Monte-Carlo method for incompressible fluid flows past obstacles

04/18/2023

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by   Vladislav Cherepanov, et al.

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We establish stochastic functional integral representations for incompressible fluid flows occupying wall-bounded domains using the conditional law duality for a class of diffusion processes. These representations are used to derive a Monte-Carlo scheme based on the corresponding exact random vortex formulation. We implement several numerical experiments based on the Monte-Carlo method without appealing to the boundary layer flow computations, to demonstrate the methodology.