Skip to main content
Log in

Numerical Considerations for Lagrangian Stochastic Dispersion Models: Eliminating Rogue Trajectories, and the Importance of Numerical Accuracy

  • Research Article
  • Published:
Boundary-Layer Meteorology Aims and scope Submit manuscript

Abstract

When Lagrangian stochastic models for turbulent dispersion are applied to complex atmospheric flows, some type of ad hoc intervention is almost always necessary to eliminate unphysical behaviour in the numerical solution. Here we discuss numerical strategies for solving the non-linear Langevin-based particle velocity evolution equation that eliminate such unphysical behaviour in both Reynolds-averaged and large-eddy simulation applications. Extremely large or ‘rogue’ particle velocities are caused when the numerical integration scheme becomes unstable. Such instabilities can be eliminated by using a sufficiently small integration timestep, or in cases where the required timestep is unrealistically small, an unconditionally stable implicit integration scheme can be used. When the generalized anisotropic turbulence model is used, it is critical that the input velocity covariance tensor be realizable, otherwise unphysical behaviour can become problematic regardless of the integration scheme or size of the timestep. A method is presented to ensure realizability, and thus eliminate such behaviour. It was also found that the numerical accuracy of the integration scheme determined the degree to which the second law of thermodynamics or ‘well-mixed condition’ was satisfied. Perhaps more importantly, it also determined the degree to which modelled Eulerian particle velocity statistics matched the specified Eulerian distributions (which is the ultimate goal of the numerical solution). It is recommended that future models be verified by not only checking the well-mixed condition, but perhaps more importantly by checking that computed Eulerian statistics match the Eulerian statistics specified as inputs.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13

Similar content being viewed by others

References

  • Bailey BN, Stoll R, Pardyjak ER, Mahaffee WF (2014) Effect of canopy architecture on vertical transport of massless particles. Atmos Environ 95:480–489

    Article  Google Scholar 

  • Du S (1997) Universality of the Lagrangian velocity structure function constant (\({\cal C}_0\)) across different kinds of turbulence. Boundary-Layer Meteorol 83:207–219

    Article  Google Scholar 

  • Du Vachat R (1977) Realizability inequalities in turbulent flows. Phys Fluids 20:551–556

    Article  Google Scholar 

  • Hairer E, Wanner G (1996) Solving ordinary differential equations II: stiff and differential-algebraic problems, 2nd edn. Springer, Berlin, 614 pp

  • Kim J, Moin P, Moser R (1987) Turbulence statistics in fully developed channel flow at low Reynolds number. J Fluid Mech 177:133–166

    Article  Google Scholar 

  • Kloeden PE, Platen E (1992) Higher-order implicit strong numerical schemes for stochastic differential equations. J Stat Phys 66:283–314

    Article  Google Scholar 

  • Lamba H (2003) An adaptive timestepping algorithm for stochastic differential equations. J Comput Appl Math 161:417–430

    Article  Google Scholar 

  • Langevin P (1908) Sur la théorie du mouvement Brownein. C R Acad Sci (Paris) 146:530–533

    Google Scholar 

  • Legg BJ, Raupach MR (1982) Markov-chain simulation of particle dispersion in inhomogeneous flows: the mean drift velocity induced by a gradient in Eulerian velocity variance. Boundary-Layer Meteorol 24:3–13

    Article  Google Scholar 

  • Leveque RJ (2007) Finite difference methods for ordinary and partial differential equations: steady-state and time-dependent problems. Society for Industrial and Applied Mathematics, Philadelphia, PA, 357 pp

  • Lin J, Brunner D, Gerbig C, Stohl A, Luhar A, Webley P (eds) (2013) Lagrangian modeling of the atmosphere. American Geophysical Union, Washington, DC, 349 pp

  • Lin JC (2013) How can we satisfy the well-mixed criterion in highly inhomogenous flows? A practical approach. In: Lin J, Brunner D, Gerbig C, Stohl A, Luhar A, Webley P (eds) Lagrangian modeling of the atmosphere. American Geophysical Union, Washington, DC, pp 59–69

    Chapter  Google Scholar 

  • Luhar AK, Britter RE (1989) A random walk model for dispersion in inhomogeneous turbulence in a convective boundary layer. Atmos Environ 23:1911–1924

    Article  Google Scholar 

  • Mansour NN, Kim J, Moin P (1988) Reynolds-stress and dissipation-rate budgets in a turbulent channel flow. J Fluid Mech 194:15–44

    Article  Google Scholar 

  • Mason PJ, Callen NS (1986) On the magnitude of the subgrid-scale eddy coefficient in large-eddy simulations of turbulent channel flow. J Fluid Mech 162:439–462

    Article  Google Scholar 

  • Mauthner S (1998) Step size control in the numerical solution of stochastic differential equations. J Comput Appl Math 100:93–109

    Article  Google Scholar 

  • Meneveau C, O’Neil J (1994) Scaling laws of the dissipation rate of turbulent subgrid-scale kinetic energy. Phys Rev E 49:2866–2874

    Article  Google Scholar 

  • Pope SB (1987) Consistency conditions for randomwalk models of turbulent dispersion. Phys Fluids 30:2374–2379

    Article  Google Scholar 

  • Porté-Agel F, Meneveau C, Parlange MB (2000) A scale-dependent dynamic model for large-eddy simulations: application to a neutral atmospheric boundary layer. J Fluid Mech 415:261–284

    Article  Google Scholar 

  • Postma JV (2015) Timestep buffering to preserve the well-mixed condition in Lagrangian stochastic simulations. Boundary-Layer Meteorol 156:15–36

    Article  Google Scholar 

  • Postma JV, Yee E, Wilson JD (2012) First-order inconsistencies caused by rogue trajectories. Boundary-Layer Meteorol 144:431–439

    Article  Google Scholar 

  • Press WH, Teukolsky SA, Vetterling WT, Flannery BP (2007) Numerical recipes: the art of scientific computing. Cambridge University Press, Cambridge, U.K., 1256 pp

  • Rodean HC (1991) The universal constant for the Lagrangian structure function. Phys Fluids A 3:1479–1480

    Article  Google Scholar 

  • Rodean HC (1996) Stochastic Lagrangian models of turbulent diffusion. American Meteorological Society, Boston, MA, 84 pp

  • Sagaut P (2002) Large eddy simulation for incompressible flows: an introduction, 3rd edn. Springer, Berlin, 585 pp

  • Sawford BL (1986) Generalized random forcing in randomwalk turbulent dispersion models. Phys Fluids 29:3582

    Article  Google Scholar 

  • Schumann U (1977) Realizability of Reynolds-stress turbulence models. Phys Fluids 20:721–725

    Article  Google Scholar 

  • Stoll R, Porté-Agel F (2006) Dynamic subgrid-scale models for momentum and scalar fluxes in large-eddy simulations of neutrally stratified atmospheric boundary layers over heterogeneous terrain. Water Resour Res 42(W01):409

    Google Scholar 

  • Thomson DJ (1984) Random walk modelling of diffusion in inhomogeneous turbulence. Q J R Meteorol Soc 110:1107–1120

    Article  Google Scholar 

  • Thomson DJ (1987) Criteria for the selection of stochastic models of particle trajectories in turbulent flows. J Fluid Mech 180:529–556

    Article  Google Scholar 

  • Weil JC (1990) A diagnosis of the asymmetry in top-down and bottom-up diffusion using a Lagrangian stochastic model. J Atmos Sci 47:501–515

    Article  Google Scholar 

  • Wilson JD (2013) “Rogue velocities” in a Lagrangian stochastic model for idealized inhomogeneous turbulence. In: Lin J, Brunner D, Gerbig C, Stohl A, Luhar A, Webley P (eds) Lagrangian modeling of the atmosphere. American Geophysical Union, Washington, DC, pp 53–57

    Chapter  Google Scholar 

  • Wilson JD, Thurtell GW, Kidd GE (1981) Numerical simulation of particle trajectories in inhomogeneous turbulence, II: systems with variable turbulent velocity scale. Boundary-Layer Meteorol 21:423–441

    Article  Google Scholar 

  • Yee E, Wilson JD (2007) Instability in Lagrangian stochastic trajectory models, and a method for its cure. Boundary-Layer Meteorol 122:243–261

    Article  Google Scholar 

  • Yoshizawa A (1986) Statistical theory for compressible turbulent shear flows, with the application to subgrid modeling. Phys Fluids 29:2152

    Article  Google Scholar 

Download references

Acknowledgments

The author wishes to acknowledge fruitful discussions with Drs. Rob Stoll and Eric Pardyjak in formulating the ideas presented in this work. This research was supported by U.S. National Science Foundation Grants IDR CBET-PDM 113458 and AGS 1255662, and United States Department of Agriculture (USDA) Project 5358-22000-039-00D. The use, trade, firm, or corporation names in this publication are for information and convenience of the reader. Such use does not constitute an endorsement or approval by the USDA or the Agricultural Research Service of any product or service to the exclusion of others that may be suitable.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Brian N. Bailey.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Bailey, B.N. Numerical Considerations for Lagrangian Stochastic Dispersion Models: Eliminating Rogue Trajectories, and the Importance of Numerical Accuracy. Boundary-Layer Meteorol 162, 43–70 (2017). https://doi.org/10.1007/s10546-016-0181-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10546-016-0181-6

Keywords

Navigation