Accelerating convergence in stochastic particle dispersion simulation codes

DOI10.1006/JCPH.2001.6874MaRDI QIDQ5953231zbMATH OpenOpenAlexFDO

Authors Richard R. Picard, Mark Fitzgerald, Michael J. Brown

Publication date 27 January 2002

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

Full work available at URL https://semanticscholar.org/paper/a9418d0888838fccee5fe387167a5e0533ec3337

zbMATH Keywords

exponential convergenceimportance samplingMarkov chain Monte Carlo methodstochastic partial dispersion simulationturbulent diffusion

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Diffusion processes (60J60) Monte Carlo methods (65C05) Stochastic particle methods (65C35) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A kinetic theory for nonanalog Monte Carlo particle transport algorithms: Exponential transform with angular biasing in planar-geometry anisotropically scattering media
• A new algorithm for adaptive multidimensional integration
• A Simplex Method for Function Minimization
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• Adaptive mixture importance sampling
• Approximating the permanent via importance sampling with application to the dimer covering problem
• Criteria for the selection of stochastic models of particle trajectories in turbulent flows
• Exponential convergence of adaptive importance sampling for Markov chains
• Fast simulation of rare events in queueing and reliability models
• scientific article; zbMATH DE number 3179103 (Why is no real title available?)
• scientific article; zbMATH DE number 194144 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Nonparametric Importance Sampling
• Random walk models for particle displacements in inhomogeneous unsteady turbulent flows
• Turbulent dispersion with broken reflectional symmetry
• Weighted Average Importance Sampling and Defensive Mixture Distributions

Cited in

(3)

• Iterative convergence acceleration of neutral particle transport methods via adjacent-cell preconditioners
• ACCELERATED MONTE CARLO FOR PARTICLE DISPERSION
• Adaptive simulation using perfect control variates

Describes a project that uses

Uses Software

• VEGAS

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