Environmental Engineering Reference
In-Depth Information
Box 5.3: Generalized mean-field theory
The mean-field theory is typically used to provide an approximated solution of
stochastic partial differential equations for spatially extended systems. The method is
valuable mainly for a qualitative analysis of (stochastic) spatiotemporal dynamics
( van den Broeck et al. , 1994 ; van den Broeck , 1997 ; Buceta and Lindenberg , 2003 ;
Porporato and D'Odorico , 2004 ).
The mean-field technique adopts a finite-difference representation of stochastic
spatiotemporal dynamics ( 5.1 ):
d
φ i
d t =
f (
φ i )
+
g (
φ i )
ξ m , i +
Dl (
φ i j )
+ ξ a , i ,
(B5.3-1)
where for sake of simplicity we have set F ( t )
=
0. In Eq. ( B5.3-1 ),
φ i ,
ξ m , i , and
ξ a , i are
the values of
φ
,
ξ m , and
ξ a at site i , respectively; i runs across all the discretization cells,
φ i j ) expresses the spatial
coupling between cell i and its neighbors (see Subsection 5.1.2.4 ). A general expression
for l (
j
nn ( i ) refers to the neighbors of the i th cell, and l (
φ i j )is
j nn ( i ) w j φ j ,
l (
φ i j )
= w i φ i +
(B5.3-2)
where
w j are weighting factors. Expressions for these weighting factors are
specified in Subsection 5.1.2.4 for some commonly used spatial couplings.
The analytical solution of Eq. ( B5.3-1 ) is hampered by the fact that the dynamics of
φ i are coupled to those of the neighboring points. In fact, the spatial interaction term in
( B5.3-1 ) depends on the values
w i and
in the neighborhood of i . To avoid this obstacle,
the mean-field approach assumes that (i) the variables
φ j of
φ
φ j can be approximated by the
local ensemble mean
φ j
, and (ii) there is a link between
φ j
and the ensemble average
φ i
in the i th cell.
Typically we are interested in the stability and instability conditions of the
homogeneous basic state with respect to periodic perturbations. For this reason, the i th
site is placed on a local maximum of the field, and the pattern is approximated by a
harmonic function,
φ j = φ i
cos[ k
·
( r i
r j )]
,
(B5.3-3)
where k =
k y ) and k x and k y are the two wave numbers along the x and y axes,
respectively. It follows that the function l (
( k x ,
φ i j )inEq.( B5.3-1 ) is approximated as
l (
φ i j )
l h (
φ i , φ i ,
k x ,
k y )
,
(B5.3-4)
where l h (
) is a function whose structure depends on the spatial coupling considered.
Under assumption ( B5.3-4 ), dynamics ( B5.3-1 )of
·
φ i do not depend anymore on
those of the neighboring points, and it is possible to determine exact expressions for
the steady-state probability distributions, p st (
φ
;
φ i ,
k x ,
k y ), of
φ
by the methods
described in Chapter 2. p st (
φ
;
φ i ,
k x ,
k y ) will necessarily depend on a number of
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