Computing effective diffusivity of chaotic and stochastic flows using structure-preserving schemes
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backward error analysiseffective diffusivitystochastic Hamiltonian systemstructure-preserving schemediffusion enhancementchaotic and stochastic flows
Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Diffusion and convection (76R99)
Abstract: In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual diffusion refers to the non-zero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit traditional numerical methods typically fail since the solutions of the advection-diffusion equation develop sharp gradients. Instead of solving the Fokker-Planck equation in the Eulerian formulation, we compute the motion of particles in the Lagrangian formulation, which is modelled by stochastic differential equations (SDEs). We propose a new numerical integrator based on a stochastic splitting method to solve the corresponding SDEs in which the deterministic subproblem is symplectic preserving while the random subproblem can be viewed as a perturbation. We provide rigorous error analysis for the new numerical integrator using the backward error analysis technique and show that our method outperforms standard Euler-based integrators. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several typical chaotic and stochastic flow problems of physical interests.
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Cites work
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- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
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Cited in
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- Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method
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- A Convergent Interacting Particle Method and Computation of KPP Front Speeds in Chaotic Flows
- Spectral analysis and computation of effective diffusivities in space-time periodic incompressible flows
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