Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows
نویسندگان
چکیده
In this paper, we study the problem of computing effective diffusivity for particles moving in chaotic flows. Instead solving a convection-diffusion type cell Eulerian formulation (arising from homogenization theory parabolic equations), compute motion Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). A robust numerical integrator based on splitting method was proposed to solve SDEs and rigorous error analysis provided using backward technique our previous work. However, upper bound estimate not sharp. To improve result, propose new uniform time that allows us get rid exponential growth factor estimate. Our probabilistic approach, interprets solution process generated as Markov process. By exploring ergodicity process, prove convergence over infinite time. We present results verify accuracy efficiency several flows, especially Arnold--Beltrami--Childress flow Kolmogorov three-dimensional space.
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ژورنال
عنوان ژورنال: Multiscale Modeling & Simulation
سال: 2021
ISSN: ['1540-3459', '1540-3467']
DOI: https://doi.org/10.1137/19m1275516