Stochastic Methods in Fluid Mechanics

Stochastic Methods in Fluid Mechanics PDF

Author: Sergio Chibbaro

Publisher: Springer Science & Business Media

Published: 2013-09-05

Total Pages: 175

ISBN-13: 3709116228

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Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes have been used in several areas of science and technology. For example, they have been applied in chemical studies, or in fluid turbulence and for combustion and reactive flows. The articles in this book provide a general and unified framework in which stochastic processes are presented as modeling tools for various issues in engineering, physics and chemistry, with particular focus on fluid mechanics and notably dispersed two-phase flows. The aim is to develop what can referred to as stochastic modeling for a whole range of applications.

Stochastic Methods for Flow in Porous Media

Stochastic Methods for Flow in Porous Media PDF

Author: Dongxiao Zhang

Publisher: Elsevier

Published: 2001-10-11

Total Pages: 371

ISBN-13: 0080517773

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Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface water quality, storing energy and wastes, and improving the safety and economics of extracting subsurface mineral and energy resources. This volume systematically introduces a number of stochastic methods used by researchers in the community in a tutorial way and presents methodologies for spatially and temporally stationary as well as nonstationary flows. The author compiles a number of well-known results and useful formulae and includes exercises at the end of each chapter. Balanced viewpoint of several stochastic methods, including Greens' function, perturbative expansion, spectral, Feynman diagram, adjoint state, Monte Carlo simulation, and renormalization group methods Tutorial style of presentation will facilitate use by readers without a prior in-depth knowledge of Stochastic processes Practical examples throughout the text Exercises at the end of each chapter reinforce specific concepts and techniques For the reader who is interested in hands-on experience, a number of computer codes are included and discussed

Stochastic Processes in Polymeric Fluids

Stochastic Processes in Polymeric Fluids PDF

Author: Hans C. Öttinger

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 384

ISBN-13: 3642582907

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This book consists of two strongly interweaved parts: the mathematical theory of stochastic processes and its applications to molecular theories of polymeric fluids. The comprehensive mathematical background provided in the first section will be equally useful in many other branches of engineering and the natural sciences. The second part provides readers with a more direct understanding of polymer dynamics, allowing them to identify exactly solvable models more easily, and to develop efficient computer simulation algorithms in a straightforward manner. In view of the examples and applications to problems taken from the front line of science, this volume may be used both as a basic textbook or as a reference book. Program examples written in FORTRAN are available via ftp from ftp.springer.de/pub/chemistry/polysim/.

Nonstandard Methods for Stochastic Fluid Mechanics

Nonstandard Methods for Stochastic Fluid Mechanics PDF

Author: Marek Capi?ski

Publisher: World Scientific

Published: 1995

Total Pages: 256

ISBN-13: 9789810217105

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This book is an exposition of a new approach to the Navier-Stokes equations, using powerful techniques provided by nonstandard analysis, as developed by the authors. The topics studied include the existence and uniqueness of weak solutions, statistical solutions and the solution of general stochastic equations.The authors provide a self-contained introduction to nonstandard analysis, designed with applied mathematicians in mind and concentrated specifically on techniques applicable to the Navier-Stokes equations. The subsequent exposition shows how these new techniques allow a quick and intuitive entrance into the mathematical theory of hydrodynamics, as well as provide a research tool that has proven useful in solving open problems concerning stochastic equations.

Stochastic Partial Differential Equations in Fluid Mechanics

Stochastic Partial Differential Equations in Fluid Mechanics PDF

Author: Franco Flandoli

Publisher: Springer Nature

Published: 2023-06-11

Total Pages: 206

ISBN-13: 9819903858

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This book is devoted to stochastic Navier–Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness of solutions: first in the case of additive noise treated pathwise and then in the case of state-dependent noise. The main mathematical techniques of these two chapters are known and given in detail for using the book as a reference for advanced courses. By contrast, the third and fourth chapters describe new material that has been developed in very recent years or in works now in preparation. The new material deals with transport-type noise, its origin, and its consequences on dissipation and well-posedness properties. Finally, the last chapter is devoted to the physical intuition behind the stochastic modeling presented in the book, giving great attention to the question of the origin of noise in connection with small-scale turbulence, its mathematical form, and its consequences on large-scale properties of a fluid.

