Random vortex methods for the Navier-Stokes equation

DOI10.1016/0021-9991(88)90144-1zbMath0642.76033OpenAlexW1965053933MaRDI QIDQ1101284

Chien-Cheng Chang

Publication date: 1988

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(88)90144-1

zbMATH Keywords

stochastic differential equationsaccuracytwo-dimensional Navier-Stokes equationsrotating flowEuler's methodconstant diffusionefficient variance reductionMonte Carlo estimatesrandom vortex methods of Runge-Kutta type

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Navier-Stokes equations for incompressible viscous fluids (76D05) Stochastic analysis applied to problems in fluid mechanics (76M35) Waves for incompressible viscous fluids (76D33) Basic methods in fluid mechanics (76M99)

Related Items (3)

A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations ⋮ Particle-method solution of two-dimensional convection-diffusion equations ⋮ Numerical approximation of the Vlasov-Poisson-Fokker-Planck system in one dimension

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