On the accuracy of finite-volume schemes for fluctuating hydrodynamics

Aleksandar Donev, Eric Vanden-Eijnden, Alejandro Garcia, John Bell

Research output: Contribution to journalArticlepeer-review


This paper describes the development and analysis of finite-volume methods for the Landau-Lifshitz Navier-Stokes (LLNS) equations and related stochastic partial differential equations in fluid dynamics. The LLNS equations incorporate thermal fluctuations into macroscopic hydrodynamics by the addition of whitenoise fluxes whose magnitudes are set by a fluctuation-dissipation relation. Originally derived for equilibrium fluctuations, the LLNS equations have also been shown to be accurate for nonequilibrium systems. Previous studies of numerical methods for the LLNS equations focused primarily on measuring variances and correlations computed at equilibrium and for selected nonequilibrium flows. In this paper, we introduce a more systematic approach based on studying discrete equilibrium structure factors for a broad class of explicit linear finite-volume schemes. This new approach provides a better characterization of the accuracy of a spatiotemporal discretization as a function of wavenumber and frequency, allowing us to distinguish between behavior at long wavelengths, where accuracy is a prime concern, and short wavelengths, where stability concerns are of greater importance. We use this analysis to develop a specialized third-order Runge-Kutta scheme that minimizes the temporal integration error in the discrete structure factor at long wavelengths for the one-dimensional linearized LLNS equations. Together with a novel method for discretizing the stochastic stress tensor in dimension larger than one, our improved temporal integrator yields a scheme for the three-dimensional equations that satisfies a discrete fluctuation-dissipation balance for small time steps and is also sufficiently accurate even for time steps close to the stability limit.

Original languageEnglish (US)
Pages (from-to)149-197
Number of pages49
JournalCommunications in Applied Mathematics and Computational Science
Issue number2
StatePublished - 2010


  • Finite-volume scheme
  • Hydrodynamics

ASJC Scopus subject areas

  • Computer Science Applications
  • Computational Theory and Mathematics
  • Applied Mathematics


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