Variable Time Stepping in Parallel Particle Models for Transport Problems in Shallow Waters

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dc.contributor.authorCharles, Wilson M.
dc.contributor.authorVan den Berg, E.
dc.contributor.authorLin, Hai X.
dc.contributor.authorHeemink, Arnold W.
dc.date.accessioned2016-09-21T12:10:49Z
dc.date.available2016-09-21T12:10:49Z
dc.date.issued2006
dc.description.abstractStochastic differential equations (SDEs) are stochastic in nature. The SDEs under consideration are often called particle models (PMs). PMs in this article model the simulation of transport of pollutants in shallow waters. The main focus is the derivation and efficient implementation of an adaptive scheme for numerical integration of the SDEs in this article. The error determination at each integration time step near the boundary where the diffusion is dominant is done by a pair of numerical schemes with strong order 1 of convergence and that of strong order 1.5. When the deterministic is dominantwe use the aforementioned order 1 scheme and another scheme of strong order 2. An optimal stepsize for a given error tolerance is estimated. Moreover, the algorithm is developed in such a way that it allows for a completely flexible change of the time stepsize while guaranteeing correct Brownian paths. The software implementation uses the MPI library and allows for parallel processing. By making use of internal synchronisation points it allows for snapshots and particle counts to be made at given times, despite the inherent asynchronicity of the particles with regard to time.en_US
dc.identifier.citationCharles, W.M., van den Berg, E., Lin, H.X. and Heemink, A.W., 2006. Variable time stepping in parallel particle models for transport problems in shallow waters. WIT Transactions on Ecology and the Environment, 95.en_US
dc.identifier.doi10.2495/WP060461
dc.identifier.urihttp://hdl.handle.net/20.500.11810/3792
dc.language.isoenen_US
dc.subjectAdaptive schemesen_US
dc.subjectWiener processesen_US
dc.subjectSDEsen_US
dc.subjectParticle modelen_US
dc.subjectVariable stepsizeen_US
dc.subjectParallel computingen_US
dc.subjectSpeed upen_US
dc.titleVariable Time Stepping in Parallel Particle Models for Transport Problems in Shallow Watersen_US
dc.typeConference Paperen_US
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