Related papers: Kinetic-diffusion asymptotic-preserving Monte Carl…
We formulate and test a hybrid fluid-Monte Carlo scheme for the treatment of elastic collisions in gases and plasmas. While our primary focus and demonstrations of applicability are for moderately collisional plasmas, as described by the…
We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…
This short note presents an extension of the hybrid, model-adaptation method introduced in [T.~Laidin, \textit{arXiv 2202.03696}, 2022] for linear collisional kinetic equations in a diffusive scaling to the nonlinear mean-field…
The kinetic Boltzmann equation models gas dynamics over a wide range of spatial and temporal scales. Simplified versions of the full Boltzmann collision operator, such as the classical Bhatnagar-Gross-Krook and the closely related…
In this article, we are interested in the asymptotic analysis of a finite volume scheme for one dimensional linear kinetic equations, with either Fokker-Planck or linearized BGK collision operator. Thanks to appropriate uniform estimates,…
This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIPLMC) methods, for statistical inference in latent variable models. We propose a diffusion process…
We are interested in this work in the numerical resolution of the Quantum Liouville-BGK equation, which arises in the derivation of quantum hydrodynamical models from first principles. Such models are often obtained in some asymptotic…
Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…
The kinetic Monte Carlo (kMC) method is used in many scientific fields in applications involving rare-event transitions. Due to its discrete stochastic nature, efforts to parallelize kMC approaches often produce unbalanced time evolutions…
In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…
In this paper, we propose a general framework to design asymptotic preserving schemes for the Boltzmann kinetic kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source)…
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…
In this paper we develop high-order asymptotic-preserving methods for the spatially inhomogeneous quantum Boltzmann equation. We follow the work in Li and Pareschi, where asymptotic preserving exponential Runge-Kutta methods for the…
Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…
In this work we numerically study the diffusive limit of run & tumble kinetic models for cell motion due to chemotaxis by means of asymptotic preserving schemes. It is well-known that the diffusive limit of these models leads to the…
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…
In this paper, we introduce a bi-fidelity algorithm for velocity discretization of Boltzmann-type kinetic equations under multiple scales. The proposed method employs a simpler and computationally cheaper low-fidelity model to capture a…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…
Kinetic transport models are mesoscopic mathematical descriptions of the transport of particles as well as their interactions with the background media or among themselves, and they have wide applications in many areas of mathematical…