{"title":"A transported PDF modeling method applied to one-dimensional stochastic Burgers equation","authors":"Yize Wang , Li Yuan","doi":"10.1016/j.cam.2026.117464","DOIUrl":null,"url":null,"abstract":"<div><div>In this paper we apply the transported probability density function (PDF) method to model the Burgers turbulence governed by the one-dimensional Burgers equation with a stochastic external force and random initial data. The PDF modeling method can provide the mean and high order moments of the random solution variable which are useful for the characterization of Burgers turbulence. Firstly, an exact one-point PDF transport equation is derived from the Burgers equation with a stochastic external force, and then the conditional advection and diffusion terms are modeled for closure by using two respective models. Secondly, three numerical methods are employed to solve the modeled PDF transport equation: the mesh-based Lagrangian particle Monte Carlo (MC) method, the original quadrature method of moments (QMOM), and the linear QMOM (LQMOM) as modified in this work. The numerical tests verify the viability of using the PDF modeling method to study Burgers turbulence and show that the MC method, LQMOM and QMOM can yield results comparable to the DNS solution, and the LQMOM is more efficient than the QMOM and MC method. However, the MC method has less dissipation for turbulence in high wavenumber regimes.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"484 ","pages":"Article 117464"},"PeriodicalIF":2.4000,"publicationDate":"2026-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042726001299","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2026/2/20 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper we apply the transported probability density function (PDF) method to model the Burgers turbulence governed by the one-dimensional Burgers equation with a stochastic external force and random initial data. The PDF modeling method can provide the mean and high order moments of the random solution variable which are useful for the characterization of Burgers turbulence. Firstly, an exact one-point PDF transport equation is derived from the Burgers equation with a stochastic external force, and then the conditional advection and diffusion terms are modeled for closure by using two respective models. Secondly, three numerical methods are employed to solve the modeled PDF transport equation: the mesh-based Lagrangian particle Monte Carlo (MC) method, the original quadrature method of moments (QMOM), and the linear QMOM (LQMOM) as modified in this work. The numerical tests verify the viability of using the PDF modeling method to study Burgers turbulence and show that the MC method, LQMOM and QMOM can yield results comparable to the DNS solution, and the LQMOM is more efficient than the QMOM and MC method. However, the MC method has less dissipation for turbulence in high wavenumber regimes.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
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