Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems

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• 作者：Celani ; Antonio ; Cencini ; Massimo ; Noullez ; Alain
• 关键词：65M99 ; 76F25 ; Computational fluid dynamics ; Turbulent transport
• 刊名：Physica D
• 出版年：2004
• 出版时间：August 15, 2004
• 年：2004
• 卷：195
• 期：3-4
• 页码：283-291
• 全文大小：253 K

文摘

We present an efficient and parsimonious algorithm to solve mixed initial/final-value problems. The algorithm optimally limits the memory storage and the computational time requirements: with respect to a simple forward integration, the cost factor is only logarithmic in the number of time-steps. As an example, we discuss the solution of the final-value problem for a Fokker–Planck equation whose drift velocity solves a different initial-value problem—a relevant issue in the context of turbulent scalar transport.