2023/04/18 by Cherepanov, Vladislav, Qian, Zhongmin
#60H30 #65C05 #68Q10 #76M23 #76M35 #FOS: Mathematics #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Numerical Analysis (math.NA) #Probability (math.PR)
paper · doi:10.48550/arxiv.2304.09152
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.