Notional particles stochastic differential equations

V, ip, x, and t) in the PDF transport equation makes it intractable to solve using standard discretization methods. Instead, Lagrangian PDF methods (Pope 1994a) can be used to express the problem in terms of stochastic differential equations for so-called notional particles. In Chapter 7, we will discuss grid-based Eulerian PDF codes which also use notional particles. However, in the Eulerian context, a notional particle serves only as a discrete representation of the Eulerian PDF and not as a model for a Lagrangian fluid particle. The Lagrangian Monte-Carlo simulation methods discussed in Chapter 7 are based on Lagrangian PDF methods. 

Thus, correspondence between the notional-particle system and the Eulerian PDF of the flow requires agreement at the moment level. In particular, it requires that (U(x, /)) = (U (r) X (0 = x) and ((x, t)) = (0 (r) X (O = x). It remains then to formulate stochastic differential equations for the notional-particle system which yield the desired correspondence. 

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