Beruflich Dokumente
Kultur Dokumente
1 Introduction 1
1.1 What is a Model? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Reasons for Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.1 Scientific Models that Describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.2 Engineering Models that Predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.3 Regulatory Models that Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 The Modeling Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3.1 The Objective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3.2 The Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.3 The Structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.4 The Evaluation Strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.5 The Limitations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Analog Models 8
2.1 Review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.1 Units . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.2 Exponents and Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 Process Analogs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.1 Fluid Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.2 Electricity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.3 Heat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2.4 Solutes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3 Scale Analogs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3.1 Dimensional Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.3.2 Example: Fractal Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3 Network Models 14
3.1 Percolation Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.1.1 Frequency Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.1.2 Markov Chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.1.3 Discrete Event Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.1.4 Example: Extreme Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 Linear Systems Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2.1 System Inputs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2.2 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.2.3 Deconvolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.2.4 Example: Unit Hydrographs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
i
CONTENTS ii
4 Statistical Models 19
4.1 Probability and Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.1.1 Sample Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.1.2 Higher Moments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.1.3 Variation of Sample Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.1.4 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.2 Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.2.1 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.2.2 Ordinary Least Squares . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.2.3 Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.2.4 Factor Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.2.5 Model Updating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.3 Time Series Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
4.3.1 Autoregressive (AR) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3.2 Moving Average (MA) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3.3 External Inputs (X) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3.4 Differenced (D) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3.5 Integrated (I) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.3.6 Example: Salt River Project . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
4.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5 Differential Equations 29
5.1 System Specification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.1.1 Types of Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.1.2 Initial and Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.1.3 Material Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.1.4 Example: Nash Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.2 Analytic Solution Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.2.1 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.2.2 Laplace Transform Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3 Numerical Solution Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.3.1 Finite Difference Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.3.2 Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.3.3 Boundary Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.3.4 Analytic Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.4 Example: Linear Reservoir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.5 Example: Channel Routing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.5.1 General Routing Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.5.2 Nonlinear Outflow-Storage Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.5.3 Muskingum Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.5.4 Muskingum-Cunge Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.5.5 Muskingham Variants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
6.3.3 Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
6.3.4 Relationship to Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.4 The Dual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
6.4.1 Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
6.4.2 Dual Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
6.4.3 Cauchy Integral Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
6.4.4 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
6.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
7 Additional Reading 50
7.1 Mathematical References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
7.2 Management Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
7.3 Systems/Statistical Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
7.4 Watershed/Surface Water Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
7.5 Groundwater Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
List of Tables
iv
List of Figures
v
Chapter 1
Introduction
1
CHAPTER 1. INTRODUCTION 2
1.2.1 Scientific Models that Describe the parameter is near a threshold that determines failure
or success. An engineer may be willing to accept a margin
One objective of scientific modeling is to identify a new
of error so that a minimal likelihood of failure is possible.
or unanticipated process, or to identify novel interactions
Also, the stability of a specific parameter may be consid-
between processes. Keen observation or inference is re-
ered when designing materials or components. A more
quired to sort through known knowledge about previously
variable result generates concern, even though the value
unknown mechanisms. An additional objective is to char-
of the parameter is otherwise far from the performance
acterize the magnitude of environmental parameters.
threshold.
For both objectives, models are used in the inverse
Like the scientist, the engineer relies on inverse tech-
sense to identify system structure or identify parameters.
niques to estimate system behavior, but unlike the sci-
A forward model is generally used only to form predictions
entist, the engineer is satisfied with statistical certainty,
that are compared with observed state variables or model
rather physical certainty. Knowing that a parameter is
outputs.
bounded may mean more to an engineer than knowing the
Several hazards arise when scientific models are used
nature of the expected value. Because the engineer is seek-
in the regulatory environment. In these cases, model un-
ing a system design for optimal operation, the specification
certainties may not be explicitly quantified. Parameter
of an absolute constant is less meaningful than knowing
distributions and uncertainties, which are minimized dur-
the worst-case possibility. By containing the behavior to
ing a scientific experiment, may not approximate the true
desirable states, one can avoid unwanted outcomes.
diversity of parameter estimates expected under natural
The ultimate endeavor of any design effort, therefore, is
conditions.
to provide a system that offers predictable outcomes. The
Because the scientific estimation problem is inverse,
outcomes must be desirable, and they must allow for con-
rather than forward, extension of modeling results from
trol. By evaluating alternative designs, an optimal design
the calibration phase to the application phase is not nec-
can be selected based upon a performance measure. The
essarily available. That is, a model that has been con-
performance measure can have various forms; expected
structed using focused laboratory techniques, based on
value (benefits), extreme value (worst case), expected risk
sound scientific method, may never have been used to form
(consequences), etc. Because each of these measures are
a prediction at field scales in a way that can be verified
incommensurate in that they generally yield different se-
and tested. Even when the model may have been tested
lections, some balance of these measures is used. A stan-
for a specific field-scale experiment, the degree of agree-
dard mechanism is to apply benefit-risk analyses, which
ment between model prediction and observed results is left
balances the benefits to some against the costs to many.
unresolved.
Like scientific models, the use of engineering models by
While inverse models may be used in the regulatory
the regulatory community results in real dangers. Specif-
process to assign culpability, such as when sources of pol-
ically, model uncertainties may not conform with regula-
lution need to be identified for the determination of re-
tory intent. An engineering design that minimizes costs
sponsible parties, these inverse techniques generally lack
given a set of environmental standards may, or may not,
the designed controls used in scientific studies.
be better than a model that is free to balance costs against
Inference, in this case, is made difficult by the inherent
standards.
uncertainties in defining the amount and location of con-
An engineering model may yield an optimal solution
tamination (i.e., source terms), subsurface material prop-
for a specific standard, yet ignores a solution that costs
erties, and historical water levels. The exactitude of sci-
insignificantly more but reduces risks substantially. Ide-
entific hypothesis testing is further weakened by the legal
ally, tradeoffs between alternative engineering designs are
requirements of liability, thus placing this type of inverse
identified so that the relative merits of the alternative de-
problem outside the scientific venue.
signs can be evaluated. Due to public perceptions of risk,
the regulated and regulatory community, along with the
1.2.2 Engineering Models that Predict general public, should be involved in finalizing the optimal
The design of human structures may not require an ad- design.
vanced theoretical understanding of the components em-
bedded within it. Engineers are most concerned about 1.2.3 Regulatory Models that Control
the attributes of the system that are most likely to con-
To better understand the regulatory role of modeling, it is
tribute to performance and failure. Thus, those aspects of
important to note that models often serve as the interface
a design that affect system performance or failure require
between data and decision-making. Few individuals are
stringent characterization.
capable of making a sensible conclusion by examining large
Estimating the likelihood of failure, as a function of
volumes of data.
cost and performance, are an important aspect of engi-
Models assist in data interpretation by extracting in-
neering analysis. An engineer may devote resources to-
formation, and thence understanding, from data. Once
ward estimating a parameter, especially when the value of
experiments generate data, rules are applied via models
CHAPTER 1. INTRODUCTION 4
to gain insight into what happened where, when, why and performance measure will require the use of regulatory
how. The information and knowledge gained from the in- models. These models should fully account for model and
sight is then used to form a decision. Models are used, parameter uncertainties, while providing design flexibility,
therefore, to improve our knowledge of the system. and also incorporate societal goals.
