A high-order semi-Lagrangian method for the consistent Monte-Carlo solution of stochastic Lagrangian drift-diffusion models coupled with Eulerian discontinuous spectral element method

DOI10.1016/j.cma.2021.114001OpenAlexW3085674407MaRDI QIDQ2237501

Gustaaf B. Jacobs, Hareshram Natarajan, Pavel P. Popov

Publication date: 27 October 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07340

zbMATH Keywords

stochastic differential equationsemi-Lagrangiandiscontinuous spectral element methodEulerian-Lagrangian

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis applied to problems in fluid mechanics (76M35) Spectral methods applied to problems in fluid mechanics (76M22)

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