Consistency issues in pdf methods

Abstract

Concentrations of chemical species transported in random environments need to be statistically characterized by probability density functions (PDF). Solutions to evolution equations for the one-point one-time PDF are usually based on systems of computational particles described by It^o equations. We establish consistency conditions relating the concentration statistics to that of the It^o process and the solution of its associated Fokker-Planck equation to that of the PDF equation. In this frame, we use a recently proposed numerical method which approximates PDFs by particle densities obtained with a global random walk (GRW) algorithm. The GRW-PDF approach is illustrated for a problem of contaminant transport in groundwater.