Many regulators commonly employ models to help learn
about processes in the environment. In this sense, the
models serve as true simulators; to teach the user how the 1.3 The Modeling Process
system behaves. Like pilots who use aircraft simulators
to improve their performance when learning how to fly 1.3.1 The Objective
new aircraft, most modelers understand that the model The modeling process begins with trying to articulate the
they use is not an exact replication of the real system. modeling objective. Is it a design objective that minimizes
With time, many modelers either move on to newer, more cost while conforming to regulatory requirements? Is it a
powerful codes that provide additional insight and under- scientific objective to understand how a system works? Is
standing, or they bypass the simulation route by learning it a regulatory objective whose purpose is to establish a
how to interpret data directly. limit that is protective of human health and the environ-
Veteran regulators acknowledge that simulation mod- ment? Ideally, a model should be as robust as possible
els are abstractions of reality. The abstraction is based (i.e., suitable for use at many locations). Also, a model
on simplified representations of the real world. It is also that minimizes uncertainty is more useful than one which
recognized that model predictions are imperfect due to gives highly uncertain predictions.
uncertainties. At a minimum the regulatory model should The greatest challenge to modeling results from the
be sensitive to uncertainties, in that the performance of confusion that commonly arises when scientists, engineers,
a system should be tested under a wide range of possible and regulators discuss modeling. This can be expected
inputs, states, and material properties. given their disparate objectives. Simulation models vary
The complexity of material properties can be readily depending upon their purpose. Scientists employ simu-
quantified if the project is limited in scale, or the magni- lation models to formulate an understanding of complex
tude of the variation is small. Unfortunately, the effects of systems and to identify previously unknown phenomena or
environmental change cover a wide area and induce sub- processes. Engineers use simulation models to test alter-
stantial perturbations to the environment in many ways. nate designs and to predict system behavior. Engineering
The complexity of the model structure can also be evalu- models are generally coupled with prototype designs to
ated if the system functions deterministically, but is virtu- test model assumptions. The regulatory community uses
ally impossible if the physical, hydraulic, chemical, ther- simulation models to evaluate the ability of proposed ac-
mal or biological responses are poorly known. Also, the tions or activities to meet regulatory objectives. In many
complexity due to coupling between processes can be eval- regulatory applications, the model is used to extract in-
uated if the coupling are weak and limited in number, but formation about regulatory performance from data so that
are difficult when the system is strongly coupled, or is informed decisions can be made.
nonlinear in the effects of coupling. Clearly, an important first step is to clearly define the
From a regulatory viewpoint, simulation is straightfor- objectives of your modeling effort. Examples include:
ward if there are no uncertainties, but uncertainties tend
to introduce ambiguity in reaching a decision. A scientific Developing a Well Field for Water Supplies. Models are
needed to meet an engineering objective - to provide
model that artificially controls or minimizes uncertainties
the most efficient way to develop ground-water resources
to allow identification of relevant processes and parame-
while minimizing impacts on local wells and wetlands
ters may not be useful for a decision-maker who wishes and complying with existing environmental laws.
to incorporate uncertainty. The engineering design that
Establishing Liability at a Superfund Site. Models are needed
incorporates uncertainties using conservative designs does
to meet an identification objective - to identify the source
not necessarily allow the optimum balance of risk vs. cost
of ground-water contamination so that responsibility for
to be achieved. Each of these models therefore restrict the contamination can be assigned. The models must be
the regulator in their ability to incorporate uncertainties physically-based because of the likelihood of litigation
in the decision-making process. over any liability that is assigned.
As noted above, a good performance measure should Establishing Nutrient Loading Limits. Models are needed
conform with the regulatory intent of preserving and pro- to meet a regulatory objective - to establish an upper
tecting the public health and welfare. As such, regulations limit that is protective of the aquatic resource and hu-
should protect public health, while minimizing intrusion man health. The models may be physically or statis-
into the design process. The ability of a performance mea- tically based. Oftentimes, sufficient information is not
sure to evaluate the suitability of a proposed design, or to available to form a physically based model, so that sta-
assist in the approval of a permit, should reflect the ability tistical relationships are often used.
of the design to meet the regulatory intent. Approving a Pesticide License Application. Models are
A regulatory policy that enhances the efficiency of the needed to meet a regulatory objective - to evaluate whether
CHAPTER 1. INTRODUCTION 5
a chemical can be safely applied without undo harm to sible. Examples include iterative, Finite Difference, Fi-
human health and the environment. nite Element, Analytic Element, and other methods.
and there is no memory. A lagged response occurs when The performance assessment simulations are used to
there is a delay between an input and a response. develop alternative designs for a wide array of conditions,
Time Variant vs. Time Invariant - A time-variant model beginning with limited-scale testing under relatively con-
has parameters that change with time, while a time- trolled conditions, to extended-scale testing under open
invariant model has stable parameters. When faced with conditions. These design comparisons can be used to pro-
a problem where a parameter is time-variant, the model vide model results that limit the prototype testing to a
can be altered by specifying changing the parameter to smaller set of alternative system designs. The alternative
a state variable. prototype designs are then evaluated using a variety of
Linear vs. Nonlinear - A linear system is one in which the performance measures, recognizing the uncertainties in-
magnitude of the response is a constant multiple of the herent in open testing. Finally, the sensitivity of model
magnitude of the input. That is, a doubling of the input predictions to the magnitude of uncertainties is evaluated.
causes a doubling of the output. A nonlinear system Confidence in the validity or appropriateness of an en-
results when the ratio of the response to the stimulus is vironmental model is enhanced if the model accurately
not constant, but varies as a function of the magnitude
and concisely represents the relevant physical, biological,
of the input.
chemical, hydrologic, geologic, and thermal processes in-
The definition of the model structure is called the con- herent in the system being modeled. Failure to account
ceptual model. For some applications, this conceptual model in a meaningful way in any of these components may
may be uncertain, and alternative conceptual models may compromise the robustness of model predictions. Estima-
be required. For these cases, additional information may tion of model single-phase and coupling parameters must
need to be collected to evaluate which of the alternative be performed under a wide range of ambient conditions,
conceptual models is more appropriate. especially those appropriate to the target environment.
And finally, extended prototype testing at multiple spa-
1.3.4 The Evaluation Strategy tial scales, time horizons, and thermal loadings is required
to identify unanticipated events. Reliance on natural ana-
No phrase seems to induce greater discussion than model logues that mimic the long-term effects of environmental
validation. Accurate predictions hinge on a correct model disturbance, such as volcanic and meteorite-impact events
[10] [54]. While some argue that models can never be are a possible mechanism for extending prototype testing.
validated, due to the inability to accept a hypothesis, oth- Validation of model performance lies in the ability to
ers argue that model validation depends upon the regula- quantify model uncertainties. While some model uncer-
tory context. Efforts to evaluate suitability of model per- tainties can be quantified, many uncertainties related to
formance focus on the key aspects of model verification, model structure remain unquantifiable. Regulatory poli-
which are used to evaluate the accuracy of coded state- cies that rely on model predictions may not provide greater
ments (software control), and model evaluation, which fo- confidence than other approaches. Alternative regulatory
cuses on the ability of the theory to replicate observed strategies include an increased reliance on prototype test-
behavior. The issue of model validation comprises the ing, improved linkages between hydrologic modeling ca-
core of performance assessment; risk predictions depend pabilities and standards, and decoupling models devel-
on accurate and precise measurements of anticipated out- oped for scientific purposes from the regulatory process.
comes. The performance assessments are then used for In some cases, regulatory policies and simulation model
decision making, establishing regulatory policies, and for capabilities may be incompatible, leading to the improper
evaluating regulatory compliance. use of simulation models in the regulatory environment.
The greatest challenge in modeling is the proper math- Engineers routinely establish tradeoffs between model
ematical specification of the conceptual model. The iden- performance and standards by incorporating margins of
tification and quantification of relevant processes can be safety to account for uncertainties [53]. The degree of
performed using laboratory and limited-scale field exper- confidence reduces the need for margins of safety, and al-
iments. In general, the mathematical equations that re- lows for economies in the design and operation of a struc-
sult are greatly simplified from the real world. The quan- ture. For a new design, large margins of safety are rec-
tity, quality and types of data must be specified, both in ommended, which are slowly relaxed as the understand-
time and space. Once data are obtained, model results ing of the system increases. A regulatory policy that ac-
are compared with experimental results to evaluate model knowledges uncertainties, or develops methods for explic-
assumptions. The conceptual model is iteratively revised itly linking uncertainties to standards, is one means for
until a specified performance measure is achieved. These addresses incomplete understanding. Uncertainty magni-
steps do not guarantee success. The calibration and evalu- tudes are especially large early in the design state, and are
ation phases are both limited in areal and temporal extent. solidified as the prototype testing reduces unknowns.
Extrapolation beyond the range of experimental testing is A regulatory policy that focuses exclusively on risk
subject to great uncertainties, that are generally neglected minimization may fail to account for identification of un-
when running performance assessment simulations. known uncertainties. A process of uncertainty characteri-
zation and minimization can be monitored using the var-
CHAPTER 1. INTRODUCTION 7
ious performance measures addressed above. The process bias due to the inability to specify the universe of out-
of testing need not be static, however. As new processes or comes. Also, the risk computation should account for risk
behaviors are observed, increased surveillance and testing transfers (e.g., between present and future generations),
may be required. To define, a priori, the magnitude of un- perceptions of risk (e.g., brief, high exposures may be more
certainty may not be possible. In fact, the magnitude will acceptable than chronic, low exposures given the same to-
certainly be underestimated. Minimization and control of tal consequence), and public voice (e.g., poor, minority
uncertainties leads to reliability of operation, the primary populations may have less access to the political process
concern of the regulator. than established political groups).
While mathematically simple, the use of risk as a mea-
1.3.5 The Limitations sure of safety suffers from the inability to calculate either
the likely probability of a single hazard, or even the re-
A primary inadequacy of environmental models stems from sulting consequence for that hazard [21] [22]. The advan-
their inability to provide long-term predictions with suf- tage of risk assessments lies in their ability to incorporate
ficient accuracy to meet regulatory requirements [49] [82] known uncertainties by coupling them with the magnitude
[84]. Assuring the long-term continuation of sustainable of the consequence, yet they are biased because they fail
human and ecologic conditions for millions of years is diffi- to identify unknown processes or scenarios, or to quan-
cult, given unforeseeable climate changes, human and an- tify unknown uncertainties [60]. The risk measure is a
imal interactions, geologic and astronomic instability, and relative measure, requiring the balancing of risks between
other, as yet unknown, modifications of the global environ- alternative decisions [11]. Also, community perceptions
ment. For a regulatory requirement of predictability for of acceptable risks commonly differ from calculated risks
only ten thousand years, many scenarios of climate change [81]. And finally, risk is transferable, allowing individuals
or volcanic activity could adversely affect the integrity to benefit from the increased exposure of others.
of global systems. Incorporating the potential stresses of The dilemma arises when a regulatory policy may not
changes in the external environment is rendered more diffi- adequately incorporate model capabilities and uncertain-
cult when observed behaviors are limited by an incomplete ties [60]. A model which superficially treats complex sys-
understanding of potential future states [61]. tems by using expected inputs, states, or material prop-
An additional problem arises when more than a single erties, may yield precise estimates of expected outcomes.
interpretive model can be used to explain observed exper- Yet this model will undoubtedly fail to accurately repre-
imental data [37] [23] [80]. In the case of any experiment sent the wide range of possible outcomes by ignoring the
in which data are incomplete, alternative scenarios can less likely, but still possible, alternatives.
be devised that may account for the observed distribution
of state variables or measured fluxes. Thus, alternative
hypotheses may not be distinguishable due to incomplete 1.4 Problems
control of the experiment.
Calibration data sets and model structure substan- Select a journal article of your choice that uses a model
tively affect model prediction accuracy. For data sets with in the analysis of field data. For the model you select,
high multicollinearity, the parameter covariances become identify the:
large, resulting in poor forecasts. Also, extrapolative mod- 1. Modeling objectives (e.g., scientific, engineering, reg-
els in which parameter values that lie far from the mean ulatory)
results in larger forecasting errors. And finally, the model
shows that the objective of reducing model calibration er- 2. Processes described by the model
rors can result in a poorly structured parameter covariance
matrix, offsetting any reduction in forecast error. 3. Input information used to construct the model
A further confounding factor lies in the situation where 4. Parameters and state variables within the model
a regulatory policy may not be amenable to quantitative
analysis [26]. Without being specific, it may be safe to say 5. Outputs predicted by the model
that a quantitative definition of safe, is not scientifically
possible. A policy which requires safety requires the speci- 6. Measures of model performance
fication of a quantifiable measure. A quantifiable measure 7. Construct a visual diagram of the model showing
may be the specification of a risk envelope, which is the the entities, relationships, parameters, state vari-
product of the probability of an undesirable state with the ables, inputs, outputs, feedback loops, and calibra-
likely consequence of the state, for all possible states [17]. tion checks.
The total risk is the sum of risks of all possible adverse
events. 8. Describe alternative modeling methods, and discuss
The total risk can be limited to specific subsets, e.g., how they might be useful for meeting the modeling
the risk from carbon accumulation in the atmosphere. Risk objective.
calculations incorporate all outcomes, with the obvious
Chapter 2
Analog Models
Table 2.1: Metric System Units There are two standard bases for exponents. One is the
base-10 system, such that any number can be represented
Mass kilogram kg using:
Length meter m
Volume liter L x = 10b (2.5)
Time second s
Energy joule J (kg m2 )/s2 For example, b = 2 represents the number 102 = 100. A
Power watt W (kg m2 )/s3 J/s second base is the natural system, represented using e:
Force newton N (kg m)/s2 J/m
Pressure pascal Pa kg/(m s2 ) J/m3 x = ea (2.6)
where e ≈ 2.71828.
The logarithm of a number is equal to the exponent:
8
CHAPTER 2. ANALOG MODELS 9
can be used to reproduce variations in water transmitting a sand with a diameter of 0.3 mm, then the bed material
properties. of the scale model would have to have a diameter of 30 nm,
If steady flow is desired, then only the conductance, or 300 Å, which is a fine clay particle. Also, a velocity of
or flux, component is needed. However, the storage must 3 m/s in a natural setting would correspond to a velocity
be included when modeling dynamic conditions, i.e., when of 0.3 mm/s, or about 1 m/hr.
there are temporal changes in the system. For the electri- The viscosity of the fluid would also have to change be-
cal analogs, capacitors must be placed alongside the resis- cause the shear stress of fluids is a function of the length
tors. For inertial components, inductors (or coils) must be scale used. As the depth of water, or any fluid, gets thin-
used. For thermal analogs, the heat capacity of the sur- ner, then the effects of viscosity increase. The Reynold’s
face should match the storage coefficient of the hydraulic number, R, describes the ratio of inertial to viscous forces:
system.
vLρ vL
R= = (2.29)
µ ν
2.2.4 Solutes
where v is the fluid velocity, L is the length scale, ρ is the
The flux equation of solutes due to a concentration gradi- fluid density, µ is the dynamic viscosity, and ν = µ/ρ is
ent is: the kinematic viscosity. For water at 4◦ C, ρ = 1 kg/L,
−6
J~ = −D ∇C (2.25) µ = 1 g/m/s, and ν = 10 kg/m2 /s. We know that
water flows is in a laminar manner if R < 10, and flows in
∂C a turbulent manner when R > 100.
∇ · J~ = − (2.26)
∂t The viscosity of water is a measure of its ability to flow
∂C - fluids with high viscosity flow more slowly than fluids
D ∇2 C = (2.27) with lower viscosity. A Newtonian fluid is one which obeys
∂t
the relationship that:
where J~ is the solute flux vector, D is the solute diffusivity,
∇C is the gradient in the solute concentration. ∂vx
Υ = −µ (2.30)
∂y
2.3 Scale Analogs where µ (Pa s), is the dynamic viscosity of water, and Υ
is the shear stress within the fluid, and ∂vx /∂y is the rate
A scale model is a common tool for studying large sys- of change in the y-direction of the fluid velocity in the x-
tems. Like a map, the original system is reduced in size so direction. The shear stress is a measure of the forces on
that it fits within a laboratory or other reasonably sized the fluid, and turbulent flow occurs if the forces exceed a
structure. For a system with an original length of Lo , the threshold value.
modeled scale, Lm , is: Thus, in order to maintain the proper flow conditions,
laminar or turbulent, then the viscosity of the fluid must
Lm = λ Lo (2.28)
change at a rate equal to the product of the velocity and
where λ is the model scale. Note that λ < 1, meaning length scales.
that a smaller scale involves a larger reduction - a 1:1000
model is a smaller scale than a 1:100 model. 2.3.1 Dimensional Analysis
For example, a river with a width of 1 km, a depth
of 10 m, and a length of 1000 km can be scaled down Whenever you use an equation, pay particular attention
to a manageable size using a λ = 1:10,000 scale, so that to the units - they must balance each other on each side
the model river is 10 cm wide, 1 mm deep, and 100 m of the equation. For example:
long. While this is still the length of a football field, model dx (m)
simulations might be performed within an indoor arena of v (m/s) = (2.31)
dt (s)
sufficient size.
The features of the flowing river would also have to be where v is the velocity, in units of meters per second, dx
reproduced. If the original bed material within the river is is the change in distance, in units of meters, and dt is
CHAPTER 2. ANALOG MODELS 11
the change in time, in units of seconds. Note how the Tortuosity, τ : The ratio of the path length ∆s, to the
units on the left-hand side perfectly balance those on the ruler (straight-line) length, ∆x:
right. One can check the accuracy of the equation, or your
calculations, by examining whether the units are correct. ∆s
τ= (2.38)
When modeling a new system, one can develop a func- ∆x
tional relationship just based on the units. For example, if The path length along a streamline between two points is
we know that the velocity is based on distance and time, generally unknown, however. In general, the parameters
there is only one combination that yields a balanced set of which may be measured using experimental tests are:
units. So, rather than having to remember the equation,
one only needs to remember the units.
