Adaptive time stepping algorithm for Lagrangian transport models: Theory and idealised test cases

Random walk simulations have an excellent potential in marine and oceanic modelling. This is essentially due to their relative simplicity and their ability to represent advective transport without being plagued by the deficiencies of the Eulerian methods. The physical and mathematical foundations of random walk modelling of turbulent diffusion have become solid over the years. Random walk models rest on the theory of stochastic differential equations. Unfortunately, the latter and the related numerical aspects have not attracted much attention in the oceanic modelling community. The main goal of this paper is to help bridge the gap by developing an efficient adaptive time stepping algorithm for random walk models. Its performance is examined on two idealised test cases of turbulent dispersion; (i) pycnocline crossing and (ii) non-flat isopycnal diffusion, which are inspired by shallow-sea dynamics and large-scale ocean transport processes, respectively. The numerical results of the adaptive time stepping algorithm are compared with the fixed-time increment Milstein scheme, showing that the adaptive time stepping algorithm for Lagrangian random walk models is more efficient than its fixed step-size counterpart without any loss in accuracy

Why the Euler scheme in particle tracking is not enough: The shallow-sea pycnocline test case

During the last decades, the Euler scheme was the common “workhorse” in particle tracking, although it is the lowest-order approximation of the underlying stochastic differential equation. To convince the modelling community of the need for better methods, we have constructed a new test case that will show the shortcomings of the Euler scheme. We use an idealised shallow-water diffusivity profile that mimics the presence of a sharp pycnocline and thus a quasi-impermeable barrier to vertical diffusion. In this context, we study the transport of passive particles with or without negative buoyancy. A semi-analytic solutions is used to assess the performance of various numerical particle-tracking schemes (first- and secondorder accuracy), to treat the variations in the diffusivity profile properly. We show that the commonly used Euler scheme exhibits a poor performance and that widely used particle-tracking codes shall be updated to either the Milstein scheme or second-order schemes. It is further seen that the order of convergence is not the only relevant factor, the absolute value of the error also is.Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc