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arXiv 1902.04347math.NAcs.NA
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扩散极限下动力学方程的多层Monte Carlo保渐近粒子方法

A Multilevel Monte Carlo Asymptotic-Preserving Particle Method for Kinetic Equations in the Diffusion Limit

Emil Løvbak, Giovanni Samaey, Stefan Vandewalle

摘要:

本文提出了一种基于粒子的动力学方程渐近保持格式的多层蒙特卡罗方法。动力学方程模拟粒子在位置-速度相空间中的传输和碰撞。在扩散标度下,动力学方程在零平均自由程极限下收敛为平流-扩散方程,经典的粒子技术在此极限下受到严格的时间步长限制.渐近保持方案提供了一个解决方案,这个时间步长的限制,但引入一阶误差的时间步长。我们演示了如何多层次的蒙特卡罗方法可以被用来作为一个偏差减少技术进行准确的模拟扩散制度,同时利用降低模拟成本的渐近保持计划。我们描述了如何实现必要的相关性,在不同的级别的模拟路径,并通过数值实验证明该方法的潜力。

英文摘要:

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, the kinetic equation converges to an advection-diffusion equation in the limit of zero mean free path. Classical particle-based techniques suffer from a strict time-step restriction to maintain stability in this limit. Asymptotic-preserving schemes provide a solution to this time step restriction, but introduce a first-order error in the time step size. We demonstrate how the multilevel Monte Carlo method can be used as a bias reduction technique to perform accurate simulations in the diffusive regime, while leveraging the reduced simulation cost given by the asymptotic-preserving scheme. We describe how to achieve the necessary correlation between simulation paths at different levels and demonstrate the potential of the approach via numerical experiments.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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