Multilevel Monte Carlo simulation of Coulomb collisions
From MaRDI portal
Publication:728652
DOI10.1016/J.JCP.2014.05.030zbMATH Open1351.82085arXiv1310.3591OpenAlexW2064559544MaRDI QIDQ728652FDOQ728652
B. I. Cohen, Russel Caflisch, L. F. Ricketson, A. M. Dimits, M. S. Rosin
Publication date: 20 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the Langevin representation of the Landau-Fokker-Planck equation. It does so by combining multiple solutions to the underlying equations with varying numbers of timesteps. For a desired level of accuracy epsilon, the computational cost of the method is order(epsilon^{-2}) or order(epsilon^{-2} (ln epsilon)^2), depending on the underlying discretization, Milstein or Euler-Maruyama respectively. This is to be contrasted with a cost of order(epsilon^{-3}) for direct simulation Monte Carlo or binary collision methods. We successfully demonstrate the method with a classic beam diffusion test case in 2D, making use of the Levy area approximation for the correlated Milstein cross terms, and generating a computational saving of a factor of 100 for epsilon = 10^{-5}. We discuss the importance of the method for problems in which collisions constitute the computational rate limiting step, and its limitations.
Full work available at URL: https://arxiv.org/abs/1310.3591
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- How to generate random matrices from the classical compact groups
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Multilevel Monte Carlo Path Simulation
- The Boltzmann equation and its applications
- Monte Carlo complexity of global solution of integral equations
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
- Adaptive Multilevel Monte Carlo Simulation
- Fokker-Planck Equation for an Inverse-Square Force
- Monte Carlo methods and their analysis for Coulomb collisions in multicomponent plasmas
- Infinite-dimensional quadrature and approximation of distributions
- The semi-Lagrangian method for the numerical resolution of the Vlasov equation
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
- Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff
- A binary collision model for plasma simulation with a particle code
- ISDEP: integrator of stochastic differential equations for plasmas
- Small-angle Coulomb collision model for particle-in-cell simulations
- Langevin representation of Coulomb collisions in PIC simulations
- A grid-based Coulomb collision model for PIC codes
- A Monte Carlo method for Coulomb collisions in hybrid plasma models
- Direct simulation Monte Carlo schemes for Coulomb interactions in plasmas
- A review of Vlasov-Fokker-Planck numerical modeling of inertial confinement fusion plasma
- Particle simulation of Coulomb collisions: Comparing the methods of Takizuka \& Abe and Nanbu
- On irregular functionals of SDEs and the Euler scheme
- Higher-order time integration of Coulomb collisions in a plasma using Langevin equations
- Random Generation of Stochastic Area Integrals
- Multilevel Monte Carlo Methods
- Randomized multilevel quasi-Monte Carlo path simulation
- Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities
- An entropy based thermalization scheme for hybrid simulations of Coulomb collisions
Cited In (19)
- MLMC for Nested Expectations
- Accurate particle time integration for solving Vlasov-Fokker-Planck equations with specified electromagnetic fields
- Understanding the accuracy of Nanbu's numerical Coulomb collision operator
- Accelerated Simulation of Boltzmann-BGK Equations near the Diffusive Limit with Asymptotic-Preserving Multilevel Monte Carlo
- Multiscale modelling and splitting approaches for fluids composed of Coulomb-interacting particles
- An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas
- An entropy based thermalization scheme for hybrid simulations of Coulomb collisions
- Collisional $N$-Body Numerical Integrator with Applications to Charged Particle Dynamics
- Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
- Data-driven stochastic particle scheme for collisional plasma simulations
- Weakly convergent stochastic simulation of electron collisions in plasmas
- Adaptive time-stepping Monte Carlo integration of Coulomb collisions
- Multilevel importance sampling for rare events associated with the McKean-Vlasov equation
- Small-angle Coulomb collision model for particle-in-cell simulations
- Particle simulation of Coulomb collisions: Comparing the methods of Takizuka \& Abe and Nanbu
- Effect of collision-partner selection schemes on the accuracy and efficiency of the direct simulation Monte Carlo method
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
Uses Software
This page was built for publication: Multilevel Monte Carlo simulation of Coulomb collisions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q728652)
