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In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

We introduce a numerical method for solving Grad's moment equations or regularized moment equations for arbitrary order of moments. In our algorithm, we do not need explicitly the moment equations. As an instead, we directly start from the…

Mathematical Physics · Physics 2010-05-04 Zhenning Cai , Ruo Li

We propose a control variate multilevel Monte Carlo method for the kinetic BGK model of the Boltzmann equation subject to random inputs. The method combines a multilevel Monte Carlo technique with the computation of the optimal control…

Numerical Analysis · Mathematics 2020-04-17 Jingwei Hu , Lorenzo Pareschi , Yubo Wang

In some recent works [G. Dimarco, L. Pareschi, Hybrid multiscale methods I. Hyperbolic Relaxation Problems, Comm. Math. Sci., 1, (2006), pp. 155-177], [G. Dimarco, L. Pareschi, Hybrid multiscale methods II. Kinetic equations, SIAM…

Numerical Analysis · Mathematics 2011-02-07 Giacomo Dimarco , Lorenzo Pareschi

We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…

Computational Physics · Physics 2009-05-15 Nicolas G. Hadjiconstantinou , Gregg A. Radtke , Lowell L. Baker

In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…

Numerical Analysis · Mathematics 2020-10-28 Lorenzo Pareschi , Mattia Zanella

By a further study of the mechanism of the hyperbolic regularization of the moment system for Boltzmann equation proposed in [Z. Cai, Y. Fan, R. Li, Comm. Math. Sci. 11(2): 547-571, 2013], we point out that the key point is treating the…

Mathematical Physics · Physics 2016-02-17 Yuwei Fan , Julian Koellermeier , Jun Li , Ruo Li , Manuel Torrilhon

We present the new Guided Moments ($\texttt{GM}$) formalism for neutrino modeling in astrophysical scenarios like core-collapse supernovae and neutron star mergers. The truncated moments approximation ($\texttt{M1}$) and Monte-Carlo…

High Energy Astrophysical Phenomena · Physics 2024-03-18 Manuel R. Izquierdo , J. Fernando Abalos , Carlos Palenzuela

We apply the collision-based hybrid introduced in \cite{hauck} to the Boltzmann equation with the BGK operator and a hyperbolic scaling. An implicit treatment of the source term is used to handle stiffness associated with the BGK operator.…

Numerical Analysis · Mathematics 2023-06-21 Minwoo Shin , Cory D. Hauck , Ryan G. McClarren

Spectral methods, thanks to the high accuracy and the possibility of using fast algorithms, represent an effective way to approximate collisional kinetic equations in kinetic theory. On the other hand, the loss of some local invariants can…

Numerical Analysis · Mathematics 2021-05-28 Lorenzo Pareschi , Thomas Rey

A novel hybrid algorithm is presented for the Boltzmann-BGK equation, in which a low-rank decomposition is applied solely in the velocity subspace, while a full-rank representation is maintained in the physical (position) space. This…

Numerical Analysis · Mathematics 2025-08-25 Andres Galindo-Olarte , Joseph Nakao , Mirjeta Pasha , Jing-Mei Qiu , William Taitano

We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…

Numerical Analysis · Mathematics 2023-12-08 Johannes Krotz , Cory D. Hauck , Ryan G. McClarren

As one of the main governing equations in kinetic theory, the Boltzmann equation is widely utilized in aerospace, microscopic flow, etc. Its high-resolution simulation is crucial in these related areas. However, due to the high…

Numerical Analysis · Mathematics 2022-03-29 Zhengyi Li , Bin Dong , Yanli Wang

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

A new framework is introduced for constructing interpretable and truly reliable reduced models for multiscale problems in situations without scale separation. Hydrodynamic approximation to the kinetic equation is used as an example to…

Computational Physics · Physics 2019-10-31 Jiequn Han , Chao Ma , Zheng Ma , Weinan E

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

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

We review some recent developments of Grad's approach to solving the Boltzmann equation and creating reduced description. The method of invariant manifold is put forward as a unified principle to establish corrections to Grad's equations. A…

Statistical Mechanics · Physics 2007-05-23 A. N. Gorban , I. V. Karlin

This paper presents a numerical approximation technique for the Boltzmann equation based on a moment system approximation in velocity dependence and a discontinuous Galerkin finite-element approximation in position dependence. The closure…

Computational Physics · Physics 2016-02-04 M. R. A. Abdelmalik , E. H. van Brummelen

In a recent paper we presented a new ultra efficient numerical method for solving kinetic equations of the Boltzmann type (G. Dimarco, R. Loubere, Towards an ultra efficient kinetic scheme. Part I: basics on the 689 BGK equation, J. Comp.…

Numerical Analysis · Mathematics 2015-06-12 Giacomo Dimarco , Raphaël Loubere
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