Exact Averaging of Stochastic Equations for Flow in Porous Media

It is well-known that at present, exact averaging of the equations for flow and transport in random porous media have been proposed for limited special fields. Moreover, approximate averaging methods—for example, the convergence behavior and the accuracy of truncated perturbation series—are not well-studied, and in addition, calculation of high-order perturbations is very complicated. These problems have for a long time stimulated attempts to find the answer to the question: Are there in existence some, exact, and sufficiently general forms of averaged equations? Here, we present an approach for finding the general exactly averaged system of basic equations for steady flow with sources in unbounded stochastically homogeneous fields. We do this by using (1) the existence and some general properties of Green’s functions for the appropriate stochastic problem, and (2) some information about the random field of conductivity. This approach enables us to find the form of the averaged equations without directly solving the stochastic equations or using the usual assumption regarding any small parameters. In the common case of a stochastically homogeneous conductivity field we present the exactly averaged new basic non-local equation with a unique kernel-vector. We show that in the case of some type of global symmetry (isotropy, transversal isotropy, or orthotropy), we can for three-dimensional and two-dimensional flow in the same way derive the exact averaged non-local equations with a unique kernel-tensor. When global symmetry does not exist, the non-local equation with a kernel-tensor involves complications and leads to an ill-posed problem.     

Averaging of stochastic evolution equations of transport in porous media

A study is made of the problem of averaging the simplest one-dimensional evolution equations of stochastic transport in a porous medium. A number of exact functional equations corresponding to distributions of the random parameters of a special form is obtained. In some cases, the functional equations can be localized and reduced to differential equations of fairly high order. The first part of the paper (Secs. 1–6) considers the process of transport of a neutral admixture in porous media. The functional approach and technique for decoupling the correlations explained by Klyatskin [4] is used. The second part of the paper studies the process of transport in porous media of two immiscible incompressible fluids in the framework of the Buckley—Leverett model. A linear equation is obtained for the joint probability density of the solution of the stochastic quasilinear transport equation and its derivative. An infinite chain of equations for the moments of the solution is obtained. A scheme of approximate closure is proposed, and the solution of the approximate equations for the mean concentration is compared with the exactly averaged concentration.Translated from Izvestiya Akademii Nauk SSSR, Mekhanika Zhidkosti i Gaza, No. 5, pp. 127–136, September–October, 1985.We are grateful to A. I. Shnirel'man for pointing out the possibility of obtaining an averaged equation in the case of a velocity distribution in accordance with a Cauchy law.     

An efficient finite difference scheme for free‐surface flows in narrow rivers and estuaries

This paper presents a free‐surface correction (FSC) method for solving laterally averaged, 2‐D momentum and continuity equations. The FSC method is a predictor–corrector scheme, in which an intermediate free surface elevation is first calculated from the vertically integrated continuity equation after an intermediate, longitudinal velocity distribution is determined from the momentum equation. In the finite difference equation for the intermediate velocity, the vertical eddy viscosity term and the bottom‐ and sidewall friction terms are discretized implicitly, while the pressure gradient term, convection terms, and the horizontal eddy viscosity term are discretized explicitly. The intermediate free surface elevation is then adjusted by solving a FSC equation before the intermediate velocity field is corrected. The finite difference scheme is simple and can be easily implemented in existing laterally averaged 2‐D models. It is unconditionally stable with respect to gravitational waves, shear stresses on the bottom and side walls, and the vertical eddy viscosity term. It has been tested and validated with analytical solutions and field data measured in a narrow, riverine estuary in southwest Florida. Model simulations show that this numerical scheme is very efficient and normally can be run with a Courant number larger than 10. It can be used for rivers where the upstream bed elevation is higher than the downstream water surface elevation without any problem. Copyright © 2003 John Wiley & Sons, Ltd.     

A fully hydrodynamic model for three‐dimensional,free‐surface flows

The hydrostatic pressure assumption has been widely used in studying water movements in rivers, lakes, estuaries, and oceans. While this assumption is valid in many cases and has been successfully used in numerous studies, there are many cases where this assumption is questionable. This paper presents a three‐dimensional, hydrodynamic model for free‐surface flows without using the hydrostatic pressure assumption. The model includes two predictor–corrector steps. In the first predictor–corrector step, the model uses hydrostatic pressure at the previous time step as an initial estimate of the total pressure field at the new time step. Based on the estimated pressure field, an intermediate velocity field is calculated, which is then corrected by adding the non‐hydrostatic component of the pressure to the estimated pressure field. A Poisson equation for non‐hydrostatic pressure is solved before the second intermediate velocity field is calculated. The final velocity field is found after the free surface at the new time step is computed by solving a free‐surface correction equation. The numerical method was validated with several analytical solutions and laboratory experiments. Model results agree reasonably well with analytical solutions and laboratory results. Model simulations suggest that the numerical method presented is suitable for fully hydrodynamic simulations of three‐dimensional, free‐surface flows. Copyright © 2003 John Wiley & Sons, Ltd.     

