Towards a filtered density function approach for reactive transport in groundwater


Evolution equations for probability density functions (PDFs) and filtered density functions (FDFs) of random species concentrations weighted by conserved scalars are formulated as Fokker–Planck equations describing stochastically equivalent processes in concentration-position spaces. This approach provides consistent numerical PDF/FDF solutions, given by the density in the concentration-position space of an ensemble of computational particles governed by the associated Itô equations. The solutions are obtained by a global random walk (GRW) algorithm, which is stable, free of numerical diffusion, and practically insensitive to the increase of the number of particles. The general FDF approach and the GRW numerical solution are illustrated for a reduced complexity problem consisting of the transport of a single scalar in groundwater. Randomness is induced by the stochastic parameterization of the hydraulic conductivity, characterized by short range correlations and small variance. The objective is to infer the statistics of the random concentration sampled at the plume center of mass, integrated over the transverse dimension of a two-dimensional spatial domain. The PDF/FDF problem can therefore be formulated in a two-dimensional domain as well, a spatial dimension and one in the concentration space. The upscaled drift and diffusion coefficients describing the PDF transport in the physical space are estimated on single-trajectories of diffusion in velocity fields with short-range correlations, owing to their self-averaging property. The mixing coefficients describing the PDF transport in concentration spaces are parameterized by the trend and the noise inferred from the statistical analysis of an ensemble of simulated concentration time series, as well as by classical mixing models. A Gaussian spatial filter applied to a Kraichnan velocity field generator is used to construct coarse-grained simulations (CGS) for FDF problems. The purposes of the CGS simulations are two-fold: first to understand the significance of the FDF approach from a practical point of view and its relation to the PDF approach; second to investigate the limits of the mixing models considered here and the desirable features of the mixing models for groundwater systems.


N. Suciu
Tiberiu Popoviciu Institute of Numerical Analysis

L. Schüler

S. Attinger

P. Knabner


PDF/FDF methods; Mixing; Global random walk; Groundwater

Cite this paper as:

N. Suciu, L. Schüler, S. Attinger, P. Knabner (2016), Towards a filtered density function approach for reactive transport in groundwater, Adv. Water Resour., 90, 83–98,
doi: 10.1016/j.advwatres.2016.02.016


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