Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest (Q1873397)

From MaRDI portal





scientific article; zbMATH DE number 1913936
Language Label Description Also known as
English
Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest
scientific article; zbMATH DE number 1913936

    Statements

    Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest (English)
    0 references
    20 May 2003
    0 references
    [See the paper of \textit{J.-P. Minier}, \textit{R. Cao} and \textit{S. B. Pope}, ibid. 186, No. 1, 356-358 (2003; reviewed above).] From the text: After rechecking the scheme, we agree that as used the scheme is only first-order accurate for constant density flows, and will produce a spurious drift for variable-density flows. It was not our intention to devise a new integration scheme for stochastic differential equations in our paper. The motivation of using a predictor/corrector scheme was to reduce the statistical error in Monte Carlo simulations. It was found in our study that such a predictor/corrector scheme, although only first-order accurate, gives much smaller statistical error than the conventional Euler scheme.
    0 references
    stochastic differential equations
    0 references
    predictor/corrector scheme
    0 references
    Monte Carlo simulations
    0 references
    statistical error
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references