Computational intellectual analytical theory of computational analytical approach to rotating flow of non-Newtonian fluid

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A Numerical Method of Moments for Solute Transport in Nonstationary Flow Fields

A Lagrangian perturbation approach has been applied to develop the method of moments for predicting mean and variance of solute flux through a three-dimensional nonstationary flow field. The flow nonstationarity may stem from medium nonstationarity, finite domain boundaries, and/or fluid pumping and injecting. The solute flux is described as a space–time process where time refers to the solute flux breakthrough and space refers to the transverse displacement distribution at the control plane. The analytically derived moment equations for solute transport in a nonstationary flow field are too complicated to solve analytically, a numerical finite difference method is implemented to obtain the solutions. This approach combines the stochastic model with the flexibility of the numerical method to boundary and initial conditions. This method is also compared with the numerical Monte Carlo method. The calculation results indicate the two methods match very well when the variance of log-conductivity is small, but the method of moment is more efficient in computation.     

1∶1内共振对随机振动系统可靠性的影响

研究了二自由度耦合非线性随机振动系统在高斯白噪声激励下基于首次穿越模型的可靠性问题. 在1:1内共振情形,原始系统的运动方程经平均后化为一组关于慢变量的伊藤随机微分方程. 建立了后向柯尔莫哥洛夫方程以及庞德辽金方程,在一定的边界条件和(或) 初始条件下求解这两个偏微分方程,分别得到系统的条件可靠性函数以及平均首次穿越时间. 进而建立了无内共振情形系统的后向柯尔莫哥洛夫方程与庞德辽金方程.将无内共振情形的结果与1:1 内共振情形的结果做比较,发现1:1 内共振能显著降低系统可靠性. 用蒙特卡罗数值模拟验证了理论结果的有效性.     

Flow and heat transfer over a generalized stretching/shrinking wall problem—Exact solutions of the Navier-Stokes equations

In this paper, we investigate the steady momentum and heat transfer of a viscous fluid flow over a stretching/shrinking sheet. Exact solutions are presented for the Navier-Stokes equations. The new solutions provide a more general formulation including the linearly stretching and shrinking wall problems as well as the asymptotic suction velocity profiles over a moving plate. Interesting non-linear phenomena are observed in the current results including both exponentially decaying solution and algebraically decaying solution, multiple solutions with infinite number of solutions for the flow field, and velocity overshoot. The energy equation ignoring viscous dissipation is solved exactly and the effects of the mass transfer parameter, the Prandtl number, and the wall stretching/shrinking strength on the temperature profiles and wall heat flux are also presented and discussed. The exact solution of this general flow configuration is a rare case for the Navier-Stokes equation.     

Convergence Rate for a Parabolic Equation with Supercritical Nonlinearity

We study the behavior of solutions of the Cauchy problem for a diffusion equation with supercritical nonlinearity. It is shown that if two solutions are initially close enough near the spatial infinity, then these solutions approach each other. Under some conditions, we determine the exact convergence rate, which turns out to depend on initial data.     

变边界粘弹性轴对称问题的复变函数法

对边界几何形状、位置随时间变化的变边界结构,给出了用复变函数求解粘弹问题的解析方法。文中用拉普拉斯变换结合平面弹性复变方法,对内外边界变化时粘弹性轴对称问题进行求解。引入两个与时间、空间相关的解析函数,给出了变边界情况下应力、位移以及边界条件与解析函数的关系。当解析函数形式部分确定,则可用边界条件求解其中与时间相关的待定函数。求解待定函数的方程一般情况下为一系列积分方程,特殊情况可求得解析解。对轴对称问题中应力边值问题、位移边值问题以及混合边值问题,分别利用边界条件求得相关系数,从而得到了应力与位移的解析表达。当取Boltzmann粘弹模型时,进行不同边值问题的分析。分析显示,应力、位移的形态与大小均与边界变化过程相关,与固定边界粘弹性问题有较大不同。本文解答可用于粘弹性轴对称问题内外边界任意变化及各种边值问题的力学分析。此外,该法可进一步进行荷载非对称、复杂孔型变边界问题的求解。     

Coefficient-by-Coefficient Averaging in a Problem of Laminar Gas Flow in a Well

This paper describes the problem of determining the temperature of laminar gas flow, in which the equation of convective heat transfer contains two variable coefficients, is reduced to nonclassical problems for zeroth and first asymptotic expansion coefficient with respect to a formal parameter. The Laplace–Carson transform are used to obtain analytical expressions for the temperature field of ascending laminar gas flow in a well with account for the relationships of density and velocity with spatial coordinates in zeroth and first asymptotic approximations. Expressions for the temperature asymptotically averaged along the cross section of the well and temperature distributions over the cross-sectional radius are obtained.     