Total Head Difference, ∆h: The change in head be-
Taking this one step further, the Buckingham-π theo-
tween two points:
rem states that one can establish a set of possible phys-
ical relationships if the number of independent variables ∆h = hb − ha (2.39)
are known. For example, if we know that the velocity of
falling water is affected by distance and time, as well as Hydraulic Gradient, i: The change in head, ∆h, per
gravitational acceleration, then, by dimensional analysis, unit distance, ∆x:
we arrive at the following possible combinations of vari-
ables: ∆h
i= (2.40)
2
∆x
v (m/s) = f {g (m/s ), dt (s)} (2.32)
Hydraulic Conductivity, K: The ability of a geologic
v (m/s) = f {g (m/s2 ), dx (m)} (2.33) medium to transmit water, calculated using:
g (m/s2 ) = f {v (m/s), dt (s)} (2.34) q
K= (2.41)
2
where g is the gravitational acceleration in units of m/s . i
Using a bit of math, we can show that these are equivalent
to: Travel Time, tt : The time required for a particle of
water to move from one point to another, equal to the
v = g dt (2.35) distance, ∆x, divided by the fluid velocity, v:
v 2 = 2g dx (2.36) ∆x
tt = (2.42)
v
dv
g= (2.37)
dx Fluid Velocity, v: The rate at which water moves through
the aquifer, equal to the flux, q, divided by the effective
2.3.2 Example: Fractal Scaling porosity, n:
Some systems display self-similar behavior, meaning that q
it looks the same regardless of the scale of measurement. v= (2.43)
n
Examples include:
Effective Porosity, n: The volume of voids, VV , per
Shorelines: Length of land-ocean boundary increases as unit volume of geologic medium, V :
T
ruler length decreases
VV
River densities: Number and length of waterways in- n= (2.44)
VT
creases as map scale becomes finer
The hydraulic gradient can be calculated at two scales,
Soil Physics: Scaling of particles shifts soil-moisture char- as a straightline gradient along ∆x, or along the curve
acteristic curves to common shape associated with the true path described by ∆s
Geophysical Measurements: Bulk resistivity is not just ∆h ∆h
product of resistivity and porosity ix = and is = (2.45)
∆x ∆s
Fractured Media: Fracture density changes as the scale It is easy to see that
of measurement changes
∆h ∆h ∆s
We will examine tortuosity which is a commonly ob- ix = = = is τ (2.46)
∆x ∆s ∆x
served property of environmental systems. The definition
of tortuosity used here (recognizing that there are several or
different definitions in the literature) is: ix
is = (2.47)
τ
CHAPTER 2. ANALOG MODELS 12
The hydraulic conductivity at the experimental scale Summary. This example demonstrates the effect of tor-
can also be related to the value at the streamline scale: tuosity and the scale of measurement on the hydraulic
conductivity, hydraulic gradient, and travel time. A crit-
q q Ks
Kx = = = (2.48) ical parameter in this analysis is the tortuosity, a result
ix τ is τ
of the geometry of the flow regime. Additional research
q q is required related to the effects of spatial variability on
Ks = =τ = τ Kx (2.49)
is ix tortuosity, and the relationship between scale and the es-
For extrapolating tests from one scale, say at a field or timated tortuosity.
laboratory scale of size, ∆x1 , to a different scale, ∆x2 , the The spatial variability of tortuosity along the stream-
following relationship can be used: line may or may not have significant effects on the esti-
mated travel time. It may be possible that local fluctu-
K1 i2 τ2 ations in this parameter may not significantly affect re-
= = (2.50)
K2 i1 τ1 gional travel times. Also, if the tortuosity is scale invari-
ant, then laboratory and field parameter estimates can be
Similar to the gradient and the hydraulic conductivity, directly applied to regional-scale models without the need
the calculated travel time may also be affected by the scale for incorporating scale effects.
of measurement. The travel time is defined here as the
integral of the inverse velocity along a one-dimensional
streamline: 2.4 Problems
Z sb
tt = v −1 ds (2.51) 1. Exponents and Logarithms
sa
(a) What is the range of ex if the range of x is
where tt is the fluid travel time, v is the fluid velocity along −∞ < x < ∞?
streamline, s is the distance along streamline, and sa and (b) What is the range of x if the range of log(x) is
sb are the particle starting and ending positions, respec- −∞ < log(x) < ∞?
tively. The fluid velocity is the volumetric flow rate per
unit area (i.e., the darcian flux) divided by the porosity, 2. Process Analogs Using the provided electrical con-
or: ducting paper:
q Q K s is (a) Construct a fluid flow model using a simple ge-
v= = =− (2.52)
n nA n ometry, like a stream with pools and narrows,
where q = −Ks is is the fluid flux, n is the porosity, Q is or an aquifer with varying shape.
the total flow, A is the cross-sectional area, Ks is the local (b) Attach a low-voltage electrical source to the pa-
hydraulic conductivity, and is is the local hydraulic gradi- per - such as a 9-V battery - so that the neg-
ent. By assuming constant velocity along the streamline, ative terminal is connected to one end of the
we obtain: paper and the positive terminal is attached to
the opposite end.
∆s n∆s n∆s n∆s2
tt = = =− =− (2.53) (c) Map lines of constant voltage on the paper.
v q Ki Ks ∆h
(d) Discuss how one could construct a heat analog
where i = ∆h/∆s, and where ∆s = sb − sa is the distance model using various metals.
along the streamline, and ∆h = hb − ha is the head drop
along the streamline. Switching to ruler lengths, we have: (e) Discuss the advantages and disadvantages of as-
tronauts using swimming pools to simulate the
nτ 2 ∆x2 nτ ∆x2 effects of zero gravity.
tt = − =− (2.54)
τ Kx ∆h Kx ∆h
3. Scale Analogs Consider a miniature aquifer mea-
If the concept of fractal scaling is employed, then a suring 1-m long, 10-cm wide, and 1-cm thick, in
relationship between the tortuosity at one scale can be which food-coloring is added to show contaminant
related to the tortuosity at a different scale: transport:
τ1 = τoβ∆x1 (2.55) (a) Discuss the effects on model results if water and
a sand medium is used.
and (b) Discuss how these effects might be reduced or
τ2 = τoβ∆x2 (2.56) eliminated by using alternate materials.
4. Tortuosity Consider an aquifer with a tortuosity of
where β is a fractal scaling parameter and τo is a dimen-
2.
sionless fractal tortuosity parameter.
CHAPTER 2. ANALOG MODELS 13
Network Models
We are often faced with the challenge of organizing 3.1.1 Frequency Distributions
data. We start by grouping like quantities together; put
There are two classes of distributions - discrete and contin-
all lakes in one group, all rivers in another, and all ground-
uous. A discrete distribution is used when only countable
water in a third. These groupings could be considered to
number of outcomes are possible, such as the tosses of a
be entities. We then try to find relationships between
coin, or the number of students in a class. Continuous dis-
these entities; surface and ground water interact, rivers
tributions are used for describing outcomes can have any
flow into and out of reservoirs.
fractional value, such as the monthly or annual rainfall
This organization is called a network, in that each en-
depth.
tity is qualitatively different from the others, and there are
unique relationships between each entity. As the model
develops, one may begin to distinguish between specific Discrete Distributions
elements within each entity; small lakes behave differently Examples of discrete distributions that can be used to
than large lakes, surficial aquifers behave differently from model these problems include the uniform, binomial, and
confined aquifers. We then create new entities and rela- geometric distributions.
tionships between these entities. The discrete uniform distribution, as the name implies,
This chapter focuses on network models, and how they has a constant probability for all outcomes between x1 and
can be used to represent environmental systems. x2 . The corresponding probability for each outcome, x, is:
1
3.1 Percolation Models P (x) = (3.1)
n
Percolation models use nodes to describe locations that where n are the number of outcomes.
have discrete values, such as occupied or vacant, on or off. Another discrete distribution is the binomial, which
They also uses bonds that connect the nodes, which can we used earlier to predict the probability of the number of
be open or closed, and can have distinct attributes. In this heads when a coin is repeatedly tossed n times:
section, we describe several types of percolation models,
such as: n
P (x) = px (1 − p)n−x (3.2)
x
• Water percolating through a soil column
where
• Contaminants percolating a fractured rock network
n n!
• Wells connected through a layered aquifer system = (3.3)
x x! (n − x)!
These models are a function of scale and dimension: is the combinatorial operator that accounts for the number
of opportunities for getting the same outcome.
