SCHOOL OF BASIC SCIENCES

DEPARTMENT OF MATHEMATICS AND

STATISTICS

Project 1. A Mathematical Model of a Groundwater

Contaminant Source

Chlorinated solvents such as trichloroethylene (TCE) are a common cause of en-

vironmental contamination1 . at thousands of government and private industry
facilities. TCE and other chlorinated organics, collectively referred to as dense no-
naqueous phase liquids (DNAPLs), are denser than water and only slightly soluble
in water. DNAPLs tend to accumulate as a separate phase below the water ta-
ble and provide a long-term source of groundwater contamination. A downstream
contaminant plume is formed by the process of dissolution of DNAPL into water
12 Chapter
flowing2 through
First Order Di erential
the source region, asEquations
shown in Figure 2.P.1.

Contaminant plume

Groundwater flow
velocity vd

cin = 0
cout = c(t)

Source mass
m(t)

Cross-sectional area As

FIGURE 2.P.1 Conceptual model of DNAPL source.

1
R. W. Falta, Rao, P. S.,and
Parameters and variables
N. Basu, “Assessing
relevantthetoImpacts of Partiala Mass
formulating Depletion in model
mathematical DNAPL of
Source Zones:
contaminant
I. Analytical Modeling of Source Strength Functions and Plume Response,” Journal of Contaminant Hydrology 78,
discharge from the source region are defined as follows:
4 (2005), pp. 259-280.
cross-sectional area of the source region
Darcy groundwater flow velocity10
total DNAPL mass in source region
In this project, we study a first order differential equation that describes the time-
dependent rate of dissolved contaminant discharge leaving the source zone and
entering the plume2 .
Parameters and variables relevant to formulating a mathematical model of conta-
minant discharge from the source region are defined as follows:

As = cross-sectional area of the source region

vd = Darcy groundwater flow velocity3
m(t) = total DNAPL mass in source region
cs (t) = concentration (flow averaged) of dissolved contaminant leaving the
source zone
m0 = initial DNAPL mass in source region
c0 = source zone concentration (flow averaged) corresponding to an initial
source zone mass of m0

The equation describing the rate of DNAPL mass discharge from the source region
is
dm
= −As vd cs (t) (1)
dt
whereas an algebraic relationship between cs (t) and m(t) is postulated in the form
of a power law,  γ
cs (t) m(t)
= , (2)
c0 m0
in which γ > 0 is empirically determined. Combining Eqs. (1) and (2) (Problem
1) yields a first order differential equation
dm
= −αmγ (3)
dt
that models the dissolution of DNAPL into the groundwater flowing through the
source region.

