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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…

数值分析 · 数学 2023-07-26 Emil Løvbak , Giovanni Samaey

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…

计算物理 · 物理学 2025-01-03 G. Chen , A. J. Stanier , L. Chacón , S. E. Anderson , B. Philip

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…

计算物理 · 物理学 2015-06-12 L. F. Ricketson , M. S. Rosin , R. E. Caflisch , Andris M. Dimits

A binary-pairing Monte Carlo collision method is presented here for screened Coulomb collisions in plasmas that is valid in the weakly and moderately coupled regimes. The method models the Fokker-Planck collision operator with first order…

等离子体物理 · 物理学 2025-04-22 Justin Ray Angus , Johannes Johgan van de Wetering

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…

等离子体物理 · 物理学 2018-01-17 Konsta Särkimäki , Eero Hirvijoki , Juuso Terävä

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

统计力学 · 物理学 2007-05-23 A. Brandt , V. Ilyin

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…

数值分析 · 数学 2020-10-23 Bert Mortier , Pieterjan Robbe , Martine Baelmans , Giovanni Samaey

In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…

数值分析 · 数学 2017-06-22 Juergen Geiser

To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…

计算物理 · 物理学 2021-02-24 William Robert Saunders , James Grant , Eike Hermann Müller

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

计算金融 · 定量金融 2014-10-07 Denis Belomestny , Tigran Nagapetyan

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

高能物理 - 格点 · 物理学 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

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…

数值分析 · 数学 2024-02-09 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad--Shafranov equation. The presence of uncertainty in the model parameters…

计算物理 · 物理学 2023-12-22 Howard C. Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

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…

数值分析 · 数学 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

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,…

数值分析 · 数学 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

The order of convergence of the Monte Carlo method is 1/2 which means that we need quadruple samples to decrease the error in half in the numerical simulation. Multilevel Monte Carlo methods reach the same order of error by spending less…

数值分析 · 数学 2015-02-27 Myoungnyoun Kim , Imbo Sim

We consider the development of Monte Carlo schemes for molecules with Coulomb interactions. We generalize the classic algorithms of Bird and Nanbu-Babovsky for rarefied gas dynamics to the Coulomb case thanks to the approximation introduced…

计算物理 · 物理学 2015-03-17 Giacomo Dimarco , Russell Caflisch , Lorenzo Pareschi

The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…

计算工程、金融与科学 · 计算机科学 2017-09-26 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps
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