Numerical Methods for the Stochastic Landau-Lifshitz Navier-Stokes Equations

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD approaches are considered (including MacCormack's two-step Lax-Wendroff scheme and the Piecewise Parabolic Method) and are found to give good results (about 10% error) for the variances of momentum and energy fluctuations. However, neither of these schemes accurately reproduces the density fluctuations. We introduce a conservative centered scheme with a third-order Runge-Kutta temporal integrator that does accurately produce density fluctuations. A variety of numerical tests, including the random walk of a standing shock wave, are considered and results from the stochastic LLNS PDE solver are compared with theory, when available, and with molecular simulations using a Direct Simulation Monte Carlo (DSMC) algorithm

A stochastic model for predator-prey systems: basic properties, stability and computer simulation.

A simple stochastic description of a model of a predator-prey system is given. The evolution of the system is described by means of Ito's stochastic differential equations (SDEs), which are the natural stochastic generalization of the Lotka-Volterra deterministic differential equations. Since these SDEs do not satisfy the usual conditions for the existence and uniqueness of the solution, we state a theorem of existence; moreover we study the stability of the equilibrium point and perform a computer simulation to study the behaviour of the trajectories of solutions with given initial data and to estimate first and second moments