Algorithm refinement for stochastic partial differential equations. II. correlated systems

DOI10.1016/j.jcp.2005.02.004zbMath1072.65006OpenAlexW2095699165MaRDI QIDQ1781597

Alejandro L. Garcia, Daniel M. Tartakovsky, Francis J. Alexander

Publication date: 27 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2005.02.004

zbMATH Keywords

numerical experimentsstochastic partial differential equationslong-range correlationshydrodynamic systemhybrid particle/continuum algorithmrandom walk processviscous transport in gases

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Gas dynamics (general theory) (76N15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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