Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations

Journal of Computational Physics

Volumn 229, Issue 5, 2010, Pages 1852-1878

  Wang, Haifeng ^a   Popov, Pavel P ^a   Pope, Stephen B ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Ito stochastic differential equations; Method of manufactured solutions; Monte Carlo particle method; PDF methods; Random differential equations; Splitting schemes; Turbulent combustion; Weak convergence

Indexed keywords

COMBUSTION; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; MONTE CARLO METHODS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

ITO STOCHASTIC DIFFERENTIAL EQUATIONS; METHOD OF MANUFACTURED SOLUTIONS; MONTE CARLO PARTICLE METHOD; MONTE CARLO PARTICLES; PARTICLE METHODS; PROBABILITY DENSITY FUNCTION METHOD; RANDOM DIFFERENTIAL EQUATIONS; SPLITTING SCHEME; SPLITTINGS; TURBULENT-COMBUSTION; WEAK CONVERGENCE;

PROBABILITY DENSITY FUNCTION;

EID: 72449207610     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2009.11.012     Document Type: Article

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