Consistency issues in pdf methods
Peer reviewed, Journal article
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Original versionAnalele Universităţii "Ovidius" Constanţa. Seria Matematică 2015, 23(3):187-208 https://doi.org/10.1515/auom-2015-0055
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.