• As distance decreases between boundaries, connected
Another common discrete distribution is the geometric,
network probability changes
which is used to calculate the probability of a failure after
• For 1-d flow, only one bond needs to be broken to x attempts:
shut down the network, fewer bonds are needed to
complete a network in higher dimension P (x) = p (1 − p)x (3.4)
• Fracture length strongly affects network connectiv- where p is the likelihood of failure on each attempt.
ity, long fractures form a backbone
14
CHAPTER 3. NETWORK MODELS 15
Pulse
Ramp
Z tb
1
R(ta , tb ) = P (ta , tb ) dt
tb − ta ta
0 t < ta Figure 3.1: Triangular Unit Hydrograph.
t−ta
= t a ≥ t < tb (3.24)
tb −ta
1 tb ≥ t
3.2.3 Deconvolution
3.2.2 Convolution • An inverse method to estimate impulse response func-
tion
Convolution is a type of mathematical operator, defined
using y = h∗x where ∗ is the convolution operator and h is • Estimate h(τ ) values using linear regression, where
the unit response function. For the case where the input
is a Delta function (either continuous or discrete), then y(i) = h(0) x(i) + h(1) x(i − 1) + h(2) x(i − 2)
y = h. This means that a spike input causes an output
+ h(3) x(i−3) + · · · + h(n) x(i−n) (3.27)
equal to the unit response function.
Applications include:
3.2.4 Example: Unit Hydrographs
• Rainfall-Runoff
Unit hydrographs are used when the shape of a stormwater
• Soil Moisture Movement hydrograph is desired. It is used to predict the stormflow
hydrograph for conditions where one unit of effective pre-
• Contaminant Transport cipitation (net runoff) falls on a watershed during one time
period. The duration, time to peak, and peak discharge
• Groundwater Modeling
are all represented using a unit hydrograph.
The convolution operator is defined using differently A common shape to use is the triangular unit hydro-
for the discrete and continuous cases. For the discrete graph - where the duration of the hydrograph, tc , is the
case, it is: time of concentration within the watershed, and is the base
of the triangle. The peak discharge, Qp , is the height of
Xm
the triangle, and the maximum height occurs at the time
y(t) = h(i) x(t − i) (3.25) to peak, tp .
i=0
The area of the triangle, Q = tc Qp /2, represents the
while for the continuous case, it is: total volume of stormwater runoff. We normally set the
total volume equal to one unit of runoff, hence the name
Z t
unit hydrograph. Note that reducing the time of concen-
y(t) = h(τ ) x(t − τ ) dτ (3.26) tration requires a higher peak in order to maintain a unit
−∞
runoff.
The steps involved are: Other shapes besides a triangle can certainly be used -
the only constraint is that the area under the curve must
1. Multiply unit response function, h(i), by input, x(t), equal zero. The basic concept that a unit of runoff has a
for time step t specific shape that is determined by the watershed.
2. Shift to next hour and repeat Step 1, starting re-
sponse at beginning of input interval
3.3 Problems
3. When all inputs have been multiplied by the Unit
Response Function, add all responses 1. Unit Hydrographs
• Find the outflow hydrograph for:
• An input x = [0, 10, 12, 3, 0 5]
CHAPTER 3. NETWORK MODELS 18
Input, x = [1, 2, 3, 0, 1]
Time
Response to input 1 2 3 4 5 6 7 8
t=1 0.1 0.4 0.3 0.2 0.0 0.0 0.0 0.0
t=2 0.0 0.8 0.6 0.6 0.4 0.0 0.0 0.0
t=3 0.0 0.0 0.3 1.2 0.9 0.6 0.0 0.0
t=4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
t=5 0.0 0.0 0.0 0.0 0.1 0.4 0.3 0.2
SUM 0.1 1.2 1.2 2.0 1.4 1.0 0.3 0.2
Statistical Models
• Events are stationary - they are not a function of For example, let us assume that the probability of landing
time. That is, heads are not more likely in the morn- either a heads (H) or a tails (T) when a coin is flipped are
ing than in the evening. equal, so that there are two outcomes, with the probability
of obtaining one or the other being p = 0.5.
• Events are identically distributed. That is, the vari-
When the coin is tossed twice, n = 2, there are four
ability of heads is the same under all conditions.
outcomes; H ∩ H, T ∩ T , H ∩ T , and T ∩ H. Each outcome
If these assumptions are satisfied, then we can say that has an equal probability because these are independent
the likelihood of either one event or another occurring is events. The probability of two heads in a row is:
just the sum of the individual events:
P (H ∩ H) = p2 = 0.25 (4.3)
P (A ∪ B) = P (A or B) = P (A) + P (B) (4.1)
19
CHAPTER 4. STATISTICAL MODELS 20
P (A)
P (A|B) = P (B|A) (4.10)
P (B)
n
X n
1 1 X
= (xi − x̄)3 (4.17) = (xi − x̄)4 (4.19)
n−1 i=1
n − 1 i=1
Like the coefficient of variation, the skew coefficient,
G(x), is normalized, but rather than using the mean, we 4.1.3 Variation of Sample Statistics
instead use the estimated standard deviation:
The sample statistics calculated above were for individual
n Skew(x) observations. Once we have calculated these statistics,
G(x) =
n−2 e3
x they may still be uncertain. For example, we may have
n
calculated the mean and variance of daily rainfall for each
n X
= (xi − x̄)3
(4.18) month of the year. Yet the rainfall in each month varies
e3 i=1
(n − 1) (n − 2) x from year to year. Clearly, there is still a variation in
monthly averages.
This adjusts the skew by how variable the data are - one
For groups of events, the mean of the group, E(x̄)
needs a greater skew when there is a greater variability to
should equal the mean of individual events within the
arrive at the same skew coefficient.
CHAPTER 4. STATISTICAL MODELS 22
group, E(x):
and the covariance between Xj and Xk is: and the prediction error is:
so that the diagonal of the (XT X) matrix is related to which means that the total prediction error depends on
the variance of each of the variables and the off-diagonal the fitting errors, e
e, along with errors due to parameter
elements are the covariances. errors, e
e p .
The confidence intervals about Yp are given by:
V1 C12 C13 · · · C1m
C21 V2 C23 · · · C2m Yp ± t(n, α) V (Y − Yp )1/2 (4.59)
XT X = (n−1) . (4.51)
. .
Cm1 C2m C3m ··· Vm
CHAPTER 4. STATISTICAL MODELS 25
Pn 2
Pn Pn Pn
Pni=1 X1i Pni=1 X1i X2i Pni=1 X1i X3i ··· Pni=1 X1i Xmi
2
i=1 X2i X1i i=1 X2i i=1 X2i X3i ··· i=1 X2i Xmi
XT X = . .. ..
.
. .P .P
Pn Pn n n 2
i=1 Xmi X1i i=1 Xmi X2i i=1 Xmi X3i ··· i=1 Xmi
It is common that any errors in tail are much smaller than To linearize this, we again use the logarithmic transform,
errors near peak - that is, the magnitude of any errors are a Y = ln y, X1 = ln x1 , etc., yielding:
function of the magnitude of the observation. This implies
that the errors are heteroscedastic. Recall that Y = Ao + a1 X1 + a2 X2 + a3 X3 + · · · am Xm (4.69)
For this exponential model, taking the log of the data
where Ao = ln ao .
eliminates heteroscedasticity:
y = yo xn (4.63)
Example: Watershed Characteristics
which can be linearized by taking the logarithm of both Empirical models can be used, such as the Benson model,
sides: can be used to estimate peak flows, Qp :
ln y = ln yo + n ln x (4.64) Qp = a Ab S c Std Ibe Lf (4.70)
Introducing new variables, Y = ln y and X = ln x, yields where A is the watershed area, S is the main channel
the general linear equation: slope, St is the area of lakes and ponds, Ib is the max-
imum 24-hour, 10-year precipitation depth, and L is the
Y = Yo + n X (4.65) main channel length.
Another model, proposed by Scott, is:
where Yo = ln yo or yo = eYo .
Qp = a Ab Em
c
Std Pse I f T g (4.71)
CHAPTER 4. STATISTICAL MODELS 26
Factor analysis, and its cousin Principal Components Anal- Si = Si,p + K ei (4.81)
ysis (PCA), are commonly used to identify the relation-
ships between variables using the covariance or correlation where K is the Kalman gain matrix:
matrix. If C is the variance-covariance matrix, then we −1
can form the equation: Ki,p = Pi,p H T R + H Pi,p H T (4.82)
4.3.2 Moving Average (MA) Partial Correlations. Partial correlations refers to the
marginal contribution of the next coefficient. For example,
The moving-average model adds the previous prediction if you have an AR(1) model, find the net correlation of the
errors, meaning that if one is off by a certain amount on next autoregressive term. If there is no partial correlation,
the last time step, then the error, e(t) = ŷ(t) − y(t), is and if r1 = 0.9, then r2 = r12 = 0.9 × 0.9 = 0.81 . If we
added to the next prediction: find r2 > r12 , then there is a positive partial correlation.
