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We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…

Numerical Analysis · Mathematics 2026-05-12 Vincent N. Novellino , Dmitriy Y. Anistratov

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

This paper presents a new Monte Carlo (MC) algorithm for time-dependent particle transport problems with global variance reduction based on automatic weight windows (WWs). The centers of WWs at a time step are defined by the solution of an…

Numerical Analysis · Mathematics 2026-03-18 Caleb A. Shaw , Dmitriy Y. Anistratov

This paper presents hybrid numerical techniques for solving the Boltzmann transport equation formulated by means of low-order equations for angular moments of the angular flux. The moment equations are derived by the projection operator…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

We discuss the mathematical modeling and numerical discretization of transport problems on one-dimensional networks. Suitable coupling conditions are derived that guarantee conservation of mass across network junctions and dissipation of a…

Numerical Analysis · Mathematics 2020-01-23 Herbert Egger , Nora Philippi

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

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

We propose a hybrid spatial discretization for the radiative transport equation that combines a second-order discontinuous Galerkin (DG) method and a second-order finite volume (FV) method. The strategy relies on a simple operator splitting…

Numerical Analysis · Mathematics 2020-02-10 Vincent Heningburg , Cory D. Hauck

Efficient variance reduction of Monte Carlo simulations is desirable to avoid wasting computational resources. This paper presents an automated weight window algorithm for solving time-dependent particle transport problems. The weight…

Numerical Analysis · Mathematics 2025-08-06 Caleb S. Shaw , Dmitriy Y. Anistratov

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

A numerical method based on the hybridizable discontinuous Galerkin method in space and backward Euler in time is formulated and analyzed for solving the miscible displacement problem. Under low regularity assumptions, convergence is…

Numerical Analysis · Mathematics 2025-05-19 Keegan L. A. Kirk , Beatrice Riviere

We introduce a new hybridized discontinuous Galerkin method for the incompressible magnetohydrodynamics equations. If particular velocity, pressure, magnetic field, and magnetic pressure spaces are employed for both element and trace…

Numerical Analysis · Mathematics 2022-01-07 Thad A. Gleason , Eric L. Peters , John A. Evans

We develop a multi-dimensional hybrid discontinuous Galerkin method for multi-scale kinetic equations. This method is based on moment realizability matrices, a concept introduced by D. Levermore, W. Morokoff and B. Nadiga for one…

Numerical Analysis · Mathematics 2018-08-01 Francis Filbet , Tao Xiong

A collision-based hybrid method for the discrete ordinates approximation of the multigroup neutron transport equation is developed for two-dimensional time-dependent problems. At each time step, this algorithm splits the neutron transport…

Computational Physics · Physics 2025-02-17 Ben Whewell , Ryan G. McClarren

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

We present a high-order hybridized discontinuous Galerkin (HDG) method for the fully coupled time-dependent Stokes-Darcy-transport problem where the fluid viscosity and source/sink terms depend on the concentration and the…

Numerical Analysis · Mathematics 2023-07-07 Aycil Cesmelioglu , Dinh Dong Pham , Sander Rhebergen

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…

Numerical Analysis · Mathematics 2025-02-04 Andreas Granath , Siyang Wang

The incompressible Euler equations are an important model system in computational fluid dynamics. Fast high-order methods for the solution of this time-dependent system of partial differential equations are of particular interest: due to…

Numerical Analysis · Mathematics 2024-10-15 Eike Hermann Müller
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