Skip to main content

Transported Probability and Mass Density Function (PDF/MDF) Methods for Uncertainty Assessment and Multi-Scale Problems

  • Chapter
  • First Online:
Numerical Analysis of Multiscale Problems

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 83))

  • 2856 Accesses

Abstract

For the simulation of fluid flows, probability and mass density function (PDF/MDF) methods have advantageous properties compared to moment-based approaches or purely deterministic methods and are applicable in different fields. For example, PDF and MDF methods are used for the quantification of uncertainty in turbulent or subsurface flows, and the simulation of multi-phase flows or rarefied fluids. In this chapter, differences of these methods compared to other solution techniques are discussed and illustrated by application examples. Moreover, the theory behind PDF and MDF methods is outlined. Finally, a PDF method for uncertainty quantification in subsurface flows and an MDF method for the simulation of rarefied fluid flows are discussed in more details.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. P. L. Bhatnagar, E. P. Gross, and M. Krook. A model for collision processes in gases. i. small amplitude processes in charged and neutral one-component systems. Physical Review, 94(3):511, 1954.

    Google Scholar 

  2. G. A. Bird. Molecular gas dynamics and the direct simulation of gas flows. Oxford engineering science series. Clarendon, Oxford, 1994.

    Google Scholar 

  3. Robert Brown and John Joseph Bennett. The miscellaneous botanical works of Robert Brown. Published for the Ray society by R. Hardwicke, London, 1866.

    Google Scholar 

  4. Elpidio Caroni and Virgilio Fiorotto. Analysis of concentration as sampled in natural aquifers. Transport in Porous Media, 59(1):19–45, 2005.

    Article  Google Scholar 

  5. P. J. Colucci, F. A. Jaberi, P. Givi, and S. B. Pope. Filtered density function for large eddy simulation of turbulent reacting flows. Physics of Fluids, 10(2):499–515, 1998.

    Article  MATH  MathSciNet  Google Scholar 

  6. W. Dong. From stochastic processes to the hydrodynamic equations. University of California Report No. UCRL-3353, 1956.

    Google Scholar 

  7. A. Einstein. Über die von der molekularkinetischen Theorie der wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen. Annalen der Physik, 322(8):549–560, 1905.

    Article  Google Scholar 

  8. A. Fiori and G. Dagan. Concentration fluctuations in aquifer transport: A rigorous first-order solution and applications. Journal of Contaminant Hydrology, 45(1-2):139–163, 2000.

    Article  Google Scholar 

  9. C. W. Gardiner. Handbook of stochastic methods for physics, chemistry and the natural sciences. Springer, Berlin, third edition, 2004.

    MATH  Google Scholar 

  10. M. Hossein Gorji and Patrick Jenny. A generalized stochastic solution algorithm for simulations of rarefied gas flows. In Proceedings of the 2nd European Conference on Microfluidics, 2010.

    Google Scholar 

  11. J. Janicka, W. Kolbe, and W. Kollmann. Closure of the transport-equation for the probability density-function of turbulent scalar fields. Journal of Non-Equilibrium Thermodynamics, 4(1):47–66, 1979.

    Article  MATH  Google Scholar 

  12. P. Jenny, S. B. Pope, M. Muradoglu, and D. A. Caughey. A hybrid algorithm for the joint pdf equation of turbulent reactive flows. Journal of Computational Physics, 166(2):218–252, 2001.

    Article  MATH  MathSciNet  Google Scholar 

  13. P. Jenny, M. Torrilhon, and S. Heinz. A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion. Journal of Computational Physics, 229(4):1077–1098, 2010.

    Article  MATH  MathSciNet  Google Scholar 

  14. A. G. Journel and Ch. Huijbregts. Mining geostatistics. Academic Press, London a.o., 1978.

    Google Scholar 

  15. A. Juneja and S. B. Pope. A dns study of turbulent mixing of two passive scalars. Physics of Fluids, 8(8):2161–2184, 1996.

    Article  MATH  Google Scholar 

  16. P. Langevin. The theory of brownian movement. Comptes Rendus Hébdomadaires des Séances de l’Academie des Sciences, 146:530–533, 1908.

    MATH  Google Scholar 

  17. D. W. Meyer and P. Jenny. A mixing model for turbulent flows based on parameterized scalar profiles. Physics of Fluids, 18(3), 2006.

    Google Scholar 

  18. Daniel W. Meyer and Patrick Jenny. Micromixing models for turbulent flows. Journal of Computational Physics, 228(4):1275–1293, 2009.

    Article  MATH  MathSciNet  Google Scholar 

  19. Daniel W. Meyer, Patrick Jenny, and Hamdi A. Tchelepi. A joint velocity-concentration pdf method for tracer flow in heterogeneous porous media. Water Resour. Res., 46(12):W12522, 2010.

    Google Scholar 

  20. Daniel W. Meyer and Hamdi A. Tchelepi. Particle-based transport model with Markovian velocity processes for tracer dispersion in highly heterogeneous porous media. Water Resour. Res., 46(11):W11552, 2010.

    Google Scholar 

  21. Daniel Werner Meyer-Massetti. On the modeling of molecular mixing in turbulent flows. doctoral thesis, ETH, 2008.

    Google Scholar 

  22. S. B. Pope. A Monte-Carlo method for the pdf equations of turbulent reactive flow. Combustion Science and Technology, 25(5-6):159–174, 1981.

    Article  Google Scholar 

  23. S. B. Pope. Pdf methods for turbulent reactive flows. Progress in Energy and Combustion Science, 11(2):119–192, 1985.

    Article  Google Scholar 

  24. S. B. Pope. Lagrangian pdf methods for turbulent flows. Annual Review of Fluid Mechanics, 26:23–63, 1994.

    Article  MathSciNet  Google Scholar 

  25. H. Risken. The Fokker-Planck equation: methods of solution and applications. Springer-Verlag, Berlin; New York, 2nd edition, 1989.

    Google Scholar 

  26. P. Salandin and V. Fiorotto. Solute transport in highly heterogeneous aquifers. Water Resources Research, 34(5):949–961, 1998.

    Article  Google Scholar 

  27. S. Subramaniam and S. B. Pope. A mixing model for turbulent reactive flows based on Euclidean minimum spanning trees. Combustion and Flame, 115(4):487–514, 1998.

    Article  Google Scholar 

  28. M. Torrilhon and H. Struchtrup. Regularized 13-moment equations: shock structure calculations and comparison to Burnett models. Journal of Fluid Mechanics, 513:171–198, 2004.

    Article  MATH  MathSciNet  Google Scholar 

  29. Manav Tyagi. Probability density function approach for modeling multi-phase flow in porous media. doctoral thesis, ETH, 2010.

    Google Scholar 

  30. J. Villermaux and J. C. Devillon. Représentation de la coalescence et de la redispersion des domaines de ségrégation dans un fluide par un modèle d’interaction phénoménologique. In Second International Symposium on Chemical Reaction Engineering, pages 1–13, New York, 1972. Elsevier.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Patrick Jenny .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Jenny, P., Meyer, D.W. (2012). Transported Probability and Mass Density Function (PDF/MDF) Methods for Uncertainty Assessment and Multi-Scale Problems. In: Graham, I., Hou, T., Lakkis, O., Scheichl, R. (eds) Numerical Analysis of Multiscale Problems. Lecture Notes in Computational Science and Engineering, vol 83. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22061-6_2

Download citation

Publish with us

Policies and ethics