We can also say that if r2 < r12 , then we have a negative
ŷ(t) = yo + b1 e(t − 1) + b2 e(t − 2) + . . . + bm e(t − m)
partial correlation.
Xm
In general:
= yo + bi e(t − i) (4.86)
i=1 rab − rbc rac
rab|c = p p
2
(4.91)
where n is the memory of the moving-average error. This 2
1 − rac 1 − rbc
is often written as MA(m), or ARMA(n,m) if the moving-
average model is combined with the autoregressive model. For example, let rab = 0.79 and rac = rbc = 0.90, then
0.79 − (0.90) × (0.90)
4.3.3 External Inputs (X) rab|c = √ √ = − 0.10 (4.92)
1 − 0.902 1 − 0.902
Another time-series approach is to use external inputs,
such as precipitation or upstream flows, to predict down- 4.3.6 Example: Salt River Project
stream events. This takes the form:
Our objective is to determine how much water to release
ŷ(t) = yo + ho x(t) + h1 x(t − 1) + · · · + hp x(t − p) from three reservoirs. Data are collected every six hours
p
and sent within a few minutes to the central office. A
X decision must be made whether to open up the spillways or
= yo + hi x(t − i) (4.87)
i=1
to adjust power production. We want a prediction model
for prediction horizons of 6, 12, 24 and 96-hours ahead.
where p is the memory of the external input. This is
We have data from ten raingages, 16 stream gages, and
the same as the convolution operator, where hi is the
three reservoirs.
unit response function. This is written as X(p) or AR-
Based on a time-series analysis, we find that:
MAX(n,m,p) when combined with the ARMA(n,m) model:
Xn 1. The nearest stream gage upstream of each reservoir
ŷ(t) = yo + ai y(t − i) is the best predictor for 6-hour ahead forecast.
i=1
2. Using the most upstream stream gage plus precipi-
m
X p
X tation is found to provide the best 96-hour forecast.
+ bi e(t − i) + hi x(t − i) (4.88)
i=1 i=1 3. One M A term was sufficient, two AR terms were
generally necessary.
4.3.4 Differenced (D)
4. Recession flows are easier to predict than peaks.
Some processes are better described using their changes,
such as the change in water level in a wetland. In this 5. Poor forecasting during cold weather often results
case, we take the first difference of the data: due to lack of temperature information, which makes
it difficult to distinguish between rain and snow pre-
∆y(t) = y(t) − y(t − 1) (4.89) cipitation.
The resulting time-series model could be a DAR(m), DARMA(n,m),
or DARMAX(n,m,p), which would just use the ∆y instead
of y in the prediction equations.
CHAPTER 4. STATISTICAL MODELS 28
4.4 Problems
1. Regression Analysis
(a) Find and download water quality data for a
minimum of five variables.
(b) Calculate the means, standard deviations, stan-
dard errors of the means, coefficient of varia-
tion, and correlation and covariance matrices.
(c) Select one of the variables as the dependent
variable and find the regression relationship us-
ing both the original and log-transformed val-
ues. Plot the observed and predicted values
against each other.
(d) Calculate the eigenvectors and eigenvalues. Plot
the two most significant eigenvectors against
each other.
2. Time Series Analysis
(a) Download three time-series from the U.S. Ge-
ological Survey water data website, preferably
three stations within the same watershed
(b) For the most upstream location, find the AR(2)
model using both the original and log-transformed
discharges. Plot the predicted and observed
discharges.
(c) For the most downstream location, find the ARX(2,p)
model using the other two stations. Plot the
predicted and observed discharges.
Chapter 5
Differential Equations
29
CHAPTER 5. DIFFERENTIAL EQUATIONS 30
which, when combined with the conservation of mass equa- 5.1.2 Initial and Boundary Conditions
tion,
Regardless of the type of differential equation, specific ini-
~q = −θ̇ (5.9) tial and boundary conditions must be prescribed to make
the system uniquely defined. Failure to completely specify
yields: these conditions may make the system ill-posed, meaning
that more than one solution may be possible for the prob-
∂θ
K∇2 h = (5.10) lem.
∂t Initial conditions refer to the values of the observed
variable(s) at a prescribed time, such as h = ho at t =
where θ is the water content of the aquifer. This is the
to . Boundary conditions refer to the specification of the
same as:
observed variable(s) at a prescribed location, so that h =
∂2h ∂h hi at x = xi .
K 2 = Ss (5.11)
∂x ∂t There is great flexibility in establishing initial and bound-
ary conditions. Some of the many types of boundary con-
because Ss = dθ/dh. This can also be written as: ditions include:
Dh′′ = ḣ (5.12) Prescribed Head: Used to set a single value of head, h,
for the boundary, such as h = hi at x = xi .
where D = K/S is the hydraulic diffusivity.
For steady (and also for incompressible) flow this is Prescribed Flux: Used to specify the flux, q = −Kh′ ,
just: for the boundary, such as q = qi at x = xi . These
can be either constant or change with each time step.
Kh′′ = 0 (5.13)
Prescribed Gradient: Used to specify the gradient, h′ ,
For higher dimensions, we have: such as h′ = h′i at x = xi .
∇ · ~q = ∇ · −K∇h = −Ss ḣ (5.14) Radiation: Used to set the jump, ∆h, across a boundary,
such as ∆h = ∆hi at x = xi .
where K is a second-order tensor. If K is isotropic and
stationary, this reduces to: Mixed: Combines the prescribed head and flux boundary
conditions, a hi + b h′i = c.
2 2
∂ h ∂ h ∂h
K + 2 = Ss (5.15) It is important to note that these initial and boundary
∂x2 ∂y ∂t
conditions can be changed for each boundary segment for
in two dimensions. each time step, or they can remain constant.
The general one-dimensional wave equation is:
5.1.3 Material Properties
∂2h ∂2h
2
= 2 (5.16) The selection of the appropriate model parameters is part
∂x ∂t
of the conceptual site model development process. There
These various equations can be written in general form are a wide range of material properties that must be de-
as: termined when developing the model. Specific properties
include the roughness, hydraulic conductivity, transmis-
ah′′ii + 2bh′′ij + ch′′jj + dh′i + eh′j + f h + g = 0 (5.17) sivity, leakance, conductance, which are descriptors of the
permeability of the system. The storage terms are also
where hi = ∂h/∂xi , etc. We can determine the type of
important for transient problems, such the specific yield,
equation using the value of λ = b2 − ac, where:
specific storages, storativity, water content, porosity, and
Hyperbolic, λ > 0: A wave equation with the form hii = specific water capacity. Combined metrics such as the
hjj . aquifer diffusivity are also important.
Taking the inverse for each term yields: If the outflow from reservoir 1 is the inflow to reservoir 2,
then we have:
I
h(t) = ho e−α t − e−α t − 1 (5.52)
Aα O2 = H2 ⋆ O1 (5.66)
which is equivalent to the result obtained earlier. or, in general:
Let us consider the dirac (impulse) input:
Oi = Hi ⋆ Oi−1 (5.67)
∞ t = to
δ(to ) = (5.53)
0 t 6= to which is the same as:
and
∆h hki,j − hki,j−1
h′j = = (5.76)
∆y yj − yj−1
k−1
k ∆h hki,j − hi,j
ḣ = = k (5.77)
∆t t − tk−1
The second derivative is calculated by taking the difference
in first derivatives:
hk k
i+1,j −hi,j hk k
i,j −hi−1,j
∆2 h xi+1 −xi − xi −xi−1
h′′i = = (5.78)
(∆x)2 (xi+1 −xi )+(xi −xi−1 )
2
which corresponds to the change in the change in the func- Figure 5.1: Linear Reservoir Definition Sketch.
tion. For a constant increment, ∆x, this reduces to:
hki+1,j − 2 hki,j + hki−1,j 5.3.2 Finite Element Method
h′′i = (5.79)
(∆x)2
5.3.3 Boundary Element Method
Returning, yet again, to the Nash model, we can ap-
proximate the problem: 5.3.4 Analytic Element Method
ḣ + α h =
I
(5.80) 5.4 Example: Linear Reservoir
A
using: The linear reservoir model is a simple model of water flow
in channels. Consider a simple tank reservoir with a vol-
hk+1 − hk i ume of water, V = h A, equal to the depth, h, and the
+ α hk = (5.81)
t k+1 −t k A area of the tank, A. Let us suppose that there is a valve
that releases water from the bottom of the tank, and the
This is called the forward model because we are predicting
outflow from the tank Q = α h, is a function of how far
the first derivative using existing values of h. Solving for
open the valve is, α, and how high the water level is in the
hk yields:
tank, h. As the water level drops, the outflow from the
I tank should decrease.
hk+1 = hk + − α hk tk+1 − tk (5.82) We can also say that the outflow must be due to a
A
release of water from storage within the tank, or:
which, for a constant time step, ∆t, simplifies to:
dV dh
k+1 k I Q=− = −A (5.88)
h = h (1 − α ∆t) + ∆t (5.83) dt dt
A
which just means that the outflow must equal the time
We could just as easily have defined the problem using:
rate of change of the volume of water in the tank, which
hk+1 − hk I is related to the rate of change in water level in the tank.
