Temporal integrators for fluctuating hydrodynamics

Steven Delong, Boyce E. Griffith, Eric Vanden-Eijnden, Aleksandar Donev

Research output: Contribution to journalArticle

Abstract

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin equations possess a special fluctuation-dissipation structure that needs to be preserved by spatio-temporal discretizations in order for the computed solution to reproduce the correct long-time behavior. In particular, numerical solutions should approximate the Gibbs-Boltzmann equilibrium distribution, and ideally this will hold even for large time step sizes. We describe finite-volume spatial discretizations for the fluctuating Burgers and fluctuating incompressible Navier-Stokes equations that obey a discrete fluctuation-dissipation balance principle just like the continuum equations. We develop implicit-explicit predictor-corrector temporal integrators for the resulting stochastic method-of-lines discretization. These stochastic Runge-Kutta schemes treat diffusion implicitly and advection explicitly, are weakly second-order accurate for additive noise for small time steps, and give a good approximation to the equilibrium distribution even for very strong fluctuations. Numerical results demonstrate that a midpoint predictor-corrector scheme is very robust over a broad range of time step sizes.

Original languageEnglish (US)
Article number033302
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume87
Issue number3
DOIs
StatePublished - Mar 11 2013

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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