Propagator matrix formulation of heat transfer in spherically stratified media

Summary In the paper we have transformed the steady and unsteady conductive heat transfer differential equation in spherical coordinates into a system of first order differential equations and processed them by method of propagator matrices to extrapolate the known surface heat flux and temperature to any desired depth. The elements of propagator matrices have been summarised for various piecewise continuous conductivity and rate of heat generation functions to approximate inhomogeneities in the earth. In the analysis the rate of heat generation is either assumed to depend linearly upon temperature or correspond to first order irreversible chemical reactions.     

Propagator matrices in elastic wave and vibration problems

The boundary value problems most frequently encountered in studies of elastic wave propagation in stratified media can be formulated in terms of a finite number of linear, first order and ordinary differential equations with variable coefficients. Volterra (1887) has shown that solutions to such a system of equations are conveniently represented by the product integral, or propagator, of the matrix of coefficients. In this paper we summarize some of the better known properties of propagators plus numerica methods for their computation. When the dispersion relation is somem ^th order minor of the integral matrix it is possible to deal withm ^th minor propagators so that the dispersion relation is a single element of them ^th minor integral matrix. In this way one of the major sources of loss of numerical accuracy in computing the dispersion relation is avoided. Propagator equations forSH and forP-SV waves are given for both isotropic and transversely isotropic media. In addition, the second minor propagator equations forP-SV waves are given. Matrix polynomial approximations to the propagators, obtained from the method of mean coefficients by the Cayley-Hamilton theorem and the Lagrange-Sylvester, interpolation formula, are derived.     

Matrix impedance in the problem of the calculation of synthetic seismograms for a layered-homogeneous isotropic elastic medium

A new method is proposed for calculating synthetic seismograms caused by a force in a plane-parallel medium consisting of homogeneous elastic isotropic layers. The matrix impedance, i.e., the matrix function of depth, by which motion vector must be multiplied in order to obtain the stress vector, is introduced for solving a system of ordinary differential equations with respect to the motion-stress vector, which appears during the separation of variables. An independent nonlinear equation is obtained for the impedance. The propagator for the motion vector is constructed with the aid of the impedance. The closed analytical formulas, which do not contain any exponents with positive indices, are obtained both for the impedance and for the motionvector propagator. The algorithm for the calculation of seismograms, free of limitations on the number and thickness of layers, as well as on the frequency range of interest, is constructed on the basis of these formulas. The algorithm is tested with the aid of an analytical solution.     

Lanczos method for dynamic analysis of damped structural systems

In this paper we extend the Lanczos algorithm for the dynamic analysis of structures⁷ to systems with general matrix coefficients. The equations of dynamic equilibrium are first transformed to a system of first order differential equations. Then the unsymmetric Lanczos method is used to generate two sets of vectors. These vectors are used in a method of weighted residuals to reduce the equations of motion to a small unsymmetric tridiagonal system. The algorithm is further simplified for systems of equations with symmetric matrices. By appropriate choice of the starting vectors we obtain an implementation of the Lanczos method that is remarkably close to that in Reference 7, but generalized to the case with indefinite matrix coefficients. This simplification eliminates one of the sets of vectors generated by the unsymmetric Lanczos method and results in a symmetric tridiagonal, but indefinite, system. We identify the difficulties that may arise when this implementation is applied to problems with symmetric indefinite matrices such as vibration of structures with velocity feedback control forces which lead to symmetric damping matrices. This approach is used to evaluate the vibration response of a damped beam problem and a space mast structure with symmetric damping matrix arising from velocity feedback control forces. In both problems, accurate solutions were obtained with as few as 20 Lanczos vectors.     

The development of stochastic space transformation and diagrammatic perturbation techniques in subsurface hydrology

This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function.     

The development of stochastic space transformation and diagrammatic perturbation techniques in subsurface hydrology

This paper develops concepts and methods to study stochastic hydrologic models. Problems regarding the application of the existing stochastic approaches in the study of groundwater flow are acknowledged, and an attempt is made to develop efficient means for their solution. These problems include: the spatial multi-dimensionality of the differential equation models governing transport-type phenomena; physically unrealistic assumptions and approximations and the inadequacy of the ordinary perturbation techniques. Multi-dimensionality creates serious mathematical and technical difficulties in the stochastic analysis of groundwater flow, due to the need for large mesh sizes and the poorly conditioned matrices arising from numerical approximations. An alternative to the purely computational approach is to simplify the complex partial differential equations analytically. This can be achieved efficiently by means of a space transformation approach, which transforms the original multi-dimensional problem to a much simpler unidimensional space. The space transformation method is applied to stochastic partial differential equations whose coefficients are random functions of space and/or time. Such equations constitute an integral part of groundwater flow and solute transport. Ordinary perturbation methods for studying stochastic flow equations are in many cases physically inadequate and may lead to questionable approximations of the actual flow. To address these problems, a perturbation analysis based on Feynman-diagram expansions is proposed in this paper. This approach incorporates important information on spatial variability and fulfills essential physical requirements, both important advantages over ordinary hydrologic perturbation techniques. Moreover, the diagram-expansion approach reduces the original stochastic flow problem to a closed set of equations for the mean and the covariance function.     

