Multiscaling fractional advection‐dispersion equations and their solutions

[1] The multiscaling fractional advection-dispersion equation (ADE) is a multidimensional model of solute transport that encompasses linear advection, Fickian dispersion, and super-Fickian dispersion. The super-Fickian term in these equations has a fractional derivative of matrix order that describes unique plume scaling rates in different directions. The directions need not be orthogonal, so the model can be applied to irregular, noncontinuum fracture networks. The statistical model underlying multiscaling fractional dispersion is a continuous time random walk (CTRW) in which particles have arbitrary jump length distributions and finite mean waiting time distributions. The meaning of the parameters in a compound Poisson process, a subset of CTRWs, is used to develop a physical interpretation of the equation variables. The Green's function solutions are the densities of operator stable probability distributions, the limit distributions of normalized sums of independent, and identically distributed random vectors. These densities can be skewed, heavy-tailed, and scale nonlinearly, resembling solute plumes in granular aquifers. They can also have fingers in any direction, resembling transport along discrete pathways such as fractures.

[1]  John H. Cushman,et al.  Dynamics of fluids in hierarchical porous media , 1990 .

[2]  A. Chaves,et al.  A fractional diffusion equation to describe Lévy flights , 1998 .

[3]  J. Bear Dynamics of Fluids in Porous Media , 1975 .

[4]  M. Taqqu,et al.  Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance , 1995 .

[5]  Compte,et al.  Stochastic foundations of fractional dynamics. , 1996, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[6]  K. Miller,et al.  An Introduction to the Fractional Calculus and Fractional Differential Equations , 1993 .

[7]  George M. Zaslavsky,et al.  Fractional kinetic equation for Hamiltonian chaos , 1994 .

[8]  Albert Compte CONTINUOUS TIME RANDOM WALKS ON MOVING FLUIDS , 1997 .

[9]  B Berkowitz,et al.  Application of Continuous Time Random Walk Theory to Tracer Test Measurements in Fractured and Heterogeneous Porous Media , 2001, Ground water.

[10]  D. Benson,et al.  Simulating Scale-Dependent Solute Transport in Soils with the Fractional Advective–Dispersive Equation , 2000 .

[11]  K. B. Oldham,et al.  The Fractional Calculus: Theory and Applications of Differentiation and Integration to Arbitrary Order , 1974 .

[12]  L. Gelhar,et al.  Field study of dispersion in a heterogeneous aquifer: 2. Spatial moments analysis , 1992 .

[13]  D. Benson,et al.  Multidimensional advection and fractional dispersion. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[14]  Brian Berkowitz,et al.  On Characterization of Anomalous Dispersion in Porous and Fractured Media , 1995 .

[15]  Alexander I. Saichev,et al.  Fractional kinetic equations: solutions and applications. , 1997, Chaos.

[16]  E. Montroll,et al.  Random Walks on Lattices. II , 1965 .

[17]  W. Durand Dynamics of Fluids , 1934 .

[18]  Rina Schumer,et al.  Fractional Dispersion, Lévy Motion, and the MADE Tracer Tests , 2001 .

[19]  David A. Benson,et al.  The Fractional Advection-Dispersion Equation: Development and Application A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Hydrogeology by , 1998 .

[20]  William Feller,et al.  An Introduction to Probability Theory and Its Applications. I , 1951, The Mathematical Gazette.

[21]  D. Benson,et al.  Operator Lévy motion and multiscaling anomalous diffusion. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.

[22]  J. Nolan,et al.  Multivariate stable distributions: approximation, estimation, simulation and identification , 1998 .

[23]  M. Sharpe Operator-stable probability distributions on vector groups , 1969 .

[24]  Melvin Lax,et al.  Stochastic Transport in a Disordered Solid. II. Impurity Conduction , 1973 .

[25]  E. Montroll Random walks on lattices , 1969 .

[26]  J. Wolfowitz Review: William Feller, An introduction to probability theory and its applications. Vol. I , 1951 .

[27]  Charles M. Grinstead,et al.  Introduction to probability , 1999, Statistics for the Behavioural Sciences.

[28]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1951 .

[29]  Barkai,et al.  From continuous time random walks to the fractional fokker-planck equation , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[30]  O. Marichev,et al.  Fractional Integrals and Derivatives: Theory and Applications , 1993 .

[31]  L. Smith,et al.  A hierarchical model for solute transport in fractured media , 1997 .

[32]  G. De Josselin De Jong,et al.  Longitudinal and transverse diffusion in granular deposits , 1958 .

[33]  P. Raats,et al.  Dynamics of Fluids in Porous Media , 1973 .

[34]  D. Benson,et al.  Eulerian derivation of the fractional advection-dispersion equation. , 2001, Journal of contaminant hydrology.

[35]  Timothy R. Ginn,et al.  Fractional advection‐dispersion equation: A classical mass balance with convolution‐Fickian Flux , 2000 .

[36]  F. Mainardi,et al.  Fractals and fractional calculus in continuum mechanics , 1997 .

[37]  D. Benson,et al.  Application of a fractional advection‐dispersion equation , 2000 .

[38]  Hans-Peter Scheffler,et al.  Stochastic solution of space-time fractional diffusion equations. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[39]  Audra E. Kosh,et al.  Linear Algebra and its Applications , 1992 .

[40]  Timothy R. Ginn,et al.  Nonlocal dispersion in media with continuously evolving scales of heterogeneity , 1993 .

[41]  R. Adler,et al.  A practical guide to heavy tails: statistical techniques and applications , 1998 .

[42]  Muhammad Sahimi,et al.  Dynamics of Fluids in Hierarchical Porous Media. , 1992 .

[43]  Mark M. Meerschaert,et al.  STOCHASTIC SOLUTIONS FOR FRACTIONAL CAUCHY PROBLEMS , 2003 .

[44]  Andrew V. Wolfsberg,et al.  Rock Fractures and Fluid Flow: Contemporary Understanding and Applications , 1997 .

[45]  G. Zaslavsky Renormalization group theory of anomalous transport in systems with Hamiltonian chaos. , 1994, Chaos.

[46]  Fogedby Lévy flights in random environments. , 1994, Physical review letters.

[47]  J. Mason,et al.  Operator-limit distributions in probability theory , 1993 .

[48]  J. Klafter,et al.  The random walk's guide to anomalous diffusion: a fractional dynamics approach , 2000 .

[49]  竹中 茂夫 G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance , 1996 .