19 research outputs found
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