Variance reduction for Fokker-Planck based particle Monte Carlo schemes

DOI10.1016/J.JCP.2015.04.008MaRDI QIDQ350099zbMATHOpenAlexFDO

Authors Nemanja Andric, Patrick Jenny, M. H. 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

variance reductionFokker-Planck equationdsmcrarefied 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)

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Cites work

• scientific article; zbMATH DE number 49094 (Why is no real title available?)
• A Model for Collision Processes in Gases. I. Small Amplitude Processes in Charged and Neutral One-Component Systems
• A direct simulation Monte Carlo method for rarefied gas flows in the limit of small Mach number
• A multiblock joint PDF finite-volume hybrid algorithm for the computation of turbulent flows in complex geometries
• A robust numerical method for the R13 equations of rarefied gas dynamics: application to lid driven cavity
• A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion
• An efficient particle Fokker-Planck algorithm for rarefied gas flows
• Direct simulation of gas flows at the molecular level
• Fokker-Planck model for computational studies of monatomic rarefied gas flows
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Statistical simulation of low-speed rarefied gas flows
• The moment-guided Monte Carlo method
• Variance reduction for Monte Carlo solutions of the Boltzmann equation

Cited in

(10)

• A velocity space hybridization-based Boltzmann equation solver
• Efficient particle control in systems with large density gradients
• The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification
• Reply to the comment on the article ``An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods by G. Li and M. F. Modest
• Variance reduction for Metropolis-Hastings samplers
• Particle simulation of nonequilibrium gas flows based on ellipsoidal statistical Fokker-Planck model
• Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method
• A particle Fokker-Planck algorithm with multiscale temporal discretization for rarefied and continuum gas flows
• Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics
• A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction

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