Nonstandard Methods For Stochastic Fluid Mechanics

Nonstandard Methods For Stochastic Fluid Mechanics PDF

Author: Marek Capinski

Publisher: World Scientific

Published: 1995-03-16

Total Pages: 246

ISBN-13: 9814502200

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This book is an exposition of a new approach to the Navier-Stokes equations, using powerful techniques provided by nonstandard analysis, as developed by the authors. The topics studied include the existence and uniqueness of weak solutions, statistical solutions and the solution of general stochastic equations.The authors provide a self-contained introduction to nonstandard analysis, designed with applied mathematicians in mind and concentrated specifically on techniques applicable to the Navier-Stokes equations. The subsequent exposition shows how these new techniques allow a quick and intuitive entrance into the mathematical theory of hydrodynamics, as well as provide a research tool that has proven useful in solving open problems concerning stochastic equations.

Adaptive Stochastic Methods

Adaptive Stochastic Methods PDF

Author: Dmitry G. Arseniev

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2018-01-09

Total Pages: 290

ISBN-13: 3110554631

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This monograph develops adaptive stochastic methods in computational mathematics. The authors discuss the basic ideas of the algorithms and ways to analyze their properties and efficiency. Methods of evaluation of multidimensional integrals and solutions of integral equations are illustrated by multiple examples from mechanics, theory of elasticity, heat conduction and fluid dynamics. Contents Part I: Evaluation of Integrals Fundamentals of the Monte Carlo Method to Evaluate Definite Integrals Sequential Monte Carlo Method and Adaptive Integration Methods of Adaptive Integration Based on Piecewise Approximation Methods of Adaptive Integration Based on Global Approximation Numerical Experiments Adaptive Importance Sampling Method Based on Piecewise Constant Approximation Part II: Solution of Integral Equations Semi-Statistical Method of Solving Integral Equations Numerically Problem of Vibration Conductivity Problem on Ideal-Fluid Flow Around an Airfoil First Basic Problem of Elasticity Theory Second Basic Problem of Elasticity Theory Projectional and Statistical Method of Solving Integral Equations Numerically

Spectral Methods for Uncertainty Quantification

Spectral Methods for Uncertainty Quantification PDF

Author: Olivier Le Maitre

Publisher: Springer Science & Business Media

Published: 2010-03-11

Total Pages: 542

ISBN-13: 9048135206

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This book deals with the application of spectral methods to problems of uncertainty propagation and quanti?cation in model-based computations. It speci?cally focuses on computational and algorithmic features of these methods which are most useful in dealing with models based on partial differential equations, with special att- tion to models arising in simulations of ?uid ?ows. Implementations are illustrated through applications to elementary problems, as well as more elaborate examples selected from the authors’ interests in incompressible vortex-dominated ?ows and compressible ?ows at low Mach numbers. Spectral stochastic methods are probabilistic in nature, and are consequently rooted in the rich mathematical foundation associated with probability and measure spaces. Despite the authors’ fascination with this foundation, the discussion only - ludes to those theoretical aspects needed to set the stage for subsequent applications. The book is authored by practitioners, and is primarily intended for researchers or graduate students in computational mathematics, physics, or ?uid dynamics. The book assumes familiarity with elementary methods for the numerical solution of time-dependent, partial differential equations; prior experience with spectral me- ods is naturally helpful though not essential. Full appreciation of elaborate examples in computational ?uid dynamics (CFD) would require familiarity with key, and in some cases delicate, features of the associated numerical methods. Besides these shortcomings, our aim is to treat algorithmic and computational aspects of spectral stochastic methods with details suf?cient to address and reconstruct all but those highly elaborate examples.

Polynomial Chaos Methods for Hyperbolic Partial Differential Equations

Polynomial Chaos Methods for Hyperbolic Partial Differential Equations PDF

Author: Mass Per Pettersson

Publisher: Springer

Published: 2015-03-10

Total Pages: 217

ISBN-13: 3319107143

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This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dimension and one uncertain parameter as its extension is conceptually straightforward. The numerical methods designed guarantee that the solutions to the uncertainty quantification systems will converge as the mesh size goes to zero. Examples from computational fluid dynamics are presented together with numerical methods suitable for the problem at hand: stable high-order finite-difference methods based on summation-by-parts operators for smooth problems, and robust shock-capturing methods for highly nonlinear problems. Academics and graduate students interested in computational fluid dynamics and uncertainty quantification will find this book of interest. Readers are expected to be familiar with the fundamentals of numerical analysis. Some background in stochastic methods is useful but notnecessary.