Algorithm refinement for stochastic partial differential equations. II. correlated systems

DOI10.1016/J.JCP.2005.02.004MaRDI QIDQ1781597zbMATH OpenOpenAlexFDO

Authors Francis J. Alexander, Alejandro L. Garcia, Daniel M. Tartakovsky

Publication date 27 June 2005

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2005.02.004

zbMATH Keywords

stochastic partial differential equationslong-range correlationsnumerical experimentshydrodynamic systemhybrid particle/continuum algorithmrandom walk processviscous transport in gases

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Gas dynamics (general theory) (76N15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cites work

• scientific article; zbMATH DE number 3148320 (Why is no real title available?)
• A combined continuum/DSMC technique for multiscale analysis of microfluidic filters
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• Adaptive mesh and algorithm refinement using direct simulation Monte Carlo
• Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.
• An adaptive finite element approach to atomic-scale mechanics. -- The quasicontinuum method
• Coupling Boltzmann and Navier-Stokes equations by half fluxes
• Coupling kinetic Monte-Carlo and continuum models with application to epitaxial growth
• Coupling of atomistic and continuum simulations using a bridging scale decomposition.
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Numerical integration of the fluctuating hydrodynamic equations
• On the physical origin of long-ranged fluctuations in fluids in thermal nonequilibrium states

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(10)

• Algorithm refinement for stochastic partial differential equations. I: Linear diffusion.
• Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
• Spatially hybrid computations for streamer discharges with generic features of pulled fronts. I: Planar fronts
• Hybrid approaches for multiple-species stochastic reaction-diffusion models
• Meshfree method for fluctuating hydrodynamics
• Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with stochastic partial differential equations
• scientific article; zbMATH DE number 2119824 (Why is no real title available?)
• On the use of reverse Brownian motion to accelerate hybrid simulations
• Spatially hybrid computations for streamer discharges. II: Fully 3D simulations
• Algorithm refinement for the stochastic Burgers' equation

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