M Bossy, D Talay - Mathematics of computation, 1997 - ams.org
In this paper we introduce and analyze a stochastic particle method for the McKean-Vlasov and the Burgers equation; the construction and error analysis are based upon the theory of …
M Bossy, D Talay - The Annals of Applied Probability, 1996 - projecteuclid.org
In this paper we construct a stochastic particle method for the Burgers equation with a monotone initial condition; we prove that the convergence rate is $ O (1/\sqrt {N}+\sqrt {\Delta …
T Sarpkaya - Advances in applied Mechanics, 1994 - Elsevier
Publisher Summary This chapter focuses on vortex element methods for flow simulation. The vortex element methods allow recreating the physically relevant dynamics of two-and three …
D Talay - LECTURE NOTES IN MATHEMATICS-SPRINGER …, 1996 - Springer
The objective of these notes is to present recent results on the convergence rate of Monte- Carlo methods for linear Partial Differential Equations and integrodifferential Equations, and …
AY Cheer - Journal of fluid mechanics, 1989 - cambridge.org
The initial unsteady two-dimensional flow around an impulsively started circular cylinder is investigated using the random-vortex numerical method. To understand the mechanisms of …
JA Sethian - Vortex methods and vortex motion, 1991 - SIAM
Introduction In the past 10 to 15 years, vortex methods have been applied to a variety of fluid flow problems. The essential aspect of these methods is the focus on the vorticity of a flow …
A Gharakhani, AF Ghoniem - Journal of Computational Physics, 1997 - Elsevier
A hybrid random vortex-boundary element method is developed for the solution of time- dependent incompressible three-dimensional internal flow problems. The numerical scheme …
D Fishelov - SIAM journal on scientific and statistical computing, 1990 - SIAM
Vortex methods for slightly viscous three-dimensional flow are presented. Vortex methods have been used extensively for two-dimensional problems, though their most efficient …
Computational Fluid Mechanics: Selected Papers compiles papers on computational fluid dynamics written between 1967 and 1982. This book emphasizes the numerical solution of …