+ α hk+1 = (5.84) Combining both equations yields:
∆t A
which yields a slightly different equation: dh
Q = α h = −A (5.89)
I dt
k+1 hk + A ∆t
h = (5.85)
1 + α ∆t Rearranging terms yields:
This form is called the backward model because we are α dh
predicting using the future values of h. dt = − (5.90)
A h
The final, and most accurate form, is the time-centered
model: Integration yields:
hk+1 − hk hk+1 + hk I αt
+α = (5.86) + C = − ln h (5.91)
∆t 2 A A
which results in: where C is the constant of integration. This can be sim-
α ∆t
I
plified to:
hk 1 − 2 + ∆t
hk+1 = A
(5.87)
1 + α 2∆t h = ho exp(−βt) (5.92)
CHAPTER 5. DIFFERENTIAL EQUATIONS 35
O(t + ∆t) = I(t + ∆t) + I(t) (5.113) Substituting this into the finite difference equation yields:
2 O(t + ∆t) = C1 I(t + ∆t) + C2 I(t) + C3 O(t) (5.119)
−O(t) − [S(t + ∆t) − S(t)]
∆t
But we are still have one unknown on the right-hand where
side of the equation, S(t + ∆t). To eliminate this variable, ∆t − 2τ x
we require a relationship between S and O. C1 = (5.120)
∆t + 2τ (1 − x)
CHAPTER 5. DIFFERENTIAL EQUATIONS 37
∆t + 2τ x
C2 = (5.121) and so on. Substituting these into the original Muskingum
∆t + 2τ (1 − x) equation yields:
−∆t + 2τ (1 − x) n
X
C3 = (5.122)
∆t + 2τ (1 − x) O(t + ∆t) = Ki I(t − i) (5.130)
i=o
Note that C1 + C2 + C3 = 1. The value of x can be
determined using regression. = Ko I(t) + K1 I(t − 1) + K2 I(t − 2) + ...
where
5.5.4 Muskingum-Cunge Method
We can directly obtain the value of x used in the Musk- Ko = C1 (5.131)
ingum equation by 1) adding lateral inflows, qL , and 2)
K1 = C1 C3 + C2
substituting the kinematic velocity, c = dQ/dA, into the
original PDE, yielding: K2 = C3 K1
∂Q 1 ∂Q Kn = C3 Kn−1
+ + qL = 0 (5.123)
∂x c ∂t A problem with this method is that it ignores accumulat-
where qL = QL /∆x is the lateral inflow rate, QL , per unit ing errors that might have been corrected by incorporating
length of stream channel, ∆x = xb − xa . This is the same previous outflows.
as: Yet another method is the SCS Convex method that
is a simplification where C1 = 0, C3 = 1 − C2 , so that:
∂Q ∂Q
c + + c qL = 0 (5.124)
∂x ∂t O(t) = I1 + C2 [I(t − 1) − O(t − 1)] (5.132)
This yields a physically-based routing equation that can The assumption that C1 = 0 implies that ∆t = 2τ x. This
be solved to yield: is clearly the case when x = 0.5 and ∆t = τ . One might
select a time step which satisfies this condition.
O(t + ∆t) = C1 I(t + ∆t) + C2 I(t) (5.125)
~v = [v1 , v2 ] (6.1) ~u h u1 u2 i
= , (6.9)
c c c
We can plot these elements on two perpendicular axes, Multiplication of two vectors is more complicated. In fact,
such as the x- and y-axes of a cartesian plot. We say there are two types of multiplication, the dot product, ~u ·~v ,
these axes are orthogonal, or perpendicular, to each other. and the cross product, ~u × ~v . Two dimensional multipli-
The vector is oriented because, like a pointer, it has a base, cation is defined using:
located at the origin, and the tip, located at the position
indicated by the list of numbers. ~u · ~v = u1 v1 + u2 v2 (6.10)
Another way of expressing a vector mathematically is:
~u × ~v = u1 v2 − u2 v1 (6.11)
~v = [v1 , v2 ] = i v1 + j v2 (6.2)
Three dimensional multiplication yields:
where the symbols i and j are just mathematical symbols
to indicate the x- and y-axes. A three-dimensional vector ~u · ~v = u1 v1 + u2 v2 + u3 v3 (6.12)
would be:
~u × ~v = [u2 v3 − u3 v2 , u3 v1 − u1 v3 , u1 v2 − u2 v1 ] (6.13)
~v = [v1 , v2 , v3 ] = i v1 + j v2 + k v3 (6.3) which is a vector. Vector multiplication is commutative
for the dot product, but not for the cross-product:
where there are now three axes, corresponding to the x-, y-
, and z-directions. Higher order vectors are also possible, ~u · ~v = ~v · ~u (6.14)
although not commonly used.
~u × ~v = −~v × ~u (6.15)
6.1.1 Algebra Vector division is not defined.
Vectors addition and subtraction are performed for each
element, independent of the other elements: 6.1.2 Geometry
~u + ~v = [u1 , u2 ] + [v1 , v2 ] A vector can be represented using a pointer, with the base
of the pointer resting at the origin and the tip of the
= [u1 + v1 , u2 + v2 ] (6.4) pointer resting at the value of the vector. Another way
of representing the vector is to define the vector magni-
~u − ~v = [u1 , u2 ] − [v1 , v2 ] tude, r, of the vector using:
= [u1 − v1 , u2 − v2 ] (6.5) q
r = abs{~u} = u21 + u22 (6.16)
These operations are associative and commutative:
and a rotation angle, θ, using:
(~u + ~v ) + w
~ = ~u + (~v + w)
~ (6.6)
u2
~u + ~v = ~v + ~u (6.7) θ = arg{~u} = arctan (6.17)
u1
39
CHAPTER 6. VECTORS, COMPLEX VARIABLES, AND QUATERNIONS 40
Note that K12 = K21 , etc., so that the hydraulic conduc- Note that any complex variable, u, multiplied by its com-
tivity tensor is symmetric. plex conjugate, u, yields:
(6.84)
Table 6.2: Quaternion Multiplication Table
so that
Pre- Post-Multiplier
Multiplier 1 i j k 0 − u1 v1 − u2 v2 − u3 v3 1
1 1 i j k 0 + 0 + u2 v3 − u3 v2
~u ~v = −(~u·~v )+(~u×~v ) = i
i i - 1 k -j 0 − u1 v3 + 0 + u3 v1 j
j j -k - 1 i 0 + u1 v2 − u2 v1 + 0 k
k k j -i - 1 (6.85)
uo v3 + u1 v2 − u2 v1 + u3 vo k w v = (u v) v = u (v v) = u |v|2 (6.87)
(6.76)
where |v| is norm, or scalar length, of the quaternion. Be-
It can be readily shown that quaternion multiplication cause |v| is a scalar, we divide both sides by the squared
is both associative and distributive, respectively: norm of v to yield:
wv wv
u (v w) = (u v) w (6.77) u= = 2 (6.88)
vv |v|
u (v + w) = u v + u w (6.78)
6.3.2 Geometry
But quaternion multiplication is not commutative:
The spatial quaternion, u, can be represented using an
u v 6= v u (6.79) angle quaternion, φ:
so that u = eφ = exp(φo + φ1 i + φ2 j + φ3 k)
(6.90)
= exp(φo ) exp(φ1 i) exp(φ2 j) exp(φ3 k)
uv = vu (6.81)
Note that φo is a scalar function, equal to the natural
As noted previously, the pure quaternion takes the logarithm of the norm of u:
form of the traditional vector, i.e., the real part of the
