The moment‐guided Monte Carlo method
Copyright policy )The moment‐guided Monte Carlo method
AbstractIn this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique that permits to reduce the variance of particle methods through a matching with a set of suitable macroscopic moment equations. In order to guarantee that the moment equations provide the correct solutions, they are coupled to the kinetic equation through a nonequilibrium term. The basic idea, on which the method relies, consists in guiding the particle positions and velocities through moment equations so that the concurrent solution of the moment and kinetic models furnishes the same macroscopic quantities. Copyright © 2010 John Wiley & Sons, Ltd.
fluid equations, finite volume methods, [PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph], variance reduction, FOS: Physical sciences, 510, Computational methods (statistical mechanics), 76P05, 65C20, 65C05, Boltzmann equation, Rarefied gas flows, Boltzmann equation in fluid mechanics, [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph], FOS: Mathematics, Boltzmannn equation, Mathematics - Numerical Analysis, [MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph], Boltzamnn equation; Monte Carlo method; finite volume schemes, Mathematical Physics, Kinetic theory of gases in time-dependent statistical mechanics, Fluid Dynamics (physics.flu-dyn), Monte Carlo methods, Physics - Fluid Dynamics, Mathematical Physics (math-ph), Numerical Analysis (math.NA), [PHYS.MPHY] Physics [physics]/Mathematical Physics [math-ph], [MATH.MATH-NA] Mathematics [math]/Numerical Analysis [math.NA], Computational Physics (physics.comp-ph), hybrid methods, Numerical methods of time-dependent statistical mechanics, Physics - Computational Physics, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
fluid equations, finite volume methods, [PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph], variance reduction, FOS: Physical sciences, 510, Computational methods (statistical mechanics), 76P05, 65C20, 65C05, Boltzmann equation, Rarefied gas flows, Boltzmann equation in fluid mechanics, [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph], FOS: Mathematics, Boltzmannn equation, Mathematics - Numerical Analysis, [MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph], Boltzamnn equation; Monte Carlo method; finite volume schemes, Mathematical Physics, Kinetic theory of gases in time-dependent statistical mechanics, Fluid Dynamics (physics.flu-dyn), Monte Carlo methods, Physics - Fluid Dynamics, Mathematical Physics (math-ph), Numerical Analysis (math.NA), [PHYS.MPHY] Physics [physics]/Mathematical Physics [math-ph], [MATH.MATH-NA] Mathematics [math]/Numerical Analysis [math.NA], Computational Physics (physics.comp-ph), hybrid methods, Numerical methods of time-dependent statistical mechanics, Physics - Computational Physics, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
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