Work

Monte-Carlo method for incompressible fluid flows past obstacles

Year: 2023
Type: preprint
Abstract: We establish stochastic functional integral representations for incompressible fluid flows occupying wall-bounded domains using the conditional law duality for a class of diffusion processes. These representations are used to derive a Monte-Carlo scheme based on the corresponding exact random vortex formulation. We implement several numerical experiments based on the Monte-Carlo method without appealing to the boundary layer flow computations, to demonstrate the methodology.
Language: English
Open Access status: green
OpenAlex ID: W4366460427
Cites:
Cited by: 1
Related to: 10