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随机对流扩散方程的数值仿真 被引量:3

Numerical Simulation for Stochastic Convection and Diffusion Equation
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摘要 本文针对对流-扩散随机过程在随机输入(即随机输运和源项),作用下进行数值仿真。我们先将对流扩散随机微分方程中的随机函数采用有限项截断的多项式浑沌展开(Polynomial Chaos Expansion)展开,再由Galerkin映射法得到求解浑沌展开系数的确定性方程组。这是一个在物理空间包含多尺度解的大方程组。为此我们发展了多重网格求解器,在不同尺度网格叠代求解。给出了:1)有精确解的算例,以检验求解器的收敛性和精度;2)随机流场中的浓度对流扩散过程的数值模拟。 We apply stochastic non-statistical approach to numerically simulate the convectiondiffusion processes under uncertain inputs, i.e. random flow (transport) velocity or/and source (forcing) term. We first represent the random functions involving in the stochastic partial differential equations in terms of the truncated polynomial chaos expansion, then perform Galerkin projection to obtain a coupled deterministic system of equations for the coefficients of the expansion. Due to the spectral representation, the size of the system is much larger than the deterministic counterpart, and moreover, it is multi-scale in nature. In this work, we develop a multi-grid solver to iteratively solve the system on different levels of mesh. We present two numerical examples: the first is a test problem with exact solution examining the accuracy and convergence of the solver, the second simulates the convection and diffusion process in the concentration field under random flow (transport) velocity.
出处 《工程热物理学报》 EI CAS CSCD 北大核心 2011年第11期1833-1837,共5页 Journal of Engineering Thermophysics
基金 国家自然科学基金资助项目(No.50976071)
关键词 随机对流扩散方程 混沌多项式 多重网格 stochastic convection diffusion equation polynomial chaos expansion multigrid
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参考文献7

  • 1Hritonenko N, Yatsenko Y. Methematical Modelling in Economics, Ecology and the Environment [M]. Kluwer Academic Publishers, 1999.
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同被引文献9

  • 1N Hritonenko, Y Yatsenko. Methematical Modeling inEconomics, Ecology and the Environment [M]. Kluwer Academic Publishers, 1999.
  • 2O P Le Maitre, O M Knio, H N Najm, et al. A Stochastic Projection Method for Fluid Flow, I. Basic Formulation [J]. J Comput Phys, 2001: 173, 481-511.
  • 3D Xiu, G E Karniadakis. The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations [J], SIAM J Sci Comput, 2002, 24:619444.
  • 4REN Xiaoan, WU Wenquan, Leonidas S Xanthis. A Dynamically Adaptive Wavelet Approach to Stochastic Com- putations Based on Polynomial Chaos - Capturing All Scales of Random Modes on Independent Grids [J]. J of Comput Phys, 2011(230): 7332 7346.
  • 5REN Xiaoan, WU Wenquan. Numerical Solution for Stochastic Convection-Diffusion Processes [C]// New Trends in Fluid Mechanics Research, Proceedings of Fifth International Conference on Fluid Mechanics, ICFM-V, Shanghai China. Beijing: Tsnghua Univ. Press, Springer. 2007:578-581.
  • 6REN Xiaoan, WU Wenquan, Xanthis L S. A Dynamiclly Adaptive Wavelet Approach to Stochastic Computations based on Polynomial Chaos - Capturing All Scales of Ran- dom Modes on independent grids [J]. Journal of Compu- tational Physics, 2011, 230(19): 7332-7346.
  • 7Ghanem R G, Spanos P D. Stochastic Finite Elements: A Spectral Approach [M]. revised ed. New York: Dover Publications. 2003.
  • 8任孝安,吴文权.随机过程动态自适应小波独立网格多尺度模拟[J].工程热物理学报,2012,33(2):222-227. 被引量:4
  • 9吴文权,任孝安.随机过程数值仿真的精度实验与分析[J].工程热物理学报,2012,33(8):1313-1316. 被引量:1

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