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**Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire
**

Igor Mezić Department of Mechanical Engineering, University of California, Santa Barbara

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Introduction

Study of parabolic type equation: for example advection diffusion equation Need efficient numerical method

For systems with: delta like initial concentration, advection dominated problems, highly chaotic advection, high velocity gradient, space varying diffusivity tensor. Finite element methods can lead to: excessive numerical dispersion, artificial oscillations, instability, negative values of concentration.

**Probabilistic Method Example: Perturbed cellular, divergence-free velocity field and small diffusion
**

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire 2

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Spatial Filter and Backward Time Approach

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire

3

Mezić Research Group 4 Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, Backward Probabilistic method

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire

4

Mezić Research Group 5 Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, Monte Carlo Averaging

Solution = Expected value of the functional:

Monte Carlo Averaging Approach: Converge as 1/√N N is problem depend.

Monday, May 22, 2011

5

Mezić Research Group 6 Dynamical Systems and Nonlinear Control Theory

**Backward Time Approach, Spatial Filtering
**

Monte Carlo Averaging Averaging with a spatial filter

Filter used as point spread functions by convolution, Instead of averaging with respect to different realizations, Gain in computational time

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire 6

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, Convergence

Monday, May 22, 2011

7

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, Convergence

To illustrate this theorem, we first study a 1D example: v(x) = -sin(πx)

Monday, May 22, 2011

8

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, 1D example

Monday, May 22, 2011

9

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Backward Time Approach, Convergence

Monday, May 22, 2011

10

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

**Backward Time Approach: Numerical Efficiency
**

• L: number of grid points • 2M+1: number of points in filter • N: number of runs at each grid

points • (2M+1)N: total number of points for the calculation of the expected value • LxN: computational effort

The minimum of grid points for smaller computational effort for the spatial filter method scales as:

Monday, May 22, 2011

11

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Perturbed Cellular, Divergence-Free Velocity Field And Small Diffusion

Monday, May 22, 2011

12

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

2D example

v1(x) v2(x) v1(x)= v2(x)=

**Advection-Diffusion Equation with v(x,t) = v1(x) + ap*cos(2*pi*t)*v2(x) and c(x,t=0) = sin(2*pi*y)
**

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire 13

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

D=0, ap=0,

Monday, May 22, 2011

14

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

D=0, ap=0.1,

Mesohyperbolicity

• Gives an identification of •

the mixing regions Enhanced mixing in those regions with diffusion?

MS60:5:10-5:30 Koopman Operator, Time Averages and the Big Oil Spill, Igor Mezic

A New Mixing Diagnostic and Gulf Oil Spill Movement, Igor Mezić, S. Loire, Vladimir A. Fonoberov, and P. Hogan, Science 22 October 2010: 330 (6003),

Monday, May 22, 2011

15

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

D=0, ap=0.1,

Monday, May 22, 2011

16

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

D=0, ap=0.1,

**What is the effect of diffusion on the mixing in this flow?
**

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire 17

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

D=10 , ap=0.1

-2

**For Large D, rapid mixing!
**

Monday, May 22, 2011

Spatial Filter and Backward Time Approach of Probabilistic Method to Advection Diffusion Equation Sophie Loire 18

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

-5 , a =0.1 D=10 p

Monday, May 22, 2011

19

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

-6 , a =0.1 D=10 p

Monday, May 22, 2011

20

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

-6 , a =0.1 Zoom D=10 p

Monday, May 22, 2011

21

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

**Mixing Measure, Mix-Norm and Mix-variance
**

To quantify the mixing in this case, we use The mix-variance measure. The Mix-Norm is: ● a multiscale measure for mixing to quantify the degree of mixedness of a densityfield.

●

Mix-Norm

is based on averaging the function over all scales and integrating the L2 norms of the averaged functions over all scales.

●

Mix-Variance

MixVariance decreases towards 0 for perfect mixing. (Mathew et al. 2005

H-1/2 Norm

Monday, May 22, 2011

22

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Mixing Measure, Mix-variance

D=0 D=0,

Monday, May 22, 2011

D=0, D=1e-2.5 to D=1e-1.5

23

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Mixing Measure, Mix-variance

D=0, D=1e-2.5 to D=1e-1.5

Monday, May 22, 2011

D=0, D=1e-3 to 1e-1.5

24

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Mixing Measure, Mix-variance

D=0, D=1e-3 to 1e-1.5

Monday, May 22, 2011

D=0, D=1e-9 to 1e-1.5

25

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Mixing Measure, Mix-variance

D=0, D=1e-9 to 1e-1.5

Monday, May 22, 2011

Finite Time Mixing versus Peclet number

26

Mezić Research Group Dynamical Systems and Nonlinear Control Theory

Conclusion

• Advection diffusion equations can be studied using a probabilistic

approach to analyze transport of densities.

**• We introduced a new method using backward time integration and
**

spatial averaging.

**• We applied this method to the study of the transport of densities by a
**

perturbed cellular, divergence-free velocity field and small diffusion.

Monday, May 22, 2011

27

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