An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
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Publication:2021187
a posteriori error estimationa priori error estimationadaptive mesh refinementmultilevel Monte Carlostochastic drift-diffusion-Poisson systemstochastic partial differential equation (SPDEs)
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Statistical mechanics of semiconductors (82D37)
Abstract: We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift-diffusion-Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the spatial dimensions, while the a-priori error is estimated to guarantee
ed{linear} convergence of the error. In the adaptive mesh refinement, efficient estimation of the error indicator gives rise to better error control. For the stochastic dimensions, we use the multilevel Monte Carlo method to solve this system of stochastic partial differential equations. Finally, the advantage of the technique developed here compared to uniform mesh refinement is discussed using a realistic numerical example.
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