Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method.

DOI10.1016/S0021-9991(02)00054-2zbMath1062.65010MaRDI QIDQ1873366

Renfeng Cao, Stephen B. Pope

Publication date: 20 May 2003

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

zbMATH Keywords

Stochastic differential equationsComposition PDF method

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (9)

A LES/PDF simulator on block-structured meshes ⋮ Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations ⋮ Transported Probability Density Function Methods for Reynolds-Averaged and Large-Eddy Simulations ⋮ A general mass consistency algorithm for hybrid particle/finite-volume PDF methods. ⋮ Filtered density function simulator on unstructured meshes ⋮ Quantification of reactive mixing in laminar microflows ⋮ Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators ⋮ Theoretical analysis of flamelet model for supersonic turbulent combustion ⋮ PDF modeling and simulation of premixed turbulent combustion

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