On the accuracy of finite-volume schemes for fluctuating hydrodynamics

DOI10.2140/CAMCOS.2010.5.149zbMATH Open1277.76089arXiv0906.2425OpenAlexW2167808360MaRDI QIDQ616003FDOQ616003

Authors: Aleksandar Donev, Eric Vanden-Eijnden, Alejandro L. Garcia, J. B. Bell 

Publication date: 7 January 2011

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Abstract: This paper describes the development and analysis of finite-volume methods for the Landau-Lifshitz Navier-Stokes (LLNS) equations and related stochastic partial differential equations in fluid dynamics. The LLNS equations incorporate thermal fluctuations into macroscopic hydrodynamics by the addition of white-noise fluxes whose magnitudes are set by a fluctuation-dissipation relation. Originally derived for equilibrium fluctuations, the LLNS equations have also been shown to be accurate for non-equilibrium systems. Previous studies of numerical methods for the LLNS equations focused primarily on measuring variances and correlations computed at equilibrium and for selected non-equilibrium flows. In this paper, we introduce a more systematic approach based on studying discrete equilibrium structure factors for a broad class of explicit linear finite-volume schemes. This new approach provides a better characterization of the accuracy of a spatio-temporal discretization as a function of wavenumber and frequency, allowing us to distinguish between behavior at long wavelengths, where accuracy is a prime concern, and short wavelengths, where stability concerns are of greater importance. We use this analysis to develop a specialized third-order Runge Kutta scheme that minimizes the temporal integration error in the discrete structure factor at long wavelengths for the one-dimensional linearized LLNS equations. Together with a novel method for discretizing the stochastic stress tensor in dimension larger than one, our improved temporal integrator yields a scheme for the three-dimensional equations that satisfies a discrete fluctuation-dissipation balance for small time steps and is also sufficiently accurate even for time steps close to the stability limit.

Full work available at URL: https://arxiv.org/abs/0906.2425

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zbMATH Keywords

hydrodynamicsfinite-volume scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) PDEs in connection with fluid mechanics (35Q35) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Stochastic analysis applied to problems in fluid mechanics (76M35) Finite volume methods applied to problems in fluid mechanics (76M12)

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