Contaminant dispersal, numerical simulation, and stochastic PDEs

 Atmospheric dispersal of contaminants such as ash can be modelled by stochastic differential equations coupled to a large-scale weather model. We develop this model as used by the UK Met Office and discuss its numerical approximation. We show a how a splitting method can be used to substantially improve the numerical simulation and justify this approach with a backward error analysis. We conclude the talk with a stochastic PDE description of the large-scale behaviour of such particle models.

invited by Sebastian Reich