Stochastic Particle Models for Transport Problems in Coastal Waters
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Date
2005
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Abstract
In this paper transport processes in coastal waters are described by stochastic differential
equations (SDEs). These SDEs are also called particle models (PMs).
By interpreting a Fokker-Planck equation associated with the SDE as an advection
diffusion equation (ADE), it is possible to derive the underlying PM which is
exactly consistent with the ADE. Both the ADE and the related classical PM do
not take into account accurately the short term spreading behaviour of particles.
In the PM this shortcoming is due to the driving noise in the SDE which is modelled
as a Brownian motion and therefore has independent increments. To improve
the behaviour of the model shortly after the release of pollution we develop an
improved PM forced by a coloured noise process representing the short-term correlated
turbulent velocity of the particles. This way a more accurate and detailed
short-term initial spreading behaviour of particles is achieved. For long-term simulations
both the improved and classical PMs are consistent with the ADE. However,
the improved PM is relatively easier to handle numerically than a corresponding
ADE. In this paper both models are applied to a real life pollution problem in
the Dutch coastal waters.
Description
Keywords
Brownian motion, Stochastic differential equations, Particle models, Coloured noise force, Advection-diffusion equation, Fokker-Planck equation
Citation
Charles, W.M., Heemink, A.W. and van den Berg, E., 2005. Stochastic particle models for transport problems in coastal waters. WIT Transactions on The Built Environment, 78.