Nonautonomous Periodic Boundary-Value Problems in a Special Critical Case

We study the problem of finding conditions for the existence of solutions of weakly nonlinear periodic boundary-value problems for systems of ordinary differential equations and the construction of these solutions. We consider the special critical case where the equation for generating amplitudes of a weakly nonlinear periodic boundary-value problem reduces to the identity. We construct a new classification of critical cases and an iteration algorithm for the construction of solutions of weakly nonlinear periodic boundary-value problems in a special critical case.     

A higher resolution edge‐based finite volume method for the simulation of the oil–water displacement in heterogeneous and anisotropic porous media using a modified IMPES method

In this article, we present a higher‐order finite volume method with a ‘Modified Implicit Pressure Explicit Saturation’ (MIMPES) formulation to model the 2D incompressible and immiscible two‐phase flow of oil and water in heterogeneous and anisotropic porous media. We used a median‐dual vertex‐centered finite volume method with an edge‐based data structure to discretize both, the elliptic pressure and the hyperbolic saturation equations. In the classical IMPES approach, first, the pressure equation is solved implicitly from an initial saturation distribution; then, the velocity field is computed explicitly from the pressure field, and finally, the saturation equation is solved explicitly. This saturation field is then used to re‐compute the pressure field, and the process follows until the end of the simulation is reached. Because of the explicit solution of the saturation equation, severe time restrictions are imposed on the simulation. In order to circumvent this problem, an edge‐based implementation of the MIMPES method of Hurtado and co‐workers was developed. In the MIMPES approach, the pressure equation is solved, and the velocity field is computed less frequently than the saturation field, using the fact that, usually, the velocity field varies slowly throughout the simulation. The solution of the pressure equation is performed using a modification of Crumpton's two‐step approach, which was designed to handle material discontinuity properly. The saturation equation is solved explicitly using an edge‐based implementation of a modified second‐order monotonic upstream scheme for conservation laws type method. Some examples are presented in order to validate the proposed formulation. Our results match quite well with others found in literature. Copyright © 2016 John Wiley & Sons, Ltd.     

窄带随机噪声作用下单自由度非线性碰撞系统的响应

研究了单自由度非线性单边碰撞系统在窄带随机噪声激励下的次共振响应问题。用Zhuravlev变换将碰撞系统转化为速度连续的非碰撞系统,然后用随机平均法得到了关于慢变量的随机微分方程。在没有随机扰动情形,得到了系统响应幅值满足的代数方程;在有随机扰动的情形下,给出了系统响应稳态矩计算的迭代公式。讨论了系统阻尼项、非线性项、随机扰动项和碰撞恢复系数等参数对于系统响应的影响。理论计算和数值模拟表明,系统响应幅值将在激励频率接近于次共振频率时达到最大。而当激励频率逐渐偏离次共振频率时,系统响应迅速衰减。     

A face-based monolithic approach for the incompressible magnetohydrodynamics equations

A novel numerical algorithm has been developed to solve the incompressible resistive magnetohydrodynamics equations in a fully coupled form. The numerical method is based on the face-centered unstructured finite volume approximation, where the velocity and magnetic field vector components are defined at the center of edges/faces; meanwhile, the pressure term is defined at element centroid. In order to enforce a divergence-free magnetic field, the gradient of a scalar Lagrange multiplier is introduced into the induction equation. A special attention will be given to satisfy the continuity equation and the Gauss' law for magnetism within each element and the summation of the equations can be exactly reduced to the domain boundary. The first modification to the original algorithm involves the evaluation of the convective fluxes over the two neighboring elements, where the discrete continuity equations are exactly satisfied. The second modification is based on the neglecting electric field term from the Lorentz force in two dimensions. The resulting large-scale algebraic linear equations are solved in a fully coupled manner using the one- and two-level restricted additive Schwarz preconditioners to avoid any time step restrictions forced by stability requirements. The spatial convergence of the algorithm is confirmed by solving the Hartmann flow, and then the algorithm is applied to the classical lid-driven cavity and backward facing step benchmark problems in two and three dimensions. The lid-driven cavity flow calculations at relatively high Stuart numbers indicate the perfect braking effect of the magnetic field in two dimensions.     

