کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6928776 | 1449346 | 2018 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Nonlocal PDF methods for Langevin equations with colored noise
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Nonlocal PDF methods for Langevin equations with colored noise Nonlocal PDF methods for Langevin equations with colored noise](/preview/png/6928776.png)
چکیده انگلیسی
Langevin equations describe systems driven by internally generated or externally imposed random excitations. If these excitations correspond to Gaussian white noise, it is relatively straightforward to derive a closed form equation for the joint probability density function (PDF) of state variables. Many natural phenomena present however correlated (colored) excitations. For such problems, a full probabilistic characterization through the resolution of a PDF equation can be obtained through two levels of approximations: first, mixed ensemble moments have to be approximated to lead to a closed system of equations and, second, the resulting nonlocal equations should be at least partially localized to ensure computational efficiency. We propose a new semi-local formulation based on a modified large-eddy diffusivity (LED) approach; the formulation retains most of the accuracy of a fully nonlocal approach while presenting the same order of algorithmic complexity as the standard LED approach. The accuracy of the approach is successfully tested against Monte Carlo simulations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational Physics - Volume 367, 15 August 2018, Pages 87-101
Journal: Journal of Computational Physics - Volume 367, 15 August 2018, Pages 87-101
نویسندگان
Tyler Maltba, Pierre A. Gremaud, Daniel M. Tartakovsky,