WIAS Preprint No. 84, (1994)

Moment evolution of the outflow-rate from nonlinear conceptual reservoirs


  • Karmeshu, [Prof.]
  • Schurz, Henri

2010 Mathematics Subject Classification

  • 60H10 60H30 65C20


  • Conceptual reservoirs, storage, outflow-rate, precipitation, Fokker-Planck equation, stochastic differential equations, white and coloured noise, numerical methods, simulation studies, moment evolution




The temporal evolution of moments of outflow-rate is investigated in a stochastically perturbed nonlinear reservoir due to precipitation. The detailed stochastic behaviour of outflow is obtained from the numerical solution of a nonlinear stochastic differential equation with multiplicative noise. The timedevelopment of first two moments is studied for various choices of parameters. Using Stratonovich interpretation, it turns out that the mean outflow-rate is above that given by the deterministic solution. Based on the set of 9000 simulation runs, 90 % confidence intervals for the mean evolution of outflow-rate are computed. The effect of stochastic perturbations with finite correlation time is also investigated.

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