Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366): Difference between revisions

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English	Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method.	scientific article

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scholarly article

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title

Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (English)

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zbMATH Open document ID

1062.65010

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DOI

10.1016/S0021-9991(02)00054-2

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Journal of Computational Physics

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publication date

20 May 2003

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Mathematics Subject Classification ID

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Composition PDF method

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Stochastic differential equations

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MaRDI profile type

MaRDI publication profile

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cites work

Numerical integration methods for stochastic wave function equations

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Filtered density function for large eddy simulation of turbulent reacting flows

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A second-order Monte Carlo method for the solution of the Ito stochastic differential equation

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Filtered mass density function for large-eddy simulation of turbulent reacting flows

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

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An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods

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Comment on the article ''An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by Li and Modest

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A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations

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Monte Carlo PDF modelling of a turbulent natural-gas diffusion flame

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Some experiments on numerical simulations of stochastic differential equations and a new algorithm

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Particle method for turbulent flows: Integration of stochastic model equations

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Q4296871

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Q5289009

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PDF model calculations of compressible turbulent flows using smoothed particle hydrodynamics

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Assessment of numerical accuracy of PDF/Monte Carlo methods for turbulent reacting flows

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An algorithm for tracking fluid particles in numerical simulations of homogeneous turbulence

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Mathematics(1 entry)

mardi Publication:1873366

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical integration methods for stochastic wave function equations
+Normal rank
@@ Property / cites work @@
+Filtered density function for large eddy simulation of turbulent reacting flows
+Normal rank
@@ Property / cites work @@
+A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Filtered mass density function for large-eddy  simulation of turbulent reacting flows
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Comment on the article ''An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by Li and Modest
+Normal rank
@@ Property / cites work @@
+A Lie Algebraic Approach to Numerical Integration of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Monte Carlo PDF modelling of a turbulent natural-gas diffusion flame
+Normal rank
@@ Property / cites work @@
+Some experiments on numerical simulations of stochastic differential equations and a new algorithm
+Normal rank
@@ Property / cites work @@
+Particle method for turbulent flows: Integration of stochastic model equations
+Normal rank
@@ Property / cites work @@
+Q4296871
@@ Property / cites work: Q4296871 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5289009
@@ Property / cites work: Q5289009 / rank @@
+Normal rank
@@ Property / cites work @@
+PDF model calculations of compressible turbulent flows using smoothed particle hydrodynamics
+Normal rank
@@ Property / cites work @@
+Assessment of numerical accuracy of PDF/Monte Carlo methods for turbulent reacting flows
+Normal rank
@@ Property / cites work @@
+An algorithm for tracking fluid particles in numerical simulations of homogeneous turbulence
+Normal rank