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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

We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport equation with a Bhatnagar-Gross-Krook (BGK) collision…

Numerical Analysis · Mathematics 2020-10-23 Bert Mortier , Pieterjan Robbe , Martine Baelmans , Giovanni Samaey

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

In plasma edge simulations, the behavior of neutral particles is often described by a Boltzmann--BGK equation. Solving this kinetic equation and estimating the moments of its solution are essential tasks, typically carried out using Monte…

Numerical Analysis · Mathematics 2025-12-30 Zhirui Tang , Julian Koellermeier , Emil Løvbak , Giovanni Samaey

Many modern production and measurement facilities incorporate multiphase systems at low pressures. In this region of flows at small, non-zero Knudsen- and low Mach numbers the classical mesoscopic Monte Carlo methods become increasingly…

Fluid Dynamics · Physics 2015-09-10 S. Schmieschek , D. K. N. Sinz , F. Keller , U. Nieken , J. Harting

The Bhatnagar-Gross-Krook (BGK) model of the Boltzmann equation allows for efficient flow simulations, especially in the transition regime between continuum and high rarefaction. However, ensuring efficient performances for multiscale…

Fluid Dynamics · Physics 2025-05-09 Félix Garmirian , Marcel Pfeiffer

In this paper, we first extend the micro-macro decomposition method for multiscale kinetic equations from the BGK model to general collisional kinetic equations, including the Boltzmann and the Fokker-Planck Landau equations. The main idea…

Numerical Analysis · Mathematics 2019-02-20 Irene M. Gamba , Shi Jin , Liu Liu

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

Particle-based kinetic Monte Carlo simulations of neutral particles is one of the major computational bottlenecks in tokamak scrape-off layer simulations. This computational cost comes from the need to resolve individual collision events in…

Computational Engineering, Finance, and Science · Computer Science 2026-03-27 Oskar Lappi , Emil Løvbak , Thijs Steel , Giovanni Samaey

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

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

The Kinetic Monte Carlo (KMC) method has become an important tool for examination of phenomena like surface diffusion and thin film growth because of its ability to carry out simulations for time scales that are relevant to experiments. But…

Materials Science · Physics 2007-05-23 Talat S. Rahman , Abdelkader Kara , Altaf Karim , Oleg Trushin

This paper presents a hybrid numerical method for linear collisional kinetic equations with diffusive scaling. The aim of the method is to reduce the computational cost of kinetic equations by taking advantage of the lower dimensionality of…

Numerical Analysis · Mathematics 2022-02-09 Tino Laidin

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

Materials Science · Physics 2013-05-29 T. Oppelstrup , V. V. Bulatov , A. Donev , M. H. Kalos , G. H. Gilmer , B. Sadigh

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

Ideal gases can be modeled by the Boltzmann equation from statistical physics. Instead of trying to track the position and velocity of a large number of gas molecules, it is possible to describe the particles with a particle distribution…

Numerical Analysis · Mathematics 2025-11-27 Vienna B. Rossmanith

We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…

Materials Science · Physics 2009-10-31 Mathis Plapp , Alain Karma
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