Variance reduction for Fokker-Planck based particle Monte Carlo schemes

DOI10.1016/j.jcp.2015.04.008zbMath1349.82085OpenAlexW2071921921MaRDI QIDQ350099

Patrick Jenny, Nemanja Andric, Mohammad Hossein Gorji

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.04.008

zbMATH Keywords

Fokker-Planck equationvariance reductiondsmcrarefied gas flow

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (7)

A velocity space hybridization-based Boltzmann equation solver ⋮ Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method ⋮ Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics ⋮ The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification ⋮ A Particle Fokker-Planck Algorithm with Multiscale Temporal Discretization for Rarefied and Continuum Gas Flows ⋮ Particle simulation of nonequilibrium gas flows based on ellipsoidal statistical Fokker-Planck model ⋮ A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction

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