Displaying similar documents to “Stochastic Lagrangian method for downscaling problems in computational fluid dynamics”

An introduction to probabilistic methods with applications

Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

This special volume of the ESAIM Journal, , contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide...

Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Benjamin Jourdain, Tony Lelièvre, Raphaël Roux (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

We study a free energy computation procedure, introduced in [Darve and Pohorille, (2001) 9169–9183; Hénin and Chipot, (2004) 2904–2914], which relies on the long-time behavior of a nonlinear stochastic differential equation. This nonlinearity comes from a conditional expectation computed with respect to one coordinate of the solution. The long-time convergence of the solutions to this equation has been proved in [Lelièvre , (2008)...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation

François Bolley, Arnaud Guillin, Florent Malrieu (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation ...

Diffusion Monte Carlo method: Numerical Analysis in a Simple Case

Mohamed El Makrini, Benjamin Jourdain, Tony Lelièvre (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:


The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a fixed number of random walkers evolving according to a stochastic differential equation discretized in time. We allow stochastic reconfigurations of the walkers to reduce the discrepancy between the weights that they carry. On a simple one-dimensional example,...

Computational fluctuating fluid dynamics

John B. Bell, Alejandro L. Garcia, Sarah A. Williams (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

This paper describes the extension of a recently developed numerical solver for the Landau-Lifshitz Navier-Stokes (LLNS) equations to binary mixtures in three dimensions. The LLNS equations incorporate thermal fluctuations into macroscopic hydrodynamics by using white-noise fluxes. These stochastic PDEs are more complicated in three dimensions due to the tensorial form of the correlations for the stochastic fluxes and in mixtures due to couplings of energy and concentration fluxes (, Soret...

A second-order multi-fluid model for evaporating sprays

Guillaume Dufour, Philippe Villedieu (2005)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

Similarity:

The aim of this paper is to present a method using both the ideas of sectional approach and moment methods in order to accurately simulate evaporation phenomena in gas-droplets flows. Using the underlying kinetic interpretation of the sectional method [Y. Tambour, Combust. Flame 60 (1985) 15–28] exposed in [F. Laurent and M. Massot, Combust. Theory Model. 5 (2001) 537–572], we propose an extension of this approach based on a more accurate representation of the droplet size number density...