A model for solute transport following an abrupt pressure impact in saturated porous media

A mathematical model is developed of an abrupt pressure impact applied to a compressible fluid with solute, flowing through saturated porous media. Nondimensional forms of the macroscopic balance equations of the solute mass and of the fluid mass and momentum lead to dominant forms of these equations. Following the onset of the pressure change, we focus on a sequence of the first two time intervals at which we obtain reduced forms of the balance equations. At the very first time period, pressure is proven to be distributed uniformly within the affected domain, while solute remains unaffected. During the second time period, the momentum balance equation for the fluid conforms to a wave form, while the solute mass balance equation conforms to an equation of advective transport. Fluid's nonlinear wave equation together with its mass balance equation, are separately solved for pressure and velocity. These are then used for the solution of solute's advective transport equation. The 1-D case, conforms to a pressure wave equation, for the solution of fluid's pressure and velocity. A 1-D analytical solution of the transport problem, associates these pressure and velocity with an exponential power which governs solute's motion along its path line.     

小样本数据下圆柱薄壳初始缺陷不确定性量化的极大熵方法

具有不确定性特征的初始缺陷被认为是导致薄壳结构实际临界载荷值与理论解不相符并呈现分散特征的主要原因.对实际薄壳结构初始缺陷的建模至少需要考虑两个方面的不确定性量化,一是对缺陷分布形式和幅值等固有随机性的量化,二是对小样本量和不准确测量所导致缺陷统计量的不确定性的量化.本文在利用随机场的Karhunen-Loeve展开法对薄壳初始几何缺陷建模的基础上,提出一种基于极大熵原理的缺陷建模方法.首先,采用极大熵分布来估计Karhunen-Loeve随机变量的概率密度函数,以适应不能使用高斯随机场进行缺陷随机场建模的情况.随后,通过将经典的等式约束极大熵模型扩展为区间约束极大熵模型,实现对实际工程中仅能获得少量薄壳结构几何缺陷样本数据所导致的认知不确定性的量化.最后,将所提方法用于对国际缺陷数据库的A-Shell进行缺陷建模和临界载荷预测.研究表明,所提基于区间约束极大熵原理的随机场建模方法在能够有效表征实测数据高阶矩信息的同时,还具备量化小样本数据导致的认知不确定性的能力,并且高斯随机场模型和基于等式约束极大熵原理的随机场模型是本文所提建模方法的两种特殊情况.     

加性非平稳激励下结构速度响应的FPK方程降维

结构在随机激励下的非线性响应分析是具有高度挑战性的困难问题. 对于白噪声或过滤白噪声激励,求解FPK方程将获得结构响应 的精确解. 遗憾的是,对于非线性多自由度系统,FPK方程难以直接求解. 事实上,其数值解法严重受限于方程维度,而解析求解 则仅适用于少数特定的系统,且多是稳态解. 因此,将FPK方程进行降维,是求解高维随机动力响应分析问题的重要途径. 本文针 对幅值调制的加性白噪声激励下多自由度非线性结构的非平稳随机响应分析问题,将联合概率密度函数满足的高维FPK方程进行降 维. 针对结构速度响应概率密度函数求解,通过引入等价漂移系数,原FPK方程可转化为一维FPK型方程. 建议了构造等价漂移系数 的条件均值函数方法. 进而,采用路径积分方法求解降维FPK型方程,得到速度概率密度函数的数值解答. 结合单自由度Rayleigh 振子、十层线性剪切型框架和非线性剪切型框架结构在幅值调制的加性白噪声激励下的非平稳速度响应求解,讨论了本文方法的精 度和效率,验证了其有效性.      

Transverse cracking of orthotropic composite laminates: a fracture mechanics approach

This research is concerned with the fracture mechanics of a laminated composite medium, which contains a central layer sandwiched by two outer layers. There is a periodic array of cracks in the central layer along the central axis of the medium. Fourier transform is used to reduce the problem to the solution of a system of dual integral equations, which are solved by the singular integral equation technique. Rigorous fracture mechanics analysis, which exactly satisfies all boundary conditions of the problem, is conducted. Numerical solutions for the crack tip field and the stress in the medium are obtained for various values such as crack length, crack spacing and layer thickness. Results are also given for the reduction of the equivalent Young’s modulus of the laminate due to multiple cracking. The cases of axial extension and residual temperature change of the composite medium are accounted for.     

Diffusion in a nonuniform velocity field

The effect of a nonuniform velocity field on the diffusion process is examined. When the local passive admixture transport equation is averaged over the channel cross section, the differential equation for the average concentration over the cross section is obtained in the form of an infinite asymptotic series whose terms are linear combinations of the derivatives of the average concentration with respect to the coordinate and time, while the coefficients depend on the degree of transverse nonuniformity of the velocity field and the radial Péclet number. Estimates show that in most of the cases encountered in practice to ensure that the calculations have the necessary accuracy the series must include derivatives up to the third order. An approximate solution of the averaged equation is found by the method of asymptotic expansions and the initial moments of the residence time distribution function are determined.Translated from Izvestiya Akademii Nauk SSSR, Mekhanika Zhidkosti i Gaza, No. 5, pp. 122–128, September–October, 1989.