For a smooth incompressible direct trajectory with total velocity field and active scalar , the negative-constraint Lagrangian function in constrained optimization convention givesThe transpose term is the formal adjoint of ; the two couplings transpose scalar transport by advection and buoyancy. For terminal cost , the terminal data are , . They are integrated backward along the stored direct trajectory. No-slip boundary conditions and Dirichlet boundary conditions for the adjoint velocity and homogeneous Neumann boundary conditions for the adjoint scalar remove the spatial boundary terms.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 69 1 Solution Created 2026-10-03 Updated 2026-10-07
Use a constant porosity and let denote pore velocity. Darcy law gives the Darcy velocity . If the velocity convention has already absorbed porosity, set in the following formulas. Assume positive permeability of a porous medium throughout the layer, so and .Here is dynamic viscosity. The flux-weighted residence time in a porous layer is the pore volume divided by throughput. Equivalently, weighting each streamline's transit time by its inlet flux givesThis is also the advective travel scale after cross-layer mixing has homogenized the concentration. For resident-weighted transit time in a layered flow, sampling the initial fluid uniformly by resident volume, while suppressing cross-stream exchange, is a different experiment: its mean iswith the continuous limit . Specifying the sampling convention avoids confusing the reciprocal of the mean speed with the mean reciprocal speed.
For Taylor dispersion in a linear porous-layer velocity profile, take isotropic pore-scale mass diffusivity and reflecting boundaries at . Write , where . Let be cross-sectionally averaged concentration and write the leading transverse correction as . Substitution into scalar transport yields the cell problemThus , and averaging the axial solute flux gives , withThe integration by parts has no boundary term. It also proves nonnegativity, even when . The total effective mass diffusivity is . For anisotropic pore dispersion, the denominator uses the transverse coefficient and the added molecular term uses the axial coefficient.
There are two separate tests for significance. The shear Péclet number gives . A large value implies substantial enhancement of axial spreading. But the Taylor dispersion limit additionally needsOtherwise particles can cross the rock before transverse mixing occurs, and a constant long-time is not an adequate breakthrough model. The relative front width is of order once the long-time model applies.
For a constant tracer input flux, normalize as solute flux per pore cross-sectional area, and use the initially tracer-free half-line modelThis is a constant-flux tracer inlet solution; prescribing a flux is distinct from prescribing the inlet concentration. A Laplace transform in time has decaying spatial root and givesDefine , , and . Inverting, or differentiating the following expression to check the equation and flux boundary condition, gives the requested arrival history:It tends from zero to . For near breakthrough, its leading front isIf a well-stirred inlet instead holds , the exact constant-concentration inlet solution is . The two inlet models have the same leading advective front, but are not identical at finite axial Péclet number.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 331 4 a Solution Created 2026-10-03 Updated 2026-10-06
Use , , , and . Work along a sufficiently regular direct trajectory satisfying the given constraints. The zero spatial mean of the scalar field is conserved by incompressible flow, impermeable walls and zero scalar flux, so minimizing is equivalent to minimizing scalar variance, up to the fixed domain volume.
The printed functional fixes the initial state to a candidate ; it contains no term that enforces its kinetic energy. For the optimization over that candidate, add the real Lagrange multiplier constraintEquivalently, one can restrict all control variations to the sphere in a normed vector space of fixed kinetic energy. This term changes the initial-control optimality condition, not the interior adjoint equations.
Let , and . Linearization of the momentum and scalar transport residuals givesBoth appearances of the perturbation velocity in the nonlinear momentum term have been differentiated. In particular, the coefficient is the gradient of the total velocity, not just the base shear.
For the negative-constraint convention of the functional, integration by parts gives the interior coefficients of asThus the adjoint equations for Boussinesq scalar mixing areThe transpose is essential: the th component of is . The coupling transposes advection of the scalar by a velocity perturbation; transposes buoyancy feedback. Dropping the latter would give a passive scalar adjoint, not the active scalar problem.
These equations are integrated backward, not forward. If , they readwith direct coefficients evaluated at . Both terms from the diffusion equation now have the usual forward sign in . A direct-adjoint looping method stores or reconstructs the forward trajectory, solves these equations backward, and uses the initial adjoint as the control gradient. The endpoint and fixed-energy conditions below give necessary conditions for a local optimizer, not a global optimality theorem.
Scalar transport 2026-10-06
Scalar transport follows a material quantity through advection and diffusion equation terms, for example . A passive scalar does not affect the velocity field; an active scalar feeds back through forces such as buoyancy. With incompressible flow bounded by impermeable walls and homogeneous Neumann boundary conditions, the spatial mean is conserved.