The ODE method for stability of skip-free Markov chains with applications to MCMC

Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this paper, some of these techniques are extended to a general class of skip-free Markov chains. As in the case of queueing models, a fluid approximation is obtained by scaling time, space and the initial condition by a large constant. The resulting fluid limit is the solution of an ordinary differential equation (ODE) in ``most'' of the state space. Stability and finer ergodic properties for the stochastic model then follow from stability of the set of fluid limits. Moreover, similarly to the queueing context where fluid models are routinely used to design control policies, the structure of the limiting ODE in this general setting provides an understanding of the dynamics of the Markov chain. These results are illustrated through application to Markov chain Monte Carlo methods.Comment: Published in at http://dx.doi.org/10.1214/07-AAP471 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Comparing plasma fluid models of different order for 1D streamer ionization fronts

We evaluate the performance of three plasma fluid models: the first order reaction-drift-diffusion model based on the local field approximation; the second order reaction-drift-diffusion model based on the local energy approximation and a recently developed high order fluid model by Dujko et al (2013 J. Phys. D 46 475202) We first review the fluid models: we briefly discuss their derivation, their underlying assumptions and the type of transport data they require. Then we compare these models to a particle-in-cell/Monte Carlo (PIC/MC) code, using a 1D test problem. The tests are performed in neon and nitrogen at standard temperature and pressure, over a wide range of reduced electric fields. For the fluid models, transport data generated by a multi-term Boltzmann solver are used. We analyze the observed differences in the model predictions and address some of the practical aspects when using these plasma fluid models

A block iterative finite element algorithm for numerical solution of the steady-state, compressible Navier-Stokes equations

An iterative method for numerically solving the time independent Navier-Stokes equations for viscous compressible flows is presented. The method is based upon partial application of the Gauss-Seidel principle in block form to the systems of nonlinear algebraic equations which arise in construction of finite element (Galerkin) models approximating solutions of fluid dynamic problems. The C deg-cubic element on triangles is employed for function approximation. Computational results for a free shear flow at Re = 1,000 indicate significant achievement of economy in iterative convergence rate over finite element and finite difference models which employ the customary time dependent equations and asymptotic time marching procedure to steady solution. Numerical results are in excellent agreement with those obtained for the same test problem employing time marching finite element and finite difference solution techniques

A combined process algebraic, agent and fluid flow approach to emergent crowd behaviour

Emergent phenomena occur due to the pattern of non-linear and distributed local interactions between the elements of a system over time. Surprisingly, agent based crowd models in which the movement of each individual follows a limited set of simple rules often re-produce quite closely the emergent behaviour of crowds that can be observed in reality. An example of such phenomena is the spontaneous self-organisation of drinking parties in the squares of cities in Spain, also known as "El Botellon" [22]. We revisit this case study providing an elegant stochastic process algebraic model in Bio-PEPA amenable to several forms of analyses among which simulation and fluid flow analysis. We show that a fluid flow approximation, i.e. a deterministic reading of the average behaviour of the system, can provide an alternative and efficient way to study the same emergent behaviour as that explored in [22] where simulation was used instead. Besides empirical evidence also an analytical justification is provided for the good correspondence found between simulation results and the fluid flow approximation. Scalability features of the fluid flow approach may make it particularly useful when studying models of more complex city topologies with very large populations

Modelling Non-linear Crowd Dynamics in Bio-PEPA

Emergent phenomena occur due to the pattern of non-linear and distributed local interactions between the elements of a system over time. Surprisingly, agent based crowd models, in which the movement of each individual follows a limited set of simple rules, often re-produce quite closely the emergent behaviour of crowds that can be observed in reality. An example of such phenomena is the spontaneous self-organisation of drinking parties in the squares of cities in Spain, also known as "El Botellon" [20]. We revisit this case study providing an elegant stochastic process algebraic model in Bio-PEPA amenable to several forms of analyses, among which simulation and fluid flow analysis. We show that a fluid flow approximation, i.e. a deterministic reading of the average behaviour of the system, can provide an alternative and efficient way to study the same emergent behaviour as that explored in [20] where simulation was used instead. Besides empirical evidence, also an analytical justification is provided for the good correspondence found between simulation results and the fluid flow approximation

Multilayer models for shallow two-phase debris flows with dilatancy effects

We present here a multilayer model for shallow grain-fluid mixtures with dilatancy effects. It can be seen as a generalization of the depth-averaged model presented in Bouchut et al. (2016) [6], that includes dilatancy effects by considering a two-layer model, a mixture grain-fluid layer and an upper fluid layer, to allow the exchange of fluid between them. In the present work the approximation of the mixture layer is improved including normal variations of the velocities and concentrations of the two phases thanks to the multilayer approach. In the model presented here dilatancy effects induce in particular a non-hydrostatic pressure for both phases related to the excess pore fluid pressure. Contrary to the single-layer model, the computation of this excess pore pressure entrains a serious difficulty due to the multilayer approach. We identified here one of the main numerical difficulty of solving two-phase shallow debris flows models: the strongly non-linear behaviour and abrupt changes of the excess pore fluid pressure when starting from non-equilibrium conditions. We propose a simplified approach to approximate the excess pore fluid pressure in the simple case of uniform flows in the downslope direction and quantify the error made. Our method makes it possible to introduce two or three layers in the normal directions with a reasonable approximation. Analytical solutions for uniform grain-fluid flows over inclined planes, with and without side wall friction, are calculated and compared to the proposed model. The presented model preserves the total solid granular mass as in [6]. In the numerical results, we observe that the proposed model with a two layer description of the mixture accurately represents the velocity measured at the surface of the mixture in the laboratory experiments. This is obviously poorly represented by the depth-averaged velocity in single-layer models while the other quantities (solid volume fraction, basal excess pore fluid pressure) are similar to those obtained with single-layer models. Our numerical results show a significant impact of the parameters involved in dilatancy law, in particular on the calculation of the time evolution of the excess pore fluid pressure

Electrokinetics meets electrohydrodynamics

Despite studying the same subject – electrically induced flow – the fields of electrokinetics (EK) and electrohydrodynamics (EHD) have developed separately, for different types of fluids and interfaces. In colloids or porous media, EK phenomena derive from the electro-osmotic slip of a liquid electrolyte across the neutral electric double layer on a solid surface. On the other hand, EHD phenomena involve poorly conducting neutral fluids and solids, whose interfaces acquire net charge in response to electric fields. Over the past decade, combined theories of EK and EHD have emerged for fluid/solid interfaces, and now Schnitzer & Yariv (J. Fluid Mech., vol. 773, 2015, pp. 1–33) have taken a major step towards unifying EK and EHD for fluid/fluid interfaces. Following previous work by Baygents and Saville, they derive the classical Taylor–Melcher model of droplet EHD as the large-field thin-double-layer limit of the electrokinetic equations, thus elucidating the ubiquitous ‘leaky dielectric’ approximation. Future work could consider the secondary electro-osmotic flow and electrophoretic motion of the drop (neglected here as small perturbations) and allow for more general EK models