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In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Numerical Analysis · Mathematics 2013-07-10 Giacomo Dimarco

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a…

Numerical Analysis · Mathematics 2023-01-18 Tarik Dzanic , Will Trojak , Freddie D. Witherden

We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple,…

Analysis of PDEs · Mathematics 2012-12-27 Pauline Lafitte , Giovanni Samaey

A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar-Gross-Krook (M-BGK) model with nontrivial…

Numerical Analysis · Mathematics 2024-04-30 Evan Habbershaw , Cory D. Hauck , Steven M. Wise

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

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

Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate…

Numerical Analysis · Mathematics 2019-09-04 Yanli Wang , Zhenning Cai

In this paper we deal with the extension of the Fast Kinetic Scheme (FKS) [J. Comput. Phys., Vol. 255, 2013, pp 680-698] originally constructed for solving the BGK equation, to the more challenging case of the Boltzmann equation. The scheme…

Numerical Analysis · Mathematics 2016-08-30 Giacomo Dimarco , Raphaël Loubère , Jacek Narski , Thomas Rey

We develop a spectral method for the spatially homogeneous Boltzmann equation using Burnett polynomials in the basis functions. Using the sparsity of the coefficients in the expansion of the collision term, the computational cost is reduced…

Computational Physics · Physics 2018-10-19 Zhenning Cai , Yuwei Fan , Yanli Wang

Plasmas with varying collisionalities occur in many applications, such as tokamak edge regions, where the flows are characterized by significant variations in density and temperature. While a kinetic model is necessary for…

Computational Engineering, Finance, and Science · Computer Science 2017-07-27 Debojyoti Ghosh , Mikhail A. Dorf , Milo R. Dorr , Jeffrey A. F. Hittinger

Multiresolution provides a fundamental tool based on the wavelet theory to build adaptive numerical schemes for Partial Differential Equations and time-adaptive meshes, allowing for error control. We have introduced this strategy before to…

Numerical Analysis · Mathematics 2021-05-31 Thomas Bellotti , Loïc Gouarin , Benjamin Graille , Marc Massot

Temporal integration of equations possessing continuous symmetries (e.g. systems with translational invariance associated with traveling solutions and scale invariance associated with self-similar solutions) in a ``co-evolving'' frame (i.e.…

We develop hybrid projection methods for computing solutions to large-scale inverse problems, where the solution represents a sum of different stochastic components. Such scenarios arise in many imaging applications (e.g., anomaly detection…

Numerical Analysis · Mathematics 2022-06-15 Julianne Chung , Jiahua Jiang , Scot M. Miller , Arvind K. Saibaba

In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…

Probability · Mathematics 2020-06-02 Yanjie Zhang , Xiao Wang , Zibo Wang , Jinqiao Duan

In this study, we address the challenge of solving elliptic equations with quasiperiodic coefficients. To achieve accurate and efficient computation, we introduce the projection method, which enables the embedding of quasiperiodic systems…

Numerical Analysis · Mathematics 2025-04-15 Kai Jiang , Meng Li , Juan Zhang , Lei Zhang

We present a spectral Petrov-Galerkin method for the Boltzmann collision operator. We expand the density distribution $f$ to high order orthogonal polynomials multiplied by a Maxwellian. By that choice, we can approximate on the whole…

Numerical Analysis · Mathematics 2019-03-06 Gerhard Kitzler , Joachim Schöberl

We introduce Spline Moment Equations (SME) for kinetic equations using a new weighted spline ansatz of the distribution function and investigate the ansatz, the model, and its performance by simulating the one-dimensional Boltzmann-BGK…

Numerical Analysis · Mathematics 2021-08-31 Julian Koellermeier , Ullika Scholz

The aim of this paper is to establish time decay properties and dispersive estimates for strictly hyperbolic equations with homogeneous symbols and with time-dependent coefficients whose derivatives are integrable. For this purpose, the…

Analysis of PDEs · Mathematics 2010-04-27 Tokio Matsuyama , Michael Ruzhansky