Random Field Simulation and Applications

Karl Sabelfeld ()
Additional contact information
Karl Sabelfeld: Weierstrass Institute for Applied Analysis and Stochastics

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 143-165 from Springer

Abstract: Summary In this paper I present some new approaches to the random field simulation, and show in four different examples how this simulation technique works. The first example deals with a transport in turbulent flows, where the Lagrangian trajectories are described by a stochastic differential equation whose drift term involves the Eulerian velocity as a random field with a given spectral tensor. Studies of the second example concern with the flows in porous medium governed by the Darcy equation with random hydraulic conductivity. Elasticity system of elliptic Lamé equations with random loads is considered in the third example. Finally, in the fourth example we solve a nonlinear Smoluchowski equation which is used to model the process of crystal growth.

Keywords: Porous Medium; Correlation Tensor; Random Load; Darcy Equation; Eulerian Velocity (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_7

Ordering information: This item can be ordered from
http://www.springer.com/9783540744962

DOI: 10.1007/978-3-540-74496-2_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().