Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest (Q1873397)

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scientific article; zbMATH DE number 1913936
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    Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest
    scientific article; zbMATH DE number 1913936

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      Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods'' by G. Li and M. F. Modest (English)
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      20 May 2003
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      [See the paper of \textit{J.-P. Minier}, \textit{R. Cao} and \textit{S. B. Pope}, ibid. 186, No. 1, 356-358 (2003; reviewed above).] From the text: After rechecking the scheme, we agree that as used the scheme is only first-order accurate for constant density flows, and will produce a spurious drift for variable-density flows. It was not our intention to devise a new integration scheme for stochastic differential equations in our paper. The motivation of using a predictor/corrector scheme was to reduce the statistical error in Monte Carlo simulations. It was found in our study that such a predictor/corrector scheme, although only first-order accurate, gives much smaller statistical error than the conventional Euler scheme.
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      stochastic differential equations
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      predictor/corrector scheme
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      Monte Carlo simulations
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      statistical error
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