BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Calculating Effective Diffusivities in the Limit of Vanishing Mole
 cular Diffusion - Kostas Zygalakis (Warwick and visiting David Crighton fe
 llow at DAMTP)
DTSTART:20081017T130000Z
DTEND:20081017T140000Z
UID:TALK14447@talks.cam.ac.uk
CONTACT:4520
DESCRIPTION:In this talk we will discuss the problem of the numerical calc
 ulation (by\nMonte Carlo Methods) of the  effective diffusivity for a part
 icle moving\nin a periodic divergent-free velocity filed\, in the  limit  
 of vanishing\nmolecular diffusion.  In this limit traditional numerical me
 thods\ntypically fail\, since they do not represent accurately the geometr
 y of the\nunderlying deterministic dynamics. We propose a stochastic split
 ting\nmethod that takes into account the volume preserving property of the
 \nequations of motion in the absence of noise\, and\nwhen inertial effects
  can be neglected. An extension of the method is then\nproposed for the ca
 ses where the noise has a non trivial time-correlation\nstructure\nand whe
 n inertial effects cannot be neglected. The method of modified\nequations 
 is used to explain failings of Euler-based methods. The new\nstochastic ge
 ometric integrators are shown to outperform standard \nEuler-based integra
 tors. Various asymptotic limits of physical interest\nare investigated by 
 means of numerical experiments\, using the new\nintegrators.\n
LOCATION:MR14\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
END:VEVENT
END:VCALENDAR