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Bibliographic Details
Main Authors: Domínguez-Vázquez, Daniel, Jacobs, Gustaaf B., Tartakovsky, Daniel M.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.04913
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Table of Contents:
  • Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed dynamics might be highly non-Gaussian. Our Liouville approach overcomes this dichotomy by replacing the Wiener process in the Langevin models with a (small) set of random variables, whose distributions are tuned to match the observed statistics.