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In the present work, we present a novel numerical algorithm to couple the Direct Simulation Monte Carlo method (DSMC) for the solution of the Boltzmann equation with a finite volume like method for the solution of the Euler equations.…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Giacomo Dimarco

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

A treatment of direct simulation Monte Carlo method (DSMC) as a Markov process with a master equation is given and the corresponding master equation is derived. A hierarchy of equations for the reduced probability distributions is derived…

Statistical Mechanics · Physics 2007-09-21 Hasan Karabulut , Huriye Ariman Karabulut

We develop an online optimisation algorithm for in situ calibration of collision models in simulations of rarefied gas flows. The online optimised collision models are able to achieve similar accuracy to Direct Molecular Simulation (DMS) at…

Fluid Dynamics · Physics 2024-11-21 Nicholas Daultry Ball , Jonathan F. MacArt , Justin Sirignano

Accurate prediction of rarefied gas flows is important for space vehicle design, particularly in rarefied regimes where the Navier-Stokes equations are no more valid. While the direct simulation Monte Carlo (DSMC) method acts as a numerical…

Fluid Dynamics · Physics 2025-07-01 Joonbeom Kim , Eunji Jun

We present a new method to couple the Direct Simulation Monte Carlo (DSMC) algorithm with molecular dynamics (MD). The coupling approach generalizes prior coupling methods using a cell-based decision. The approach is supported by a lifting…

Computational Physics · Physics 2025-06-03 Tim Linke , Dane Sterbentz , Niels Grønbech-Jensen , Jean-Pierre Delplanque , Jonathan Belof

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

A multiscale stochastic-deterministic coupling method is proposed to investigate the complex interactions between turbulent and rarefied gas flows within a unified framework. This method intermittently integrates the general synthetic…

Computational Physics · Physics 2025-03-14 Liyan Luo , Songyan Tian , Lei Wu

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

A new Micro-Macro-Surrogate (MMS) hybrid method is presented that couples the Direct Simulation Monte Carlo (DSMC) method with Computational Fluid Dynamics (CFD) to simulate low-speed rarefied gas flows. The proposed MMS method incorporates…

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…

Computational Finance · Quantitative Finance 2014-02-04 Fabian Dickmann , Nikolaus Schweizer

The Direct Simulation Monte Carlo (DSMC) method was widely used to simulate low density gas flows with large Knudsen numbers. However, DSMC encounters limitations in the regime of lower Knudsen numbers (Kn<0.1). In such cases, approaches…

This paper presents a perspective in which Direct Simulation Monte Carlo (DSMC) is viewed not in its traditional role as an algorithm for solving the Boltzmann equation but as a numerical method for statistical mechanics. First, analytical…

Statistical Mechanics · Physics 2025-01-15 Alejandro L. Garcia

The low-variance direct simulation Monte Carlo (LVDSMC) is a powerful method to simulate low-speed rarefied gas flows. However, in the near-continuum flow regime, due to limitations on the time step and spatial cell size, it takes plenty of…

Fluid Dynamics · Physics 2022-10-18 Liyan Luo , Qi Li , Lei Wu

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…

Computational Engineering, Finance, and Science · Computer Science 2008-09-25 T. Borogovac , F. J. Alexander , P. Vakili

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal