Water Pollution Models based on Stochastic Differential Equations

نویسندگان

  • Zhiyong HUANG
  • Hiroshi MORIMOTO
چکیده

Water pollution has been a crucial problem in many countries and has attracted researcher’s attention from all over the world. In a non-tidal river, from the beginning of material input, mixing and reaction, to the end of material output, the system considered should be dynamic and stochastic. The stochastic differential equation (SDE) is a theory that studies stochastic process. It can describe the physical relationships of different factors, and can predict the effects of future loading and control policies on the environment. It has the advantage of water pollution control. This would then allow an attempt to formulate a general model on self-purification non-tidal rivers. Most water pollution models have a structure of input/output system. However these models do not assume explicit knowledge of pre-biochemical reaction, such as the explicit pre-reaction concentration. An internally descriptive model exploits the available information on the phenomena determining the system’s behaviours, e.g. the physical and biochemical mechanisms which control the internal descriptions. To exploit the information of pre-biochemical reactions is an essential task in modeling. This paper firstly, designs a structure of input/mixing/output model (we will call it the three-steps model); secondly, it represents each process of material input, mixing and output by an SDE respectively, where the additional equations representing mixing processes exploit the information of pre-biochemical reactions; and thirdly, it shows that the three-steps model has the advantage of prediction and control, using the numerical solutions of SDEs of the three-step model. The stochastic numerical methods applied here are discrete time approximation methods subject to the Ito-Taylor expansion schemes.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

متن کامل

An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative

Stochastic differential equations (SDEs) have been applied by engineers and economists because it can express the behavior of stochastic processes in compact expressions. In this paper, by using Grunwald-Letnikov fractional derivative, the stochastic differential model is improved. Two numerical examples are presented to show efficiency of the proposed model. A numerical optimization approach b...

متن کامل

Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

In this article, a new numerical method based on triangular functions for solving  nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and eff...

متن کامل

Numerical Solution of Weakly Singular Ito-Volterra Integral Equations via Operational Matrix Method based on Euler Polynomials

Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations. Weakly singular integral equation is one of the principle type of integral equations which was introduced by Abel for the first time. These problems are often dependent on a noise source which a...

متن کامل

Simulating and Forecasting OPEC Oil Price Using Stochastic Differential Equations

The main purpose of this paper is to provide a quantitative analysis to investigate the behavior of the OPEC oil price. Obtaining the best mathematical equation to describe the price and volatility of oil has a great importance. Stochastic differential equations are one of the best models to determine the oil price, because they include the random factor which can apply the effect of different ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004