波动方程的高阶广义屏叠前深度偏移

不同于常规广义屏传播算子的推导中使用散射理论,本文利用单平方根算子的渐近展开,推导出了单程波方程广义屏传播算子的高阶表达式.高阶广义屏传播算子不仅可提高常规广义屏传播算子的计算精度,而且还能改善广义屏传播算子对速度强横向变化介质的适应性.把高阶广义屏传播算子应用于波动方程叠前深度偏移,可得到比常规广义屏传播算子更好的效果.高阶广义屏传播算子的阶数越高,计算精度越高,但计算量也越多.以SEG EAGE二维盐丘模型数据的波动方程叠前深度偏移为例,二阶广义屏传播算子相对于常规（一阶）广义屏传播算子增加了30%的计算量.高阶广义屏传播算子是常规广义屏传播算子理论的发展和完善.     

Solution of random structural system subject to nonstationary excitation: transforming the equation with random coefficients to one with deterministic coefficients and random initial conditions

This paper deals with the lower order (first four) nonstationary statistical moments of the response of linear systems with random stiffness and random damping properties subject to random nonstationary excitation modeled as white noise multiplied by an envelope function. The method of analysis is based on a Markov approach using stochastic differential equations (SDE). The linear SDE with random coefficients subject to random excitation with deterministic initial conditions are transformed to an equivalent nonlinear SDE with deterministic coefficients and random initial conditions subject to random excitation. In this procedure, new SDE with random initial conditions, deterministic coefficients and zero forcing functions are introduced to represent the random variables. The joint statistical moments of the response are determined by considering an augmented dynamic system with state variables made up of the displacement and velocity vectors and the random variables of the structural system. The zero time-lag joint statistical moment equations for the augmented state vector are derived from the Itô differential formula. The statistical moment equations are ordinary nonlinear differential equations where hierarchy of moments appear. The hierarchy is closed by the cumulant neglect closure method applied at the fourth order statistical moment level. General formulation is given for multi-degree-of-freedom (MDOF) systems and the performance of the method in problems with nonstationary excitations and large variabilities is illustrated for a single-degree-of-freedom (SDOF) oscillator.     

Solution of the transport equations using a moving coordinate system

A convection-diffusion equation arises from the conservation equations in miscible and immiscible flooding, thermal recovery, and water movement through desiccated soil. When the convection term dominates the diffusion term, the equations are very difficult to solve numerically. Owing to the hyperbolic character assumed for dominating convection, inaccurate, oscillating solutions result. A new solution technique minimizes the oscillations. The differential equation is transformed into a moving coordinate system which eliminates the convection term but makes the boundary location change in time. We illustrate the new method on two one-dimensional problems: the linear convection-diffusion equation and a non-linear diffusion type equation governing water movement through desiccated soil. Transforming the linear convection diffusion equation into a moving coordinate system gives a diffusion equation with time dependent boundary conditions. We apply orthogonal collocation on finite elements with a Crank-Nicholson time discretization. Comparisons are made to schemes using fixed coordinate systems. The equation describing movement of water in dry soil is a highly non-linear diffusion-type equation with coefficients varying over six orders of magnitude. We solve the equation in a coordinate system moving with a time-dependent velocity, which is determined by the location of the largest gradient of the solution. The finite difference technique with a variable grid size is applied, and a modified Crank-Nicholson technique is used for the temporal discretization. Comparisons are made to an exact solution obtained by similarity transformation, and with an ordinary finite difference scheme on a fixed coordinate system.     

New approaches for non‐classically damped system eigenanalysis

This paper presents three new approaches for solving eigenvalue problems of non‐classically damped linear dynamics systems with fewer calculations than the conventional state vector approach. In the latter, the second‐order differential equation of motion is converted into a first‐order system by doubling the size of the matrices. The new approaches simplify the approach and reduce the number of calculations. The mathematical formulations for the proposed approaches are presented and the numerical results compared with the existing method by solving a sample problem with different damping properties. Of the three proposed approaches, the expansion approach was found to be the simplest and fastest to compute. Copyright © 2005 John Wiley & Sons, Ltd.     

