Convergence Analysis of Stochastic Structure-Preserving Schemes for Computing Effective Diffusivity in Random Flows

DOI10.1137/19M1277163MaRDI QIDQ5130589

Junlong Lyu, Zhongjian Wang, Zhiwen Zhang, Jack X. Xin

Publication date: 28 October 2020

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

Full work available at URL: https://arxiv.org/abs/1906.08927

zbMATH Keywords

Markov processergodic theorystructure-preserving schemesconvection-enhanced diffusionrandom flowscorrector problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Homogenization applied to problems in fluid mechanics (76M50) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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