On the accuracy of finite-volume schemes for fluctuating hydrodynamics
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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)
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.
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