Probability Density Function Method for Langevin Equations with Colored Noise
Journal Article
·
· Physical Review Letters, 110(14):Article No. 140602
We present a novel method to derive closed-form, computable PDF equations for Langevin systems with colored noise. The derived equations govern the dynamics of joint or marginal probability density functions (PDFs) of state variables, and rely on a so-called Large-Eddy-Diffusivity (LED) closure. We demonstrate the accuracy of the proposed PDF method for linear and nonlinear Langevin equations, describing the classical Brownian displacement and dispersion in porous media.
- Research Organization:
- Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC05-76RL01830
- OSTI ID:
- 1073578
- Report Number(s):
- PNNL-SA-91682; KJ0401000
- Journal Information:
- Physical Review Letters, 110(14):Article No. 140602, Journal Name: Physical Review Letters, 110(14):Article No. 140602
- Country of Publication:
- United States
- Language:
- English
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