Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling

DOI10.1515/156939603322663312zbMath1112.65305OpenAlexW1980475222MaRDI QIDQ4432547

Sergio Chibbaro, E. Peirano, Jean-Pierre Minier

Publication date: 27 October 2003

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939603322663312

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Numerical solutions to stochastic differential and integral equations (65C30) Liquid-gas two-phase flows, bubbly flows (76T10)

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• Particle method for turbulent flows: Integration of stochastic model equations
• A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
• The pdf approach to turbulent polydispersed two-phase flows

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