Related papers: A Stochastic Calculus Approach to Boltzmann Transp…
In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the…
Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…
Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…
We consider particle transport under the influence of time-varying driving forces, where fluctuation relations connect the statistics of pairs of time reversed evolutions of physical observables. In many "mesoscopic" transport processes,…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
The Direct Simulation Monte Carlo method is applied to solve the Boltzmann equation in the steady planar Couette flow for Maxwell molecules and hard spheres. Nonequilibrium boundary conditions based on the solution of the…
The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…
Starting from the recently proposed energy-based deviational formulation for solving the Boltzmann equation [J.-P. Peraud and N. G. Hadjiconstantinou, Phys. Rev. B 84, 2011], which provides significant computational speedup compared to…
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,…
The transport of charged particles or photons in a scattering medium can be modelled with a Boltzmann equation. The mathematical treatment for scattering in such scenarios is often simplified if evaluated in a frame where the scattering…
We consider the scattering of neutrons and photons on solid volume rectangular targets. It is common to treat this problem using the Maxwell Boltzmann Transport Equation and to use underlying symmetries to simplify the calculation. For…
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…
We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the…
In the present work, we present a novel numerical algorithm to couple the Direct Simulation Monte Carlo method (DSMC) for the solution of the Boltzmann equation with a finite volume like method for the solution of the Euler equations.…
This work explores the capability of simulating complex fluid flows by directly solving the Boltzmann equation. Due to the high-dimensionality of the governing equation, the substantial computational cost of solving the Boltzmann equation…
A deterministic-stochastic coupling scheme is developed for simulating rarefied gas flows, where the key process is the alternative solving of the macroscopic synthetic equations [Su et al., J. Comput. Phys., 407 (2020) 109245] and the…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
A treatment of direct simulation Monte Carlo method (DSMC) as a Markov process with a master equation is given and the corresponding master equation is derived. A hierarchy of equations for the reduced probability distributions is derived…