Related papers: Practical deviational particle method for variance…
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…
This paper investigates Monte Carlo (MC) methods to estimate probabilities of rare events associated with solutions to the $d$-dimensional McKean-Vlasov stochastic differential equation (MV-SDE). MV-SDEs are usually approximated using a…
Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…
We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…
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 paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…
Improving the efficiency of the direct simulation Monte Carlo (DSMC) method has become increasingly urgent with the rapid development of space exploration. To address this issue, the direct intermittent general synthetic iteration (DIG)…
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…
Neutrino Direct Simulation Monte Carlo ($\nu$DSMC) is a Monte Carlo method for solving the neutrino Boltzmann equation in the early Universe, designed to track the evolution of cosmic neutrinos across a wide range of cosmological scenarios.…
An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…
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 four-way coupling scheme for the direct numerical simulation of particle-laden flows is developed and analyzed. It employs a novel adaptive multi-relaxation time lattice Boltzmann method to simulate the fluid phase efficiently. The…
We present the formulation of a kinetic mapping scheme between the Direct Simulation Monte Carlo (DSMC) and the Lattice Boltzmann Method (LBM) which is at the basis of the hybrid model used to couple the two methods in view of efficiently…
Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…