Low-variance direct Monte Carlo simulations using importance weights

DOI10.1051/m2an/2010052zbMath1200.82051OpenAlexW2018750519MaRDI QIDQ4933354

Husain A. Al-Mohssen, Nicolas 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

Monte CarloBoltzmann equationvariance reductiondirect simulation Monte Carlo (DSMC)microscale gas flow

Mathematics Subject Classification ID

Related Items (9)

A Monte Carlo method with negative particles for Coulomb collisions ⋮ Frequency-domain deviational Monte Carlo method for linear oscillatory gas flows ⋮ A split control variate scheme for PIC simulations with collisions ⋮ 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 ⋮ Study of acoustic wave propagation in micro- and nanochannels ⋮ Variance-reduced DSMC for binary gas flows as defined by the McCormack kinetic model ⋮ Frequency-domain Monte Carlo method for linear oscillatory gas flows ⋮ A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A convergence proof for Bird's direct simulation Monte Carlo method for the Boltzmann equation
• The Boltzmann equation and its applications
• Kinetic theory and fluid dynamics
• Statistical error in particle simulations of hydrodynamic phenomena.
• Slow rarefied flows. Theory and application to micro-electro-mechanical systems.
• A low-variance deviational simulation Monte Carlo for the Boltzmann equation
• Variance-reduced Monte Carlo solutions of the Boltzmann equation for low-speed gas flows: A discontinuous Galerkin formulation
• Deviational particle Monte Carlo for the Boltzmann equation
• The limits of Navier-Stokes theory and kinetic extensions for describing small-scale gaseous hydrodynamics
• Low-variance deviational simulation Monte Carlo
• Time step truncation error in direct simulation Monte Carlo
• Analysis of discretization in the direct simulation Monte Carlo
• Variance reduction for Monte Carlo solutions of the Boltzmann equation
• A direct simulation Monte Carlo method for rarefied gas flows in the limit of small Mach number

This page was built for publication: Low-variance direct Monte Carlo simulations using importance weights