Instability in Lagrangian stochastic trajectory models, and a method for its cure
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A number of authors have reported the problem of unrealistic velocities (“rogue trajectories”) when computing the paths of particles in a turbulent flow using modern Lagrangian stochastic (LS) models, and have resorted to ad hoc interventions. We suggest that this problem stems from two causes: (1) unstable modes that are intrinsic to the dynamical system constituted by the generalized Langevin equations, and whose actual triggering (expression) is conditional on the fields of the mean velocity and Reynolds stress tensor and is liable to occur in complex, disturbed flows (which, if computational, will also be imperfect and discontinuous); and, (2) the “stiffness” of the generalized Langevin equations, which implies that the simple stochastic generalization of the Euler scheme usually used to integrate these equations is not sufficient to keep round-off errors under control. These two causes are connected, with the first cause (dynamical instability) exacerbating the second (numerical instability); removing the first cause does not necessarily correct the second, and vice versa. To overcome this problem, we introduce a fractional-step integration scheme that splits the velocity increment into contributions that are linear (U i ) and nonlinear (U i U j ) in the Lagrangian velocity fluctuation vector U, the nonlinear contribution being further split into its diagonal and off-diagonal parts. The linear contribution and the diagonal part of the nonlinear contribution to the solution are computed exactly (analytically) over a finite timestep Δt, allowing any dynamical instabilities in the system to be diagnosed and removed, and circumventing the numerical instability that can potentially result in integrating stiff equations using the commonly applied explicit Euler scheme. We contrast results using this and the primitive Euler integration scheme for computed trajectories in a drastically inhomogeneous urban canopy flow.
KeywordsDynamical instability Lagrangian stochastic models Urban canopy flow
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