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Ergodic Simulations for Diffusion in Random Velocity Fields

In: Monte Carlo and Quasi-Monte Carlo Methods 2006

Author

Listed:
  • Nicolae Suciu

    (Friedrich-Alexander University of Erlangen-Nuremberg, Institute of Applied Mathematics)

  • Călin Vamos

    (Romanian Academy, T. Popoviciu Institute of Numerical Analysis)

  • Karl Sabelfeld

    (Weierstrass Institute for Applied Analysis and Stochastics
    Russian Acad. Sci., Institute of Computational Mathematics and Mathem. Geophysics)

Abstract

Summary Ergodic simulations aim at estimating ensemble average characteristics of diffusion in random fields from space averages. The traditional approach, based on large supports of the initial concentration in general fails to obtain ergodic simulations. However, such simulations, using single realizations of the velocity, are shown to be feasible if space averages with respect to the location of the initial concentration support are used to estimate ensemble averages.

Suggested Citation

  • Nicolae Suciu & Călin Vamos & Karl Sabelfeld, 2008. "Ergodic Simulations for Diffusion in Random Velocity Fields," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 659-668, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-74496-2_40
    DOI: 10.1007/978-3-540-74496-2_40
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