The behavior of the probability density function (PDF) transport equation at the limits of the probability space is studied from the point of view of fluid mechanics. Different boundary conditions are considered depending on the nature of the variable considered (velocity, scalar, and position). A study of the implications of entrance and exit conditions is performed, showing that a new term should be added to the PDF transport equation to preserve normalization in some nonstationary processes. In practice, this term is taken into account naturally in particle methods. Finally, the existence of discontinuities at the limits is also investigated.

• Received 4 December 2002

DOI:https://doi.org/10.1103/PhysRevE.67.046310