Steady state solutions for axially-symmetric climatic variables

Summary Equations governing the axially-symmetric time-average state of the atmosphere and the transient departures from this mean state are set down. As a first step toward a solution of this system for seasonal average conditions, a model is formulated based on the thermodynamical energy equation for the vertical average of the mean state, and on the perturbation solutions of the linearized equations governing the baroclinic growth of transient eddies. All forms of non-adiabatic heating within the atmosphere and at the earth's surface are parameterized. The resulting differential equation governing the axially-symmetric mean potential temperature distribution takes the form of a steadystate diffusion equation in surface spherical coordinates, with a variable Austausch coefficient which is to be determined iteratively as a dependent variable.Global solutions, for winter and summer equilibrium conditions, are obtained for the thermal structure, the heat balance components, the transient eddy variances of temperature and meridional wind speed, and the covariance representing the meridional eddy heat transport. These solutions are for different types of surface conditions (ocean, land), and for a successively more complete variety of modes of heat transfer ranging from pure radiation to a combination of radiation, latent heat processes, and conduction and convection within the atmosphere and the subsurface layers. The results for this latter complete case seem to be a reasonable first order approximation to the observed distributions. Suggestions are made for improving and generalizing the study.     

沉积盆地岩浆侵入的热模拟

沉积盆地中岩浆的侵入会导致盆地地温史的变化，影响烃类成熟度，本文对沉积盆地中岩浆侵入过程进行了热模拟，分析了岩浆侵入对沉积盆地温度结构和成油窗的影响，在计算中，既考虑了岩浆凝固过程释放的潜热，又考虑了岩石比热，热导率随温度的变化对热模拟结果的影响，通过计算认识到：沉积盆地中侵入岩浆在垂直方向上的热扩散比水平方向热扩散更快，几公里大小的侵入体其热影响可以在时间上持续数百万年，在空间上扩散至十数公里，     

Dynamic poroelastic soil column and borehole problem analysis

The one-dimensional dynamic column and borehole problems of soil mechanics formulated on the basis of the poroelastic theory of Vardoulakis and Beskos are solved analytically-numerically. The quasi-static counterparts of these problems are analysed as special cases of the dynamic ones. Use of Laplace transform with respect to time reduces the column and borehole problems to ordinary differential equations with constant and variable coefficients, respectively. The transformed solution of these problems is obtained analytically for the column and by finite differences for the borehole problem, and after, a numerical Laplace transform inversion produces the time domain response. Both a suddenly applied and a harmonically varying with time load are considered. It is concluded that the significance of inertial effects depends on the kind of loading and that the degree of saturation for the nearly saturated case greatly affects the response.     

The disturbances in an infinite inhomogeneous medium due to transient forces and twists on the surface of a buried spherical source

Summary In this paper the disturbances in an inhomogeneous medium due to two types of forces (i) transient normal forces, (ii) transient twists in presence of a buried spherical source has been considered. The material of the inhomogeneous medium is assumed to be transversely isotropic. The results are in terms of modified Bessel functions. In a particular case, the equation reduces to an ordinary differential equation of second order.     

Lateral velocity variation related correction in asymptotic true‐amplitude one‐way propagators

It was mathematically proved that the asymptotic true‐amplitude one‐way wave equation could provide the same amplitude as the full‐wave equation in heterogeneous lossless media in the sense of high‐frequency asymptotics. Much work has been done on the vertical velocity variation related amplitude correction term but the lateral velocity variation related term has not received much attention, even being excluded in some asymptotic true‐amplitude one‐way propagator formulations. Here we analyse the effects of different amplitude correction terms in the asymptotic true‐amplitude one‐way propagator, especially the effect related to the lateral velocity variation, by comparing the wavefield amplitude from the one‐way propagator with that from full‐wave modelling. We derive a dual‐domain wide‐angle screen type asymptotic true‐amplitude one‐way propagator and evaluate two implementations of the amplitude correction. Numerical examples show that the lateral velocity variation related correction term can play a significant role in the asymptotic true‐amplitude one‐way propagator. Optimization of the expansion coefficients in the asymptotic true‐amplitude one‐way propagator can improve both the amplitude and phase accuracy for wide‐angle waves.     

On a simplified radiative-conductive heat transfer equation

Summary A simplified equation purported to represent the joint influence of radiative and turbulent transfers of heat in the atmosphere is derived by dividing the absorption spectrum of terrestrial radiation into strongly and weakly absorbed regions, classified according to the local scale of variation or to the local heating rate, and introducing two mean absorption coefficients for these two groups of regions. Assurning the validity of theK-theory of turbulent diffusion of heat, it is found that the temperature of the atmosphere is governed by a sixth-order partial differential equation in the heightz. This equation can be simplified to the second order if the mean absorption coefficient of the strongly absorbed regions is much larger while that of the weakly absorbed regions is much smaller than the local scale variation, and the influence of the former is equivalent to an added diffusion while that of the latter is a newtonian cooling, and these two influences are present simultaneously. The values of the two coefficients and their dependencies on the concentration of the absorbing material have been obtained. The equation has been applied to the problem of the thermal interaction between the atmosphere and the underlying earth, as related to the diurnal heat wave, and it was found that the temperature changes within the first few hundred meters from the earth can be predicted accurately by the model when the partition of the two groups is adjusted to the heating rate and the eddy transfer coefficient is allowed to increase very rapidly within the lowest 10 m.     

