%0 Journal Article %1 keyhere %A Celani, Antonio %A Cencini, Massimo %A Noullez, Alain %D 2004 %J Physica D: Nonlinear Phenomena %K Computational Turbulent cencini dynamics transport %N 3-4 %P 283--291 %T Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems %U http://www.sciencedirect.com/science/article/B6TVK-4CP173K-3/2/613d0089d6f3a1c6cb41513b6d1d4ed5 %V 195 %X 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.

@article{keyhere, abstract = {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.}, added-at = {2007-10-05T01:52:06.000+0200}, author = {Celani, Antonio and Cencini, Massimo and Noullez, Alain}, biburl = {https://www.bibsonomy.org/bibtex/2a76c2689921dafede176d3ce9a886c33/mcencini}, description = {ScienceDirect - Physica D: Nonlinear Phenomena : Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems}, interhash = {905691329efda67c1b66f92e08561830}, intrahash = {a76c2689921dafede176d3ce9a886c33}, journal = {Physica D: Nonlinear Phenomena}, keywords = {Computational Turbulent cencini dynamics transport}, month = {#aug#}, number = {3-4}, pages = {283--291}, timestamp = {2007-10-05T01:52:06.000+0200}, title = {Going forth and back in time: a fast and parsimonious algorithm for mixed initial/final-value problems}, url = {http://www.sciencedirect.com/science/article/B6TVK-4CP173K-3/2/613d0089d6f3a1c6cb41513b6d1d4ed5}, volume = 195, year = 2004 }