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Stochastic simulation of flows and particle transport in porous tubes
A Monte Carlo method is developed for stochastic simulation of flows and particle transport in tubes filled with a porous medium. The hydraulic conductivity is assumed to be a random field of a given statistical structure, the flow is modelled in a tube with prescribed boundary conditions. Numerical experiments are carried out by solving the random Darcy equation for each sample of the hydraulic conductivity by a SOR iteration method, and tracking Lagrangian trajectories in the simulated flow. We present and analyze different Eulerian and Lagrangian statistical characteristics of the flow such as transverse and longitudinal velocity correlation functions, diffusion coefficients, the mean and variance of Lagrangian trajectories, and discuss a ''stagnation" effect which was found in our simulations.
Ostwald ripening of faceted two-dimensional islands
We study Ostwald ripening of two-dimensional adatom and advacancy islands on a crystal surface by means of kinetic Monte Carlo simulations. At large bond energies the islands are square-shaped, which qualitatively changes the coarsening kinetics. The Gibbs--Thomson chemical potential is violated: the coarsening proceeds through a sequence of `magic' sizes corresponding to square or rectangular islands. The coarsening becomes attachment-limited, but Wagner's asymptotic law is reached only after a very long transient time. The unusual coarsening kinetics obtained in the Monte Carlo simulations are well described by the Becker--Döring equations of nucleation kinetics. These equations can be applied to a wide range of coarsening problems.
Stochastic spectral and Fourier-wavelet methods for vector Gaussian random fields
Randomized Spectral Models (RSM) and Randomized Fourier-Wavelet Models (FWM) for simulation of homogeneous Gaussian random fields based on spectral representations and plane wave decomposition of random fields are developed. Extensions of FWM to vector random processes are constructed. Convergence of the constructed Fourier-Wavelet models (in the sense of finite-dimensional distributions) under some general conditions on the spectral tensor is given. A comparative analysis of RSM and FWM is made by calculating Eulerian and Lagrangian statistical characteristics of a 3D isotropic incompressible random field through an ensemble and space averaging
Convergence of Fourier-Wavelet models for Gaussian random processes
Mean square convergence and convergence in probability of Fourier-Wavelet Models (FWM) of stationary Gaussian Random processes in the metric of Banach space of continuously differentiable functions and in Sobolev space are studied. Sufficient conditions for the convergence formulated in the frame of spectral functions are given. It is shown that the given rates of convergence of FWM in the mean square obtained in the Nikolskiui-Besov classes cannot be improved.
A stochastic fractal model of the universe related to the fractional Laplacian
A new stochastic fractal model based on a fractional Laplace equation is developed. Exact representation for the spectral and correlation functions under random boundary excitation are obtained. Randomized spectral expansion is constructed for simulation of the solution of the fractional Laplace equation. We present calculations for 2D and 3D spaces for a series of fractional parameters showing a strong memory effect: the decay of correlations is several order of magnitudes less compared to the conventional Laplace equation model.
Random walk on fixed spheres for Laplace and Lamé equations
The Random Walk on Fixed Spheres (RWFS) introduced in our previous paper is presented in details for Laplace and Lamé equations governing static elasticity problems. The approach is based on the Poisson type integral formulae written for each disc of a domain consisting of a family of overlapping discs. The original differential boundary value problem is equivalently reformulated in the form of a system of integral equations defined on the intersection surfaces (arches, in 2D, and caps, if generalized to 3D spheres). To solve the obtained system of integral equations, a Random Walk procedure is constructed where the random walks are living on the intersecting surfaces. Since the spheres are fixed, it is convenient to construct also discrete random walk methods for solving the system of linear equations approximating the system of integral equations. We develop here two classes of special Monte Carlo iterative methods for solving these systems of linear algebraic equations which are constructed as a kind of randomized versions of the Chebyshev iteration method and Successive Over Relaxation (SOR) method. It is found that in this class of randomized SOR methods, the Gauss-Seidel method has a minimal variance ...
Stochastic simulation method for a 2D elasticity problem with random loads
We develop a stochastic simulation method for a numerical solution of the Lamé equation with random loads. To treat the general case of large intensity of random loads, we use the Random Walk on Fixed Spheres (RWFS) method described in our paper citesab-lev-shal-2006. The vector random field of loads which stands in the right-hand-side of the system of elasticity equations is simulated by the Randomization Spectral method presented in citesab-1991 and recently revised and generalized in citekurb-sab-2006. Comparative analysis of RWFS method and an alternative direct evaluation of the correlation tensor of the solution is made. We derive also a closed boundary value problem for the correlation tensor of the solution which is applicable in the case of inhomogeneous random loads. Calculations of the longitudinal and transverse correlations are presented for a domain which is a union of two arbitrarily overlapped discs. We also discuss a possibility to solve an inverse problem of determination of the elastic constants from the known longitudinal and transverse correlations of the loads.
Stokes flows under random boundary velocity excitations
A viscous Stokes flow over a disc under random fluctuations of the velocity on the boundary is studied. We give exact Karhunen-Loève (K-L) expansions for the velocity components, pressure, stress, and vorticity, and the series representations for the corresponding correlation tensors. Both the white noise fluctuations, and general homogeneous random excitations of the velocities prescribed on the boundary are studied. We analyze the decay of correlation functions in angular and radial directions, both for exterior and interior Stokes problems. Numerical experiments show the fast convergence of the K-L expansions. The results indicate that ignoring the boundary condition uncertainty dramatically underestimates the variance of the velocity and pressure in the interior/exterior of the domain.
Expansion of random boundary excitations for elliptic PDEs
In this paper we deal with elliptic boundary value problems with random boundary conditions. Solutions to these problems are inhomogeneous random fields which can be represented as series expansions involving a complete set of deterministic functions with corresponding random coefficients. We construct the Karhunen-Loève (K-L) series expansion which is based on the eigen-decomposition of the covariance operator. It can be applied to simulate both homogeneous and inhomogeneous random fields. We study the correlation structure of solutions to some classical elliptic equations in respond to random excitations of functions prescribed on the boundary. We analyze the stochastic solutions for Dirichlet and Neumann boundary conditions to Laplace equation, biharmonic equation, and to the Lamé system of elasticity equations. Explicit formulae for the correlation tensors of the generalized solutions are obtained when the boundary function is a white noise, or a homogeneous random field on a circle, a sphere, and a half-space. These exact results may serve as an excellent benchmark for developing numerical methods, e.g., Monte Carlo simulations, stochastic volume and boundary element methods.