Low-variance direct Monte Carlo simulations using importance weights

DOI10.1051/M2AN/2010052MaRDI QIDQ4933354zbMATH OpenOpenAlexFDO

Authors Husain A. Al-Mohssen, N. G. Hadjiconstantinou

Publication date 12 October 2010

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/44672

zbMATH Keywords

Boltzmann equationdirect simulation Monte Carlo (DSMC)microscale gas flowMonte Carlovariance reduction

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Kinetic theory of gases in time-dependent statistical mechanics (82C40)

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Cites work

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• A low-variance deviational simulation Monte Carlo for the Boltzmann equation
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• Deviational particle Monte Carlo for the Boltzmann equation
• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 47747 (Why is no real title available?)
• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
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• Variance reduction for Monte Carlo solutions of the Boltzmann equation
• Variance-reduced Monte Carlo solutions of the Boltzmann equation for low-speed gas flows: A discontinuous Galerkin formulation

Cited in

(12)

• Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method
• A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction
• Hedging direct simulation Monte Carlo bets via event splitting
• Study of acoustic wave propagation in micro- and nanochannels
• Variance-reduced DSMC method for axial-symmetric flows of gaseous mixtures
• A Monte Carlo method with negative particles for Coulomb collisions
• A low-variance deviational simulation Monte Carlo for the Boltzmann equation
• Frequency-domain deviational Monte Carlo method for linear oscillatory gas flows
• A split control variate scheme for PIC simulations with collisions
• Variance-reduced DSMC for binary gas flows as defined by the McCormack kinetic model
• Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics
• Frequency-domain Monte Carlo method for linear oscillatory gas flows

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