by a coloured noise process is developed in this article. The use of coloured noise as a driving force unlike Brownian motion, enables to us to take into account the short-term correlated turbulent fluid flow velocity of the particles. Furthermore, it is shown that for long-term simulations of the dispersion of particles, both the particle due to Brownian motion and the particle model due to coloured noise are consistent with the advection–diffusion equation.
Description
Keywords
Brownian motion, Stochastic differential equations, Traditional particle models, Coloured noise force, Advection–diffusion equation, Fokker–Planck equation
Citation
Charles, W.M., Heemink, A.W. and Van Den Berg, E., 2009. Coloured noise for dispersion of contaminants in shallow waters. Applied Mathematical Modelling, 33(2), pp.1158-1172.