Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows
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chaotic flowsconvection-enhanced diffusioneffective diffusivityergodic theoryMarkov processstructure- preserving scheme
Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Euler equations (35Q31) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) 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 (76R50)
Abstract: In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory for parabolic equations), we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). A robust numerical integrator based on a splitting method was proposed to solve the SDEs and a rigorous error analysis for the numerical integrator was provided using the backward error analysis (BEA) technique [35]. However, the upper bound in the error estimate is not sharp. To improve our result, we propose a new and uniform in time error analysis for the numerical integrator that allows us to get rid of the exponential growth factor in our previous error estimate. Our new error analysis is based on a probabilistic approach, which interprets the solution process generated by our numerical integrator as a Markov process. By exploring the ergodicity of the solution process, we prove the convergence analysis of our method in computing effective diffusivity over infinite time. We present numerical results to verify the accuracy and efficiency of the proposed method in computing effective diffusivity for several chaotic flows, especially the Arnold-Beltrami-Childress (ABC) flow and Kolmogorov flow in three-dimensional space.
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Cited in
(11)- Calculating effective diffusivities in the limit of vanishing molecular diffusion
- Computing effective diffusivity of chaotic and stochastic flows using structure-preserving schemes
- 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
- A DeepParticle method for learning and generating aggregation patterns in multi-dimensional Keller-Segel chemotaxis systems
- An augmented subspace based adaptive proper orthogonal decomposition method for time dependent partial differential equations
- Computing large deviation rate functions of entropy production for diffusion processes by an interacting particle method
- A convergent interacting particle method for computing KPP front speeds in random flows
- Finite element approximation of stationary Fokker-Planck-Kolmogorov equations with application to periodic numerical homogenization
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