2
The output of this model can then be used as input into another mathematical model that, in turn, describes
the processes of advection, adsorption, dispersion, and degradation of contaminant within the plume.
3
In porous media flow, the Darcy flow velocity vd is defined by vd = Q/A, where A is a cross-sectional area
available for flow and Q is the volumetric flow rate (volume/time) through A.
 (15
dy
Separating the variables in Eq. (15) leads to
Projects 113
PROBLEMS
Project 2 PROBLEMS dy (16
1. Derive Eq. (3) from Eqs. (1) and (2) and show that 5. Effects of Partial Source Remediation.
𝛾
𝛼 = 𝑣d As c0 ∕m0 . We solve Eq. (16) by integrating
(a) both sides
Assume thattoaarrive
sourceatremediation
the implicitly defined
process solution
results in a
2. Additional processes due to biotic and abiotic degradation 90% reduction in the initial amount of DNAPL mass in the
contributing to source decay can be accounted for by adding source region. Repeat=Problem
ln ln 4 with m0 and c0 in Eq. (2) re- (17
a decay term to (3) that is proportional to m(t), placed by m1 = 0.1 m0 and c1 = (0.1)𝛾 c0 , respectively. Com-
m′ (t) = −𝛼mThe𝛾 solution of Eq. (12)(i)is then
− λm, obtained
pare by of
the graphs cs (t) in this case withinto
resubstituting Eq. (17):
the graphs obtained
in Problem 4.
where λ is the associated decay rate constant. Find solutions (b) Assume that the 90% efficient source remediation pro-
of Eq. (i) using the initial condition m(0) = m0 for the follow- ln ln
cess is not applied until t1 = 10 years have elapsed following
(18
ing cases: (i) 𝛾 = 1, (ii) 𝛾 ≠ 1 and λ = 0, (iii) 𝛾 ≠ 1 and λ ≠ the initial deposition of the contaminant. Under this sce-
0. Then find expressions for cs (t) using Eq. (2). nario, plot the graphs of cs (t) using the parameters and initial
Hint: Eq. (i) is a type of nonlinear equation known as a conditions of Problem 4. In this case, use Eq. (2) to compute
Bernoulli equation. A method for Remark.
solvingLooking back,
Bernoulli had weconcentration
equa- used the substitution
for 0 ≤ t < t1 . Following remediation, use the
tions is discussed in Section 2.7. m(t1 ) = m1 =
initial condition dy du0.1m(t1 − 0) = 0.1 limt↑t1 m(t)
3. Show that when 𝛾 ≥ 1, the source has an infinite lifetime, for Eq. ux (i) and use the following modification of
dx dx
but if 0 < 𝛾 < 1, the source has a finite lifetime. In the latter Eq. (2):
case, find the time that the DNAPL the algebra in Eq.
source mass (14) the
attains would have been slightly worse in that simplifying the left side woul
[ ]𝛾
value zero. have entailed multiplying two binomials, whereas cs (t) we only
m(t)had to multiply a monomial times
= , t > t1 , (ii)
in Eq. (14) when using c1 m1
4. Assume the following values for the parameters:
m0 = 1,620 kg, c0 = 100 mg/L, As = 30 m2 , 𝑣d = 20 where c1 = (0.1)𝛾 c(t1 − 0) = (0.1)𝛾 limt↑t1 c(t) to compute
m/year, λ = 0. Use the solutions obtained in Problem 2
Bernoulli Differential Equations
to plot graphs of cs (t) for each of the following cases: (i)
concentrations for times t > t1 . Compare the graphs of cs (t)
in this case with the graphs obtained in Problems 4 and 5(a).
𝛾 = 0.5 for 0 ≤ t ≤ tf , where csA ) = 0,order
(tf first and (ii) = 2 for equation
di 𝛾erential Can yourelated
draw to
anylinear di erential
conclusions equations
about the possibleiseffective-
the so-calle
0 ≤ t ≤ 100 years. Bernoulli equation, named after nessJacob Bernoulli
of source (1654–1705)
remediation? andaresolved
If so, what they? first by Leibnit
in 1696. Such an equation has the following form.

Project 3 Monte Carlo Option Pricing: Pricing Financial

D E F I N I T I O NOptions by Differential
Bernoulli FlippingEquation.
a CoinA differential equation of the form
2.7.2 A discrete model for change in the price ofdya stock over a time interval [0, ] is
+ q(t)y = r(t)yn , (19)
dt
, (1)
where n is any real number, is called a Bernoulli equation.
where ) is the stock price at time 0, 1, is the
annual growth rate of the stock, and is a measure of the stock’s annual price volatility
or tendency
If to
0,fluctuate. Highly
then Eq. (19) volatileand
is linear, stocks
if have largeEq.
1, then values
(19)for , for example,
is separable, linear,values
and homo
ranging from 0.2For
geneous. to 0.4. Eachreal
all other termvalues
in theof
sequence
, Eq. (19) is not takes
one ofonthe
theforms
valuestudied
1 or 1thus de- far i
pending
theonchapter.
whether the outcome of a coin tossing experiment is heads or tails, respectively.
Thus, for To
each
solve 1, 2, . . . ,
a Bernoulli equation when is neither 0 nor 1, we shall make a substitu
tion that reduces it to a linear equation that can subsequently be solved using the metho
of integrating factors. Specifically, 1 withwe probability
perform the following initial steps to transform
Eq. (19) into a linear equation. 1 with probability
A sequence of such numbers can easily be created by using one of the random number
generators available in most mathematical computer software applications. Given such a
sequence, the difference equation (1) can then be used to simulate a sample path or tra-
jectory of stock prices, . The “random” terms on the right-
hand side of (1) can be thought of as “shocks” or “disturbances” that model fluctuations in
the stock price. By repeatedly simulating stock price trajectories and computing appropriate
averages, it is possible to obtain estimates of the price of a European call option, a type of
financial derivative. A statistical simulation algorithm of this type is called a Monte Carlo