On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients

DOI10.1016/J.PHYSA.2019.123392OpenAlexW2988318806MaRDI QIDQ2137683

Claudia Venditti, Alessandra Adrover, Massimiliano Giona

Publication date: 16 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.123392

zbMATH Keywords

stochastic differential equationsoperator splittingmollificationdispersion propertiesgeneralized Poisson-Kac processes

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Solute dispersion in channels with periodic square boundary roughness

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian solution uncertainty quantification for differential equations
• Random evolutions are driven by the hyperparabolic operators
• A survey of numerical methods for stochastic differential equations
• Numerical integration of the Langevin equation: Monte Carlo simulation
• A stochastic model related to the telegrapher's equation
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• The equation of symmetric Markovian random evolution in a plane
• Numerical methods for stochastic partial differential equations with white noise
• On the relation between ordinary and stochastic differential equations
• Numerical methods for strong solutions of stochastic differential equations: an overview
• Long-Run Accuracy of Variational Integrators in the Stochastic Context
• On the Product of Semi-Groups of Operators
• Approximation of the Zakaï Equation by the Splitting up Method
• Dispersion, convection, and reaction in porous media
• Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
• Spectral Methods for Uncertainty Quantification
• Baker-Campbell-Hausdorff formulas
• Lagrangian self-diffusion of Brownian particles in periodic flow fields
• Stirring by chaotic advection
• Combined electrophoretic and electro-osmotic transport through channels of periodically varying cross section
• Solute dispersion in channels with periodically varying apertures
• Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part I basic theory
• Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part II Irreversibility, norms and entropies
• Stochastic foundations of undulatory transport phenomena: generalized Poisson–Kac processes—part III extensions and applications to kinetic theory and transport
• A Note on Planar Random Motion at Finite Speed
• A planar random motion with an infinite number of directions controlled by the damped wave equation
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• Stochastic Problems in Physics and Astronomy
• A course on rough paths. With an introduction to regularity structures

This page was built for publication: On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients