TY - JOUR
T1 - A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods
AU - Balvet, Guilhem
AU - Minier, Jean Pierre
AU - Henry, Christophe
AU - Roustan, Yelva
AU - Ferrand, Martin
N1 - Publisher Copyright:
© 2023 Walter de Gruyter GmbH, Berlin/Boston.
PY - 2023/6/1
Y1 - 2023/6/1
N2 - The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields used in the time integration by splitting, for each particle, the time step into sub-steps such that each of these sub-steps corresponds to particle cell residence times. This reduces the spatial discretization error. Given the stochastic nature of the models, a key aspect is to derive estimations of the residence times that do not anticipate the future of the Wiener process. To that effect, the new algorithm relies on a virtual particle, attached to each stochastic one, whose mean conditional behavior provides free-of-statistical-bias predictions of residence times. After consistency checks, this new algorithm is validated on two representative test cases: particle dispersion in a statistically uniform flow and particle dynamics in a non-uniform flow.
AB - The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields used in the time integration by splitting, for each particle, the time step into sub-steps such that each of these sub-steps corresponds to particle cell residence times. This reduces the spatial discretization error. Given the stochastic nature of the models, a key aspect is to derive estimations of the residence times that do not anticipate the future of the Wiener process. To that effect, the new algorithm relies on a virtual particle, attached to each stochastic one, whose mean conditional behavior provides free-of-statistical-bias predictions of residence times. After consistency checks, this new algorithm is validated on two representative test cases: particle dispersion in a statistically uniform flow and particle dynamics in a non-uniform flow.
KW - Lagrangian stochastic modeling
KW - anticipation error
KW - particle-mesh PDF
KW - temporal integration
KW - time-splitting methods
KW - trajectory in 3-D unstructured mesh
UR - https://www.scopus.com/pages/publications/85150434570
U2 - 10.1515/mcma-2023-2002
DO - 10.1515/mcma-2023-2002
M3 - Article
AN - SCOPUS:85150434570
SN - 0929-9629
VL - 29
SP - 95
EP - 126
JO - Monte Carlo Methods and Applications
JF - Monte Carlo Methods and Applications
IS - 2
ER -