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Numerical simulation of a micro–macro model of concentrated suspensions
Author(s) -
Gati Y.
Publication year - 2004
Publication title -
international journal for numerical methods in fluids
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.938
H-Index - 112
eISSN - 1097-0363
pISSN - 0271-2091
DOI - 10.1002/fld.884
Subject(s) - macro , variance reduction , statistical physics , monte carlo method , stochastic differential equation , computer simulation , mathematics , reduction (mathematics) , variance (accounting) , fokker–planck equation , stochastic modelling , differential equation , computer science , physics , simulation , mathematical analysis , statistics , geometry , accounting , business , programming language
We deal here with the numerical simulation of a multiscale model of concentrated suspensions. We compare the deterministic solution procedure for the Fokker Planck equation with the Monte Carlo simulation of the stochastic differential equation. In particular, we examine questions of variance reduction. Copyright © 2004 John Wiley & Sons, Ltd.