Title
Computing Effective Diffusivity of Chaotic and Stochastic Flows Using Structure-Preserving Schemes
Abstract
In this paper, we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition, we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual diffusion refers to the nonzero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, traditional numerical methods typically fail since the solutions of the advection-diffusion equations develop sharp gradients. Instead of solving the Fokker--Planck equation in the Eulerian formulation, we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). We propose an effective numerical integrator based on a splitting method to solve the corresponding SDEs in which the deterministic subproblem is symplectic preserving while the random subproblem can be viewed as a perturbation. We provide rigorous error analysis for the new nu...
Year
DOI
Venue
2018
10.1137/18m1165219
SIAM Journal on Numerical Analysis
Field
DocType
Volume
Statistical physics,Applied mathematics,Residual,Integrator,Stochastic differential equation,Euler's formula,Eulerian path,Chaotic mixing,Chaotic,Numerical analysis,Mathematics
Journal
56
Issue
Citations 
PageRank 
4
0
0.34
References 
Authors
5
3
Name
Order
Citations
PageRank
Zhongjian Wang132.43
Jack Xin221225.49
Zhiwen Zhang301.69