Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms

DOI10.1016/J.CPC.2021.108041MaRDI QIDQ6098539zbMATH OpenOpenAlexFDO

Authors

Publication date 14 June 2023

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.14048

zbMATH Keywords

Fokker-PlanckICRHreweightingRussian roulettesplittingvariance reduction

Mathematics Subject Classification ID

Statistics (62-XX) Statistical mechanics, structure of matter (82-XX)

Abstract: We present novel roulette schemes for rare-event sampling that are both structure-preserving and unbiased. The boundaries where Monte Carlo markers are split and deleted are placed automatically and adapted during runtime. Extending existing codes with the new schemes is possible without severe changes because the equation of motion for the markers is not altered. These schemes can also be applied in the presence of nonlinear and nonlocal coupling between markers. As an illustrative application, we have implemented this method in the ASCOT-RFOF code, used to simulate fast-ion generation by radio-frequency waves in fusion plasmas. In this application, with this method the Monte-Carlo noise level for typical fast-ion energies can be reduced at least of one order of magnitude without increasing the computational effort.

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Cites work

• A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport
• ASCOT: solving the kinetic equation of minority particle species in tokamak plasmas
• Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Octree particle management for DSMC and PIC simulations
• Particle merging algorithm for PIC codes
• Probability and random processes.

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