Computing Effective Diffusivity of Chaotic and Stochastic Flows Using Structure-Preserving Schemes

DOI10.1137/18M1165219zbMath1404.65209arXiv1711.09392OpenAlexW2963763691WikidataQ129451305 ScholiaQ129451305MaRDI QIDQ4577235

Zhongjian Wang, Zhiwen Zhang, Jack X. Xin

Publication date: 3 August 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.09392

zbMATH Keywords

effective diffusivitybackward error analysisstochastic Hamiltonian systemstructure-preserving schemediffusion enhancementchaotic and stochastic flows

Mathematics Subject Classification ID

Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Diffusion and convection (76R99) Fokker-Planck equations (35Q84) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (7)

Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method ⋮ A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model ⋮ Convergence Analysis of Stochastic Structure-Preserving Schemes for Computing Effective Diffusivity in Random Flows ⋮ Enhanced diffusivity in perturbed senile reinforced random walk models ⋮ Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows ⋮ Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions ⋮ A Convergent Interacting Particle Method and Computation of KPP Front Speeds in Chaotic Flows

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