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The Backward Îto Method for the Lagrangian Simulation of Transport Processes with Large Space Variations of the Diffusivity : Volume 4, Issue 4 (17/07/2007)

By Spivakovskaya, D.

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Book Id: WPLBN0004021006
Format Type: PDF Article :
File Size: Pages 30
Reproduction Date: 2015

Title: The Backward Îto Method for the Lagrangian Simulation of Transport Processes with Large Space Variations of the Diffusivity : Volume 4, Issue 4 (17/07/2007)  
Author: Spivakovskaya, D.
Volume: Vol. 4, Issue 4
Language: English
Subject: Science, Ocean, Science
Collections: Periodicals: Journal and Magazine Collection, Copernicus GmbH
Publication Date:
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications


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Spivakovskaya, D., Deleersnijder, E., & Heemink, A. W. (2007). The Backward Îto Method for the Lagrangian Simulation of Transport Processes with Large Space Variations of the Diffusivity : Volume 4, Issue 4 (17/07/2007). Retrieved from

Description: Department of Mathematical Physics, Delft Institute of Applied Mathematics (DIAM), Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands. Random walk models are a powerful tool for the investigation of transport processes in turbulent flows. However, standard random walk methods are applicable only when the flow velocities and diffusivity are sufficiently smooth functions. In practice there are some regions where the rapid but continuous change in diffusivity may be represented by a discontinuity. The random walk model based on backward Îto calculus can be used for these problems. This model was proposed by LaBolle et al. (2000). The latter is best suited to the problems under consideration. It is then applied for two test cases with discontinuous diffusivity, highlighting the advantages of this method.

The backward Îto method for the Lagrangian simulation of transport processes with large space variations of the diffusivity

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