Modelling overland flow based on Saint‐Venant equations for a discretized hillslope system

Mathematical modelling of overland flow is a critical task in simulating transport of water, sediment and other pollutants from land surfaces to receiving waters. In this paper, an overland flow routing method is developed based on the Saint‐Venant equations using a discretized hillslope system for areas with high roughness and steep slope. Under these conditions, the momentum equation reduces to a unique relationship between the flow depth and discharge. A hillslope is treated as a system divided into several subplanes. A set of first‐order non‐linear differential equations for subsequent subplanes are solved analytically using Chezy's formula in lieu of the momentum equation. Comparison of the analytical solution of the first‐order non‐linear ordinary differential equations and a numerical solution using the Runge‐Kutta method shows a relative error of 0·3%. Using runoff data reported in the literature, comparison between the new approach and a numerical solution of the full Saint‐Venant equations showed a close agreement. Copyright © 2002 John Wiley & Sons, Ltd.     

用传播矩阵法研究层状正交各向异性地层中多分量感应测井响应

本文采用传播矩阵技术研究并建立了层状正交各向异性地层中多分量感应测井响应的有效算法.首先通过Fourier变换将频率空间域中的Maxwell方程组求解问题转化为频率波数域中关于电磁场水平分量常微分方程组的定解问题.利用该方程组系数矩阵的本征值和归一化本征向量将电磁场分解成上行波和下行波模式的组合,推导出均匀正交各向异性介质中由任意方向磁偶极子产生的电磁波模式解析表达式;在此基础上,利用叠加原理和边界条件研究了电磁波在层状正交各向异性地层中的反射和透射,给出各个界面上的广义反射系数和不同地层中电磁波振幅的递推公式,进而得到电磁波模式的解析解.为了有效确定频率空间域中的电磁场,采用二维Patterson自适应求积算法结合有限连分式展开技术计算傅氏逆变换.最后通过数值模拟结果证明了该算法的有效性,考察了不同各向异性系数、不同井眼倾角以及仪器长度和工作频率变化等情况下的多分量感应测井响应特征.     

A semi-analytical time integration for numerical solution of Boussinesq equation

A semi-analytical time integration method is proposed for the numerical simulation of transient groundwater flow in unconfined aquifers by the nonlinear Boussinesq equation. The method is based on the analytical solution of the system of ordinary differential equations with constant coefficients. While it is unconditionally stable and more accurate than the finite difference methods, the computational cost is much more expensive than (can be more than 10 times) that of the finite difference methods for a single time step. However, by partitioning the nonlinear parameters into linear and nonlinear parts, the costly computation can be performed only once. With larger and less variable time step sizes, the total computational cost can be significantly reduced. Three examples are included to illustrate the advantages and limitations of the proposed method.     

Wavefield interpolation in 3D large‐step Fourier wavefield extrapolation

Extrapolating wavefields and imaging at each depth during three‐dimensional recursive wave‐equation migration is a time‐consuming endeavor. For efficiency, most commercial techniques extrapolate wavefields through thick slabs followed by wavefield interpolation within each thick slab. In this article, we develop this strategy by associating more efficient interpolators with a Fourier‐transform‐related wavefield extrapolation method. First, we formulate a three‐dimensional first‐order separation‐of‐variables screen propagator for large‐step wavefield extrapolation, which allows for wide‐angle propagations in highly contrasting media. This propagator significantly improves the performance of the split‐step Fourier method in dealing with significant lateral heterogeneities at the cost of only one more fast Fourier transform in each thick slab. We then extend the two‐dimensional Kirchhoff and Born–Kirchhoff local wavefield interpolators to three‐dimensional cases for each slab. The three‐dimensional Kirchhoff interpolator is based on the traditional Kirchhoff formula and applies to moderate lateral velocity variations, whereas the three‐dimensional Born–Kirchhoff interpolator is derived from the Lippmann–Schwinger integral equation under the Born approximation and is adapted to highly laterally varying media. Numerical examples on the three‐dimensional salt model of the Society of Exploration Geophysicists/European Association of Geoscientists demonstrate that three‐dimensional first‐order separation‐of‐variables screen propagator Born–Kirchhoff depth migration using thick‐slab wavefield extrapolation plus thin‐slab interpolation tolerates a considerable depth‐step size of up to 72 ms, eventually resulting in an efficiency improvement of nearly 80% without obvious loss of imaging accuracy. Although the proposed three‐dimensional interpolators are presented with one‐way Fourier extrapolation methods, they can be extended for applications to general migration methods.