pure quaternion equals zero, ℜ(u) = 0. It is readily shown φo = ln |u| = ln r (6.91)
that pre- and post-multiplication of a pure quaternion, ~u,
by any quaternion, v, always yields a pure quaternion: where
q
w
~ = v ~u v (6.82) r = |u| = u2o + u21 + u22 + u23 (6.92)
û = [cos(φ1 ) + sin(φ1 )i] [cos(φ2 ) + sin(φ2 )j] [cos(φ3 ) + sin(φ3 )k] (6.110)
(6.102)
We have already shown that:
which is the same as:
cos φ1 cos φ2 cos φ3 − sin φ1 sin φ2 sin φ3 1
cos φ1 cos φ2 cos φ3 − sin φ1 sin φ2 sin φ3 1 ~ sin φ1 cos φ2 cos φ3 + cos φ1 sin φ2 sin φ3 i
sin φ1 cos φ2 cos φ3 + cos φ1 sin φ2 sin φ3 i û = eφ =
cos φ1 sin φ2 cos φ3 − sin φ1 cos φ2 sin φ3 j
û =
cos φ1 sin φ2 cos φ3 − sin φ1 cos φ2 sin φ3 j (6.103)
cos φ1 cos φ2 sin φ3 + sin φ1 sin φ2 cos φ3 k
cos φ1 cos φ2 sin φ3 + sin φ1 sin φ2 cos φ3 k
(6.111)
Partial Derivatives
cosh(φ) = (eφ + e−φ )/2 sinh(φ) = (eφ − e−φ )/2 Partial derivatives are defined similarly. Let r and s be
scalar variables and let u(r, s) be a quaternion that is a
cosh(φ1 i) = cos(φ1 ) sinh(φ1 i) = sin(φ1 )i continuously differentiable, single-valued function of r and
cosh(φ2 j) = cos(φ2 ) sinh(φ2 j) = sin(φ2 )j s. We define the partial derivatives of u with respect to r
cosh(φ3 k) = cos(φ3 ) sinh(φ3 k) = sin(φ3 )k and s as:
∂u ∆u ∂ uo ∂ u1 ∂ u2 ∂ u3
cos(φ1 i) = cosh(φ1 ) sin(φ1 i) = sinh(φ1 )i u′(r) = = lim = + i+ j+ k
∂r ∆r→0 ∆r ∂r ∂r ∂r ∂r
cos(φ2 j) = cosh(φ2 ) sin(φ2 j) = sinh(φ2 )j
(6.121)
cos(φ3 k) = cosh(φ3 ) sin(φ3 k) = sinh(φ3 )k
and
cosh(φ1 + βi) = cosh(φ1 ) cos(β) + sinh(φ1 ) sin(β)i
cosh(φ2 + βj) = cosh(φ2 ) cos(β) + sinh(φ2 ) sin(β)j ∂u ∆u ∂ uo ∂ u1 ∂ u2 ∂ u3
u′(s) = = lim = + i+ j+ k
cosh(φ3 + βk) = cosh(φ3 ) cos(β) + sinh(φ3 ) sin(β)k ∂s ∆s→0 ∆s ∂s ∂s ∂s ∂s
(6.122)
sinh(φ1 + βi) = sinh(φ1 ) cos(β) + cosh(φ1 ) sin(β)i
The derivative rules presented previously also hold for par-
sinh(φ2 + βj) = sinh(φ2 ) cos(β) + cosh(φ2 ) sin(β)j
tial derivatives.
sinh(φ3 + βk) = sinh(φ3 ) cos(β) + cosh(φ3 ) sin(β)k
and
∂ uo
∂ x i + ∂∂ ux1 ii + ∂∂ ux2 ij + ∂∂ ux3 ik
1 1 1 1 (⋄u) u
⋄u = (6.129) ⋄φ = = ⋄ ln(u) (6.138)
∂ uo + ∂ u1 i + ∂ u2 j + ∂ u3 k uu
∂ x2 j ∂ x2 j ∂ x2 j ∂ x2 j
∂ uo ∂ u1 i ∂ u2 j ∂ u3 k which is consistent with the definition of the natural log-
∂ x3 k + ∂ x3 k + ∂ x3 k + ∂ x3 k arithm:
or, equivalently:
∂ uo ln(u) = ln(eφ ) = φ (6.139)
∂ u1 ∂ u2 ∂ u3
∂ xo + ∂ x1 + ∂ x2 + ∂ x3 1
∂ u1 − ∂ uo
+ ∂ u3
− ∂ u2
i Hyperbolic Derivatives
∂ xo ∂ x1 ∂ x2 ∂ x3
⋄u =
∂ u2
(6.130) Note that the derivatives of the hyperbolic functions are:
∂ u3 ∂ uo
∂ x − − + ∂∂ ux13 j
o ∂ x1 ∂ x2
∂ u3 ∂ u2 ∂ u1
~
∂ cosh φ ~
∂ cosh φ
∂ xo + ∂ x1 − ∂ x2 − ∂∂ uxo k =− ~
i = sinh φ (6.140)
3
∂(φ1 i) ∂φ1
The gradient of the product of a scalar, H(x), and a
quaternion, u(x), is: ~
∂ sinh φ ~
∂ sinh φ
=− ~
i = cosh φ (6.141)
∂(φ1 i) ∂φ1
⋄(H u) = h u + H ⋄u (6.131)
and
The gradient of the product of two quaternion, u(x) and
v(x), is: ~
∂ cosh φ ~
∂ cosh φ
= −k ~
= sinh φ (6.142)
⋄(u v) = (⋄u) v + (u ⋄) v = (⋄u + u ⋄) v (6.132) ∂(φ3 k) ∂φ3
The quaternion integral formulation is equivalent to All boundary value problems share the need to define a
combining Gauss’ divergence theorem with Stokes’ theo- governing equation (either differential or integral), domain
rem: properties (extent and material properties), boundary con-
Z Z Z ditions, and also initial conditions for transient problems.
⋄2 u dRn = ⋄u dRn−1 = u dRn−2 = U A wide range of solution methodologies exist for using this
Rn Rn−1 Rn−2 information to provide forward predictions of hydraulic
(6.149) head or flux, or inverse predictions of domain properties
and boundary conditions. Because boundary conditions
where: are a vital part of the problem definition, it is critical that
they are correctly formulated. While most models require
• R3 is the boundary three-dimensional volume sur-
that the normal component of flux boundary conditions
rounding the R4 hypervolume;
be specified, many users fail to recognize this requirement.
• R2 is the boundary two-dimensional surface surround- Instead, the flux magnitude is mistakenly used instead of
ing the R3 volume; the more-appropriate, normal component. The tangential
component of flux relative to the boundary should always
• R1 is the boundary one-dimensional line surrounding be discarded unless a complex (or, alternatively, a dual or
the R2 surface; and vector) formulation is used.
• Ro are the boundary points terminating the R1 line
segment.
CHAPTER 6. VECTORS, COMPLEX VARIABLES, AND QUATERNIONS 48
The final requirement is the specification of material which implies that the tangential change in head equals
properties, which can have distributed values across a finite- the negative of the normal change in stream potential.
difference grid or finite-element mesh. For a finite-element For isotropic media, the problem must be formulated
formulation, the head and fluxes across each internal (element-in terms of the flux vector, ~q, instead of the hydraulic
element) boundary are specified using: gradient, ∇h:
Additional Reading
7.1 Mathematical References • Singh, Vijay P., 1988, ”Hydrologic Systems: 1. Rainfall-
Runoff Modeling”, Prentice-Hall, ($67).
• Abramowitz, M. and I.A. Stegun, 1972, ”Handbook
of Mathematical Functions”, Dover Press.
7.4 Watershed/Surface Water Mod-
• Carslaw and Jaeger, 1986, ”Conduction of Heat in
Solids”, Second Edition, Oxford University Press. els
• Law, A.M. and W.D. Kelton, 1991, ”Simulation Mod- • Haan, C.T., H.P. Johnson, and D.L. Brakensiek,
eling and Analysis”, Second Edition, McGraw-Hill, 1982, ”Hydrologic Modeling of Small Watersheds”,
759 pp. ASAE, Monograph 5, St. Joseph, MI, 533 pp.
• Pinder, G.F. and W.G. Gray, 1977, ”Finite Element • Kraijenhoff, D.A. and J.R. Moll, 1986, ”River Flow
Simulation in Surface and Subsurface Hydrology”, Modelling and Forecasting”, D. Reidel Publishing
Academic Press, 295 pp. Company, 372 pp, (Out of Print).
50
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